STWP Simple Trade With Patience · Option chain snapshot

NIFTY option chain levels

Data as of 10 Oct 2026, 16:11 · Expiry 13 Oct 2026 · Computed from 11 strikes, 22,250–22,750

Implied forward
22,563.25
from put-call parity
ATM strike
22,550
strike step 50
ATM IV
12.47%
3.0 days to expiry
PCR (OI)
1.35
PCR volume 0.81
Max pain
22,500
-63 pts from forward
Call OI zone
22,500–22,700
top 3: 22,500 · 22,700 · 22,600
Put OI zone
22,300–22,500
top 3: 22,500 · 22,300 · 22,400
Straddle range
22,361–22,766
ATM straddle ₹202.75
1σ range
22,309–22,817
±254 pts at ATM IV
IV skew
+2.51 pts
22,300 PE vs 22,750 CE

Open interest by strike

Call OI Put OI Forward
0 50.00 L 1.00 Cr 22,250 22,350 22,450 22,550 22,650 22,750 F 22,563
Disclaimer

For educational purposes only. This is option-chain data analysis, not a recommendation to buy, sell or hold any security or derivative, and not investment advice. Simple Trade With Patience (STWP) is not a SEBI-registered investment adviser or research analyst. Derivatives trading carries a high risk of loss: as per SEBI, 9 out of 10 individual traders in equity F&O incurred net losses. Do your own research and consult a SEBI-registered adviser before trading.

Method: forward from put-call parity; implied volatility from Black-76 at zero interest rate; OI zones are the three strikes with the highest open interest on each side. OI in units; L = lakh. simpletradewithpatience.com

STWP Simple Trade With Patience · Option chain snapshot

BANKNIFTY option chain levels

Data as of 10 Oct 2026, 16:12 · Expiry 27 Oct 2026 · Computed from 11 strikes, 54,800–55,800

Implied forward
55,500.95
from put-call parity
ATM strike
55,500
strike step 100
ATM IV
14.67%
17.0 days to expiry
PCR (OI)
1.06
PCR volume 0.89
Max pain
55,200
-301 pts from forward
Call OI zone
55,000–55,500
top 3: 55,000 · 55,500 · 55,300
Put OI zone
55,000–55,500
top 3: 55,000 · 55,500 · 55,200
Straddle range
54,100–56,902
ATM straddle ₹1,401.05
1σ range
53,745–57,257
±1,756 pts at ATM IV
IV skew
+1.03 pts
54,800 PE vs 55,800 CE

Open interest by strike

Call OI Put OI Forward
0 5.00 L 10.00 L 54,800 55,000 55,200 55,400 55,600 55,800 F 55,501
Disclaimer

For educational purposes only. This is option-chain data analysis, not a recommendation to buy, sell or hold any security or derivative, and not investment advice. Simple Trade With Patience (STWP) is not a SEBI-registered investment adviser or research analyst. Derivatives trading carries a high risk of loss: as per SEBI, 9 out of 10 individual traders in equity F&O incurred net losses. Do your own research and consult a SEBI-registered adviser before trading.

Method: forward from put-call parity; implied volatility from Black-76 at zero interest rate; OI zones are the three strikes with the highest open interest on each side. OI in units; L = lakh. simpletradewithpatience.com

STWP Simple Trade With Patience · Option chain snapshot

SENSEX option chain levels

Data as of 10 Oct 2026, 16:13 · Expiry 15 Oct 2026 · Computed from 11 strikes, 72,000–73,000

Implied forward
72,615.60
from put-call parity
ATM strike
72,600
strike step 100
ATM IV
14.12%
5.0 days to expiry
PCR (OI)
1.58
PCR volume 0.68
Max pain
72,500
-116 pts from forward
Call OI zone
72,000–73,000
top 3: 72,500 · 73,000 · 72,000
Put OI zone
72,000–72,500
top 3: 72,000 · 72,500 · 72,300
Straddle range
71,661–73,570
ATM straddle ₹954.45
1σ range
71,419–73,812
±1,196 pts at ATM IV
IV skew
+1.72 pts
72,000 PE vs 73,000 CE

Open interest by strike

Call OI Put OI Forward
0 2.50 L 5.00 L 7.50 L 72,000 72,200 72,400 72,600 72,800 73,000 F 72,616
Disclaimer

For educational purposes only. This is option-chain data analysis, not a recommendation to buy, sell or hold any security or derivative, and not investment advice. Simple Trade With Patience (STWP) is not a SEBI-registered investment adviser or research analyst. Derivatives trading carries a high risk of loss: as per SEBI, 9 out of 10 individual traders in equity F&O incurred net losses. Do your own research and consult a SEBI-registered adviser before trading.

Method: forward from put-call parity; implied volatility from Black-76 at zero interest rate; OI zones are the three strikes with the highest open interest on each side. OI in units; L = lakh. simpletradewithpatience.com

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