Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 18729.85  As on Jul 31, 2015 15:30:42 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
2,650 25 1 - 3,064.00 272.80 25 3,058.80 3,095.30 25 15700.00 125 1.50 2.50 575 -1.60 1.50 25.55 8 75 800
- - - - - - 250 2,896.55 3,076.40 250 15800.00 500 0.55 4.55 50 - - - - - -
- - - - - - 250 2,797.90 2,977.70 250 15900.00 500 1.05 6.00 50 - - - - - -
1,875 - 3 - 2,794.00 312.85 50 2,766.15 2,801.75 25 16000.00 100 3.20 4.95 50 -0.70 4.95 26.67 82 675 2,675
- - - - - - 375 2,626.80 2,787.10 375 16100.00 2,500 1.10 - - - - - - - -
- - - - - - 375 2,528.55 2,694.70 375 16200.00 2,500 1.50 - - - - - - - -
- - - - - - 375 2,429.75 2,558.75 375 16300.00 100 1.55 - - - - - - - -
- - - - - - 375 2,331.80 2,498.35 375 16400.00 2,500 1.10 - - - - - - - -
6,225 150 7 27.38 2,370.00 370.00 25 2,279.80 2,296.85 25 16500.00 300 9.10 9.95 25 -8.85 9.90 24.64 1,492 2,125 33,200
- - - - - - 375 2,137.00 2,296.30 375 16600.00 200 9.25 40.00 25 - - - - - -
75 - - - 1,695.25 - 1,000 1,471.30 2,475.50 100 16700.00 100 10.70 20.00 25 -35.95 14.00 24.09 43 -700 175
175 75 3 - 2,046.00 406.00 375 1,941.90 2,110.40 375 16800.00 100 14.05 18.50 25 -28.95 16.05 23.66 64 1,600 1,700
- - - - - - 375 1,845.75 2,014.20 375 16900.00 25 18.15 24.50 25 -13.55 21.45 23.93 39 850 1,350
38,350 850 568 - 1,851.00 318.50 25 1,798.75 1,820.05 50 17000.00 975 22.50 24.75 50 -19.00 23.80 23.37 13,175 3,725 140,675
25 - - - 1,379.75 - 1,000 1,104.65 2,085.00 100 17100.00 50 21.00 44.55 25 -19.05 29.00 23.25 228 2,575 3,150
50 - - - 2,000.00 - 1,000 1,021.40 1,985.00 100 17200.00 25 30.90 50.00 25 -24.15 35.00 23.11 112 1,925 2,775
650 - - - 1,260.00 - 1,000 930.65 1,885.00 100 17300.00 25 31.40 60.00 25 -28.60 41.50 22.90 35 675 2,150
375 - - - 1,115.25 - 1,000 842.60 1,794.50 100 17400.00 750 40.20 66.50 750 -43.00 45.00 22.18 227 1,550 3,675
14,000 -850 169 - 1,357.55 254.80 50 1,337.60 1,363.00 25 17500.00 2,500 55.00 55.50 1,000 -47.15 54.75 22.13 25,488 69,375 243,150
400 - 2 - 1,161.50 166.50 25 1,226.10 1,304.70 175 17600.00 25 60.25 78.40 25 -50.90 68.25 22.28 373 2,300 7,175
425 25 9 19.71 1,215.65 265.65 125 1,112.00 1,226.25 125 17700.00 750 65.60 85.00 100 -55.20 79.80 22.06 267 4,250 6,450
1,450 725 55 17.04 1,102.95 252.95 50 1,069.10 1,129.15 150 17800.00 25 91.00 94.30 75 -65.75 94.30 21.93 706 5,050 12,550
1,625 400 26 18.39 1,030.30 228.80 50 973.65 1,049.70 175 17900.00 125 101.50 114.00 25 -82.45 101.55 21.10 308 1,525 4,050
79,150 6,975 944 16.65 926.25 194.70 25 926.95 942.50 25 18000.00 25 129.00 130.25 50 -83.55 129.55 21.67 27,398 51,850 247,825
2,175 1,325 95 17.12 850.00 196.05 25 837.70 867.50 25 18100.00 50 142.10 186.95 125 -52.95 187.05 23.82 935 2,225 9,250
4,975 25 123 17.82 782.00 177.25 25 776.45 784.00 25 18200.00 200 176.00 179.00 25 -96.20 179.55 21.69 1,855 1,250 13,850
6,425 200 337 17.91 709.40 163.45 150 707.40 724.00 25 18300.00 25 201.50 207.00 25 -108.60 205.00 21.47 1,925 3,525 20,125
24,500 -4,400 816 18.37 647.25 160.85 50 636.50 649.95 25 18400.00 50 236.00 240.00 25 -114.80 240.00 21.61 2,056 1,300 21,300
165,875 6,700 14,929 18.37 581.15 144.20 225 578.35 590.00 25 18500.00 50 272.00 274.00 25 -123.90 272.00 21.40 25,548 67,500 190,325
19,250 -6,875 3,445 18.41 520.00 132.75 475 515.00 525.80 50 18600.00 50 305.40 315.90 50 -138.10 310.30 21.35 3,459 21,575 27,100
17,475 5,825 2,855 18.55 465.00 123.90 25 460.80 478.70 25 18700.00 25 347.30 355.00 25 -136.45 352.70 21.32 1,231 4,250 11,975
24,550 11,225 4,579 18.48 410.00 112.50 50 397.10 413.75 25 18800.00 50 386.90 399.35 75 -164.40 398.50 21.29 1,873 11,850 19,125
11,075 2,800 1,606 18.48 360.55 101.40 25 360.15 365.50 25 18900.00 125 441.00 455.00 25 -153.35 445.55 21.14 235 1,975 4,875
352,475 89,675 45,220 18.86 323.00 95.90 25 317.05 323.00 150 19000.00 200 492.10 502.00 25 -171.55 502.00 21.28 7,030 -400 116,650
13,275 7,525 1,079 18.70 278.45 80.45 25 274.20 280.00 25 19100.00 150 488.90 595.35 275 -207.15 531.00 19.86 17 75 1,225
37,050 650 3,591 18.68 240.90 73.25 25 237.85 247.40 50 19200.00 100 553.80 639.95 275 -196.00 604.00 20.46 101 100 5,200
13,350 7,625 1,295 18.81 209.75 73.20 25 208.60 217.45 150 19300.00 275 626.50 708.15 275 -223.40 650.00 19.47 14 125 1,900
29,875 27,225 1,770 18.83 180.00 56.15 50 175.00 181.00 225 19400.00 125 693.35 1,390.05 100 - 575.00 - - - 2,300
304,275 118,100 43,492 18.65 150.40 49.00 225 148.05 153.00 275 19500.00 250 809.10 826.60 50 -213.05 818.60 21.09 869 -1,000 28,150
9,325 8,150 774 18.32 122.00 37.00 1,000 121.00 138.95 125 19600.00 1,000 664.65 941.05 125 - 1,070.00 - - - 425
5,225 4,650 459 18.32 102.05 32.05 25 102.05 114.90 150 19700.00 125 915.50 1,021.00 125 - - - - - -
4,825 3,425 448 18.42 86.15 20.20 25 87.00 98.75 725 19800.00 1,000 836.75 1,111.15 125 - 1,301.35 - - - 75
3,350 2,725 255 18.72 74.85 -57.05 150 65.50 93.95 125 19900.00 125 1,081.25 1,187.55 125 - - - - - -
314,700 82,575 39,064 18.57 60.15 18.50 75 58.10 60.80 75 20000.00 100 1,199.70 1,225.15 50 -246.60 1,211.00 20.99 845 -1,550 38,225
3,150 2,725 178 18.65 50.00 18.95 200 40.05 67.00 25 20100.00 1,000 1,096.00 1,369.35 375 - 1,521.65 - - - 25
3,675 3,675 151 18.56 40.00 -521.15 500 27.70 55.00 100 20200.00 375 1,336.50 1,455.45 375 - - - - - -
875 550 34 18.59 32.50 17.50 500 21.80 49.00 25 20300.00 25 1,406.30 1,547.00 375 -66.70 1,700.00 - - - 600
200 -100 4 19.87 35.00 -22.65 500 17.10 40.00 25 20400.00 375 1,518.25 1,646.15 375 - - - - - -
73,525 31,425 6,454 18.79 22.00 5.10 50 21.10 22.85 50 20500.00 50 1,654.25 1,686.40 50 -258.50 1,676.65 23.55 26 100 4,300
- - - - - - 100 10.00 19.00 50 20600.00 375 1,705.90 1,833.40 375 - - - - - -
175 - 6 19.06 15.00 -22.65 100 10.00 16.00 50 20700.00 375 1,801.65 1,931.85 375 - - - - - -
6,075 1,925 185 18.61 10.30 3.25 1,000 9.00 14.95 500 20800.00 400 1,912.15 2,023.50 400 -277.00 1,873.00 - 1 25 3,425
Total 1,599,200 1,233,950 Total

Top

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



  •  Highlighted options are in-the-money.