Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 19843.75  As on Jan 30, 2015 15:30:36 IST
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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
21,050 -200 28 38.97 3,779.90 -592.05 125 3,700.05 3,780.00 50 16200.00 3,000 3.00 7.50 75 2.60 6.00 33.63 17 - 4,975
- - - - - - 1,000 3,069.75 3,973.00 1,000 16300.00 2,500 0.50 - - - - - - - -
25 - - - 4,080.00 - 25 2,992.00 3,883.00 1,000 16400.00 2,500 3.15 - - - - - - - -
10,600 -75 20 59.33 3,631.75 -454.95 50 3,384.05 3,500.65 50 16500.00 200 8.50 10.00 1,000 5.65 8.20 32.37 233 3,525 10,175
450 - - - 3,920.00 - 1,000 2,791.70 3,683.00 1,000 16600.00 2,500 3.00 - - - 1.05 - - - 125
50 - - - 3,851.45 - 1,000 2,689.65 3,583.00 1,000 16700.00 2,500 3.40 - - - - - - - -
- - - - - - 1,000 2,609.55 3,493.00 1,000 16800.00 2,500 3.50 - - - - - - - -
- - - - - - 1,000 2,512.05 3,393.00 1,000 16900.00 2,500 3.70 - - - - - - - -
16,875 300 210 34.86 3,000.00 -591.95 50 2,960.55 3,006.75 125 17000.00 50 22.50 25.00 75 15.70 25.00 33.48 974 7,575 33,425
- - - - - - 1,000 2,312.55 3,193.00 1,000 17100.00 200 3.00 - - - - - - - -
25 - - - 3,400.00 - 1,000 2,233.50 3,103.00 1,000 17200.00 25 4.00 - - - - - - - -
- - - - - - 1,000 2,132.50 3,003.00 1,000 17300.00 1,500 3.25 - - - - - - - -
- - - - - - 1,000 2,040.15 2,903.00 1,000 17400.00 6,000 10.65 - - - - - - - -
3,200 - - - 3,075.00 - 25 2,458.45 2,513.60 25 17500.00 25 40.85 45.80 25 27.30 43.95 31.95 1,740 9,100 21,325
- - - - - - 1,000 1,869.90 2,713.00 1,000 17600.00 2,200 23.00 - - - - - - - -
500 - - - 2,800.00 - 1,000 1,770.65 2,613.00 1,000 17700.00 2,000 25.00 - - - - - - - -
25 - - - 1,100.00 - 1,000 1,675.80 2,513.00 1,000 17800.00 2,000 30.00 - - - - - - - -
25 - - - 2,280.00 - 1,000 1,581.95 2,413.00 1,000 17900.00 2,000 36.00 - - - - - - - -
12,450 -775 305 23.16 2,000.00 -613.15 50 2,007.10 2,078.80 25 18000.00 500 78.00 81.00 25 48.25 81.95 31.08 7,547 41,275 75,700
- - - - - - 1,000 1,407.90 2,223.00 1,000 18100.00 2,200 55.00 - - - - - - - -
50 - - - 980.00 - 25 1,361.00 - - 18200.00 25 80.05 - - -270.00 90.00 29.44 3 50 175
75 - - - 1,800.00 - 1,000 1,230.00 - - 18300.00 2,500 76.00 - - - 375.00 - - - 50
100 - - - 1,750.00 - 1,000 1,153.65 - - 18400.00 2,500 90.00 - - - 302.00 - - - 50
12,550 -100 221 31.15 1,638.00 -529.30 25 1,584.00 1,650.45 25 18500.00 100 139.80 144.00 25 83.85 144.00 30.11 8,672 38,150 81,500
325 - - - 1,947.15 - 25 1,050.00 1,833.40 1,000 18600.00 25 146.00 - - 8.00 88.00 24.28 4 100 250
200 - - - 2,051.00 - 1,000 911.30 1,747.50 1,000 18700.00 150 142.00 - - -20.45 139.00 26.99 4 25 75
75 - - - 1,737.55 - 1,000 872.20 1,742.90 1,000 18800.00 500 160.25 215.00 25 141.95 226.95 31.39 6 50 1,500
150 - - - 1,300.00 - 150 1,250.00 1,338.75 250 18900.00 25 201.00 - - 204.90 274.95 32.70 17 150 475
28,200 -2,100 855 27.72 1,201.25 -518.95 25 1,223.40 1,234.95 25 19000.00 75 241.90 248.65 75 134.05 242.00 29.17 25,721 39,900 137,225
175 - 1 34.71 1,256.15 56.15 125 1,096.00 1,192.30 250 19100.00 125 247.80 297.15 125 155.00 275.00 29.43 305 4,450 4,850
1,350 -150 10 28.84 1,080.00 -415.00 25 1,003.30 1,104.55 275 19200.00 50 288.95 300.35 25 158.15 307.15 29.51 624 7,350 8,550
925 - 5 28.14 1,000.00 -430.00 150 934.25 1,054.10 250 19300.00 25 320.00 349.40 250 153.25 321.95 28.55 314 -800 3,850
1,225 - - - 1,290.30 - 750 794.55 2,368.00 25 19400.00 125 349.05 383.25 250 170.85 359.10 28.67 1,118 7,825 23,375
40,525 -4,175 767 29.04 891.55 -419.60 500 871.40 894.95 25 19500.00 50 393.55 400.00 50 214.25 397.00 28.69 18,005 39,200 171,100
2,225 - 4 37.15 1,001.00 -217.40 25 750.00 860.85 250 19600.00 50 425.05 444.95 250 215.00 428.95 28.30 485 1,825 8,975
7,400 -125 24 28.05 755.00 -407.50 750 733.15 794.70 250 19700.00 50 462.65 474.00 175 252.50 467.80 28.14 1,193 9,825 20,250
1,625 250 82 27.89 697.10 -411.10 800 688.30 729.70 250 19800.00 50 503.25 549.95 250 257.10 508.65 27.95 1,612 12,175 18,700
4,675 2,150 285 28.40 656.20 -338.80 25 648.75 671.50 250 19900.00 50 548.90 595.25 250 273.50 554.75 27.88 892 7,625 12,175
128,075 32,675 7,682 28.12 601.00 -343.50 175 600.00 602.00 150 20000.00 50 603.55 613.90 250 301.25 610.00 28.13 24,656 51,900 243,250
6,475 2,975 537 29.49 583.95 -316.05 25 546.00 580.00 50 20100.00 25 644.45 659.75 25 320.75 659.75 27.99 1,183 475 7,050
30,700 18,750 3,190 28.08 509.55 -303.50 125 493.55 509.60 100 20200.00 25 697.95 710.00 25 342.20 712.45 27.87 2,496 -9,025 13,500
7,650 5,975 776 27.61 458.00 -298.70 25 455.00 498.95 250 20300.00 775 738.70 755.65 25 363.85 766.95 27.72 1,036 1,375 8,575
6,675 500 915 27.79 423.00 -272.40 25 413.70 423.00 75 20400.00 750 799.45 839.40 275 377.85 811.75 26.97 1,090 -3,025 6,800
157,025 49,425 13,838 27.43 379.00 -254.35 25 376.70 380.00 75 20500.00 25 866.00 874.35 25 381.30 863.65 26.43 3,874 -11,800 64,425
20,425 11,175 2,781 27.15 339.35 -256.20 25 338.05 348.00 25 20600.00 325 930.00 940.05 100 397.40 930.00 26.46 715 3,425 7,150
25,700 16,225 2,442 27.25 310.00 -237.00 125 300.05 319.95 50 20700.00 50 966.60 1,025.20 250 446.25 1,013.10 27.22 242 575 8,925
14,175 6,200 1,654 27.22 280.00 -211.10 150 269.85 289.90 125 20800.00 50 1,038.95 1,096.05 300 481.50 1,070.70 26.57 58 275 2,875
10,525 2,400 1,112 26.95 248.00 -204.65 150 241.00 281.95 125 20900.00 75 1,105.90 1,171.85 250 579.75 1,227.60 31.07 52 -150 1,000
362,950 169,175 32,398 26.99 224.00 -184.95 50 222.90 230.00 150 21000.00 125 1,195.60 1,225.45 25 491.60 1,222.20 26.80 597 4,700 19,500
12,000 5,750 637 26.92 200.00 -167.40 125 183.05 204.45 25 21100.00 1,000 924.35 - - - 580.00 - - - 200
14,025 8,175 958 26.65 174.80 -150.90 1,500 155.85 183.20 25 21200.00 1,000 1,002.40 - - - 750.00 - - - 25
6,425 4,300 534 26.35 151.45 -142.85 100 150.05 160.90 25 21300.00 125 1,388.75 1,489.25 250 -188.75 1,380.00 21.17 1 25 25
7,375 2,500 638 26.59 138.00 -117.15 750 125.15 139.75 25 21400.00 1,000 1,147.00 - - -128.15 1,520.00 25.41 4 - -
140,225 63,150 18,596 26.63 123.00 -110.00 25 123.00 124.10 50 21500.00 25 1,571.85 1,637.75 25 900.00 1,625.00 26.94 31 125 575
16,525 10,350 1,635 26.00 101.10 -110.90 25 101.00 109.85 25 21600.00 1,000 1,329.95 2,079.25 1,000 175.15 1,692.55 25.54 2 50 50
18,925 4,675 961 26.60 95.95 -81.25 25 92.65 95.95 25 21700.00 1,000 1,407.25 2,179.25 1,000 199.95 1,800.40 27.28 2 50 50
5,325 5,200 773 26.58 84.35 -70.65 25 81.50 85.00 250 21800.00 1,000 1,506.00 2,279.25 1,000 - - - - - -
4,125 4,125 555 26.45 72.80 -140.45 25 71.15 77.00 25 21900.00 1,000 1,560.00 2,379.25 1,000 - - - - - -
150,225 82,925 18,910 26.05 60.10 -57.75 25 60.10 61.85 25 22000.00 1,000 1,675.20 2,300.00 25 461.10 1,820.00 - 13 150 700
5,725 5,650 768 26.13 53.00 -37.00 150 50.00 69.95 500 22100.00 1,000 1,765.75 2,589.20 1,000 - - - - - -
24,525 16,150 3,249 26.03 45.35 -45.25 25 45.30 46.95 25 22200.00 1,000 1,859.30 2,689.00 25 600.00 2,200.00 18.59 55 1,225 1,475

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



  •  Highlighted options are in-the-money.