Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 16129.10  As on Sep 04, 2015 15:30:45 IST
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Futures contracts
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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
25 25 3 - 1,476.25 -258.70 1,000 450.50 3,430.00 100 14700.00 450 112.00 114.00 400 53.75 112.00 40.38 11,295 63,400 80,200
- - - - - - 1,000 361.50 3,422.15 100 14800.00 100 115.95 127.50 50 62.30 128.90 40.38 744 3,725 6,950
- - - - - - 25 1,101.05 1,623.95 25 14900.00 50 140.15 144.30 25 66.15 141.80 39.78 3,995 3,575 27,600
4,575 2,900 180 31.96 1,300.00 -325.00 50 1,290.10 1,314.40 25 15000.00 350 160.30 160.50 25 73.80 160.30 39.60 29,360 48,075 203,175
- - - - - - 1,000 672.05 1,510.35 1,000 15100.00 125 110.00 178.50 25 79.60 175.80 38.97 1,993 4,925 7,525
5,850 -725 39 27.99 1,099.15 -390.85 25 1,111.05 1,187.25 25 15200.00 325 195.00 209.95 50 86.40 195.00 38.54 6,401 -27,150 112,125
- - 2 28.75 1,025.45 -810.20 25 1,031.70 1,155.80 25 15300.00 25 205.00 255.95 50 89.85 214.15 37.96 654 3,850 9,100
175 -400 17 23.09 890.00 -410.65 25 920.75 1,218.00 25 15400.00 50 223.35 283.00 25 97.55 235.00 37.37 644 -1,000 8,450
19,950 16,250 1,088 31.79 909.00 -291.60 25 903.70 920.00 25 15500.00 25 261.60 268.40 25 107.65 266.00 37.42 50,712 -18,125 237,600
925 925 37 28.81 801.40 -810.00 25 753.85 1,331.20 100 15600.00 50 279.15 297.75 25 119.85 295.40 37.15 856 1,275 10,975
100 50 2 31.60 770.00 -201.55 25 755.55 801.90 50 15700.00 25 321.10 325.70 25 126.75 323.40 36.61 2,834 -36,100 9,875
225 100 19 29.73 680.40 -329.60 25 673.05 759.95 25 15800.00 25 353.45 358.20 25 130.70 352.00 35.94 1,692 4,525 14,050
275 25 5 31.19 640.00 -212.70 75 623.50 920.45 25 15900.00 25 388.50 393.10 25 131.80 383.85 35.33 1,053 -1,075 12,025
124,550 84,150 18,867 31.55 588.00 -245.20 25 582.05 588.15 25 16000.00 25 428.35 429.30 25 150.30 429.95 35.52 43,369 -9,800 250,125
11,800 11,100 1,517 31.27 530.00 -235.00 525 530.00 544.00 25 16100.00 100 453.95 471.95 25 156.50 460.20 34.43 1,334 3,425 10,825
15,700 13,950 2,329 31.46 482.30 -227.90 25 465.00 481.30 25 16200.00 1,100 495.60 523.80 25 182.60 524.00 35.40 1,769 -200 17,100
11,525 4,275 1,599 30.45 420.00 -219.60 50 411.10 429.75 25 16300.00 250 546.00 597.20 25 171.45 550.00 33.65 1,414 475 8,425
10,575 2,950 1,258 30.68 379.65 -204.30 25 378.70 400.00 200 16400.00 50 593.30 638.00 25 207.00 625.00 34.96 595 -1,575 8,350
200,650 64,175 41,876 30.70 339.35 -186.55 25 337.10 339.50 25 16500.00 25 659.60 674.55 25 209.95 672.00 34.21 11,322 -24,175 189,950
15,250 -1,125 3,059 30.49 299.00 -178.35 50 297.65 299.80 25 16600.00 200 720.00 745.65 25 232.55 740.00 34.68 315 -2,550 12,500
30,175 15,225 3,020 30.21 261.00 -166.50 100 257.05 265.00 25 16700.00 50 780.00 811.80 25 241.55 800.00 34.40 58 -325 8,050
21,925 5,675 2,461 30.42 232.75 -146.90 25 230.10 237.00 25 16800.00 250 838.00 866.25 25 247.80 860.00 33.92 294 450 15,475
13,025 2,750 1,383 30.45 205.00 -137.20 25 199.25 208.55 50 16900.00 25 914.10 958.05 50 287.55 965.00 36.54 77 -825 11,825
403,300 77,600 61,954 30.16 176.00 -123.95 25 176.00 177.00 250 17000.00 25 990.55 1,005.00 50 266.55 990.00 33.03 3,027 -15,400 186,625
23,600 2,575 1,502 29.88 150.00 -114.50 25 150.00 157.90 25 17100.00 25 915.25 1,088.50 250 304.50 1,101.85 35.99 43 -75 9,175
42,075 25 2,595 29.73 128.20 -105.10 25 128.15 133.00 25 17200.00 25 1,147.15 1,166.00 100 316.70 1,165.60 35.01 105 -1,425 13,550
27,475 -875 1,345 29.68 110.00 -93.65 750 104.30 114.05 25 17300.00 50 1,210.90 1,254.35 25 311.35 1,230.05 33.79 110 -1,150 11,025
28,775 2,300 1,973 29.99 97.20 -82.85 25 97.15 102.55 25 17400.00 25 1,316.20 1,341.00 25 315.00 1,310.00 33.69 51 -25 7,475
464,725 58,975 56,310 30.02 83.50 -71.80 1,775 83.30 83.50 75 17500.00 25 1,398.70 1,419.10 50 317.50 1,400.00 34.41 640 -4,550 109,700
36,950 6,350 1,128 30.79 77.50 -57.90 100 71.00 77.00 50 17600.00 50 1,487.55 1,529.35 50 311.55 1,483.10 34.30 28 -200 6,050
16,875 300 924 30.48 63.95 -52.00 25 63.00 63.80 25 17700.00 25 1,575.35 1,620.05 25 406.70 1,601.70 37.86 29 75 2,250
24,500 -6,750 1,120 30.58 55.00 -45.10 25 52.00 59.85 25 17800.00 100 1,446.50 2,168.00 100 440.00 1,740.00 43.32 6 -25 2,800
15,800 -6,075 513 30.97 49.00 -38.80 100 44.00 50.00 50 17900.00 100 1,539.50 2,268.00 100 187.00 1,920.00 52.35 12 - 2,750
623,400 -33,575 49,477 30.89 41.00 -31.75 500 41.00 41.50 150 18000.00 50 1,845.00 1,870.85 50 393.50 1,879.90 40.14 481 -5,375 107,600
12,300 -1,600 309 31.20 36.15 -29.10 25 30.65 37.50 75 18100.00 100 1,721.00 2,006.15 350 - 1,641.70 - - - 3,600
46,850 2,000 934 31.53 32.00 -23.80 25 31.15 34.80 25 18200.00 100 1,817.00 2,576.00 100 64.15 2,072.95 42.25 2 - 4,075
22,600 -150 246 31.51 26.85 -20.10 100 20.05 28.20 25 18300.00 1,000 1,905.10 2,684.00 100 348.50 2,200.00 46.93 8 50 3,375
15,425 -350 137 31.64 23.00 -18.25 100 18.20 27.45 25 18400.00 25 2,178.00 2,784.00 100 - 1,867.55 - - - 3,300
394,400 5,100 20,069 31.72 19.50 -15.05 25 19.00 19.60 50 18500.00 25 2,316.55 2,341.90 50 401.35 2,325.00 39.47 310 -6,475 62,275
12,075 -500 97 32.89 19.95 -15.00 175 17.05 20.00 450 18600.00 375 2,395.20 2,750.00 25 374.50 2,544.50 56.28 39 -75 2,400
15,425 750 278 32.27 15.00 -12.00 650 13.00 18.90 300 18700.00 100 2,278.00 2,581.30 25 405.00 2,600.00 52.70 29 -125 3,425
20,825 -300 201 32.95 14.20 -8.35 500 13.60 18.90 525 18800.00 100 2,385.00 2,679.40 25 465.00 2,727.80 57.36 33 -500 2,800
2,950 -575 45 31.65 9.15 -10.90 100 9.10 15.00 50 18900.00 100 2,500.50 3,300.00 100 -26.40 2,900.00 66.47 2 -25 925
386,450 -12,950 9,019 33.48 11.00 -6.65 2,475 10.55 11.50 500 19000.00 50 2,800.30 2,822.00 25 398.95 2,798.10 40.13 956 -350 86,950
2,250 225 11 33.91 10.00 -5.20 100 9.75 12.00 75 19100.00 100 2,673.00 3,500.00 100 - 1,088.90 - - - 350
14,800 1,225 56 34.41 9.25 -6.55 175 9.25 13.00 200 19200.00 100 2,772.50 3,600.00 100 - 2,075.00 - - - 300
1,875 50 2 34.06 7.20 -7.10 25 9.00 14.00 100 19300.00 100 2,856.00 3,708.00 100 - 2,100.00 - - - 225
800 - - - 37.00 - 100 6.00 19.95 1,000 19400.00 100 2,956.00 3,779.50 100 - 2,375.00 - - - 1,200
134,225 -13,550 2,682 35.73 7.15 -2.75 500 7.20 8.25 225 19500.00 25 3,291.60 3,318.15 25 413.90 3,293.90 44.84 157 -3,675 21,825
450 - - - 20.00 - 2,500 1.10 20.75 25 19600.00 1,000 3,148.20 4,016.00 100 - - - - - -
- - - - - - 2,500 1.20 - - 19700.00 1,000 3,247.45 4,116.00 100 - - - - - -
100 - - - 270.00 - 100 2.00 - - 19800.00 100 3,347.50 4,216.00 100 - 2,573.05 - - - 25
100 - - - 230.00 - 100 2.00 - - 19900.00 100 3,440.00 4,324.00 100 - - - - - -
135,600 -375 1,479 39.76 7.00 -1.15 175 6.55 7.00 75 20000.00 50 3,777.85 3,807.25 50 401.45 3,790.00 49.34 295 -2,100 44,950
150 - - - 113.25 - 25 0.40 - - 20100.00 100 3,562.50 4,524.00 100 - 2,672.40 - - - 25
25 - - - 55.00 - 2,000 0.35 - - 20200.00 1,000 3,581.50 4,624.10 1,000 - - - - - -
300 - - - 10.00 - 2,000 0.35 8.00 150 20300.00 1,000 2,150.50 4,724.00 100 - 3,000.00 - - - 375
- - - - - - 2,125 0.35 - - 20400.00 1,000 2,120.50 4,824.00 100 - - - - - -
28,150 -19,550 1,069 40.17 3.50 -3.45 500 3.50 4.40 50 20500.00 50 3,658.60 4,924.00 100 - 3,079.05 - - - 1,800
- - - - - - 2,000 0.15 4.15 100 20600.00 1,000 2,350.50 5,024.00 100 - - - - - -
- - - - - - 2,000 0.15 3.15 200 20700.00 1,000 2,450.50 5,074.50 100 - - - - - -
5,000 100 4 39.30 1.75 0.60 250 1.00 1.75 1,000 20800.00 100 4,130.50 5,000.00 25 94.00 4,005.00 - 1 25 4,675
Total 3,447,875 1,980,150 Total

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



  •  Highlighted options are in-the-money.