Introduction
If you are an options trader in India, your biggest edge is free data — straight from the official NSE India (nseindia.com) website. This is the most authentic source for derivatives data, and it can reveal exactly where big players are placing their bets.
Yet, many retail traders only check the Option Chain and miss the wealth of other information. In this post, we’ll cover the 13 most important sections of NSE India that every serious option trader should track daily.
Option Chain
- Where to find it: Market Data → Option Chain (NIFTY, BANKNIFTY, or stock).
- Why it matters:
- Strike-wise Call/Put prices.
- Open Interest (OI) and Change in OI → reveals market positioning.
- Implied Volatility (IV) → tells if options are cheap or expensive.
- Pro Tip: Look for heavy OI build-up with price reaction — strong support/resistance zones.
Participant-wise Open Interest (FII/DII Data)
- Where to find it: Market Data → Reports → Participant-wise OI.
- Why it matters: Shows positions of FIIs, DIIs, Proprietary traders, and Clients.
- Pro Tip: FII Index Options bias often drives short-term market trends.
Market-Wide Open Interest (MWPL)
- Where to find it: Market Data → Derivatives → MWPL Report.
- Why it matters: Shows how much OI is built in each stock as a % of allowed limit.
- Pro Tip: When a stock nears 95% MWPL, it often enters ban period — affecting liquidity.
Put/Call Ratio (PCR)
- Where to find it: Option Chain or OI reports.
- Why it matters: A quick sentiment indicator.
- Pro Tip: Extreme PCR levels (too high or too low) often signal trend reversals.
Volatility Index (India VIX)
- Where to find it: Market Data → Indices → India VIX.
- Why it matters: Known as India’s “fear index.”
- Pro Tip: High VIX → option premiums rise, expect big moves. Low VIX → quiet markets, selling options may work better.
Daily Reports & Historical Data
- Where to find it: Market Data → Reports → Derivatives.
- Why it matters:
- Download bhavcopies for F&O activity.
- Historical option chain and OI data for backtesting.
- Pro Tip: Track rollovers and past IV spikes to refine your strategy.
Insider Trading Data
- Where to find it: Market Data → Company Filings → Insider Trading.
- Why it matters: Shows promoter/director buying or selling.
- Pro Tip: Consistent insider buying plus rising OI is a strong bullish sign.
Bulk & Block Deals
- Where to find it: Market Data → Bulk/Block Deals.
- Why it matters: Reveals large institutional activity.
- Pro Tip: Bulk deal buys + OI build-up often signal continuation trends.
Corporate Actions
- Where to find it: Market Data → Corporate Filings → Corporate Actions.
- Why it matters: Dividends, splits, mergers affect strike adjustments & volatility.
- Pro Tip: Always check corporate actions before taking stock option trades.
Ban List (F&O Ban)
- Where to find it: Market Data → Derivatives → Securities in Ban Period.
- Why it matters: Stocks in ban can’t take new F&O positions.
- Pro Tip: Always check this list before market open — avoid penalties.
Roll-over Data
- Where to find it: Derivatives reports at expiry.
- Why it matters: Shows how much position is carried forward.
- Pro Tip: Strong rollovers in NIFTY futures usually mean trend continuation.
Delivery & Volume Data
- Where to find it: Stock page → Price Information.
- Why it matters: High delivery % = real buying interest.
- Pro Tip: High delivery with rising options OI = strong conviction move.
Sector Indices & Market Breadth
- Where to find it: Market Data → Indices → Sectoral Indices.
- Why it matters: Helps identify leading/lagging sectors.
- Pro Tip: If BankNIFTY is leading, align trades with banking stocks and options.
Conclusion
For options traders in India, NSE India isn’t just a website — it’s a complete trading laboratory. By tracking Option Chain, FII/DII data, MWPL, PCR, India VIX, reports, insider trades, bulk deals, corporate actions, ban list, rollovers, delivery data, and sector indices, you can trade with the same information that institutions rely on.
Next time you log in, don’t just glance at the Option Chain — explore these sections and start trading like a professional.