Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 16795.00  As on Apr 29, 2016 15:30:45 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
33,720 630 60 - 4,800.00 74.90 30 4,802.00 4,865.05 120 12000.00 60 0.90 1.70 30 0.40 1.65 46.12 70 330 27,150
- - - - - - 900 4,237.00 5,796.85 90 12100.00 3,990 0.65 - - - - - - - -
- - - - - - 30 4,140.80 5,599.20 30 12200.00 3,990 0.70 - - - - - - - -
- - - - - - 900 4,037.00 5,598.90 90 12300.00 3,990 0.75 - - - - - - - -
- - - - - - 900 3,937.00 5,499.95 90 12400.00 3,990 0.80 - - - - - - - -
30 30 2 - 4,050.00 2,413.00 900 3,837.00 4,600.00 30 12500.00 7,980 0.85 2.80 30 -325.40 0.80 38.32 1 30 30
- - - - - - 900 3,737.00 5,302.05 90 12600.00 3,990 0.80 - - - - - - - -
- - - - - - 900 3,637.00 5,203.10 90 12700.00 3,990 0.80 - - - - - - - -
- - - - - - 900 3,553.50 5,104.15 90 12800.00 3,990 0.80 - - - - - - - -
- - - - - - 900 3,453.50 5,005.00 90 12900.00 3,990 0.80 - - - - - - - -
11,220 - 2 - 3,545.30 -184.70 900 3,443.00 4,810.00 450 13000.00 30 1.45 1.85 30 0.35 1.85 36.62 23 210 9,450
- - - - - - 900 3,253.50 4,807.00 90 13100.00 3,990 0.80 - - - - - - - -
- - - - - - 900 3,170.50 4,708.00 90 13200.00 3,990 0.85 - - - - - - - -
- - - - - - 900 3,070.50 4,608.85 90 13300.00 3,990 0.75 - - - - - - - -
- - - - - - 900 2,970.50 4,509.75 90 13400.00 3,990 0.75 - - - - - - - -
13,860 690 27 - 3,140.00 -140.00 900 2,985.00 4,399.85 90 13500.00 900 2.75 5.20 150 0.15 4.95 35.70 47 30 8,640
- - - - - - 900 2,788.00 4,311.25 90 13600.00 510 1.55 - - - - - - - -
- - - - - - 900 2,688.00 4,211.90 90 13700.00 510 1.35 - - - 5.95 - - - 300
- - - - - - 900 2,588.00 4,112.35 90 13800.00 510 1.35 - - - - - - - -
- - - - - - 900 2,504.50 4,012.70 90 13900.00 3,990 1.45 - - - - - - - -
16,950 -480 45 38.35 2,920.00 150.90 300 2,591.00 3,098.00 30 14000.00 30 5.10 6.90 300 -1.90 6.35 31.61 1,485 4,350 30,930
- - - - - - 900 2,305.50 3,812.60 90 14100.00 60 4.00 - - - - - - - -
- - - - - - 900 2,222.50 3,712.20 90 14200.00 60 4.00 - - - - - - - -
- - - - - - 900 2,122.50 3,611.65 90 14300.00 60 6.00 - - - - - - - -
- - - - - - 900 2,023.00 3,510.50 90 14400.00 60 6.00 - - - - - - - -
9,900 60 9 - 2,260.00 -3.85 900 1,955.00 3,368.55 90 14500.00 30 12.65 18.45 30 -4.20 13.25 29.61 1,997 4,590 31,290
- - - - - - 900 1,841.50 3,307.05 90 14600.00 150 6.00 20.00 1,500 - - - - - -
- - - - - - 900 1,742.00 3,204.60 90 14700.00 150 6.00 25.00 1,500 - - - - - -
30 - - - 2,100.00 - 30 1,939.45 2,260.55 30 14800.00 150 6.00 28.00 1,500 - - - - - -
30 30 1 - 1,850.00 1,381.05 60 1,702.10 2,997.20 90 14900.00 60 18.00 40.00 30 -1,492.85 16.35 26.10 1 30 30
37,920 -210 183 - 1,861.45 75.75 30 1,863.20 1,889.10 30 15000.00 720 26.75 27.95 60 -5.35 26.75 27.48 8,319 26,250 92,160
60 30 1 - 1,650.00 -149.80 60 1,546.95 2,743.85 30 15100.00 30 30.00 45.20 150 -1,616.70 33.70 27.61 211 4,680 4,680
60 - - - 1,753.00 - 60 1,605.45 1,906.55 60 15200.00 30 32.00 50.00 30 6.00 31.00 25.85 154 3,720 3,870
- - - - - - 60 1,502.20 1,828.55 60 15300.00 60 32.00 72.15 60 -1,584.90 44.00 26.72 111 3,090 3,090
- - - - - - 60 1,430.20 1,676.95 60 15400.00 990 39.20 75.00 30 -1,654.10 47.00 25.82 119 2,730 2,730
32,430 1,290 314 14.40 1,412.00 77.50 30 1,404.75 1,424.70 30 15500.00 3,000 59.20 60.50 30 -12.25 60.00 26.15 22,712 59,280 148,470
150 - - - 1,275.00 - 60 1,194.95 1,426.30 60 15600.00 60 62.05 75.25 120 -1.35 66.65 25.51 802 2,670 2,730
270 120 6 - 1,140.45 2.95 60 1,117.45 1,428.45 30 15700.00 60 77.20 120.05 210 -7.60 78.35 25.31 511 3,960 4,200
180 - - - 1,100.00 - 60 1,021.50 1,250.00 30 15800.00 30 89.40 95.00 30 -25.35 92.45 25.17 480 7,500 8,910
- - - - - - 60 987.75 1,219.80 60 15900.00 60 101.40 110.00 30 30.45 105.45 24.76 308 4,050 4,170
87,120 3,690 1,230 19.70 980.00 69.10 60 971.60 991.20 30 16000.00 300 123.05 124.00 540 -25.30 123.05 24.58 34,779 53,910 304,830
660 180 27 18.95 889.00 110.50 60 772.40 1,023.45 30 16100.00 60 135.85 152.60 600 -4.85 157.40 25.46 521 1,830 6,600
510 30 15 16.74 782.30 -11.65 60 691.05 845.80 30 16200.00 90 157.30 165.00 30 -30.65 160.00 23.84 1,860 5,610 10,530
2,400 -600 102 21.72 771.00 95.85 60 660.10 761.20 60 16300.00 60 177.40 194.75 30 -34.15 179.50 23.31 2,277 5,400 13,410
3,150 2,190 96 20.55 682.60 46.95 60 634.55 741.25 60 16400.00 360 199.95 216.00 30 -36.35 212.40 23.47 2,465 7,530 10,350
122,760 21,870 11,562 19.94 605.00 44.40 30 601.55 614.00 150 16500.00 30 244.00 247.00 30 -38.15 245.00 23.39 47,339 45,930 245,490
67,260 180 507 20.01 541.80 46.40 30 541.25 560.30 60 16600.00 210 259.90 287.95 60 -29.75 286.00 23.60 5,801 37,890 45,090
12,660 4,590 3,564 19.72 476.65 30.00 30 476.20 490.00 30 16700.00 1,140 315.00 322.00 30 -39.30 315.00 22.92 6,150 11,310 58,290
21,420 11,250 6,059 19.68 419.90 30.65 60 420.20 427.00 60 16800.00 30 343.00 360.00 30 -50.00 350.00 22.40 2,443 8,250 36,960
12,420 4,290 3,710 20.32 379.95 39.30 90 356.05 379.95 120 16900.00 30 382.55 410.65 60 -56.95 389.20 21.91 532 2,670 19,860
317,820 37,710 42,904 19.90 325.00 27.90 60 323.85 326.00 30 17000.00 60 448.20 450.25 30 -59.25 448.20 22.29 12,976 10,710 95,640
15,960 7,140 1,808 19.67 277.80 17.45 240 256.85 295.70 120 17100.00 30 446.75 570.00 30 19.90 582.10 26.61 32 120 990
27,390 9,960 3,120 19.29 232.60 11.75 60 232.75 245.00 120 17200.00 30 473.85 591.15 30 -65.00 565.00 22.37 16 270 810
12,780 2,310 787 19.94 209.15 23.95 1,980 207.00 209.95 60 17300.00 60 566.25 669.90 30 -60.00 620.00 21.90 14 180 780
9,720 4,020 478 19.62 172.90 19.35 240 167.00 178.25 60 17400.00 30 635.95 775.10 60 219.30 740.35 25.08 1 30 60
366,570 81,360 46,493 19.76 148.00 15.20 30 147.45 150.00 90 17500.00 1,560 752.00 889.65 30 -65.55 762.85 22.26 342 630 51,930
7,890 3,570 417 19.54 121.15 11.70 30 116.75 129.70 120 17600.00 30 779.25 995.10 60 - - - - - -
18,030 8,430 755 19.49 100.00 8.85 120 96.15 106.45 60 17700.00 60 699.40 990.35 60 - 875.00 - - - 120
11,160 3,300 692 19.70 85.05 5.55 30 85.05 87.50 120 17800.00 60 726.15 1,048.55 60 - 900.00 - - - 990
12,090 840 179 19.58 68.55 6.40 300 60.00 73.95 120 17900.00 60 1,005.15 1,175.55 60 - 1,182.50 - - - 180
218,490 38,580 30,790 19.80 58.00 8.35 900 55.50 58.00 600 18000.00 60 1,143.95 1,183.00 60 -63.75 1,175.00 23.90 233 900 36,360
13,590 330 42 19.91 48.00 8.00 990 37.95 50.45 120 18100.00 60 1,183.95 1,360.30 60 - - - - - -
2,190 480 79 20.06 40.00 8.85 30 35.30 45.00 30 18200.00 60 1,245.20 1,486.95 60 -151.25 1,422.70 30.59 2 60 60
420 120 19 19.42 28.00 -2.00 900 28.00 38.00 30 18300.00 60 1,305.70 1,499.95 60 -138.00 1,451.00 25.77 1 - 30
150 - 9 20.61 29.00 -11.00 30 22.00 29.70 1,500 18400.00 60 1,389.20 1,599.95 60 131.55 1,551.00 27.05 1 30 30
23,910 390 3,792 19.82 19.25 0.75 300 19.20 20.50 360 18500.00 30 1,530.15 1,750.50 30 -143.75 1,559.95 - 20 60 4,950
1,320 390 17 17.49 7.30 -7.70 900 12.00 12.50 60 18600.00 30 1,452.65 1,837.25 30 308.60 1,644.95 - 6 120 1,080
Total 1,546,650 1,328,250 Total

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



  •  Highlighted options are in-the-money.