Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 16470.05  As on Oct 23, 2014 19:30:24 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
8,300 - 2 - 3,234.15 -35.25 25 3,080.30 3,529.75 1,000 13200.00 - - 2.95 100 - 1.85 - - - 6,850
3,125 25 1 - 3,000.00 -6.00 25 3,080.15 3,425.00 25 13300.00 - - - - - 0.25 - - - 2,700
- - - - - - 1,000 2,648.30 3,329.30 1,000 13400.00 - - - - - - - - - -
2,450 - - - 2,959.90 - 1,000 2,548.30 3,229.30 1,000 13500.00 250 0.15 4.00 250 - 1.10 - - - 6,675
- - - - - - 1,000 2,464.80 3,137.55 1,000 13600.00 - - - - - 3.00 - - - 50
- - - - - - 1,000 2,364.80 3,037.55 1,000 13700.00 - - 3.05 350 - 0.45 - - - 475
- - - - - - 1,000 2,265.80 2,937.55 1,000 13800.00 25 1.00 3.00 100 -0.40 2.50 - - - 1,075
- - - - - - 1,000 2,182.40 2,845.75 1,000 13900.00 25 1.15 4.50 100 - 1.55 - - - 1,950
15,000 - - - 2,451.00 - 100 2,100.00 2,745.75 1,000 14000.00 300 1.25 2.00 50 -0.50 1.20 44.60 4 -25 58,375
- - - - - - 1,000 1,981.50 2,645.75 1,000 14100.00 5,000 0.20 1.40 25 - 1.15 - - - 5,100
- - - - - - 1,000 1,898.90 2,554.00 1,000 14200.00 200 1.15 2.85 200 0.20 2.40 - - - 14,300
- - - - - - 1,000 1,798.05 2,454.00 1,000 14300.00 500 0.40 2.50 200 - 1.20 - - - 9,975
- - - - - - 1,000 1,698.30 2,354.00 1,000 14400.00 25 1.35 4.75 200 - 2.25 - - - 24,900
15,475 -50 2 47.09 1,986.15 22.80 1,000 1,600.60 2,254.00 1,000 14500.00 25 3.45 3.70 325 -0.20 3.45 40.69 80 475 202,300
- - - - - - 1,000 1,514.80 2,162.25 1,000 14600.00 25 2.15 4.45 1,000 1.70 4.30 39.94 1 - 11,250
100 - - - 630.00 - 1,000 1,417.00 2,062.25 1,000 14700.00 1,500 3.40 4.35 625 -1.25 3.10 36.33 5 - 37,650
700 - - - 995.00 - 1,000 1,318.00 1,962.25 1,000 14800.00 400 4.10 4.95 500 -0.90 4.00 35.65 73 - 45,650
1,125 - - - 1,590.00 - 1,000 1,225.35 1,650.00 25 14900.00 1,425 4.05 4.70 1,950 -0.15 4.70 34.50 25 -50 46,675
49,550 -25 1 33.85 1,483.80 5.45 50 1,383.90 1,534.95 50 15000.00 2,525 4.40 4.70 350 -0.70 4.35 32.16 1,707 7,850 673,300
1,400 - - - 1,434.00 - 50 1,284.25 1,453.20 50 15100.00 300 4.15 5.30 500 -1.10 4.15 29.99 58 -175 36,100
7,375 - - - 1,274.45 3.30 100 1,235.10 1,297.75 50 15200.00 25 5.50 5.80 125 -1.20 5.20 29.01 214 300 95,875
18,500 -25 1 - 1,175.00 - 25 1,173.10 1,198.15 50 15300.00 2,025 5.50 6.45 1,025 -0.25 6.00 27.63 294 -350 98,125
25,900 - - - 1,070.50 -6.00 100 1,036.85 1,100.70 50 15400.00 225 6.35 6.80 3,000 -0.70 6.35 25.83 555 -1,675 171,475
103,400 -2,075 91 23.75 985.50 12.50 25 983.05 999.00 25 15500.00 50 7.55 7.90 500 -0.25 7.55 24.49 1,138 -2,000 504,600
27,825 -125 7 17.63 880.50 5.60 50 844.05 899.60 50 15600.00 100 7.70 8.40 650 -1.25 7.55 22.35 270 -1,500 85,425
38,850 -275 12 22.28 791.30 10.00 25 778.30 791.75 100 15700.00 250 9.10 10.00 1,000 -1.40 9.10 20.95 551 -7,550 95,250
93,350 -1,675 112 19.00 689.00 1.05 50 687.05 703.95 50 15800.00 25 10.10 12.00 3,375 -0.55 12.00 19.85 1,403 4,350 186,325
37,275 -400 28 16.56 588.80 -3.05 25 588.75 644.50 100 15900.00 125 15.95 16.00 525 -1.35 16.00 18.74 1,336 4,075 83,400
367,975 -9,725 608 16.87 498.10 0.10 375 498.05 505.00 75 16000.00 725 24.20 24.40 1,300 -1.20 24.40 18.25 3,997 14,400 476,350
50,050 -175 32 15.64 405.00 -3.65 175 402.00 420.00 25 16100.00 25 34.80 39.00 200 -0.25 34.80 17.44 1,516 -12,300 172,875
117,075 -1,275 364 14.40 315.05 -7.20 25 310.00 329.25 25 16200.00 100 49.00 52.40 25 0.90 52.40 17.03 1,633 1,225 231,575
142,050 -3,450 472 15.65 249.45 2.00 250 240.00 249.60 300 16300.00 175 67.20 68.50 1,125 -2.70 68.50 15.56 3,370 -5,825 332,475
123,525 3,025 867 14.76 177.80 -0.95 200 175.00 178.00 50 16400.00 650 96.00 97.10 25 -8.30 96.00 14.60 2,523 13,225 242,350
468,200 -8,900 5,277 14.63 123.50 -4.00 400 121.65 123.50 175 16500.00 25 130.10 134.90 100 -9.25 132.00 13.42 3,349 3,475 252,450
156,125 850 2,745 14.72 83.00 -3.55 3,975 82.00 84.00 200 16600.00 25 186.00 193.00 50 -5.00 192.80 13.62 227 2,425 22,950
262,950 -10,600 4,427 15.17 55.90 -4.20 50 53.30 55.00 1,000 16700.00 500 235.75 274.95 50 0.05 269.95 14.50 2 - 3,525
214,725 2,675 3,035 14.89 32.50 -7.10 575 32.50 33.90 50 16800.00 25 321.00 356.80 50 -1.55 350.00 14.66 1 - 450
100,075 -2,000 1,060 14.53 17.00 -7.00 50 16.75 17.00 1,250 16900.00 50 386.65 450.70 50 - - - - - -
315,050 3,575 2,112 14.90 10.00 -4.75 225 10.00 11.95 300 17000.00 50 481.80 536.40 50 4.25 522.90 12.62 4 - 4,225
31,200 -2,675 150 16.05 7.50 -0.50 1,000 5.05 10.00 5,500 17100.00 50 530.40 688.20 50 - - - - - -
18,200 -350 205 16.75 5.00 0.65 25 4.05 5.00 75 17200.00 1,000 334.35 1,077.45 1,000 - 1,325.00 - - - 50
2,575 - - - 3.90 - 2,000 0.10 5.00 3,000 17300.00 1,000 431.50 885.15 50 - 950.00 - - - 100
1,675 - - - 4.05 - 75 1.25 4.00 3,000 17400.00 1,000 531.75 1,277.45 1,000 - - - - - -
28,600 -600 28 19.69 2.25 -0.75 100 2.25 2.90 25 17500.00 1,000 624.40 1,385.70 1,000 - - - - - -
- - - - - - 25 0.15 - - 17600.00 1,000 722.30 1,485.70 1,000 - - - - - -
- - - - - - 5,000 0.05 - - 17700.00 1,000 822.30 1,585.70 1,000 - - - - - -
- - - - - - 5,000 0.05 - - 17800.00 1,000 922.30 1,685.70 1,000 - 1,260.00 - - - 300
675 -25 1 30.53 6.95 2.10 - - 4.45 200 17900.00 25 1,335.15 1,580.00 25 78.85 1,400.00 - 1 -25 675

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



  •  Highlighted options are in-the-money.