option-chain-analyzer

option-chain-analyzer is a skill for Claude Code, Codex from rahulcommercial/claude-code-for-indian-traders. It costs 80 tokens per session (661 once invoked), scanned A, original, MIT.

A tool for interpreting NSE option-chain data for Nifty, BankNifty, and stock options. An option chain lists calls and puts by strike price, along with figures such as open interest and premiums.

In plain words
What is it for?
Use it to calculate implied volatility, put-call ratio, max pain, open-interest changes, and likely support or resistance from NSE or tabular option data.
Why use it?
It turns strike-by-strike market data into common indicators, making it easier to assess where activity and possible support or resistance are concentrated.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to calculate implied volatility, put-call ratio, max pain, open-interest changes, and likely support or resistance from NSE or tabular option data.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/rahulcommercial/claude-code-for-indian-traders/option-chain-analyzer
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add rahulcommercial/claude-code-for-indian-traders --skill option-chain-analyzer
Clone the repo
git clone --depth 1 https://github.com/rahulcommercial/claude-code-for-indian-traders

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for option-chain-analyzer

README.md
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Your own site
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agentmods 80×15 button for option-chain-analyzer

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Per session 80 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 661 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00080 $0.00661
Opus 5 $0.00040 $0.00331
Sonnet 5 $0.00016 $0.00132
Haiku 4.5 $0.00008 $0.00066

Measured 10d ago against content hash ee104c461ed3, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-10, from the pricing page.

Security

Grade A, and why

option-chain-analyzer scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 10d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

skills/option-chain-analyzer/SKILL.md · 74 lines

What it actually says

Option Chain Analyzer

Turns a raw NSE option chain JSON into actionable structure.

When to use

  • User pastes / fetches option chain data and asks for a read.
  • User wants to identify max pain, PCR, or notable OI build-up.
  • Pre-market or intraday: "where is BankNifty likely to pin?"

Inputs

Either:

  • A JSON dump from NSE's option chain endpoint (https://www.nseindia.com/api/option-chain-indices?symbol=NIFTY), or
  • Strike-wise call/put OI + premium tabular data.

Computations

Max pain

Strike at which total OI value (writers' loss) is minimised. Often acts as a magnet near expiry.

max_pain_strike = argmin over K of: sum_i max(K - K_i, 0) * call_OI_i + max(K_i - K, 0) * put_OI_i

PCR (Put-Call Ratio)

PCR_OI = total_put_OI / total_call_OI
  • 1.3 → oversold / bullish reversal zone (contrarian read)

  • < 0.7 → overbought / bearish reversal zone
  • 0.8–1.2 → neutral

Support / Resistance from OI

  • Strongest resistance = strike with highest call OI above spot.
  • Strongest support = strike with highest put OI below spot.

OI build-up classification

Price OI Reading
Long build-up
Short covering
Short build-up
Long unwinding

IV skew

Compare ATM call IV vs ATM put IV. Put IV > call IV → fear premium. Useful for direction bias before events.

Output format

Return a structured summary:

Spot: 24,150
Max pain: 24,200 (likely pin near expiry)
PCR (OI): 1.18 → mildly bullish
Resistance: 24,300 CE (highest call OI)
Support: 24,000 PE (highest put OI)
Notable build-up:
  - 24,500 CE: short build-up (+3.2L OI, premium ↓)
  - 23,900 PE: long build-up (+2.1L OI, premium ↑)

Caveats

  • NSE data has ~3 min lag; max pain is a tendency, not a guarantee.
  • On expiry day, max pain pull strengthens after 1 PM IST.
  • Always check FII/DII data alongside — OI alone misses positioning context.
Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 10d ago First seen · 74 lines · 80 tokens per session scan A ee104c461ed3

Subscribe to this mod's changes

option-chain-analyzer is a skill published in the GitHub repository rahulcommercial/claude-code-for-indian-traders (2 stars, last pushed 3mo ago), licensed MIT. It adds 80 tokens to every session and 661 once invoked, about $0.0004 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-31.

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