Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 15673.20  As on Aug 21, 2014 15:30:36 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
3,525 - 4 - 2,701.00 96.00 25 2,776.00 3,033.50 25 12800.00 275 0.35 1.00 550 - 1.00 54.02 52 -50 5,125
1,725 -25 3 - 2,480.00 -119.20 100 2,760.15 2,945.15 100 12900.00 100 0.30 2.50 500 0.60 3.00 58.83 2 - 475
8,400 - - - - - 25 2,642.45 2,670.05 50 13000.00 150 1.00 1.80 50 -0.85 0.90 49.75 5 -75 20,700
- - - - - - 1,000 1,988.65 2,847.50 100 13100.00 5,000 0.05 - - - - - - - -
50 - - - - - 1,000 1,888.65 2,747.50 100 13200.00 5,000 0.05 - - - - - - - 300
75 - - - - - 1,000 1,788.65 2,655.50 100 13300.00 5,000 0.05 - - - - - - - 200
- - - - - - 1,000 1,704.15 2,555.50 100 13400.00 5,000 0.05 - - - - - - - 3,725
7,900 - 3 - 2,121.60 101.00 50 2,148.45 2,176.15 50 13500.00 200 1.20 1.65 100 -0.75 1.50 42.92 407 -9,775 41,050
- - - - - - 1,000 1,505.10 2,363.00 100 13600.00 475 1.50 2.25 100 -0.75 1.80 41.90 9 -150 7,275
- - - - - - 1,000 1,419.75 2,263.00 100 13700.00 200 1.00 2.45 100 -1.75 2.00 40.49 24 - 13,700
- - - - - - 1,000 1,319.75 2,163.00 100 13800.00 15,000 0.40 2.75 200 -0.80 2.20 39.02 22 - 12,750
- - - - - - 1,000 1,219.75 2,071.00 100 13900.00 100 1.75 2.85 500 -1.35 1.80 36.20 80 -1,875 12,375
14,750 -950 50 - 1,691.75 178.05 50 1,658.90 1,673.45 100 14000.00 200 2.40 2.70 500 -1.05 2.65 35.99 3,111 -46,350 167,225
100 - - - - - 1,000 1,151.50 1,871.00 100 14100.00 2,000 2.00 3.95 75 -1.40 2.45 33.69 260 -2,575 18,575
25 - - - - - 500 1,151.00 1,779.00 100 14200.00 1,850 2.80 3.70 50 -1.80 3.00 32.60 461 450 47,700
50 - - - - - 500 1,101.00 1,679.00 100 14300.00 1,500 3.30 3.75 500 -1.25 3.50 31.28 572 -3,300 32,300
100 - - - - - 25 1,267.40 1,331.30 25 14400.00 300 3.75 5.45 25 -2.55 3.95 29.78 1,163 -8,875 38,250
16,475 -525 55 - 1,175.00 176.35 100 1,166.25 1,183.75 50 14500.00 225 4.25 4.70 200 -2.85 4.40 28.18 8,089 -31,575 417,650
1,425 - 1 - 1,037.70 102.70 25 1,066.45 1,086.70 25 14600.00 25 3.65 4.85 50 -4.55 4.45 26.10 1,815 -17,100 32,300
20,775 1,900 105 - 982.85 132.85 50 968.60 984.45 50 14700.00 1,675 3.55 5.00 575 -5.70 4.90 24.35 3,822 -17,550 67,225
18,175 -175 29 - 821.00 92.45 50 871.70 891.00 50 14800.00 100 6.05 6.90 50 -8.85 6.25 23.45 6,568 -19,250 112,675
19,025 -3,900 267 - 768.00 136.65 25 774.10 790.65 100 14900.00 25 8.00 10.00 150 -12.70 8.30 22.39 8,485 1,300 98,750
216,125 1,050 1,958 - 700.00 157.15 50 691.85 703.00 25 15000.00 25 13.10 13.90 475 -16.55 13.90 22.22 34,030 57,075 512,050
27,575 -4,325 493 - 593.00 142.10 25 587.15 600.50 25 15100.00 200 18.20 19.50 350 -24.90 18.75 21.25 17,206 30,225 114,525
44,950 -4,600 1,249 12.17 510.50 145.30 50 495.75 508.55 50 15200.00 25 27.25 28.00 50 -30.70 28.00 20.72 22,655 15,575 155,950
66,475 -15,750 2,065 18.18 426.60 136.15 50 410.30 427.60 50 15300.00 325 42.00 43.00 100 -39.80 42.00 20.43 26,829 12,675 177,950
91,400 -25,075 3,108 15.92 337.00 114.20 50 329.00 341.95 100 15400.00 250 60.00 62.10 75 -51.30 61.00 19.94 25,411 31,650 159,025
392,175 -52,750 18,595 16.83 270.00 98.00 200 265.05 272.00 675 15500.00 25 85.10 88.60 250 -66.45 88.00 19.67 42,885 106,475 295,125
161,525 -7,250 20,310 17.03 200.00 76.55 25 195.15 206.00 75 15600.00 25 117.10 129.00 200 -86.50 122.00 19.46 17,712 41,375 84,125
172,800 -13,925 39,498 17.02 146.45 60.90 50 146.50 150.00 50 15700.00 25 160.00 163.00 25 -105.50 162.15 18.80 7,903 32,700 56,250
155,425 -1,700 37,244 17.33 109.00 48.65 50 98.00 110.00 25 15800.00 50 205.00 227.75 25 -123.65 215.90 18.95 1,824 12,550 18,475
94,600 22,925 24,392 17.79 75.90 35.95 1,200 68.00 75.95 75 15900.00 50 272.85 291.55 50 -148.50 281.15 19.11 343 4,450 6,175
554,200 44,575 91,212 17.86 50.10 23.60 700 49.00 50.10 450 16000.00 50 351.35 363.60 25 -158.05 353.15 19.06 784 -5,875 23,050
83,225 27,800 14,336 18.34 31.95 14.45 25 29.05 35.00 800 16100.00 100 288.50 972.70 100 - - - - - 75
179,475 22,800 14,236 18.18 20.10 8.00 50 15.25 20.50 150 16200.00 100 384.50 1,072.70 100 - - - - - 200
63,750 27,800 7,841 18.52 12.00 4.00 25 10.05 15.00 25 16300.00 100 480.00 1,172.70 100 - - - - - -
42,025 10,175 2,508 19.06 8.40 2.50 50 6.00 10.95 50 16400.00 50 653.00 847.90 50 - - - - - -
244,525 44,100 10,128 19.91 6.00 0.70 500 5.50 6.20 125 16500.00 25 785.90 824.05 25 -176.00 810.00 24.33 6 50 900
10,900 950 544 21.09 5.25 1.20 100 3.05 6.90 100 16600.00 100 767.00 1,480.45 100 - - - - - -
3,600 375 209 22.15 4.20 1.20 100 2.50 7.90 500 16700.00 100 867.00 1,580.45 100 - - - - - -
1,525 -25 11 22.20 2.50 1.35 200 2.10 7.00 25 16800.00 100 959.00 1,688.15 100 - - - - - -
1,250 -400 33 22.69 1.70 -0.50 5,000 1.60 5.50 25 16900.00 100 1,059.00 1,788.15 100 - - - - - -
54,500 3,000 1,686 24.93 2.10 1.00 1,500 1.50 2.05 250 17000.00 100 1,160.00 1,854.60 25 - - - - - 525
2,425 - - - - - 200 0.55 2.00 25 17100.00 100 1,251.50 1,995.90 100 - - - - - -
1,675 -25 2 29.43 3.00 2.50 25 1.00 2.95 500 17200.00 100 1,352.40 1,517.40 50 108.80 1,510.00 39.74 2 -25 1,500

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



  •  Highlighted options are in-the-money.