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Market data F&O tools

Option chain, open interest, PCR, max pain, gamma, straddle, volatility, futures buildup and index tools for NIFTY, Bank Nifty, Sensex and every NSE F&O stock. Free, live in market hours, and every past day kept for replay.

F&O closedData at 12 Nov, 3:30 pm

All toolsOption chainFII & DII

F&O snapshot

The five indices, nearest expiry

PCR, max pain, ATM straddle, IV and gamma levels from the live option chain. Updated 3:30 pm (last session).

NIFTYExpiry 17 Nov (5d) 25,299.35+0.18%
PCR (OI)
0.85 Neutral
Max pain
25,200
ATM straddle
366.70 ±1.4%
ATM IV
15.5%
Call wall
25,500
Put wall
25,000
Gamma flip
25,098
Net GEX
+14,805 Cr

Put OI 15.16 CrCall OI 17.93 Cr

Option chain
BANK NIFTYExpiry 23 Nov (11d) 61,518.50+1.19%
PCR (OI)
1.28 Bullish
Max pain
58,900
ATM straddle
1,520.00 ±2.5%
ATM IV
17.8%
Call wall
60,500
Put wall
60,500
Gamma flip
60,710
Net GEX
+1,045 Cr

Put OI 2.15 CrCall OI 1.68 Cr

Option chain
FIN NIFTYExpiry 23 Nov (11d) 28,057.15+1.42%
PCR (OI)
1.01 Neutral
Max pain
27,000
ATM straddle
754.95 ±2.7%
ATM IV
19.4%
Call wall
28,500
Put wall
27,000
Gamma flip
27,632
Net GEX
+26 Cr

Put OI 6.54 LCall OI 6.48 L

Option chain
MIDCAP NIFTYExpiry 23 Nov (11d) 14,322.75+0.91%
PCR (OI)
1.18 Neutral
Max pain
14,000
ATM straddle
387.15 ±2.7%
ATM IV
19.5%
Call wall
14,500
Put wall
14,000
Gamma flip
14,100
Net GEX
+195 Cr

Put OI 81.28 LCall OI 68.7 L

Option chain
SENSEXExpiry 12 Nov (0d) 81,911.01+0.04%
PCR (OI)
0.85 Neutral
Max pain
81,900
ATM straddle
11.05 ±0.0%
ATM IV
39.1%
Call wall
82,000
Put wall
81,900
Gamma flip
—
Net GEX
-401,854 Cr

Put OI 5.52 CrCall OI 6.51 Cr

Option chain

Futures buildup

Stock futures, near month

Price change with the change in open interest since the last session tells who is acting. Data at 3:30 pm.

Long Buildup 50

  1. NAVINFLUOR+3.17%OI +18.3%
  2. PAYTM+8.07%OI +10.3%
  3. ATHERENERG+2.68%OI +9.1%
  4. BAJFINANCE+3.43%OI +7.9%
  5. ENRIN+2.65%OI +7.6%
  6. RADICO+5.03%OI +7.4%

Short Buildup 40

  1. PAGEIND-13.99%OI +53.6%
  2. BDL-5.11%OI +27.2%
  3. ALKEM-2.06%OI +16.6%
  4. GODFRYPHLP-0.37%OI +12.6%
  5. KARURVYSYA-0.83%OI +11.6%
  6. ONGC-4.03%OI +8.9%

Short Covering 83

  1. COCHINSHIP+0.13%OI -19.4%
  2. UNIONBANK+1.47%OI -6.6%
  3. ICICIBANK+0.72%OI -6.3%
  4. 360ONE+2.45%OI -5.8%
  5. INDIGO+0.23%OI -5.6%
  6. AUBANK+3.11%OI -5.2%

Long Unwinding 44

  1. MARICO-1.15%OI -10.3%
  2. RBLBANK-0.05%OI -8.8%
  3. MARUTI-0.76%OI -8.3%
  4. M&M-1.20%OI -7.0%
  5. TITAN-0.97%OI -6.6%
  6. COLPAL-0.36%OI -5.7%

All tools

40 tools for options and futures

Pick a tool. Each one works for NIFTY, Bank Nifty, Fin Nifty, Midcap Nifty, Sensex and every F&O stock.

Build tools 5

Strategy BuilderBuild any option strategy and see payoff, Greeks, POP and margin Live SimulatorReplay a past day minute by minute and trade it Live Option ChainLive chain with OI, change, IV, Greeks and buildup Live Strategy ChartCombined premium of your position through the day Live Historical ChartPremium, OI and IV of any strike over many days Live

OI tools 9

Open InterestCall and put OI per strike, with change and max pain Live Multi OI & VolumeOI and volume of chosen strikes over the day Live Put-Call RatioIntraday PCR with price, and day-wise history Live Max PainWhere option writers lose the least, and how it moves Live Gamma ExposureNet GEX per strike, call wall, put wall and flip level Live PE-CE DifferencePut OI minus call OI through the day Live TimeseriesThe option chain across several times side by side Live Smart OISudden large OI moves at a strike, with what they mean Live Vega AnalysisCall vega vs put vega near the money over time Live

Price tools 5

ATM Straddle ChartATM call + put premium through the day Live Premium DecayHow fast call and put premiums are melting Live Price vs OIPremium and OI of one strike, with the buildup Live MultiStrike ChartUp to 20 strikes on one chart Live Multi-Straddle ChartUp to 10 straddles, alone or combined Live

IV tools 5

Volatility SkewIV across strikes, with yesterday for comparison Live IV / HV / IVP ChartIV, HV, IV rank and IV percentile over time Live IV - HVImplied vs historical volatility and the gap Live IV GridIV, HV, IVR and IVP of every F&O symbol Live IV - IntradayATM call, put and average IV through the day Live

Screeners 3

OI CrossoverSymbols where put OI crossed call OI, or the reverse Live Intraday BoosterSmart-money inflow and outflow across F&O stocks Live Option TriggersHighest call and put OI strikes and their distance Live

Future lab 6

Future DashboardEvery future: price, OI, buildup and premium Live Market MoversTop gainers, losers, OI gainers and each buildup Live Future HeatmapAll futures by sector, coloured by buildup Live Future IntradayFutures price and OI through the day Live Price vs OI (futures)Futures price against OI with buildup colours Live Future Sentiment Cycle50-day strip of daily buildup phases per symbol Live

Analyse 7

FII/DII SummaryLatest flows and F&O participant positions Live FII/DII Cash MarketDaily, monthly and yearly cash-market flows Live Index ContributorsWhich stocks moved the index, in points Live Advance DeclineRising vs falling stocks through the day Live Index WeightageWeight of each stock in the index Live Sector RotationLeading, weakening, lagging and improving sectors Live F&O Lot SizeLot sizes for this month and the next two Live

Questions

About these numbers

Where does the data come from?

Option chains, futures and India VIX come from the exchange feed through Upstox. We read the full chain of each index every minute in market hours and each F&O stock every few minutes, and save it, so every chart can also be replayed for a past day.

How often does it update?

Index prices on this page move live. The F&O numbers (PCR, max pain, walls, IV) refresh every minute for the indices and every few minutes for stocks, from 9:15 am to 3:30 pm on market days. After the close you see the last session.

What is max pain?

The strike at which option buyers as a group would lose the most, and option writers would pay the least, if the market closed there on expiry day. Prices are often pulled towards it near expiry, but it is not a forecast.

What do call wall, put wall and gamma flip mean?

The call wall and put wall are the strikes with the largest call and put gamma exposure: they often act as resistance and support. The gamma flip is the level where dealer gamma changes sign; below it moves tend to get bigger, above it they tend to calm down.

Is this advice?

No. These tools are for learning and research only. They are not a recommendation to buy or sell anything. Options can lose money quickly; check with a SEBI-registered adviser before you trade.

For education and research only, not investment advice. Data may be delayed or contain errors; check with your broker before you trade.