Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 16012.80  As on Sep 01, 2014 15:30:29 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
3,500 - 2 - 3,218.20 273.20 25 3,187.10 3,338.25 25 12800.00 5,000 0.25 2.00 200 -0.05 0.20 28.20 2 50 250
2,200 - 4 - 2,800.00 100.00 200 2,875.00 3,236.90 25 12900.00 200 0.30 2.50 1,925 -0.05 0.25 27.81 1 25 250
8,225 - 4 - 3,072.40 332.95 50 3,103.05 3,140.60 25 13000.00 4,800 1.80 2.75 850 0.25 1.80 32.37 15 75 4,600
- - - - - - 25 2,846.45 3,200.70 25 13100.00 200 0.60 3.00 100 - - - - - -
75 - - - 2,580.00 - 25 2,749.45 3,097.70 25 13200.00 200 1.10 3.00 100 - - - - - -
75 - - - 2,450.00 - 25 2,652.45 2,994.70 25 13300.00 200 0.70 3.00 75 - - - - - -
- - - - - - 25 2,555.45 2,918.10 25 13400.00 5,000 1.00 - - - - - - - -
4,500 50 5 - 2,538.55 253.55 50 2,615.15 2,642.50 25 13500.00 4,750 2.50 4.00 50 -0.60 3.00 28.87 17 100 4,275
- - - - - - 500 1,927.60 3,075.85 100 13600.00 - - - - - 5.30 - - - 425
- - - - - - 500 1,843.55 2,976.55 100 13700.00 50 4.00 - - - 6.25 - - - 500
- - - - - - 500 1,743.55 2,877.20 100 13800.00 25 5.25 11.80 25 - 7.40 - - - 450
- - - - - - 500 1,643.55 2,777.60 100 13900.00 50 3.25 7.00 100 -2.15 6.70 27.45 2 - 500
12,075 -300 67 28.75 2,116.35 361.25 25 2,127.20 2,150.10 25 14000.00 500 5.80 6.40 75 -5.55 5.95 25.85 1,387 14,825 37,875
- - - - - - 500 1,460.95 2,576.95 100 14100.00 100 5.55 6.35 525 -7.00 6.00 24.74 204 2,175 2,700
- - - - - - 500 1,367.55 2,081.40 1,000 14200.00 5,000 3.50 9.00 100 -5.50 9.40 25.31 278 4,075 4,500
50 - - - 904.40 - 500 1,269.70 2,374.35 100 14300.00 200 6.00 11.25 25 -9.95 8.15 23.57 151 300 575
50 - - - 829.10 - 500 1,169.50 2,272.00 100 14400.00 200 9.00 11.00 25 -11.30 10.30 23.29 353 1,650 1,925
10,625 575 93 - 1,585.05 317.95 75 1,643.45 1,665.65 25 14500.00 25 12.75 13.90 300 -12.80 13.00 23.01 5,986 -9,050 55,200
- - - - - - 500 982.70 2,065.30 100 14600.00 750 9.50 23.75 750 -17.25 15.90 22.61 1,130 1,975 4,625
75 - - - 1,095.00 - 500 890.50 1,876.70 100 14700.00 1,000 17.50 21.00 100 -19.40 19.80 22.30 1,161 1,750 7,325
75 - - - 985.05 - 500 797.50 1,749.65 100 14800.00 25 22.55 24.00 500 -25.55 22.90 21.65 1,668 13,775 25,125
4,150 - 2 18.69 1,226.05 345.60 50 1,211.85 1,297.30 50 14900.00 75 22.00 38.40 750 -27.40 28.60 21.36 2,789 38,275 43,275
58,700 -1,825 571 25.16 1,177.50 334.80 25 1,177.25 1,190.00 25 15000.00 25 36.00 38.00 375 -38.85 37.10 21.31 17,971 55,750 270,075
500 - - - 730.00 - 1,000 543.85 1,425.80 100 15100.00 25 40.00 47.25 400 -44.50 47.00 21.17 847 7,175 11,750
5,325 275 53 24.24 1,001.85 323.40 25 992.90 1,023.05 25 15200.00 25 51.10 55.00 100 -53.75 55.00 20.58 1,481 12,200 20,600
1,275 100 9 18.95 868.00 256.45 50 897.20 938.65 25 15300.00 500 65.00 70.00 100 -58.55 69.95 20.55 2,173 17,775 31,575
1,075 25 20 23.36 834.30 287.15 25 829.80 854.05 25 15400.00 25 82.50 86.00 25 -72.30 85.10 20.27 1,186 9,600 14,250
81,950 -2,000 1,041 22.60 750.00 285.00 50 747.20 759.90 25 15500.00 25 100.25 102.00 25 -86.60 102.00 19.89 15,919 23,575 173,625
7,625 -1,225 248 21.86 668.00 260.70 25 667.65 697.05 50 15600.00 25 120.00 130.00 50 -100.75 127.50 19.95 3,589 2,825 30,175
21,300 2,825 466 23.12 617.80 265.50 25 597.70 620.00 25 15700.00 25 146.85 152.70 25 -118.40 150.00 19.50 3,233 10,400 33,975
24,600 -5,675 2,497 21.80 534.00 231.55 200 528.00 544.95 25 15800.00 25 176.60 180.00 150 -139.55 176.65 19.08 4,079 15,525 69,700
98,875 19,950 3,893 21.52 469.25 208.50 50 470.95 486.25 50 15900.00 50 210.00 222.55 50 -153.95 214.20 19.10 3,410 29,600 34,575
463,925 168,100 28,125 21.37 410.70 194.15 300 410.00 417.95 25 16000.00 50 242.05 255.15 175 -178.95 250.00 18.70 10,462 69,300 127,525
16,250 8,900 3,170 21.15 355.40 176.85 50 345.05 365.00 25 16100.00 50 285.65 309.45 50 -177.95 295.05 18.58 1,270 10,000 10,950
167,825 27,425 7,356 20.81 302.65 157.50 25 298.00 302.65 275 16200.00 100 335.00 347.00 50 -188.40 341.60 18.23 652 4,300 4,500
13,650 4,825 2,725 20.92 261.95 140.90 125 255.00 272.05 50 16300.00 25 373.70 407.85 50 -925.40 400.00 18.29 85 1,775 1,775
20,150 11,475 2,682 20.30 213.85 115.20 50 210.05 219.95 25 16400.00 25 427.75 464.50 25 -884.25 510.00 21.34 8 200 200
358,575 141,475 32,666 20.55 184.00 104.45 350 179.05 184.05 50 16500.00 400 510.00 515.00 250 -275.65 510.00 16.94 1,014 15,425 28,275
13,800 12,425 1,769 20.12 148.30 86.35 50 139.00 150.00 50 16600.00 50 546.05 632.75 50 -856.65 680.00 23.80 4 100 100
21,625 18,700 1,998 19.99 121.05 72.60 25 121.00 125.00 500 16700.00 50 618.15 718.85 50 - - - - - -
9,950 7,700 1,867 20.18 101.60 65.95 25 97.50 102.00 25 16800.00 50 694.25 811.55 50 - - - - - -
13,750 13,750 1,197 19.93 80.10 -224.80 1,500 72.75 94.00 50 16900.00 50 773.95 886.70 50 - - - - - -
125,825 65,125 15,307 19.87 64.00 40.15 250 62.70 67.00 50 17000.00 500 732.95 1,000.00 25 - 1,200.00 - - - 75
10,000 8,000 900 19.80 50.50 31.05 1,500 45.05 55.00 25 17100.00 500 817.65 1,591.00 100 - - - - - -
7,675 7,675 469 19.27 36.05 -204.90 750 34.95 41.00 125 17200.00 500 897.70 1,639.60 100 - 1,400.00 - - - 200
5,725 5,725 320 19.90 32.00 -27.95 750 26.85 42.90 750 17300.00 500 996.65 1,747.80 100 - - - - - -
10,625 10,625 585 19.50 22.75 -32.15 750 20.40 22.75 25 17400.00 500 1,098.60 1,848.80 100 - - - - - -

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



  •  Highlighted options are in-the-money.