PCR / VPCR / ATM IV table for all symbols used in the NSE Option Chain dashboard.
PCR uses PE OI / CE OI, VPCR uses PE Vol / CE Vol (first expiry).
Volume columns show volume at the strikes with highest OI on each side.
Signal is a simple BUY/SELL/NEUTRAL based on PCR + OI/volume totals.
All timestamps shown in GMT+5:30.
Symbol
Segment
Signal
Spot
Expiry
Total CE OI
Total PE OI
PCR (Total OI)
Call Side Highest OI
Call Side Highest OI Vol
Put Side Highest OI
Put Side Highest OI Vol
Highest OI PCR (PE/CE)
VPCR (Total Vol)
Highest OI Chg PCR (PE/CE)
Highest Vol VPCR (PE/CE)
ATM IV
Last Updated
NSE Option Chain Widget (Combined)
Live option-chain snapshot from NSE (no database cache). PCR uses PE OI / CE OI; VPCR uses PE Vol / CE Vol
for the nearest expiry. Rows are colour-coded based on a simple bullish/bearish interpretation of PCR.
This view reuses the same data as the PCR and Strike Metrics sections.
Index Options
Symbol
Segment
Spot
Expiry
Total CE OI
Total PE OI
PCR
Total CE Vol
Total PE Vol
VPCR
ATM IV
Signal
Updated
Stock Options
Symbol
Segment
Spot
Expiry
Total CE OI
Total PE OI
PCR
Total CE Vol
Total PE Vol
VPCR
ATM IV
Signal
Updated
NSE Option Chain Strike Metrics (Combined)
For each symbol, shows the strikes corresponding to: Highest OI, Highest Change in OI, and Highest Volume
on both CE and PE sides (nearest expiry only). The green cell marks the dominant side for that metric.
The black rectangle border highlights the strike (CE or PE) that is closest to the spot price.
This view reuses the same data as the PCR and Widget sections.
IV Skew Analysis
Implied Volatility Skew analysis shows the difference between Call and Put IV at the nearest strike to spot price.
Positive skew indicates higher Put IV (bearish sentiment), negative skew indicates higher Call IV (bullish sentiment).
Symbol
Segment
Spot
ATM Strike
Call IV
Put IV
IV Skew (Put-Call)
Interpretation
Max Pain Analysis
Max Pain strike is calculated as the strike price with the highest total open interest (Calls + Puts).
This is the price at which the total value of expiring options would be minimized for the option writers.
Support & Resistance Levels
Levels use highest Open Interest only inside a 5% band around spot using OTM legs:
Support — put OI at strikes from 5% below spot up to (but not including) spot;
Resistance — call OI at strikes from just above spot up to 5% above spot.
Example: spot ₹1000 → OTM puts: strikes ≥ ₹950 and below spot; OTM calls: strikes above spot up to ₹1050.
OI Spurts Analysis
Open Interest (OI) spurts show significant changes in open interest for tracked symbols.
Data is filtered to show only symbols that are monitored in other dashboard tabs.
Symbol
Underlying
OI Change %
Current OI
Previous OI
OI Change
Volume
Last Price
Price Change %
CE OI Change %
PE OI Change %
CE OI Chg Sum
PE OI Chg Sum
PE - CE Diff
Gamma Spikes (Nearest Expiry)
Gamma spikes are computed from the already-loaded option-chain (nearest expiry) using Black–Scholes gamma and Open Interest.
This tab uses absolute gamma concentration (Calls + Puts) and considers all strikes in the nearest expiry.