Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 15888.30  As on Sep 17, 2014 10:59:06 IST
View Options Contracts for: OR
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Futures contracts
CALLS   PUTS
Chart OI Chng in OI Volume IV LTP Net Chng Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Strike Price Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Net Chng LTP IV Volume Chng in OI OI Chart
3,350 -25 2 - 3,043.10 -106.90 25 3,030.00 3,109.40 25 12800.00 - - - - - - - - - 250
2,475 -25 4 - 2,905.00 5.00 25 2,940.30 3,084.10 75 12900.00 - - - - - - - - - 250
8,200 - - - - - 25 2,885.00 2,909.85 25 13000.00 25 0.30 0.90 25 - - - - - 5,250
- - - - - - 500 2,449.15 3,098.90 100 13100.00 - - - - - - - - - -
75 - - - - - 500 2,349.65 2,998.90 100 13200.00 200 0.50 - - - - - - - -
75 - - - - - 500 2,249.15 2,898.90 100 13300.00 - - - - - - - - - -
- - - - - - 500 2,149.15 2,798.90 100 13400.00 - - - - - - - - - -
4,275 - - - - - 25 2,388.70 2,412.35 25 13500.00 525 0.50 1.50 25 - - - - - 3,975
- - - - - - 500 1,965.10 2,606.85 100 13600.00 - - 3.00 2,000 - - - - - 425
- - - - - - 500 1,865.10 2,506.85 100 13700.00 1,050 0.10 3.00 1,000 - - - - - 1,500
- - - - - - 500 1,781.10 2,414.85 100 13800.00 1,125 0.10 3.90 1,000 - - - - - 1,150
- - - - - - 500 1,681.25 2,314.85 100 13900.00 1,200 0.35 2.60 25 - - - - - 1,050
11,675 - 2 - 1,840.95 -14.05 25 1,896.30 1,914.50 50 14000.00 25 2.30 2.40 500 -1.45 2.40 36.87 160 -1,925 48,025
- - - - - - 500 1,497.20 2,123.00 100 14100.00 500 0.50 5.80 200 - - - - - 2,925
- - - - - - 500 1,397.05 2,023.00 100 14200.00 - - - - - - - - - 1,850
50 - - - - - 500 1,297.20 1,923.00 100 14300.00 25 0.30 - - 1.10 2.45 31.57 1 - 325
50 - - - - - 500 1,205.35 1,830.80 100 14400.00 500 1.05 - - - - - - - 1,000
9,450 - 15 - 1,416.20 -8.80 25 1,405.95 1,421.80 25 14500.00 2,525 4.40 4.65 575 -1.15 4.55 30.41 739 -1,300 43,500
- - - - - - 500 1,005.00 1,630.80 100 14600.00 - - 7.50 75 -0.25 7.75 31.12 8 -200 6,425
75 - - - - - 500 914.30 1,538.80 100 14700.00 150 4.05 9.50 100 - - - - - 4,225
75 - - - - - 500 816.25 1,451.70 100 14800.00 75 6.35 9.95 50 -2.60 8.00 27.18 45 -100 23,700
6,150 - - - - - 500 799.50 1,350.30 100 14900.00 1,550 10.05 12.15 1,250 -3.50 11.20 26.55 453 -4,475 29,975
36,250 -4,125 383 26.58 938.00 39.80 25 932.25 943.25 25 15000.00 25 15.25 15.50 200 -3.55 15.25 26.06 6,115 23,850 624,775
500 - - - - - 500 600.50 925.30 50 15100.00 500 17.55 18.40 25 -3.00 18.25 24.69 2,482 16,275 57,125
4,550 - 3 - 729.95 22.00 125 735.60 751.30 25 15200.00 25 21.75 22.20 200 -5.30 21.70 23.26 4,422 9,900 76,550
1,800 - 1 14.45 638.00 20.00 25 645.10 658.45 25 15300.00 25 29.35 29.80 550 -5.95 29.20 22.61 3,695 11,400 66,850
625 - 1 - 513.15 -66.85 125 556.00 571.00 25 15400.00 25 39.75 40.20 25 -7.50 39.60 21.98 3,268 7,050 130,325
35,100 -1,625 414 21.63 480.00 10.55 25 476.95 486.65 25 15500.00 25 56.25 56.75 200 -9.65 55.95 21.83 11,558 53,225 412,475
5,575 25 27 20.66 404.20 20.80 25 390.85 400.30 25 15600.00 25 73.45 74.45 200 -11.60 74.00 21.12 3,427 -4,950 54,025
10,575 275 90 19.18 320.50 20.05 25 315.70 328.80 25 15700.00 25 97.25 97.85 75 -15.35 97.00 20.49 4,021 2,600 88,400
16,575 2,050 368 20.61 255.00 18.30 25 252.05 260.40 25 15800.00 25 129.05 130.30 25 -19.50 129.90 20.04 7,875 -1,150 172,600
97,275 2,725 2,079 19.90 199.00 6.10 25 199.35 201.35 25 15900.00 25 170.20 171.10 25 -22.65 169.00 19.68 3,337 -1,000 66,825
366,075 24,675 10,369 19.66 151.65 4.00 25 150.55 151.95 25 16000.00 25 220.15 222.35 25 -27.90 221.00 19.59 7,610 -600 267,600
64,475 7,200 4,191 19.32 109.00 1.90 25 109.15 110.30 25 16100.00 25 273.00 285.00 25 -36.35 272.15 17.50 543 -2,175 41,675
187,525 10,675 9,578 19.13 77.85 -0.10 75 76.60 77.10 25 16200.00 25 334.05 344.40 25 -35.75 342.00 17.52 375 -850 56,875
189,250 15,625 7,625 19.10 52.70 -3.70 25 52.90 53.35 25 16300.00 50 408.90 427.85 25 -44.15 414.00 18.49 780 -2,975 21,625
150,875 -3,850 6,651 19.32 37.20 -3.10 25 37.15 37.40 25 16400.00 50 489.80 505.35 25 -40.25 500.00 17.22 188 1,475 11,900
781,975 -28,400 21,167 19.67 26.10 -3.55 400 25.65 26.25 25 16500.00 25 580.05 591.75 25 -34.95 590.00 18.62 246 -150 25,675
135,525 29,125 5,692 19.46 15.35 -4.00 25 15.40 15.75 225 16600.00 50 664.80 680.60 25 -8.05 693.30 22.88 58 1,025 4,325
96,850 8,075 3,707 19.48 10.00 -3.50 1,250 9.60 10.50 675 16700.00 25 722.85 863.95 25 - - - - - 350
101,200 -13,450 3,414 20.40 7.75 -1.80 3,075 7.75 8.05 25 16800.00 25 853.80 877.45 25 - - - - - -
45,575 -3,800 1,012 20.66 5.00 -1.40 25 4.95 5.20 1,250 16900.00 50 948.95 977.75 50 - - - - - -
431,625 -150 3,482 21.59 4.10 -1.45 25 4.10 4.25 1,400 17000.00 50 1,052.70 1,067.05 25 77.15 1,072.15 25.15 10 175 3,625
33,500 -1,225 256 22.11 2.85 -0.80 25 2.50 2.80 1,250 17100.00 50 1,081.00 1,251.75 50 - - - - - -
60,525 -3,000 166 22.03 1.75 -1.10 2,000 1.50 1.75 900 17200.00 50 1,180.75 1,320.95 50 - - - - - 75
36,375 - 76 23.04 1.50 -0.85 1,250 1.25 1.65 1,250 17300.00 50 1,282.00 1,448.00 50 - - - - - -
43,225 - 20 23.33 1.00 -1.00 100 1.50 5.00 375 17400.00 1,000 1,057.50 1,810.95 100 - - - - - -
20,825 - - - - - 75 0.75 - - 17500.00 1,000 1,157.50 1,910.95 100 - - - - - -
50 - - - - - - - - - 17600.00 1,000 1,249.40 2,018.95 100 - - - - - -
- - - - - - - - - - 17700.00 1,000 1,349.40 2,118.95 100 - - - - - -
- - - - - - - - - - 17800.00 1,000 1,449.40 2,218.95 100 - - - - - -
- - - - - - - - - - 17900.00 1,000 1,220.85 2,810.45 100 - - - - - -

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Note : 10% interest rate is applied while computing implied volatility.



  •  Highlighted options are in-the-money.