Previous Day Baseline
09 Oct 2026 · 15:30:00
108 strikes · Expiry 2026-10-13
NIFTY Spot
22,520.45
ATM
22,500.00
Regime
NEUTRAL
Conviction
70.00
PCR
1.37
Market Bias
70/100
NEUTRAL
Price
▼ Bearish
Premium
▲ Bullish
OI
▲ Bullish
Volume
▲ Bullish
Premium Snapshot
CE Avg
157.00
PE Avg
93.71
CE/PE Ratio
1.68
PCR
1.37
Additional Strategy
Seller Psychology · Previous-Day Levels
Upper 0.5
22,549.50
Lower 0.5
22,411.83
Call Seller
NEUTRAL
Put Seller
NEUTRAL
Strike-wise Premium Analysis
Baseline: 15:30 · Previous snapshot: —
Strike step: 50 points · Range: ATM ± 5
Strike step: 50 points · Range: ATM ± 5
| Strike | CE Premium — Current vs Expiry Baseline | PE Premium — Current vs Expiry Baseline | Combined / Average / Difference | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Today | Prev Day | Δ | Δ % | Prev Snap Δ | Prev Snap Δ% | Today | Prev Day | Δ | Δ % | Prev Snap Δ | Prev Snap Δ% | Combined Today | Combined Prev | Combined Δ | Combined Δ% | Average Today | Average Δ% | |
| 22,250 | 337.35 | 337.35 | 0.00 | 0.0% | — | —% | 23.85 | 23.85 | 0.00 | 0.0% | — | —% | 361.20 | 361.20 | 0.00 | 0.0% | 180.60 | 0.0% |
| 22,300 | 293.15 | 293.15 | 0.00 | 0.0% | — | —% | 29.75 | 29.75 | 0.00 | 0.0% | — | —% | 322.90 | 322.90 | 0.00 | 0.0% | 161.45 | 0.0% |
| 22,350 | 249.65 | 249.65 | 0.00 | 0.0% | — | —% | 37.15 | 37.15 | 0.00 | 0.0% | — | —% | 286.80 | 286.80 | 0.00 | 0.0% | 143.40 | 0.0% |
| 22,400 | 208.90 | 208.90 | 0.00 | 0.0% | — | —% | 46.80 | 46.80 | 0.00 | 0.0% | — | —% | 255.70 | 255.70 | 0.00 | 0.0% | 127.85 | 0.0% |
| 22,450 | 172.65 | 172.65 | 0.00 | 0.0% | — | —% | 58.85 | 58.85 | 0.00 | 0.0% | — | —% | 231.50 | 231.50 | 0.00 | 0.0% | 115.75 | 0.0% |
| 22,500 ATM | 137.05 | 137.05 | 0.00 | 0.0% | — | —% | 74.70 | 74.70 | 0.00 | 0.0% | — | —% | 211.75 | 211.75 | 0.00 | 0.0% | 105.88 | 0.0% |
| 22,550 | 107.75 | 107.75 | 0.00 | 0.0% | — | —% | 95.00 | 95.00 | 0.00 | 0.0% | — | —% | 202.75 | 202.75 | 0.00 | 0.0% | 101.38 | 0.0% |
| 22,600 | 82.95 | 82.95 | 0.00 | 0.0% | — | —% | 119.70 | 119.70 | 0.00 | 0.0% | — | —% | 202.65 | 202.65 | 0.00 | 0.0% | 101.33 | 0.0% |
| 22,650 | 61.35 | 61.35 | 0.00 | 0.0% | — | —% | 147.05 | 147.05 | 0.00 | 0.0% | — | —% | 208.40 | 208.40 | 0.00 | 0.0% | 104.20 | 0.0% |
| 22,700 | 44.65 | 44.65 | 0.00 | 0.0% | — | —% | 180.00 | 180.00 | 0.00 | 0.0% | — | —% | 224.65 | 224.65 | 0.00 | 0.0% | 112.33 | 0.0% |
| 22,750 | 31.60 | 31.60 | 0.00 | 0.0% | — | —% | 218.00 | 218.00 | 0.00 | 0.0% | — | —% | 249.60 | 249.60 | 0.00 | 0.0% | 124.80 | 0.0% |
Combined Premium = CE LTP + PE LTP. Average Premium = (CE LTP + PE LTP) ÷ 2. Premium Difference = CE LTP − PE LTP. Percentage changes are current value versus the first stored snapshot for this expiry unless labelled “Prev Snap”.
Strike-wise OI, Volume & IV Comparison
| Strike | CE OI | Prev CE OI | CE OI Δ | CE OI Δ% | CE Volume | CE IV | CE IV Δ | PE OI | Prev PE OI | PE OI Δ | PE OI Δ% | PE Volume | PE IV | PE IV Δ | PCR |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22,250 | 10,552 | 10,552 | 0 | 0.0% | 368,516 | 15.47 | 0.00 | 70,059 | 70,059 | 0 | 0.0% | 1,850,423 | 12.46 | 0.00 | 6.64 |
| 22,300 | 28,880 | 28,880 | 0 | 0.0% | 1,578,491 | 14.69 | 0.00 | 174,786 | 174,786 | 0 | 0.0% | 4,603,093 | 11.99 | 0.00 | 6.05 |
| 22,350 | 15,759 | 15,759 | 0 | 0.0% | 1,547,099 | 13.83 | 0.00 | 78,732 | 78,732 | 0 | 0.0% | 2,914,319 | 11.50 | 0.00 | 5.00 |
| 22,400 | 42,602 | 42,602 | 0 | 0.0% | 3,619,371 | 13.13 | 0.00 | 165,025 | 165,025 | 0 | 0.0% | 5,640,807 | 11.04 | 0.00 | 3.87 |
| 22,450 | 26,562 | 26,562 | 0 | 0.0% | 3,526,531 | 12.70 | 0.00 | 81,169 | 81,169 | 0 | 0.0% | 3,956,121 | 10.57 | 0.00 | 3.06 |
| 22,500 ATM | 146,529 | 146,529 | 0 | 0.0% | 7,729,502 | 12.03 | 0.00 | 198,319 | 198,319 | 0 | 0.0% | 6,894,888 | 10.17 | 0.00 | 1.35 |
| 22,550 | 58,256 | 58,256 | 0 | 0.0% | 4,918,329 | 11.71 | 0.00 | 60,722 | 60,722 | 0 | 0.0% | 2,632,711 | 9.84 | 0.00 | 1.04 |
| 22,600 | 113,589 | 113,589 | 0 | 0.0% | 6,283,060 | 11.48 | 0.00 | 62,031 | 62,031 | 0 | 0.0% | 2,116,671 | 9.52 | 0.00 | 0.55 |
| 22,650 | 55,734 | 55,734 | 0 | 0.0% | 3,014,830 | 11.20 | 0.00 | 20,850 | 20,850 | 0 | 0.0% | 467,901 | 8.97 | 0.00 | 0.37 |
| 22,700 | 139,214 | 139,214 | 0 | 0.0% | 4,260,447 | 11.05 | 0.00 | 44,415 | 44,415 | 0 | 0.0% | 548,899 | 8.47 | 0.00 | 0.32 |
| 22,750 | 63,971 | 63,971 | 0 | 0.0% | 2,239,249 | 10.92 | 0.00 | 8,518 | 8,518 | 0 | 0.0% | 99,403 | 7.97 | 0.00 | 0.13 |
Scalping Trade Plans
CE BREAKOUTCE · WATCH
Trigger
22,578.55
SL
₹22,528.99
T1
₹22,716.23
T2
₹22,853.90
PE BREAKDOWNPE · WATCH
Trigger
22,303.20
SL
₹22,352.76
T1
₹22,165.53
T2
₹22,027.85
Intraday Trade Plans
BULL PUT SPREADSELL · WATCH
Trigger
22,303.20
SL
₹22,253.64
T1
₹22,440.88
T2
₹22,578.55
BEAR CALL SPREADSELL · WATCH
Trigger
22,578.55
SL
₹22,628.11
T1
₹22,440.88
T2
₹22,303.20
Complete Expiry OI History
Accumulated OI changes for this expiry.
| Snapshot | Time | Spot | Total CE OI | Total PE OI | CE OI Δ | PE OI Δ | PCR | Regime | Conviction |
|---|---|---|---|---|---|---|---|---|---|
| 09 Oct 2026 | 15:30:00 | 22,520.45 | 2,506,033 | 3,201,519 | — | — | 1.28 | NEUTRAL | 70 |
Intraday Conviction History
| Time | Spot | Regime | Conviction | CE Avg | PE Avg | PCR |
|---|---|---|---|---|---|---|
| 15:30:00 | 22,520.45 | NEUTRAL | 70 | 157.00 | 93.71 | 1.37 |