Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 19748.00  As on Mar 05, 2015 15:30:30 IST
View Options Contracts for: OR
Filter by: Expiry Date
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
19,600 -50 2 - 2,980.00 69.00 400 3,119.65 3,205.35 250 16700.00 500 3.20 6.90 25 -2.65 6.00 32.20 31 -525 15,825
450 - - - 2,040.00 - 500 2,270.00 3,120.80 25 16800.00 500 4.05 - - - 7.00 - - - 2,600
- - - - - - 400 2,936.15 3,072.15 400 16900.00 100 6.00 14.00 500 0.50 8.00 31.49 16 - 1,600
25,925 100 12 - 2,800.00 -5.80 400 2,830.05 2,912.30 250 17000.00 450 7.10 8.30 100 -3.50 8.00 30.49 1,187 -850 87,800
- - - - - - 400 2,731.40 2,873.20 400 17100.00 300 7.50 15.00 100 2.00 10.70 30.80 15 175 2,375
- - - - - - 400 2,635.90 2,775.30 400 17200.00 100 5.65 11.00 25 -2.40 9.10 29.04 13 -200 2,250
- - - - - - 400 2,526.05 2,675.50 400 17300.00 1,200 5.90 19.90 50 -0.70 19.00 31.64 10 200 3,725
- - - - - - 400 2,427.75 2,567.70 400 17400.00 100 10.20 23.85 100 1.05 21.00 31.10 10 - 3,825
900 - 12 - 2,050.00 -150.00 200 2,060.50 2,799.00 100 17500.00 100 13.05 13.90 625 -8.40 13.10 27.59 6,266 8,650 110,950
- - - - - - 400 2,247.15 2,366.00 400 17600.00 100 8.15 50.00 50 5.75 27.00 30.31 28 - 5,000
500 - - - 1,520.00 - 500 1,441.50 2,609.00 100 17700.00 100 10.10 24.00 50 -4.00 21.00 27.75 22 -375 7,325
25 - - - 1,159.25 - 500 1,352.50 2,509.00 100 17800.00 25 15.00 25.00 100 -14.15 17.85 25.83 49 -125 8,175
25 - 2 - 1,651.00 -435.95 500 1,248.00 2,409.00 100 17900.00 25 12.00 25.00 100 6.00 45.00 30.05 6 -75 3,725
7,500 -325 53 29.36 1,900.00 86.70 400 1,860.20 1,933.65 200 18000.00 1,975 27.20 28.85 1,200 -16.70 27.60 25.79 29,047 10,050 309,325
- - - - - - 500 1,086.00 2,219.00 100 18100.00 25 27.50 31.15 25 -16.55 30.00 25.08 261 25 4,900
725 - - - 1,900.00 - 375 1,705.15 1,766.90 400 18200.00 25 32.80 39.50 100 -23.15 34.30 24.63 288 475 7,950
475 - - - 1,824.15 - 225 1,616.90 1,692.60 400 18300.00 25 31.00 40.00 100 -21.10 38.90 24.13 342 1,225 8,700
525 - - - 1,588.35 - 375 1,527.20 1,571.85 400 18400.00 25 41.50 48.20 25 -32.45 48.20 24.17 435 400 12,925
20,250 -1,200 110 25.30 1,423.00 104.25 50 1,443.30 1,475.10 400 18500.00 100 52.00 52.80 50 -35.95 52.00 23.36 43,356 13,575 246,625
4,250 -75 17 - 1,239.90 31.65 400 1,298.00 1,389.20 375 18600.00 50 52.00 94.75 400 -45.80 58.05 22.74 675 1,325 14,525
3,825 -100 17 28.43 1,290.35 168.85 25 1,260.00 1,293.25 400 18700.00 50 65.00 91.75 375 -52.55 65.00 22.13 707 -3,250 14,000
5,975 -25 12 23.28 1,148.00 78.00 400 1,134.00 1,203.00 400 18800.00 50 74.00 83.55 25 -56.35 81.00 22.28 1,094 -2,250 19,775
6,725 -125 21 22.56 1,057.85 78.80 400 1,039.65 1,143.55 400 18900.00 25 90.00 98.50 400 -67.35 94.95 22.02 789 -700 14,700
125,200 -9,325 1,517 25.60 1,020.05 102.05 25 1,020.00 1,032.50 375 19000.00 75 108.00 111.00 175 -65.45 111.00 21.77 69,805 101,125 460,175
4,375 -400 33 26.50 960.00 -241.70 250 905.25 958.20 400 19100.00 75 120.00 134.70 50 -73.80 129.90 21.56 1,142 -2,825 16,950
6,950 -175 193 22.90 833.05 27.55 25 855.75 874.40 425 19200.00 75 140.00 149.70 50 -87.45 141.50 20.68 2,312 5,350 30,250
15,200 -850 74 23.40 771.00 67.60 25 776.20 795.85 400 19300.00 50 160.75 171.00 25 -101.80 162.10 20.27 1,311 -1,525 20,375
4,950 -150 145 23.72 710.00 79.30 25 698.05 718.20 400 19400.00 400 173.30 200.00 50 -111.30 192.00 20.25 2,022 -100 16,125
160,225 17,825 10,181 22.63 627.70 56.55 25 627.00 644.45 25 19500.00 750 217.00 224.00 25 -115.45 220.15 19.91 45,146 -31,775 282,975
13,750 325 1,753 23.31 580.00 82.35 25 560.00 583.75 400 19600.00 975 251.00 263.35 25 -129.25 251.00 19.53 2,532 850 13,725
14,825 150 3,016 22.30 505.00 60.65 25 500.10 525.00 500 19700.00 25 285.60 294.25 25 -131.90 291.00 19.44 2,182 1,175 10,800
28,000 325 2,783 22.45 455.00 44.40 25 435.00 458.00 175 19800.00 50 326.90 335.00 100 -127.05 332.00 19.19 1,778 4,425 20,225
15,950 2,725 1,885 22.59 408.50 30.90 50 380.15 408.50 400 19900.00 425 370.00 389.75 25 -159.15 368.30 18.46 546 -1,550 7,275
358,000 43,225 60,626 21.89 350.00 17.35 475 350.00 356.00 50 20000.00 25 420.05 429.80 25 -150.60 429.00 18.78 10,817 -28,200 211,125
18,350 1,925 1,664 21.48 300.75 7.20 50 294.15 311.30 25 20100.00 500 460.25 489.95 25 -154.90 471.45 17.89 160 -500 4,675
39,200 2,200 3,659 21.28 259.40 14.15 50 256.55 269.95 25 20200.00 450 495.00 552.80 25 -161.25 532.00 17.72 128 -250 8,175
29,100 -1,150 1,914 21.37 226.85 0.65 25 226.90 232.00 50 20300.00 25 559.55 619.05 25 -165.90 601.00 17.78 98 -1,175 8,475
21,750 -425 1,165 21.31 195.10 2.55 25 191.00 209.00 400 20400.00 400 596.75 688.05 400 -112.15 690.25 18.88 119 -1,475 3,350
468,400 5,950 76,777 21.32 168.00 -0.65 300 168.00 169.05 75 20500.00 25 726.25 743.60 25 -172.10 740.30 17.23 1,037 -12,100 74,925
15,275 -2,925 907 21.28 143.00 -5.60 25 139.65 148.00 75 20600.00 25 750.35 859.50 425 228.50 1,004.00 29.24 22 -125 1,100
16,450 -7,000 1,552 21.12 119.35 -13.55 50 119.35 130.00 400 20700.00 400 818.85 1,664.00 100 - 625.00 - - - 375
27,975 -3,175 1,569 21.32 103.30 -5.20 875 75.70 104.00 100 20800.00 400 912.20 1,007.65 400 - 800.00 - - - 775
14,875 2,650 1,140 21.49 88.90 -7.80 25 85.00 89.45 25 20900.00 400 986.75 1,104.95 400 - 1,038.00 - - - 250
489,650 -15,800 74,198 21.44 74.00 -9.65 2,550 73.05 75.00 1,475 21000.00 75 1,119.30 1,151.70 50 -126.15 1,132.60 9.48 144 700 19,275
5,450 525 412 21.47 62.00 -11.40 25 53.00 63.55 25 21100.00 500 729.00 1,991.00 100 - 1,700.00 - - - 400
15,900 4,025 839 21.54 52.00 -10.00 25 49.00 53.40 25 21200.00 1,000 800.15 2,101.00 100 - 900.00 - - - 25
9,525 -1,325 527 21.61 43.45 -5.80 50 37.00 46.00 25 21300.00 400 1,363.20 1,447.85 400 - - - - - -
7,000 -1,325 211 21.86 37.50 -5.85 375 24.75 63.00 25 21400.00 400 1,430.20 1,538.95 400 - 1,529.40 - - - 50
289,900 -34,700 41,889 22.06 32.05 -5.60 225 32.05 32.50 125 21500.00 25 1,576.80 1,610.00 25 -193.35 1,600.00 - 27 400 3,600
3,775 -1,800 143 21.27 22.00 -7.95 100 22.00 109.60 25 21600.00 375 1,631.40 1,733.00 375 - - - - - -
6,375 -1,000 115 21.97 20.90 -10.85 1,000 22.00 28.00 100 21700.00 375 1,726.40 1,827.65 375 - - - - - -
1,925 -250 27 21.76 16.05 -7.00 50 13.00 36.65 200 21800.00 375 1,822.00 1,924.55 375 - - - - - -
1,425 250 89 22.92 17.25 -4.75 125 11.25 20.00 25 21900.00 375 1,911.20 2,021.60 375 - - - - - -
331,825 -11,575 18,012 23.26 15.25 -2.50 50 14.10 15.25 900 22000.00 1,000 1,601.00 2,920.50 100 - 1,775.00 - - - 50
5,625 -1,700 153 23.14 12.00 -0.65 200 10.00 12.50 25 22100.00 1,000 1,639.00 3,019.00 100 - - - - - -
23,000 -2,775 537 23.64 11.10 -0.90 50 10.80 11.10 2,000 22200.00 200 1,901.00 3,119.00 100 446.10 2,544.95 48.57 1 - 1,100

Top

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



  •  Highlighted options are in-the-money.