Trading desk
Options, futures and open interest from NSE's end-of-day files, rules as text with honest backtests, and the wave engine's readings. Measurements, not advice.

NIFTY option chain

Closes, open interest, volume, implied vols and greeks by strike for one expiry, from NSE's end-of-day file. The figures above the table are sums over its rows.
Volatility →
ATM IV
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Expected move
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the at-the-money straddle ÷ spot
PCR by OI
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PCR by volume
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Max pain
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the strike where open calls and puts together pay out least
Largest call OI
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Largest put OI
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Days to expiry
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Closes are NSE's end-of-day figures; open interest is in units of the underlying and Δ OI is its change against the previous session. Implied vols are solved with Black-76 on the expiry's forward from put-call parity (the strike where call and put premiums are closest), so no interest rate assumption sits in the forward; an option whose close is at or below its intrinsic value has no vol and is shown as such. Shaded cells are in the money. The expected move is the at-the-money call plus put: what the market charges for a straddle, not a forecast. Max pain is the settlement level at which every open call and put together would pay out least, weighted by open interest. Clicking a call or put cell adds it as a leg; the tray hands the legs to the builder. Live quotes during the session are shown to the owner from the recorder; everyone else sees the end-of-day figures.