MARKET INTELLIGENCEMARKET: NIFTY MIDCAP· MODEL: OPTION-CHAIN

OPTION CHAIN MATRIX

Option chain matrix, Max Pain, PCR, and Call/Put Walls

Option Chain Data Unavailable

Connect live Dhan broker API to stream real-time options chain matrix, PCR, Max Pain, and strike Open Interest.

OPTION CHAIN — EXCEL LAYOUTCMP: 14604.40

MIDCAP Client Block Structure

UNAVAILABLE

CMP

14604.4

Option Triggers store

PCR

—

ATM PCR

—

putOi / callOi at ATM

IV ATM

—

Not available for this strike

CE WALL

—

PE WALL

—

MAX PAIN

—

PCR OF WALL

—

Unresolved

SHIFT ? and % of OI of Volume remain not implemented — methodology unresolved. IV and Delta come from Dhan and read as unavailable on any leg Dhan could not solve. PCR, Intrinsic Value and Time Value are standard option math computed here, measured against the forward the chain itself implies (14604.40) rather than the spot index — index options are priced off the forward, and using spot understates every in-the-money leg. ATM±1…±5 labels follow the client workbook. ATM±n strike steps use instrument strikeInterval; exact client step rule remains pending confirmation.