AI Option Chain Analysis: OI, PCR, IV

The Option Chain is the most honest sentiment indicator in Indian indices. OI buildup at a strike shows where money is committing; PCR (put-call ratio) across top strikes shows fear vs greed; IV tells you what the crowd prices as uncertainty; max pain shows where writers want settlement. AI does not replace reading the chain -- it combines these into one score. Method: pull chain daily, compute pcr_strikes, oi_buildup at ATM +-2, atm_iv, max_pain_distance. Feed to a classifier trained on next-day direction. Key rule: never trade on one signal. OI buildup bullish but PCR > 1.3 (excess puts) and IV crashing = pin risk. The model's job is to weight these, not ignore them. This is research, not a tip -- verify on your own data before risking capital.