7/25/2019 Open Interest Anlysis
1/15
Date Close OI Change in Price Change in OI % Change in Price
22-Jan-16 835.50 5,64,000 4.65 -24,000 0.56%
21-Jan-16 830.85 5,88,000 -4.!5 -3!4,400 -0.5!%
20-Jan-16 835.60 6,2!2,400 3.10 -168,000 0.3!%
1-Jan-16 832.50 6,440,400 -8.55 -121,200 -1.02%
18-Jan-16 841.05 6,561,600 3.50 -426,600 0.42%
15-Jan-16 83!.55 6,88,200 10.20 532,800 1.23%14-Jan-16 82!.35 6,455,400 2.15 260,400 0.26%
13-Jan-16 825.20 6,15,000 15.0 -13!,400 1.6%
12-Jan-16 80.30 6,332,400 -3.65 -52,800 -0.45%
11-Jan-16 812.5 6,385,200 -13.40 !8,000 -1.62%
8-Jan-16 826.35 6,30!,200 3.80 1,200 0.46%
!-Jan-16 822.55 6,216,000 -15.50 123,000 -1.85%
6-Jan-16 838.05 6,03,000 -2.30 11,400 -0.2!%
5-Jan-16 840.35 5,01,600 -3.10 112,800 -0.3!%
4-Jan-16 843.45 5,!88,800 -3.60 -24,000 -0.43%
1-Jan-16 84!.05 5,812,800 -6.10 66,000 -0.!1%31-Dec-15 853.15 5,!46,800 11.20 1,201,200 1.33%
30-Dec-15 841.5 4,545,600 -12.!0 1,564,200 -1.4%
2-Dec-15 854.65 2,81,400 -11.15 1,00,800 -1.2%
28-Dec-15 865.80 1,080,600
7/25/2019 Open Interest Anlysis
2/15
% Change in OI Price "o#e$ent OI "o#e$ent nal&sis
-4.22%'P DO() *+O CO/I)
-5.!%DO() DO() O) CO/I)
-2.61%'P DO() *+O CO/I)
-1.85%DO() DO() O) CO/I)
-6.10%'P DO() *+O CO/I)
8.25%'P 'P /*+ O) PO*IIO)*4.20%'P 'P /*+ O) PO*IIO)*
-2.1!%'P DO() *+O CO/I)
-0.83%DO() DO() O) CO/I)
1.24%DO() 'P /*+ *+O PO*IIO)*
1.4!%'P 'P /*+ O) PO*IIO)*
2.02%DO() 'P /*+ *+O PO*IIO)*
3.24%DO() 'P /*+ *+O PO*IIO)*
1.5%DO() 'P /*+ *+O PO*IIO)*
-0.41%DO() DO() O) CO/I)
1.15%DO() 'P /*+ *+O PO*IIO)*26.43%'P 'P /*+ O) PO*IIO)*
52.4!%DO() 'P /*+ *+O PO*IIO)*
1!5.0%DO() 'P /*+ *+O PO*IIO)*
7/25/2019 Open Interest Anlysis
3/15
C"P
840.80
7/25/2019 Open Interest Anlysis
4/15
Date Close OI Change in Price Change in OI
22-Jan-16 10,31,500 0.60 -!52,000
21-Jan-16 11,143,500 14.85 -60,000
20-Jan-16 11,833,500 -1!.!0 -!44,000
1-Jan-16 12,5!!,500 5.15 -253,000
18-Jan-16 12,830,500 -6.85 -850,500
15-Jan-16 13,681,000 8.25 -2,00014-Jan-16 13,!10,000 4.85 1,232,000
13-Jan-16 12,4!8,000 31.30 50!,500
12-Jan-16 11,!0,500 -5.0 138,000
11-Jan-16 11,832,500 -6.15 311,000
8-Jan-16 11,521,500 11.25 182,000
!-Jan-16 11,33,500 -15.30 16,500
6-Jan-16 11,1!0,000 -6.25 420,500
5-Jan-16 10,!4,500 -5.5 161,500
4-Jan-16 10,588,000 -23.55 458,000
1-Jan-16 10,130,000 -0.05 32!,00031-Dec-15 ,803,000 13.50 2,200,500
30-Dec-15 !,602,500 -1!.15 2,13!,000
2-Dec-15 5,465,500 1.5 2,62!,000
28-Dec-15 2,838,500
7/25/2019 Open Interest Anlysis
5/15
% Change in Price % Change in OI Price "o#e$ent OI "o#e$ent
0.05% -6.!5%'P DO()
1.32% -5.83%'P DO()
-1.55% -5.2%DO() DO()
0.45% -1.!%'P DO()
-0.60% -6.22%DO() DO()
0.!3% -0.21%'P DO()4.5% .8!%'P 'P
2.!% 4.24%'P 'P
-0.56% 1.1!%DO() 'P
-0.58% 2.!0%DO() 'P
1.0!% 1.61%'P 'P
-1.43% 1.52%DO() 'P
-0.58% 3.1%DO() 'P
-0.55% 1.53%DO() 'P
-2.13% 4.52%DO() 'P
0.00% 3.34%DO() 'P1.24% 28.4% 'P 'P
-1.55% 3.10%DO() 'P
0.18% 2.55% 'P 'P
7/25/2019 Open Interest Anlysis
6/15
nal&sis C"P
*+O CO/I) 112.60
*+O CO/I)
O) CO/I)
*+O CO/I)
O) CO/I)
*+O CO/I)/*+ O) PO*IIO)*
/*+ O) PO*IIO)*
/*+ *+O PO*IIO)*
/*+ *+O PO*IIO)*
/*+ O) PO*IIO)*
/*+ *+O PO*IIO)*
/*+ *+O PO*IIO)*
/*+ *+O PO*IIO)*
/*+ *+O PO*IIO)*
/*+ *+O PO*IIO)*/*+ O) PO*IIO)*
/*+ *+O PO*IIO)*
/*+ O) PO*IIO)*
7/25/2019 Open Interest Anlysis
7/15
Date Close OI Change in Price Change in OI
22-Jan-16 2,25.85 3,4!1,200 35.40 -155,600
21-Jan-16 2,260.45 3,626,800 -14.35 -183,000
20-Jan-16 2,2!4.80 3,80,800 -6.30 -40,600
1-Jan-16 2,281.10 3,850,400 -0.10 !,200
18-Jan-16 2,281.20 3,843,200 22.!5 -22,200
15-Jan-16 2,258.45 4,0!2,400 -16.60 -33,80014-Jan-16 2,2!5.05 4,106,200 -!.!0 13,200
13-Jan-16 2,282.!5 3,13,000 -43.85 -15,200
12-Jan-16 2,326.60 3,28,200 -30.80 !1,800
11-Jan-16 2,35!.40 3,856,400 -36.15 25,400
8-Jan-16 2,33.55 3,5!,000 26.25 23,800
!-Jan-16 2,36!.30 3,5!3,200 -10.35 256,800
6-Jan-16 2,3!!.65 3,316,400 21.35 141,400
5-Jan-16 2,356.30 3,1!5,000 -22.10 1,200
4-Jan-16 2,3!8.40 3,1!3,800 -46.5 1!1,600
1-Jan-16 2,425.35 3,002,200 -14.10 6!,20031-Dec-15 2,43.45 2,35,000 13.45 422,400
30-Dec-15 2,426.00 2,512,600 -2.00 !5,000
2-Dec-15 2,455.00 1,!53,600 -4.25 1,110,400
28-Dec-15 2,45.25 643,200
7/25/2019 Open Interest Anlysis
8/15
% Change in Price % Change in OI Price "o#e$ent OI "o#e$ent
1.5!% -4.2% 'P DO()
-0.63% -4.80% DO() DO()
-0.28% -1.05% DO() DO()
0.00% 0.1% DO() 'P
1.01% -5.63% 'P DO()
-0.!3% -0.82% DO() DO()-0.34% 4.4% DO() 'P
-1.88% -0.3% DO() DO()
-1.31% 1.86% DO() 'P
-1.51% !.21% DO() 'P
1.11% 0.6!% 'P 'P
-0.44% !.!4% DO() 'P
0.1% 4.45% 'P 'P
-0.3% 0.04% DO() 'P
-1.4% 5.!2% DO() 'P
-0.58% 2.2% DO() 'P0.55% 16.81% 'P 'P
-1.18% 43.28% DO() 'P
-0.1!% 1!2.64% DO() 'P
7/25/2019 Open Interest Anlysis
9/15
nal&sis C"P
*+O CO/I) 2,312.15
O) CO/I)
O) CO/I)
/*+ *+O PO*IIO)*
*+O CO/I)
O) CO/I)/*+ *+O PO*IIO)*
O) CO/I)
/*+ *+O PO*IIO)*
/*+ *+O PO*IIO)*
/*+ O) PO*IIO)*
/*+ *+O PO*IIO)*
/*+ O) PO*IIO)*
/*+ *+O PO*IIO)*
/*+ *+O PO*IIO)*
/*+ *+O PO*IIO)*/*+ O) PO*IIO)*
/*+ *+O PO*IIO)*
/*+ *+O PO*IIO)*
7/25/2019 Open Interest Anlysis
10/15
Date Close OI Change in Price Change in OI % Change in Price
22-Jan-16 516.00 !.20 -8!0,000 1.42%
21-Jan-16 508.80 1.15 -414,000 0.23%
20-Jan-16 50!.65 -5.55 -1!,000 -1.08%
1-Jan-16 513.20 -6.20 -15,000 -1.1%
18-Jan-16 51.40 -1.5 -438,000 -0.3!%
15-Jan-16 521.35 !.85 84,000 1.53%14-Jan-16 513.50 8.40 5!5,000 1.66%
13-Jan-16 505.10 -2.55 -58,000 -0.50%
12-Jan-16 50!.65 -1.00 -10,000 -0.20%
11-Jan-16 508.65 -13.5 386,000 -2.6!%
8-Jan-16 522.60 11.25 133,000 2.20%
!-Jan-16 511.35 -14.25 -203,000 -2.!1%
6-Jan-16 525.60 3.10 181,000 0.5%
5-Jan-16 522.50 6.60 4,000 1.28%
4-Jan-16 515.0 -4.5 2,000 -0.5%
1-Jan-16 520.85 -3.20 8,000 -0.61%31-Dec-15 524.05 -2.30 1,50!,000 -0.44%
30-Dec-15 526.35 4.65 2,380,000 0.8%
2-Dec-15 521.!0 2.00 805,000 0.38%
28-Dec-15 51.!0
7/25/2019 Open Interest Anlysis
11/15
% Change in OI Price "o#e$ent OI "o#e$ent nal&sis
-11.05% 'P DO() *+O CO/I)
-4.% 'P DO() *+O CO/I)
-0.20% DO() DO() O) CO/I)
-0.18% DO() DO() O) CO/I)
-5.00% DO() DO() O) CO/I)
0.!% 'P 'P /*+ O) PO*IIO)*!.10% 'P 'P /*+ O) PO*IIO)*
-0.!1% DO() DO() O) CO/I)
-0.12% DO() DO() O) CO/I)
4.6% DO() 'P /*+ *+O PO*IIO)*
1.!4% 'P 'P /*+ O) PO*IIO)*
-2.5% DO() DO() O) CO/I)
2.36% 'P 'P /*+ O) PO*IIO)*
1.24% 'P 'P /*+ O) PO*IIO)*
1.23% DO() 'P /*+ *+O PO*IIO)*
0.11% DO() 'P /*+ *+O PO*IIO)*25.24% DO() 'P /*+ *+O PO*IIO)*
66.30% 'P 'P /*+ O) PO*IIO)*
28.0% 'P 'P /*+ O) PO*IIO)*
7/25/2019 Open Interest Anlysis
12/15
C"P
51!.55
7/25/2019 Open Interest Anlysis
13/15
Date Close OI Change in Price Change in OI % Change in Price
22-Jan-16 546.50 -1.05 -146,000 -0.1%
21-Jan-16 54!.55 10.00 -634,000 1.86%
20-Jan-16 53!.55 -0.5 8!,000 -0.18%
1-Jan-16 538.50 -5.30 -1,000 -0.!%
18-Jan-16 543.80 4.!0 -28,000 0.8!%
15-Jan-16 53.10 -0.5 -23,000 -0.18%14-Jan-16 540.05 -3.20 45,000 -0.5%
13-Jan-16 543.25 -0.45 13,000 -0.08%
12-Jan-16 543.!0 .80 -123,000 1.84%
11-Jan-16 533.0 -1!.15 68,000 -3.11%
8-Jan-16 551.05 6.15 -55,000 1.13%
!-Jan-16 544.0 -8.10 16,000 -1.46%
6-Jan-16 553.00 -0.10 246,000 -0.02%
5-Jan-16 553.10 -0.65 !8,000 -0.12%
4-Jan-16 553.!5 -1.40 111,000 -0.25%
1-Jan-16 555.15 -2.45 112,000 -0.44%31-Dec-15 55!.60 0.65 1,8!6,000 0.12%
30-Dec-15 556.5 -5.50 1,154,000 -0.8%
2-Dec-15 562.45 3.55 1,5!8,000 0.64%
28-Dec-15 558.0
7/25/2019 Open Interest Anlysis
14/15
% Change in OI Price "o#e$ent OI "o#e$ent nal&sis
-2.14% DO() DO() O) CO/I)
-8.51% 'P DO() *+O CO/I)
1.18% DO() 'P /*+ *+O PO*IIO)*
-0.26% DO() DO() O) CO/I)
-3.88% 'P DO() *+O CO/I)
-0.30% DO() DO() O) CO/I)6.34% DO() 'P /*+ *+O PO*IIO)*
1.6% DO() 'P /*+ *+O PO*IIO)*
-1.!0% 'P DO() *+O CO/I)
10.54% DO() 'P /*+ *+O PO*IIO)*
-0.83% 'P DO() *+O CO/I)
3.06% DO() 'P /*+ *+O PO*IIO)*
4.00% DO() 'P /*+ *+O PO*IIO)*
1.28% DO() 'P /*+ *+O PO*IIO)*
1.86% DO() 'P /*+ *+O PO*IIO)*
1.1% DO() 'P /*+ *+O PO*IIO)*4!.21% 'P 'P /*+ O) PO*IIO)*
40.2% DO() 'P /*+ *+O PO*IIO)*
12!.05% 'P 'P /*+ O) PO*IIO)*
7/25/2019 Open Interest Anlysis
15/15
C"P
546.20