This AFL is to get Change in OI for selected time period.
First add all required options symbol in data feed. Then create watchlist of call symbol only . It works for Nifty and Banknifty. So create one watchlist for Nifty and another one for Banknifty. Then use Explore this watchlist get the results. Use periodicity as per you time period. Change in OI shown is in lakhs.
Char between Name and Strike: This setting is for number of characters between index name and strike. Eg. BANKNIFTY_34000CE-19MAY2022 is CE symbol name, there is "_” only between Name Banknifty and Strike 34000, So it is 1.
No. of strikes from ATM: This is how many strikes from ATM to be explore. If set 5, one ATM 5 strikes lower and 5 strikes higher, total 11 strikes will show.
From to time is the time to calculate change in oi. If current time is lesser than To time, then current time is taken for change in OI. From to time is the time to calculate change in oi. If current time is lesser than To time, then current time is taken for change in OI.
