Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 18478.90  As on Dec 19, 2014 15:30:36 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
3,975 -100 5 128.19 4,915.00 614.00 25 4,723.30 4,895.90 25 13600.00 100 0.10 1.00 700 -2.95 0.05 72.82 87 675 1,250
1,250 -1,300 160 - 4,750.00 157.00 100 4,770.10 4,830.00 200 13700.00 2,500 0.05 0.75 125 0.35 0.75 87.20 95 -175 1,875
- - - - - - 500 4,185.00 4,976.00 100 13800.00 - - - - - - - - - -
- - - - - - 500 4,085.00 4,876.00 100 13900.00 - - - - - - - - - -
10,075 - 2 - 4,252.00 -104.00 75 4,260.05 4,495.90 25 14000.00 2,500 0.15 2.90 150 - 1.00 - - - 50
- - - - - - 500 3,903.50 4,815.50 100 14100.00 - - - - - - - - - -
- - - - - - 500 3,803.50 4,715.50 100 14200.00 - - - - - - - - - -
- - - - - - 500 3,703.50 4,615.50 100 14300.00 - - - - - - - - - -
- - - - - - 500 3,603.50 4,515.50 100 14400.00 - - - - - - - - - -
1,225 - - - 4,100.00 - 500 3,522.50 4,295.00 100 14500.00 1,000 0.10 1.95 500 - 4.00 - - - 500
- - - - - - 500 3,422.50 4,195.00 100 14600.00 - - - - - - - - - -
- - - - - - 500 3,322.50 4,095.00 100 14700.00 - - - - - - - - - -
- - - - - - 500 3,222.50 3,995.00 100 14800.00 - - - - - - - - - -
- - - - - - 500 3,141.00 3,904.00 100 14900.00 - - - - - - - - - -
12,125 -425 17 - 3,470.00 170.00 100 3,461.45 3,495.85 25 15000.00 25 0.25 0.55 50 -1.45 0.55 60.92 2 -50 4,250
150 - - - 2,920.00 - 500 2,941.00 3,704.50 100 15100.00 - - - - - - - - - -
- - - - - - 500 2,841.00 3,604.00 100 15200.00 - - - - - - - - - -
- - - - - - 500 2,759.50 3,513.50 100 15300.00 - - - - - - - - - -
- - - - - - 500 2,659.50 3,413.50 100 15400.00 - - - - - - - - - -
1,875 - - - 2,514.40 - 25 2,960.35 2,999.70 25 15500.00 425 1.15 2.70 350 -1.50 1.05 55.43 3 -75 4,400
- - - - - - 500 2,478.00 3,223.00 100 15600.00 - - - - - - - - - -
- - - - - - 500 2,378.00 3,123.00 100 15700.00 - - - - - - - - - -
- - - - - - 500 2,278.00 3,023.00 100 15800.00 2,500 0.05 - - - 5.75 - - - 25
- - - - - - 500 2,178.00 2,923.00 100 15900.00 50 0.30 - - - 15.80 - - - 800
13,025 -375 15 - 2,495.60 195.60 25 2,480.95 2,495.90 25 16000.00 25 0.80 1.50 50 -0.50 1.50 48.12 31 -275 38,725
- - - - - - 500 1,996.50 2,732.00 100 16100.00 - - - - - - - - - -
400 - - - 1,565.00 - 100 2,065.00 2,632.00 100 16200.00 100 0.10 2.40 25 - 2.25 - - - 300
- - - - - - 500 1,796.50 2,532.00 100 16300.00 2,000 0.05 - - - - - - - -
100 - - - 2,230.00 - 500 1,715.00 2,441.00 100 16400.00 2,000 0.20 4.00 500 -8.40 4.10 46.07 6 - 250
8,650 -500 26 - 1,990.65 175.75 25 1,973.95 2,021.00 50 16500.00 1,275 2.00 3.30 100 -2.35 2.00 40.20 1,742 -37,300 82,425
200 - - - 1,520.00 - 25 1,518.00 2,241.00 100 16600.00 75 3.00 3.50 300 -2.65 3.00 40.30 9 - 775
250 - - - 1,390.85 -47.35 500 1,428.10 2,150.50 100 16700.00 200 2.25 3.95 25 -4.40 2.55 37.54 3 - 2,325
200 - - - 1,021.50 -4.25 500 1,329.00 2,050.50 100 16800.00 50 4.40 4.80 2,000 -1.45 4.60 38.58 381 -2,375 35,750
125 - - - 1,188.10 - 500 1,228.50 1,950.50 100 16900.00 200 3.25 4.70 200 -1.30 4.70 36.64 93 -750 3,450
28,550 -2,275 136 - 1,483.60 94.20 25 1,489.50 1,508.45 25 17000.00 25 4.20 4.30 450 -2.05 4.30 34.13 4,274 -34,450 560,250
100 - - - 775.00 - 500 1,106.10 1,760.00 100 17100.00 625 5.10 5.30 50 -1.85 6.00 33.76 543 4,050 28,550
2,400 -100 4 - 1,280.00 220.00 300 1,258.10 1,329.55 300 17200.00 25 5.70 7.25 525 -2.65 6.00 31.63 912 -11,525 37,000
- - - - - - 500 930.00 1,560.00 100 17300.00 100 7.15 7.20 50 -4.90 7.20 30.41 1,708 -19,450 50,000
600 - - - 690.00 - 50 1,000.00 1,460.00 100 17400.00 150 9.00 11.00 350 -6.90 9.00 29.36 2,037 -11,075 69,100
21,800 -3,875 347 24.21 1,007.55 114.95 25 1,001.10 1,018.10 50 17500.00 2,000 10.50 11.50 500 -10.55 11.00 28.15 19,011 -13,025 628,225
6,900 -6,125 466 - 893.10 94.30 25 874.05 929.75 100 17600.00 500 12.20 13.00 200 -12.95 12.25 26.38 10,388 -3,425 93,750
5,925 -2,800 196 29.72 833.15 134.30 25 812.80 831.95 50 17700.00 50 15.20 16.50 250 -14.50 16.00 25.42 14,805 -28,000 89,375
29,875 -38,550 2,126 26.33 731.00 121.65 100 714.55 735.25 50 17800.00 75 20.00 21.00 100 -16.55 20.50 24.32 17,481 -20,450 107,550
13,050 -5,575 311 25.41 639.30 113.35 25 621.70 645.75 125 17900.00 25 26.10 27.20 25 -20.25 26.40 23.19 13,304 -29,925 64,025
138,125 -29,725 3,175 22.04 537.70 92.40 25 530.40 540.00 75 18000.00 50 34.50 34.60 375 -28.80 34.60 22.13 62,953 50,250 674,650
26,925 -7,075 714 20.37 445.35 85.65 25 438.15 455.45 50 18100.00 50 40.75 44.35 50 -37.95 41.80 20.39 22,176 11,825 85,700
59,025 -11,550 1,943 19.36 360.00 74.75 25 352.20 363.55 25 18200.00 125 54.00 55.10 25 -46.15 54.30 19.07 40,556 86,050 230,375
68,025 -21,750 5,325 16.84 268.80 51.20 25 270.70 286.20 25 18300.00 75 74.00 75.05 25 -54.05 74.50 18.14 42,135 7,900 138,125
98,525 -13,025 9,533 17.22 206.00 39.25 500 200.10 213.60 50 18400.00 25 98.00 100.20 25 -70.30 98.00 16.75 32,514 76,725 137,225
277,925 -54,750 67,925 16.15 141.45 18.75 100 141.45 150.00 100 18500.00 200 132.05 135.00 25 -92.30 135.00 15.89 56,450 125,400 231,675
127,275 -18,300 40,112 16.02 96.00 9.65 600 95.00 103.50 100 18600.00 25 177.50 194.55 25 -98.85 190.00 15.83 4,947 22,125 47,450
206,225 55,075 51,467 16.61 66.95 7.15 50 64.05 68.00 550 18700.00 50 239.45 255.35 25 -120.40 237.85 13.20 1,335 -1,700 18,650
167,625 25,000 40,549 16.88 44.00 1.80 50 42.65 44.80 2,000 18800.00 25 312.45 329.00 25 -118.20 321.30 13.80 663 2,700 27,175
146,875 5,300 28,764 16.92 27.00 -1.85 25 26.85 29.60 25 18900.00 25 402.60 422.75 25 -133.90 404.10 12.45 179 -1,800 14,175
751,350 -25,325 63,263 17.82 19.05 -1.35 200 19.00 19.45 25 19000.00 25 492.90 502.45 25 -135.40 490.00 - 320 -2,075 15,425
117,125 17,625 10,623 17.23 9.40 -3.60 200 9.65 11.15 100 19100.00 25 563.05 628.15 25 - 1,452.00 - - - 175
153,575 19,350 8,041 18.17 6.70 -3.20 500 6.35 6.95 250 19200.00 25 671.50 690.85 25 - 989.50 - - - 500
57,025 4,825 1,243 19.32 5.20 -2.75 425 4.65 5.70 75 19300.00 25 758.40 794.65 25 - 894.10 - - - 700
43,400 -6,225 968 20.56 4.25 -2.25 700 3.10 4.25 75 19400.00 425 793.55 921.60 425 150.00 850.00 - 1 - 100
223,200 -17,975 4,205 20.99 2.75 -2.70 1,125 2.75 2.95 3,375 19500.00 50 953.75 981.85 25 -103.30 970.00 - 24 - 2,250
17,700 -900 162 23.01 3.00 -1.40 200 2.60 3.35 100 19600.00 425 1,005.00 1,129.80 425 - - - - - -
24,225 -3,650 257 24.74 3.00 -1.95 100 2.80 2.95 200 19700.00 375 1,113.60 1,231.20 375 - - - - - -
16,925 -2,675 322 25.79 2.50 -0.95 5,075 2.50 2.90 675 19800.00 500 831.50 1,685.00 100 - - - - - -
64,875 -6,350 769 27.22 2.35 -1.80 1,825 2.35 2.90 2,000 19900.00 500 950.50 1,785.00 100 - 1,975.00 - - - 3,050
48,850 -4,300 464 29.07 2.50 -1.50 650 2.50 2.80 500 20000.00 75 1,400.10 1,884.50 100 -588.00 1,421.00 - 4 -100 75
13,750 - 219 30.75 2.55 -1.00 650 2.40 3.00 275 20100.00 500 1,122.50 1,994.50 100 - - - - - -
- - - - - - - - - - 20200.00 500 1,219.50 2,094.50 100 - - - - - -
- - - - - - - - - - 20300.00 500 1,320.00 2,194.50 100 - - - - - -
- - - - - - - - - - 20400.00 500 1,410.00 2,303.50 100 - - - - - -

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



  •  Highlighted options are in-the-money.