In the table above, index is each minute, 0 = 9:15, 1 = 9:16, etc. on closing basis. These show open interest and volume summed of +- 10 strikes from open of bank nifty. By definition we know the oi is the number of contracts still in position/open. However, can it be found whether these options or what fraction of these options have been bought/sold by the traders/investors or market makers? Thanks.
If not through streaming, is there any other way to get this breakup thats available to retailers? Much thanks!