Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 16951.05  As on Oct 31, 2014 14:32:36 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
8,675 125 17 - 3,420.00 255.60 50 3,417.00 3,437.80 25 13600.00 5,000 0.15 3.00 75 - - - - - 200
3,350 - 1 - 3,062.00 139.40 50 3,305.30 3,330.00 25 13700.00 5,000 0.55 2.00 350 - - - - - 2,575
- - - - - - 25 3,039.25 4,056.15 100 13800.00 5,000 0.10 - - - - - - - -
- - - - - - 500 2,526.10 3,957.05 100 13900.00 5,000 0.10 - - - - - - - -
11,875 - 1 - 2,903.70 118.75 25 3,017.70 3,044.30 25 14000.00 25 1.20 1.90 100 -1.60 1.20 27.08 21 175 9,500
- - - - - - 500 2,326.05 3,758.50 100 14100.00 5,000 0.05 - - - - - - - -
- - - - - - 500 2,242.90 3,659.00 100 14200.00 200 1.10 - - - - - - - -
- - - - - - 500 2,142.90 3,559.30 100 14300.00 5,000 0.15 - - - - - - - -
- - - - - - 500 2,042.90 3,459.30 100 14400.00 1,100 0.90 - - - - - - - -
3,125 - 1 - 2,525.00 230.75 50 2,530.25 2,555.95 25 14500.00 25 6.30 9.00 300 2.55 9.70 29.57 2 - 5,325
- - - - - - 500 1,859.75 3,258.45 100 14600.00 1,000 1.00 - - - - - - - -
- - - - - - 500 1,759.75 3,157.50 100 14700.00 25 1.50 - - - - - - - -
- - - - - - 500 1,659.75 2,453.00 100 14800.00 5,000 0.35 15.00 50 - 12.10 27.33 5 125 325
- - - - - - 500 1,576.65 2,954.15 100 14900.00 500 2.00 14.00 50 - - - - - -
14,275 25 50 - 2,014.95 213.40 50 2,041.05 2,060.25 25 15000.00 25 13.10 13.45 25 -4.55 13.25 25.61 4,334 1,025 89,450
200 - - - - - 50 1,392.00 2,616.00 50 15100.00 25 13.75 15.05 1,300 -5.75 14.20 24.75 609 9,875 10,050
- - - - - - 500 1,287.65 2,644.95 100 15200.00 750 16.30 17.85 800 -7.75 16.25 24.22 269 4,100 8,700
875 - - - - - 50 1,198.00 2,411.00 25 15300.00 800 19.55 21.35 875 -10.50 19.60 23.94 479 6,400 9,900
2,975 150 7 18.31 1,672.05 331.60 150 1,628.60 1,680.40 25 15400.00 750 23.75 25.45 675 -12.20 23.80 23.70 502 2,200 6,725
25,450 -2,375 276 15.68 1,569.00 232.90 25 1,560.90 1,580.10 50 15500.00 25 28.50 29.25 475 -9.95 29.05 23.56 11,520 53,650 196,475
2,025 500 29 - 1,443.50 215.95 125 1,388.65 1,551.45 125 15600.00 200 33.55 34.35 25 -10.75 34.65 23.20 1,788 7,725 10,075
475 - 4 21.39 1,400.00 246.65 125 1,299.25 1,463.45 125 15700.00 600 40.00 41.10 25 -14.40 41.20 22.76 1,122 4,475 9,950
10,950 125 152 - 1,257.85 206.75 150 1,282.70 1,305.25 25 15800.00 200 46.50 47.65 25 -12.60 48.75 22.57 1,311 -1,075 23,450
625 -100 5 - 1,040.15 74.90 750 1,174.80 1,350.00 25 15900.00 75 54.50 55.70 25 -20.20 55.30 22.07 2,074 30,850 33,825
96,025 6,625 726 18.53 1,100.00 205.15 25 1,105.15 1,117.85 25 16000.00 25 65.80 67.00 325 -20.40 67.00 21.96 21,586 102,800 419,925
1,500 250 55 15.92 1,000.00 211.30 50 1,023.10 1,051.80 125 16100.00 175 78.10 80.05 25 -22.25 80.60 21.88 778 5,100 11,400
18,750 1,900 300 18.85 939.00 212.25 25 937.95 961.30 75 16200.00 25 92.45 94.95 450 -24.85 94.95 21.59 3,987 475 46,400
3,850 125 50 19.77 868.00 222.15 25 856.65 877.30 25 16300.00 375 110.05 111.50 25 -29.10 112.20 21.16 2,872 750 28,275
2,125 -1,050 79 17.46 760.00 190.00 50 780.05 800.95 25 16400.00 25 129.85 133.20 300 -35.90 132.00 21.09 2,007 9,500 32,925
79,400 325 1,215 18.68 700.00 188.10 25 703.15 706.50 25 16500.00 25 151.00 152.00 100 -45.80 151.80 20.68 21,757 110,200 299,625
10,450 -75 223 19.05 631.00 181.10 50 627.05 643.90 25 16600.00 175 175.10 179.15 25 -51.00 179.00 20.49 4,623 25,900 81,300
27,000 50 674 18.15 551.70 158.25 25 555.40 569.45 25 16700.00 25 204.55 207.10 25 -60.85 208.85 20.15 2,962 4,100 47,050
26,975 -2,875 1,277 18.70 497.50 162.55 25 493.30 506.10 125 16800.00 225 238.15 240.00 25 -74.10 240.00 20.00 4,483 17,300 39,625
16,275 3,800 1,487 18.24 430.00 146.35 25 431.50 444.45 25 16900.00 25 275.10 277.95 200 -80.30 278.35 19.78 2,127 20,000 24,750
237,050 -9,025 17,949 18.39 381.00 143.15 50 379.90 385.00 150 17000.00 25 315.40 318.20 100 -89.30 319.00 19.50 6,971 62,850 87,550
27,350 20,300 4,060 18.16 330.75 131.05 25 328.40 333.40 25 17100.00 25 358.35 369.95 250 -87.50 365.00 19.45 251 3,975 4,100
58,250 35,850 5,638 17.98 279.70 117.80 200 278.10 282.25 25 17200.00 25 395.65 418.75 50 -114.45 404.45 18.47 182 -575 1,475
20,600 11,575 3,184 18.04 238.00 104.40 275 235.80 241.40 25 17300.00 25 442.70 478.85 25 - - - - - 100
12,100 9,150 2,188 17.99 200.80 91.55 25 200.85 203.90 50 17400.00 75 502.00 539.85 100 -790.50 542.00 19.42 2 - -
293,525 173,550 35,579 18.14 171.00 81.85 75 171.25 172.85 25 17500.00 25 584.90 600.65 25 -124.80 600.00 18.71 819 4,125 13,100
25,975 22,325 1,839 18.01 140.00 65.60 25 139.40 141.00 25 17600.00 25 635.65 676.55 25 -820.75 660.00 18.25 1 25 25
13,750 12,800 1,685 17.80 114.00 56.85 950 109.05 114.95 25 17700.00 125 652.65 798.65 125 - - - - - -
51,825 50,050 3,529 17.69 90.00 42.60 25 90.65 94.85 300 17800.00 125 731.15 876.05 125 - - - - - -
6,575 5,350 1,415 17.80 75.00 37.00 25 74.90 76.35 25 17900.00 25 875.60 908.60 50 -130.00 1,000.00 25.92 4 100 150
163,250 129,175 20,859 17.91 61.00 32.70 50 60.85 61.50 275 18000.00 25 964.35 989.70 25 -185.00 975.00 17.91 402 900 6,075
2,125 2,125 185 17.31 43.05 -41.75 825 47.35 50.40 500 18100.00 25 1,021.85 1,095.45 25 - - - - - -
8,675 8,675 827 17.93 38.55 -34.65 875 37.35 41.60 1,200 18200.00 25 1,109.15 1,186.65 25 - - - - - -
4,450 4,450 301 18.05 31.10 -34.45 675 30.00 33.65 725 18300.00 25 1,199.00 1,284.10 25 - - - - - -
20,375 - 1,373 18.06 24.35 -23.40 550 24.05 25.45 1,075 18400.00 25 658.00 2,479.00 25 - - - - - -

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



  •  Highlighted options are in-the-money.