18:30 IST · Mon to Fri

F&O Data Dive

Strike-level OI build and unwind, PCR by expiry, IV versus HV term structure, max-pain map, the writers' positioning going into the next session.

1 episode on file

Latest episode

F&O Data Dive: strike walk for the Wed 13 May 2026 open

Strike-level OI walk, IV term structure, max-pain map, and four strikes to watch going into the next session.

May 12, 2026 · 6 min read · NEUTRAL · horizon 1d

2d
NIFTY 25000 CE
Largest May series call OI at approximately 92 lakh contracts, structural ceiling defended by writers, 25,000 CE took fresh 38 lakh contract build on 2026-05-12.
2d
NIFTY 24800 PE
Structural floor with 84 lakh contract OI and a 29 lakh contract build today, magnetic anchor for spot into the 24,900 max-pain centre.
2d
BANKNIFTY 52000 PE
Defended floor with 19 lakh contract build on 2026-05-12, sits 300 points below 52,300 spot and inside one standard daily move.
2d
BANKNIFTY 52500 CE
Ceiling capping the BankNifty range with a 14 lakh contract OI build today, cleanest short-gamma test for writers into expiry.