| CALL | STRIKE | PUT | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Interpretation | OI | Chg OI | Volume | IV / Delta | LTP / Net Chg | LTP / Net Chg | IV / Delta | Volume | Chg OI | OI | Interpretation | |
| Short BuildupR3 ⇧ | 15.5L | +7.4L | 14.3M | 15.2Δ 0.12 | 1.85−101.15 | 24,200 | 993.08+280 | 16.0Δ 0.88 | 1.6K | +280 | 0.02L | Long Buildup |
| Short BuildupR2 ⇧ | 12.5L | +4.7L | 18.4M | 13.8Δ 0.18 | 3.0−112.5 | 24,100 | 255.67+600 | 14.5Δ 0.82 | 4.9K | +600 | 0.05L | Long Buildup |
| Short BuildupR1 ⇧ | 19.0L | +8.5L | 31.8M | 12.1Δ 0.28 | 4.95−108.25 | 24,000 | 39.24+11.0K | 12.8Δ 0.72 | 0.5M | +11.0K | 0.5L | Long Buildup |
| Short Buildup | 4.4L | +3.6L | 24.0M | 11.4Δ 0.62 | 20.6−16.15 | 23,600 | 0.31−152 | 11.6Δ 0.38 | 24.3M | −152 | 14.1L | Short CoveringS1 ⇩ |
| Short Buildup | 19.0L | +8.5L | 31.8M | 11.9Δ 0.71 | 32.45−13.6 | 23,500 | 5.21−77 | 12.2Δ 0.29 | 4.6M | −77 | 25.7L | Short CoveringS2 ⇩ |
| Short Buildup | 7.7L | +2.7L | 4.9M | 12.6Δ 0.76 | 49.8−9.95 | 23,450 | 19.80+15 | 13.0Δ 0.24 | 2.8M | +15 | 9.4L | Long BuildupS3 ⇩ |