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Change in Open Interest Data

We need coi ce and pe

  1. ATM

  2. 5 strikes above ATM

  3. 5 strikes below ATM

Calculate the total of above 11 strike call side. Calculate the total of above 11 strike put side

If Call side Total is greater than put side

Data negative. Opposite for Positive Data.

Also Out of these 11 strike Only 1 highest open interest strike on call as well as put side.

We need the data on above for every 1 min,5 min, 15 mins.

This is famous Nitin Murarka Intraday indicator style data

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