Nse Options

$headers = @{ "User-Agent" = "Mozilla/5.0"; "Referer" = "https://www.nseindia.com" }
Invoke-WebRequest -Uri "https://www.nseindia.com" -SessionVariable nse -Headers $headers | Out-Null
$chain = Invoke-RestMethod -Uri "https://www.nseindia.com/api/option-chain-indices?symbol=NIFTY" `
  -Headers $headers -WebSession $nse
$chain.records.data | Select-Object strikePrice,
  @{N='CE_OI';E={$_.CE.openInterest}}, @{N='CE_IV';E={$_.CE.impliedVolatility}},
  @{N='PE_OI';E={$_.PE.openInterest}}, @{N='PE_IV';E={$_.PE.impliedVolatility}} |
  Where-Object { $_.CE_OI -or $_.PE_OI } |
  Sort-Object strikePrice

$headers = @{ "User-Agent" = "Mozilla/5.0"; "Referer" = "https://www.nseindia.com" }
Invoke-WebRequest -Uri "https://www.nseindia.com" -SessionVariable nse -Headers $headers | Out-Null
$chain = Invoke-RestMethod -Uri "https://www.nseindia.com/api/option-chain-indices?symbol=NIFTY" `
  -Headers $headers -WebSession $nse
$totalCE_OI = ($chain.records.data | ForEach-Object { $_.CE.openInterest } | Measure-Object -Sum).Sum
$totalPE_OI = ($chain.records.data | ForEach-Object { $_.PE.openInterest } | Measure-Object -Sum).Sum
$pcr = [math]::Round($totalPE_OI / $totalCE_OI, 2)
Write-Host "Nifty PCR: $pcr  (CE OI: $totalCE_OI | PE OI: $totalPE_OI)"

$headers = @{ "User-Agent" = "Mozilla/5.0"; "Referer" = "https://www.nseindia.com" }
Invoke-WebRequest -Uri "https://www.nseindia.com" -SessionVariable nse -Headers $headers | Out-Null
$chain = Invoke-RestMethod -Uri "https://www.nseindia.com/api/option-chain-indices?symbol=NIFTY" `
  -Headers $headers -WebSession $nse
$strikes = $chain.records.data | Select-Object strikePrice,
  @{N='CE_OI';E={$_.CE.openInterest}},
  @{N='PE_OI';E={$_.PE.openInterest}} |
  Where-Object { $_.strikePrice }

# Max pain = strike where total dollar loss for option holders is maximum
$maxPainStrike = $strikes | ForEach-Object {
  $s = $_.strikePrice
  $pain = ($strikes | ForEach-Object {
    $ceVal = [math]::Max(0, $s - $_.strikePrice) * $_.CE_OI
    $peVal = [math]::Max(0, $_.strikePrice - $s) * $_.PE_OI
    $ceVal + $peVal
  } | Measure-Object -Sum).Sum
  [PSCustomObject]@{ Strike = $s; TotalPain = $pain }
} | Sort-Object TotalPain | Select-Object -First 1
Write-Host "Max Pain Strike: $($maxPainStrike.Strike)"

$chain.records.data |
  Where-Object { $_.CE.openInterest -gt 0 } |
  Sort-Object { $_.CE.openInterest } -Descending |
  Select-Object -First 5 strikePrice, @{N='CE_OI';E={$_.CE.openInterest}}, @{N='CE_OI_Change';E={$_.CE.changeinOpenInterest}}

$chain.records.data |
  Where-Object { $_.PE.openInterest -gt 0 } |
  Sort-Object { $_.PE.openInterest } -Descending |
  Select-Object -First 5 strikePrice, @{N='PE_OI';E={$_.PE.openInterest}}, @{N='PE_OI_Change';E={$_.PE.changeinOpenInterest}}