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Combined Option Chain
What is a Combined Option Chain?
  • A Combined view merges Call and Put options at the same strike price and expiration date.
  • The Combined OC merges Call (CE) and Put (PE) option data per strike to provide a consolidated view of combined metrics like LTP, VWAP, OI PCR, and more.
  • This view is useful for traders analyzing straddle positions, implied volatility strategies, and market sentiment without needing to manually calculate combined metrics.

Key Columns
  • COMBINED LTP: CE LTP + PE LTP - the combined premium
  • CHANGE: CE Change + PE Change - combined daily change
  • VWAP: CE VWAP + PE VWAP - volume-weighted average price of both legs
  • VWAP CHG: Combined LTP - VWAP - represents profit/loss from VWAP level
  • OI PCR: Put Open Interest / Call Open Interest - put-call ratio indicator
  • LTP VWAP %: ((Combined LTP - VWAP) / VWAP) * 100 - percentage deviation from VWAP
  • VOLUME: CE Volume + PE Volume - combined trading volume
  • AVG IV: (CE IV + PE IV) / 2 - average implied volatility of both legs

How to Use
  • Select a stock/index above and an expiry date to view the complete combined chain.
  • Use the strike filter to focus on specific strike prices.
  • Color coding helps identify positive (green) or negative (red) VWAP changes.
  • Subscribe to enable live refresh for real-time data updates every 1-5 seconds.