Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 13971.50  As on Feb 12, 2016 15:30:45 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
- - - - - - 900 1,332.90 1,892.50 30 12400.00 60 14.05 27.00 60 20.80 27.00 41.94 545 7,020 7,020
- - - - - - 900 1,238.00 1,792.50 30 12500.00 450 32.00 32.95 30 23.25 32.00 41.31 3,549 23,850 23,850
- - - - - - 900 1,138.50 1,692.50 30 12600.00 30 32.00 40.00 60 25.75 38.00 40.70 107 2,610 2,610
- - - - - - 900 1,049.50 1,599.50 30 12700.00 30 35.00 50.00 90 26.25 43.05 39.63 62 1,200 1,200
- - - - - - 900 954.50 1,499.50 30 12800.00 3,000 5.30 55.00 30 8.30 31.00 34.27 121 2,280 2,280
- - - - - - 900 867.00 1,399.50 30 12900.00 30 32.05 65.00 30 16.45 46.75 35.67 73 600 600
360 330 11 54.02 1,200.00 150.00 900 785.50 1,100.00 90 13000.00 60 68.00 72.80 780 3.05 72.80 38.08 50,399 72,030 164,760
- - - - - - 300 692.00 1,279.50 30 13100.00 60 50.05 82.40 30 55.25 78.25 36.31 332 3,690 4,410
- - - - - - 900 491.15 1,163.50 30 13200.00 120 89.65 98.00 300 0.70 96.50 36.30 6,440 -360 27,390
- - - - - - 30 551.00 1,078.00 30 13300.00 90 101.35 119.95 120 -7.95 111.60 35.47 2,564 6,000 26,580
- - - - - - 30 451.00 994.00 30 13400.00 120 117.20 162.15 60 -13.65 132.00 35.01 2,700 15,600 19,200
13,650 10,770 2,051 19.80 561.05 -95.20 30 560.00 619.95 450 13500.00 60 150.50 155.00 150 -6.60 154.60 34.46 83,320 74,730 332,850
90 90 3 31.69 580.00 -1,172.00 30 301.00 858.70 900 13600.00 60 166.15 212.70 60 -0.20 178.55 33.70 6,646 12,780 17,970
30 - - - 890.00 - 300 136.50 780.95 120 13700.00 90 203.95 208.35 30 -10.25 211.60 33.53 6,203 20,760 36,540
4,650 4,650 391 22.28 359.25 -1,212.20 120 352.75 374.10 30 13800.00 90 237.75 249.90 150 -12.20 245.00 32.98 10,369 63,060 89,940
12,780 12,780 1,172 23.32 309.45 -607.55 270 301.25 335.10 60 13900.00 90 279.75 298.90 60 -4.55 287.00 32.86 6,836 9,120 21,630
263,430 125,610 48,526 23.70 259.90 -84.95 30 250.10 262.75 300 14000.00 30 327.90 333.00 150 -2.90 333.00 32.69 72,477 -96,690 349,380
32,910 29,370 7,108 23.34 209.00 -84.55 30 207.00 216.35 300 14100.00 60 362.55 382.05 30 3.20 389.55 33.09 895 4,050 28,950
83,340 68,610 16,654 23.06 165.30 -79.55 120 164.90 181.45 60 14200.00 60 413.90 448.70 60 -2.40 433.00 31.79 1,041 3,210 115,620
93,570 39,960 10,642 24.02 140.00 -70.00 60 134.55 145.00 30 14300.00 600 470.70 520.35 30 5.95 491.00 31.44 449 -2,460 43,890
40,770 20,280 11,920 24.46 114.35 -62.05 120 110.50 122.85 120 14400.00 30 500.00 588.95 300 32.20 579.80 33.79 441 -1,050 13,710
430,260 70,290 104,087 24.97 93.70 -53.70 30 93.70 95.00 30 14500.00 30 625.00 675.00 30 44.55 668.00 35.83 12,946 -54,270 348,420
39,390 1,470 5,354 25.95 80.15 -38.90 30 71.00 80.00 30 14600.00 60 701.80 850.00 30 9.80 719.95 33.61 248 -150 127,830
80,580 -690 10,408 25.75 61.00 -36.35 30 57.50 61.00 360 14700.00 30 540.05 835.15 300 57.40 824.75 37.02 382 -3,780 47,220
61,950 -83,040 13,762 25.46 45.05 -31.50 60 47.00 49.65 30 14800.00 30 850.00 1,100.00 60 -81.90 751.00 - 218 -1,800 34,200
42,150 -3,720 5,003 26.65 39.95 -22.95 30 38.00 40.00 30 14900.00 30 821.00 1,365.50 30 -113.65 820.00 - 84 -1,200 17,610
745,470 98,130 85,299 26.90 31.40 -20.35 30 31.00 31.40 120 15000.00 60 1,084.00 1,132.90 30 169.00 1,200.00 54.08 2,747 -10,440 349,500
32,130 -2,730 2,236 27.73 26.85 -15.40 60 23.10 30.00 30 15100.00 30 800.10 1,202.25 300 41.10 1,165.30 39.42 22 -180 12,420
68,250 -12,600 4,207 28.23 21.95 -11.05 30 20.15 21.95 30 15200.00 30 1,010.00 1,440.00 90 -43.85 1,152.45 - 123 -1,320 17,010
79,020 -1,050 2,283 28.74 18.00 -9.40 30 17.05 18.00 240 15300.00 30 1,252.00 1,769.80 900 66.05 1,381.60 46.46 125 -2,370 21,600
57,930 2,190 1,490 29.88 16.50 -6.40 90 15.05 17.90 150 15400.00 30 1,300.00 1,490.45 300 -109.20 1,280.00 - 89 -2,250 23,490
669,930 -37,290 23,266 29.88 12.50 -4.65 60 12.25 12.50 300 15500.00 30 1,360.65 1,599.65 60 90.95 1,590.00 52.22 779 -8,550 156,120
100,140 240 1,388 31.19 12.00 -4.20 150 11.15 12.00 30 15600.00 30 1,418.00 1,800.00 600 -68.75 1,533.40 - 2 - 20,910
64,560 -8,580 1,181 31.25 9.20 -4.40 180 9.35 11.40 990 15700.00 30 1,336.00 2,188.00 30 - 1,526.95 - - - 2,520
82,740 -7,500 746 32.45 8.80 -3.25 1,500 8.50 9.25 330 15800.00 30 1,431.00 1,919.95 600 252.50 1,889.50 58.63 2 60 6,270
20,700 -480 599 33.29 7.90 -2.90 90 7.80 8.95 30 15900.00 30 1,531.00 2,394.50 30 -145.40 1,800.00 - 2 -30 450
924,120 -31,680 16,948 34.73 8.00 -0.35 60 8.00 8.30 60 16000.00 30 2,050.00 2,107.65 30 35.85 2,073.00 59.97 291 -5,370 77,280
18,300 -2,610 234 36.10 8.00 0.50 960 6.10 8.00 150 16100.00 30 1,721.00 2,598.50 30 - 1,600.00 - - - 180
44,880 -360 557 36.81 7.15 0.60 360 7.15 7.75 900 16200.00 30 1,821.00 2,699.50 30 - 1,680.00 - - - 1,230
14,520 210 93 36.23 5.00 -0.40 30 5.05 7.50 900 16300.00 30 1,911.00 2,799.50 30 - 1,500.00 - - - 420
14,670 -30 18 39.31 7.00 1.35 180 5.00 7.00 30 16400.00 30 2,011.00 2,898.50 30 - 1,299.00 - - - 270
284,760 -35,640 3,318 37.41 3.85 -1.05 90 3.80 3.85 900 16500.00 90 2,525.00 2,569.00 30 74.40 2,550.00 65.08 626 -7,590 66,240
10,170 -120 10 37.49 3.05 0.05 60 3.10 6.00 60 16600.00 30 2,201.00 3,109.00 30 - 1,025.00 - - - 30
5,340 -480 30 39.97 4.00 1.75 30 3.00 5.00 30 16700.00 30 2,271.00 3,216.00 30 - 1,279.90 - - - 270
1,590 -30 2 38.86 2.50 -0.50 30 2.25 3.00 30 16800.00 30 2,370.00 3,316.00 30 - 1,310.00 - - - 300
540 - 466 41.24 3.25 2.25 30 1.65 4.00 60 16900.00 30 2,461.50 3,422.00 30 - - - - - -
237,060 -45,720 2,896 41.53 2.75 -0.60 90 2.75 3.00 30 17000.00 30 2,800.00 3,519.95 900 94.35 3,045.40 72.87 75 -1,140 26,940
720 - 22 38.24 1.00 -2.45 600 0.25 1.95 60 17100.00 30 2,661.05 3,622.45 30 1,465.00 3,245.00 93.49 3 - 330
300 - - - 14.50 - 300 0.10 - - 17200.00 300 2,753.00 3,729.50 30 - 1,602.00 - - - 120
60 - - - 279.60 - - - - - 17300.00 300 2,853.00 3,829.50 30 - 2,095.00 - - - 300
390 -60 2 45.38 2.50 1.50 30 1.00 2.50 60 17400.00 300 3,066.00 3,929.50 30 26.40 1,911.00 - - - 240
32,610 -4,800 229 47.40 3.00 1.30 390 2.70 3.30 30 17500.00 30 3,325.00 4,024.50 30 13.10 3,400.00 - 50 -1,350 21,870
270 - - - 2.30 - - - 2.35 30 17600.00 300 3,308.00 4,129.50 30 - 2,000.00 - - - 30
- - - - - - - - - - 17700.00 300 3,408.00 4,229.50 30 - 2,155.00 - - - 90
30 - - - 3.70 - - - 2.50 30 17800.00 300 3,508.00 4,329.50 30 - 2,440.00 - - - 720
- - - - - - - - - - 17900.00 300 3,608.00 4,429.50 30 - - - - - -
54,990 -3,300 193 51.21 2.35 0.55 60 1.20 2.35 1,440 18000.00 30 4,009.35 4,057.00 30 110.45 4,059.70 92.69 76 -420 43,830
- - - - - - - - - - 18100.00 900 3,807.50 4,533.50 30 1,535.00 4,250.00 112.24 1 - 90
- - - - - - - - - - 18200.00 900 3,907.50 4,675.00 30 1,650.00 4,300.00 104.60 1 - 30
- - - - - - - - - - 18300.00 900 4,007.50 4,775.00 30 - - - - - -
30 - - - 12.70 - - - - - 18400.00 900 4,107.50 4,875.00 30 - - - - - -
6,900 - 17 53.40 1.45 0.60 30 0.80 1.65 630 18500.00 30 4,511.75 4,899.90 300 76.65 4,400.00 - 14 -270 9,180
60 - - - 9.85 - - - - - 18600.00 300 4,308.00 5,074.50 30 - - - - - -
- - - - - - - - - - 18700.00 300 4,408.00 5,174.50 30 - - - - - -
- - - - - - - - - - 18800.00 300 4,508.00 5,274.50 30 - - - - - -
- - - - - - - - - - 18900.00 300 4,608.00 5,374.50 30 - - - - - -
22,530 -2,850 152 53.83 0.65 -0.15 90 0.75 1.00 2,790 19000.00 30 5,003.45 5,270.00 300 131.40 5,055.00 106.79 45 -420 50,700
Total 4,795,620 2,816,640 Total

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



  •  Highlighted options are in-the-money.