Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 15392.25  As on Sep 30, 2014 15:30:37 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
8,375 - 6 - 2,250.70 -79.15 50 2,196.05 2,235.75 25 13200.00 1,500 1.20 9.95 500 -2.40 3.10 24.04 11 -25 7,750
2,675 25 1 - 2,000.00 -12.00 25 2,079.25 2,173.90 25 13300.00 2,000 1.15 15.00 525 -6.50 3.50 23.40 2 - 2,600
- - - - - - 1,000 1,715.45 2,494.90 1,000 13400.00 50 3.50 15.50 500 - - - - - -
2,700 - - - 2,200.00 - 25 1,913.80 1,970.15 50 13500.00 25 7.00 8.80 500 -1.75 6.50 23.34 77 1,475 9,775
- - - - - - 1,000 1,515.45 2,302.75 1,000 13600.00 25 4.20 - - - 9.95 - - - 400
- - - - - - 1,000 1,430.90 2,202.75 1,000 13700.00 25 6.15 - - -3.40 10.00 22.71 30 - 1,200
- - - - - - 1,000 1,339.75 2,110.55 1,000 13800.00 500 9.00 24.40 25 -0.15 15.00 23.19 244 3,225 8,200
- - - - - - 1,000 1,246.95 2,010.55 1,000 13900.00 25 12.55 17.00 1,550 -1.65 17.00 22.54 230 3,225 5,050
15,775 -25 10 - 1,460.00 -99.05 25 1,431.65 1,475.65 25 14000.00 50 18.15 21.00 300 1.60 21.00 22.27 5,756 -4,175 76,600
- - - - - - 1,000 1,062.65 1,818.40 1,000 14100.00 5,000 16.20 34.00 25 -1.60 23.00 21.44 923 5,575 11,675
- - - - - - 1,000 968.80 1,718.40 1,000 14200.00 100 29.55 30.00 25 -14.40 18.05 19.16 1,106 4,700 19,925
- - - - - - 1,000 881.70 1,618.40 1,000 14300.00 25 29.00 41.90 25 1.60 42.00 21.91 85 275 3,525
- - - - - - 1,000 792.30 1,518.40 1,000 14400.00 125 45.10 48.00 600 0.40 45.10 20.91 2,026 -4,875 19,400
9,700 850 72 - 990.00 -90.00 25 964.15 1,015.85 25 14500.00 125 54.35 55.70 50 1.85 54.90 20.64 24,225 45,650 155,900
- - - - - - 1,000 620.50 1,220.35 1,000 14600.00 750 60.00 68.00 100 -0.50 67.00 20.42 2,169 5,200 22,900
100 - - - 826.00 - 25 798.85 845.80 25 14700.00 25 76.00 84.00 25 -1.70 76.55 19.75 1,612 3,775 19,475
350 150 8 15.27 760.00 -50.00 25 715.85 750.00 25 14800.00 25 93.95 104.00 25 7.10 100.05 20.12 4,442 11,225 46,600
1,175 950 47 22.07 764.05 -0.95 50 639.45 682.40 50 14900.00 50 115.70 121.30 25 6.50 120.00 19.89 5,650 33,025 63,900
34,075 75 467 13.31 573.90 -87.05 25 573.25 587.40 50 15000.00 850 141.00 143.00 200 4.40 141.00 19.52 43,045 115,600 562,325
675 225 16 16.60 542.60 -93.15 25 488.40 534.75 50 15100.00 25 166.75 173.95 50 15.65 173.00 19.66 2,314 14,475 38,950
2,900 375 93 14.96 449.05 -65.25 25 436.45 458.70 25 15200.00 50 197.30 204.25 25 18.55 204.00 19.46 5,263 7,150 43,375
8,025 -1,250 619 15.21 388.60 -72.05 25 384.15 394.00 25 15300.00 75 234.00 239.00 25 7.00 234.00 18.96 3,699 4,850 53,300
33,475 8,000 2,796 15.05 327.35 -80.75 50 321.05 330.00 300 15400.00 50 265.15 280.00 150 23.55 279.90 19.15 5,402 22,100 65,425
189,525 -26,875 15,689 15.25 278.00 -64.60 25 278.00 288.45 100 15500.00 475 325.05 327.15 50 23.35 325.05 19.02 19,613 21,575 299,725
72,950 9,950 7,818 15.75 239.85 -57.55 25 225.00 239.90 50 15600.00 475 375.00 380.00 25 22.30 375.00 18.89 3,942 -15,675 26,150
62,550 5,750 6,498 15.26 190.00 -65.70 50 183.30 190.00 1,375 15700.00 100 423.15 442.70 50 23.80 430.00 18.79 1,216 -1,975 18,275
82,625 20,325 10,106 15.30 155.00 -58.15 425 155.00 160.00 25 15800.00 25 479.60 507.95 50 42.90 500.00 19.31 453 -2,900 32,500
33,425 2,750 3,765 15.21 123.00 -54.80 50 124.00 126.00 1,475 15900.00 750 554.10 574.75 25 51.45 570.40 19.62 151 -200 16,850
511,450 143,000 53,975 15.49 101.35 -46.85 1,000 101.00 102.00 25 16000.00 25 624.80 645.10 25 56.60 645.25 20.00 1,240 -1,825 168,400
53,825 20,800 4,847 15.36 78.05 -42.95 50 77.50 81.50 50 16100.00 500 698.40 732.75 50 10.00 700.00 18.77 39 -225 10,275
101,700 27,050 9,902 15.71 64.45 -35.05 25 63.00 66.00 125 16200.00 25 761.95 807.70 25 58.25 799.00 20.39 80 -600 29,125
92,675 -16,000 5,568 15.70 49.65 -32.25 100 47.00 53.00 50 16300.00 50 839.65 898.85 50 62.50 885.00 20.97 13 - 7,775
37,825 6,950 3,138 16.10 41.30 -26.85 50 36.50 41.90 300 16400.00 50 927.70 1,300.00 25 -117.60 823.40 - 2 -25 950
362,925 72,200 30,904 16.25 32.55 -24.20 25 32.50 33.80 75 16500.00 75 1,046.05 1,070.65 25 45.75 1,060.00 21.94 109 -150 18,125
34,025 5,250 2,361 16.37 25.35 -19.70 25 23.10 26.00 100 16600.00 1,000 790.40 1,507.95 1,000 -400.00 1,000.00 - 2 - 125
28,300 3,675 1,416 16.57 20.10 -16.85 100 18.95 20.50 50 16700.00 1,000 883.65 1,569.85 1,000 - - - - - -
29,600 -800 2,134 16.59 15.10 -14.70 25 15.05 15.85 25 16800.00 1,000 969.15 1,677.60 1,000 - - - - - -
4,575 75 410 17.06 12.95 -12.25 25 10.75 18.00 25 16900.00 1,000 1,065.00 1,777.60 1,000 - - - - - -
250,475 12,875 10,353 17.72 11.85 -8.25 100 11.40 11.85 425 17000.00 25 1,520.60 1,541.70 50 -78.30 1,401.40 - 7 - 10,800
3,950 1,725 104 17.75 8.95 -12.10 200 6.65 10.50 100 17100.00 1,000 1,247.80 1,985.30 1,000 - - - - - -
5,150 900 187 17.72 6.55 -8.05 50 6.10 9.75 200 17200.00 1,000 1,349.30 2,085.30 1,000 - 1,570.00 - - - 50
2,850 1,650 108 18.64 6.75 -5.25 75 2.05 7.00 50 17300.00 1,000 1,447.40 2,185.30 1,000 - 950.00 - - - 100
2,175 - - - 10.00 - 5,000 1.20 8.65 50 17400.00 1,000 1,531.10 2,293.05 1,000 - - - - - -
28,125 -300 373 19.10 4.45 -3.70 250 4.15 4.40 1,000 17500.00 25 1,969.20 2,093.60 25 - - - - - -
- - - - - - 25 1.30 69.95 5,000 17600.00 1,000 1,732.50 2,493.05 1,000 - - - - - -
- - - - - - 5,000 0.55 29.95 5,000 17700.00 1,000 1,823.05 2,600.80 1,000 - - - - - -
- - - - - - 5,000 0.55 29.95 5,000 17800.00 1,000 1,923.05 2,700.80 1,000 - - - - - -
1,150 200 71 21.04 3.00 0.20 300 3.00 4.80 500 17900.00 1,000 2,022.95 2,800.00 25 -77.00 2,023.00 - 2 - 950

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



  •  Highlighted options are in-the-money.