Live NSE & BSE index option chains — NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY, SENSEX and BANKEX — with full Greeks, and a strategy builder to price against them

DeltaK Matrix Strategy · DKMS
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DELTAK
Markets · DKMS
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instruments [NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY, SENSEX, BANKEX]

Futures & Options

closed06:07IST
VIX15.76+0.51%normal

The session

Neutral

The session reads neutral at -11 on a weighted scale of five readings. FII index futures book is the heaviest contributor: 10% long — 32,598 long against 3,10,226 short. Pulling the other way, FII cash flow and DII cash flow and spot against max pain. All five readings were available.

  • NIFTY 50 against its 22,800 pain point — spot is below it now.
  • BANK NIFTY against its 55,400 pain point — spot is below it now.
  • Whether implied volatility holds its normal band from 15.9.

Wrong ifA reversal in FII index futures book on the next session would move this read on its own.

Sentiment

-12
bearishbullish
-12Neutral

Institutional flow

2026-10-20
FII stock futures
+2,549
FII index options
−9,159
FII index futures
+256
FII cash
+1,022
DII cash
+1,614
FII stock futures
52/48
FII index options
50/50
FII index futures
51/49
FII cash
52/48
DII cash
53/47

NIFTY 50 option book

NSE2026-10-27
← call OIstrikeput OI →
1.0cr
23,200
17.9L
42.8L
23,150
3.4L
95.7L
23,100
17.4L
43.3L
23,050
6.2L
1.6cr
23,000
46.9L
30.8L
22,950
7.2L
59.0L
22,900
30.7L
23.0L
22,850
8.6L
76.2L
22,800
40.8L
31.9L
22,750
21.5L
62.5L
22,700
77.4L
spot 22,687.65
20.7L
22,650
36.5L
38.3L
22,600
86.1L
8.1L
22,550
31.9L
30.2L
22,500
93.1L
2.4L
22,450
20.1L
7.4L
22,400
56.7L
1.7L
22,350
21.7L
6.2L
22,300
59.7L
88,010
22,250
19.7L
4.8L
22,200
66.0L

solid = added today · call wall 23,000 · put wall 22,500

Ranked movers

ranked by Turnover
SENSEX 73500 PE
4409.79 cr
NIFTY 22700 CE
3165.13 cr
SENSEX 73400 PE
3164.82 cr
NIFTY 22600 CE
2975.75 cr
SENSEX 73600 PE
2950.74 cr
NIFTY 22700 PE
2701.39 cr
NIFTY 22600 PE
2623.14 cr
SENSEX 73000 CE
2276.32 cr
NIFTY 22650 CE
2151.50 cr
SENSEX 73700 PE
2148.17 cr

NIFTY 50 book levels

2026-10-27
Spot
22,687.65
Call wall
23,000
Put wall
22,500
Gamma flip
22,750
ATM IV
14.32%
Book PCR
0.91
call OIcall IVstrikeput IVput OI
23.03 L14.0822,85014.408.59 L
76.23 L14.1222,80014.3340.81 L
31.94 L14.2422,75014.4621.50 L
62.53 L14.3222,70014.6277.41 L
20.72 L14.4422,65014.6936.54 L
38.34 L14.5422,60014.7986.10 L
8.07 L14.6322,55015.0131.93 L

NIFTY 50

2026-10-27
09:1515:30

On the tape