Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 15212.15  As on Jul 28, 2014 15:30:36 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
4,175 -25 1 163.74 4,035.00 -125.00 25 3,200.00 - - 11200.00 - - 0.50 975 -2.40 0.50 112.70 1 -25 3,325
250 - - - 3,355.00 - 25 3,670.00 5,038.00 25 11300.00 - - 2.00 100 - - - - - -
- - - - - - - - - - 11400.00 - - 2.00 100 - - - - - -
2,600 50 4 - 3,591.00 -167.50 1,000 3,366.90 3,783.45 25 11500.00 50 0.10 0.50 600 - 3.00 - - - 1,325
- - - - - - 1,000 3,318.60 3,974.80 1,000 11600.00 - - 2.00 100 - 1.00 107.32 2 -50 -
- - - - - - 1,000 3,234.00 3,990.15 1,000 11700.00 - - 2.00 100 0.25 1.00 104.21 16 -400 -
- - - - - - 1,000 3,134.00 3,890.15 1,000 11800.00 - - 2.00 100 - - - - - -
- - - - - - 1,000 3,034.00 3,790.15 1,000 11900.00 - - 2.00 100 - - - - - -
2,025 -50 2 - 3,166.80 -144.20 100 3,180.00 3,273.95 25 12000.00 25 0.20 2.00 50 - 2.00 102.09 4 - 1,675
- - - - - - 1,000 2,849.35 3,490.15 1,000 12100.00 - - 2.00 100 - - - - - -
- - - - - - 1,000 2,749.35 3,390.15 1,000 12200.00 200 0.20 2.00 100 - 3.10 - - - 200
- - - - - - 1,000 2,649.35 3,290.15 1,000 12300.00 - - 2.00 100 0.50 1.00 85.97 4 -100 -
- - - - - - 1,000 2,564.75 3,197.85 1,000 12400.00 - - 1.00 125 0.85 2.00 - - - 150
525 - - - 1,990.00 - 50 2,470.00 3,097.85 1,000 12500.00 100 0.15 1.70 100 - 6.10 - - - 700
- - - - - - 1,000 2,364.75 2,997.85 1,000 12600.00 675 0.30 1.50 675 - 0.90 - - - 675
50 - - - 2,650.00 - 50 2,300.00 2,905.55 1,000 12700.00 25 0.20 2.00 100 - 1.40 - - - 75
- - - - - - 1,000 2,180.10 2,805.55 1,000 12800.00 - - 1.70 275 - 0.80 - - - 475
25 - - - 2,450.00 - 1,000 2,080.10 2,705.55 1,000 12900.00 50 0.10 1.95 500 - 2.00 - - - 3,550
2,225 -1,575 63 105.88 2,250.95 -104.30 25 2,227.85 2,258.60 50 13000.00 25 0.45 1.00 500 -0.50 0.75 63.57 243 -2,600 63,900
- - - - - - 1,000 1,895.50 2,513.25 1,000 13100.00 - - 1.00 100 - 1.20 - - - 8,300
- - - - - - 1,000 1,795.50 2,413.25 1,000 13200.00 - - 1.70 200 - 2.00 - - - 6,025
75 - - - 1,950.00 - 1,000 1,710.90 2,320.95 1,000 13300.00 200 0.20 1.00 100 -1.20 0.80 55.55 2 -50 3,350
- - - - - - 1,000 1,610.90 2,220.95 1,000 13400.00 100 1.00 1.95 500 - 0.80 - - - 17,125
7,150 -4,525 191 - 1,679.45 -146.60 50 1,731.10 1,750.75 25 13500.00 350 1.00 1.45 375 -1.55 1.00 51.18 390 -2,475 187,075
- - - - - - 1,000 1,426.25 2,028.60 1,000 13600.00 25 0.80 2.75 500 - 2.50 - - - 12,600
- - - - - - 1,000 1,326.25 1,928.60 1,000 13700.00 875 1.05 2.00 325 -1.95 1.05 45.77 20 -475 14,675
- - - - - - 1,000 1,226.25 1,828.60 1,000 13800.00 75 1.60 2.00 250 -0.90 1.65 45.28 3 -75 18,425
- - - - - - 1,000 1,133.95 1,736.30 1,000 13900.00 25 1.15 1.80 25 -1.00 1.05 40.12 21 -525 10,825
26,475 -14,750 597 - 1,206.25 -93.75 125 1,236.70 1,251.00 25 14000.00 250 1.55 1.95 25 -1.10 1.70 39.53 1,713 -10,625 268,775
575 - - - 1,358.10 - 1,000 933.95 1,536.30 1,000 14100.00 25 1.95 2.70 500 -1.10 2.05 37.47 34 -650 17,775
400 - - - 1,288.70 - 50 962.90 1,076.15 50 14200.00 25 2.35 2.55 100 -2.30 2.20 34.78 323 -200 25,850
2,300 25 1 - 802.80 -99.40 1,000 743.15 1,348.50 1,000 14300.00 50 2.10 2.90 25 -1.00 2.70 32.66 664 -1,950 33,000
4,375 25 27 - 815.00 -135.00 100 843.55 861.20 50 14400.00 450 2.35 3.00 500 -2.35 2.95 29.92 518 -1,025 27,625
79,075 -5,675 387 41.63 750.00 -109.60 75 749.30 759.90 25 14500.00 400 4.25 4.80 25 -2.70 4.25 28.35 4,896 -2,350 460,050
12,300 -225 13 33.40 641.30 -108.70 100 634.50 670.00 25 14600.00 75 4.35 7.00 100 -3.15 4.55 25.29 1,803 -6,925 55,200
17,900 -1,050 65 23.05 530.25 -131.80 25 552.25 572.40 25 14700.00 25 4.30 6.50 50 -3.05 5.85 22.92 5,174 -20,575 54,850
53,100 -225 202 30.23 456.50 -104.85 100 461.95 474.65 25 14800.00 375 8.00 9.00 25 -5.30 8.00 20.64 11,329 -2,625 88,875
15,325 -2,325 327 28.92 370.00 -90.00 50 360.25 377.30 25 14900.00 475 11.55 13.30 25 -7.75 11.55 18.37 12,892 7,450 92,225
244,825 -12,375 4,416 25.65 280.00 -102.70 50 273.70 280.00 1,825 15000.00 2,875 20.70 22.00 775 -9.95 20.70 16.99 44,581 -84,025 637,425
31,450 13,850 1,362 18.43 175.25 -123.10 25 183.55 190.00 25 15100.00 25 34.00 38.25 50 -7.15 35.95 15.32 24,649 13,775 83,000
108,350 48,025 15,115 17.95 111.50 -99.05 50 114.55 118.00 25 15200.00 4,900 60.05 61.00 250 -3.50 60.05 13.04 33,861 -7,950 229,575
220,200 162,250 37,145 17.83 65.25 -82.25 75 65.25 68.00 150 15300.00 25 103.00 113.50 50 11.65 110.00 11.89 24,375 -30,450 116,725
200,575 84,450 44,632 18.79 39.00 -58.35 75 37.00 39.00 350 15400.00 25 171.05 179.20 25 31.90 175.00 - 10,371 -34,750 67,250
516,625 75,150 65,682 18.55 18.95 -43.40 50 18.35 19.15 25 15500.00 25 258.00 263.60 50 48.65 258.00 - 7,594 -36,075 200,000
193,425 35,900 30,106 18.09 7.65 -28.10 100 7.65 8.00 50 15600.00 25 332.15 347.45 50 67.55 346.85 - 992 -14,525 19,400
173,575 -275 16,547 20.09 5.30 -16.15 250 4.05 6.50 200 15700.00 50 428.85 448.10 50 110.95 471.55 - 176 -625 8,150
242,550 -25,075 11,280 21.65 3.45 -8.40 200 3.05 3.45 150 15800.00 50 528.05 540.90 100 120.40 574.60 - 73 -50 3,600
75,800 -18,675 3,631 23.58 2.60 -5.45 250 2.35 2.60 25 15900.00 50 629.15 641.60 25 46.65 591.95 - 56 - 1,125
623,200 -41,925 10,423 26.03 2.35 -4.10 1,550 2.35 2.45 325 16000.00 25 721.35 736.15 25 107.35 745.00 - 550 -6,950 19,625
38,825 -7,925 920 27.63 1.75 -2.70 200 1.55 1.85 50 16100.00 25 372.00 1,211.00 25 -160.65 910.00 49.33 2 -25 125
59,625 -7,425 818 30.59 1.90 -2.15 25 1.25 1.90 75 16200.00 1,000 471.40 1,242.95 1,000 44.35 880.00 - 1 -25 275
17,600 -1,500 79 32.19 1.50 -1.20 1,000 1.20 1.50 3,700 16300.00 1,000 571.40 1,342.95 1,000 - 1,009.40 - - - 100
22,800 -1,025 72 33.92 1.25 -1.05 100 1.00 1.25 25 16400.00 1,000 663.70 1,450.65 1,000 - 984.85 - - - 50
158,375 -1,650 84 30.74 0.25 -1.15 700 0.25 0.90 150 16500.00 25 1,208.15 1,265.10 50 - 1,091.00 - - - 3,025
20,425 - 8 39.41 1.45 -0.45 200 0.30 2.00 225 16600.00 1,000 863.70 1,573.75 1,000 - 1,099.70 - - - 125
10,225 -900 37 33.37 0.15 -0.40 475 0.15 0.50 2,500 16700.00 1,000 956.00 1,681.45 1,000 - 1,181.30 - - - 125
6,900 -500 20 38.06 0.35 -0.30 1,500 0.45 1.10 250 16800.00 1,000 1,056.00 1,781.45 1,000 - - - - - -
4,100 - - - 0.20 - 300 0.05 1.00 25 16900.00 1,000 1,156.00 1,881.45 1,000 - - - - - -
81,400 -4,650 191 44.39 0.60 -0.65 15,000 0.25 0.60 50 17000.00 50 1,704.45 1,731.40 50 265.00 1,745.00 - 14 -300 550
1,950 - 1 42.08 0.20 - - - 1.00 100 17100.00 1,000 1,348.30 2,089.10 1,000 - - - - - -
19,225 -1,075 47 46.19 0.35 -0.05 450 0.35 1.00 75 17200.00 1,000 1,448.30 2,189.10 1,000 - - - - - -

Top

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



  •  Highlighted options are in-the-money.