Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 18515.45  As on Dec 08, 2016 15:30:29 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
- - - - - - 1,200 501.00 - - 16600.00 - - 0.10 2,400 -0.05 0.25 - - - 2,800
- - - - - - 1,200 502.00 - - 16700.00 - - 0.05 13,200 -0.20 0.05 - 8 - 14,560
- - - - - - 1,200 402.00 - - 16800.00 - - 0.05 2,240 -0.15 0.05 - 6 160 6,400
- - - - - - 1,200 302.00 - - 16900.00 - - 0.05 2,400 -0.20 0.05 - 20 200 8,360
120 - - - 1,251.25 - 80 1,475.00 2,387.10 400 17000.00 - - 0.05 14,000 -0.35 0.05 - 2,010 -23,760 240,440
- - - - - - 1,200 141.00 2,220.00 200 17100.00 - - 0.05 3,160 -0.40 0.10 - 469 40 27,520
- - - - - - 1,200 131.00 2,099.00 400 17200.00 - - 0.05 1,800 -0.65 0.05 - 2,499 48,640 129,240
- - - - - - 1,200 131.00 1,999.00 400 17300.00 - - 0.05 2,840 -0.90 0.05 - 669 -840 42,880
- - - - - - 1,200 141.00 1,449.00 200 17400.00 - - 0.05 6,440 -1.25 0.05 - 2,400 -2,480 149,560
- - - - - - 40 861.00 1,430.00 200 17500.00 - - 0.05 10,520 -1.65 0.05 - 6,446 -32,800 280,960
- - - - - - 80 820.00 935.10 360 17600.00 - - 0.05 3,680 -2.45 0.05 - 8,760 -18,200 112,880
40 - 1 - 825.00 135.00 40 810.00 820.00 1,000 17700.00 - - 0.05 13,800 -4.00 0.05 - 12,689 21,280 195,000
80 -2,680 195 - 700.00 273.25 80 700.00 735.00 200 17800.00 - - 0.05 11,320 -7.35 0.05 - 26,850 -72,440 275,640
40 -200 22 - 600.00 283.65 360 587.45 625.00 1,000 17900.00 - - 0.05 8,640 -15.35 0.05 - 35,742 -80,280 243,880
1,120 -27,280 2,419 - 494.00 265.55 640 494.00 498.65 200 18000.00 - - 0.05 163,240 -32.05 0.05 - 127,877 392,960 908,000
440 -16,080 1,489 - 399.00 237.90 280 399.00 401.00 40 18100.00 - - 0.05 17,520 -58.15 0.05 - 167,847 303,320 489,120
3,240 -94,880 13,374 - 316.00 217.35 1,240 311.00 315.90 200 18200.00 - - 0.05 24,280 -96.60 0.05 - 307,466 662,240 863,360
5,240 -189,240 54,082 - 204.90 148.75 1,960 207.00 207.85 80 18300.00 - - 0.05 22,960 -148.75 0.05 - 389,621 777,800 913,840
9,040 -283,080 230,191 - 111.05 83.45 80 111.05 115.95 120 18400.00 - - 0.05 78,400 -215.30 0.05 - 414,994 1,083,480 1,159,840
97,680 -469,040 583,524 - 14.70 2.50 2,040 14.30 14.70 840 18500.00 - - 0.05 56,480 -297.70 0.05 - 389,468 830,240 905,600
1,875,880 1,426,120 619,087 - 0.05 -4.85 - - 0.05 56,200 18600.00 120 82.00 82.15 40 -304.55 82.00 - 55,807 -24,560 3,960
1,112,840 627,520 342,139 - 0.05 -2.30 - - 0.05 25,160 18700.00 240 180.00 181.25 40 -309.75 180.00 - 4,852 -9,400 880
556,600 54,080 161,372 - 0.05 -1.40 - - 0.05 11,360 18800.00 1,200 261.00 282.75 1,880 -312.40 282.00 - 895 -3,480 160
288,200 -23,200 33,713 - 0.05 -1.00 - - 0.05 13,160 18900.00 1,000 361.05 383.00 40 -299.00 383.80 - 76 -1,240 40
1,090,200 6,920 54,989 - 0.05 -0.85 - - 0.05 37,720 19000.00 40 470.00 475.00 80 -296.65 464.10 - 695 -15,480 440
384,800 181,120 9,726 - 0.05 -0.60 - - 0.05 7,800 19100.00 2,000 560.05 584.70 200 107.35 637.35 - 1 -40 -
341,520 85,080 7,160 - 0.05 -0.45 - - 0.05 29,600 19200.00 2,000 660.00 689.70 200 - - - - - -
111,640 -400 2,054 - 0.05 -0.35 - - 0.05 6,480 19300.00 40 752.00 787.65 200 -68.00 800.00 - 1 -40 -
119,400 640 1,219 - 0.05 -0.35 - - 0.05 14,360 19400.00 200 811.00 888.45 200 47.00 925.00 - 1 - 40
336,080 2,840 3,284 - 0.05 -0.35 - - 0.05 30,120 19500.00 40 981.00 985.00 400 -244.65 985.00 - 63 -2,120 240
60,880 4,520 696 - 0.05 -0.30 - - 0.05 5,240 19600.00 200 1,000.00 2,001.00 40 - - - - - -
25,720 4,360 404 - 0.05 -0.20 - - 0.05 7,200 19700.00 200 1,100.00 2,102.00 400 - - - - - -
42,240 -10,040 421 - 0.05 -0.20 - - 0.05 14,400 19800.00 200 1,200.00 2,699.00 40 - 963.75 - - - 40
2,080 - 1 - 0.05 -0.10 - - 0.05 2,080 19900.00 200 1,300.00 2,799.00 40 - - - - - -
235,280 520 612 - 0.05 -0.15 - - 0.05 16,600 20000.00 80 1,475.00 1,499.00 200 -57.55 1,480.00 - 19 -600 160
- - - - - - - - 0.20 600 20100.00 1,200 801.00 - - - - - - - -
240 240 1,304 - 0.05 -0.80 - - 0.05 2,000 20200.00 1,200 1,001.00 - - - - - - - -
- - - - - - - - 0.20 600 20300.00 1,200 921.00 - - - - - - - -
- - - - - - - - 0.20 600 20400.00 1,200 1,021.00 - - - - - - - -
120 - - - 0.20 - - - 0.05 2,000 20500.00 1,200 1,121.00 - - - - - - - -
- - - - - - - - 1.80 1,000 20600.00 1,200 1,221.00 - - - - - - - -
- - - - - - - - 1.85 1,000 20700.00 1,200 1,307.25 - - - - - - - -
- - - - - - - - 1.80 1,000 20800.00 1,200 1,407.70 - - - - - - - -
- - - - - - - - 1.85 1,000 20900.00 1,200 1,508.20 - - - - - - - -
200 200 7 - 0.05 -202.20 - - 1.70 4,080 21000.00 1,200 1,608.70 - - - - - - - -
- - - - - - - - 1.80 1,000 21100.00 1,200 1,709.15 - - - - - - - -
- - - - - - - - 1.80 1,000 21200.00 1,200 1,809.65 - - - - - - - -
- - - - - - - - 1.80 1,000 21300.00 1,200 1,910.15 - - - - - - - -
- - - - - - - - 1.80 1,000 21400.00 1,200 2,010.60 - - - - - - - -
- - - - - - - - 0.45 1,000 21500.00 1,200 2,111.10 - - - - - - - -
- - - - - - - - 1.80 1,000 21600.00 1,200 2,211.60 - - - - - - - -
- - - - - - - - 1.80 1,000 21700.00 1,200 2,312.05 - - - - - - - -
- - - - - - - - 1.30 1,000 21800.00 1,200 2,412.55 - - - - - - - -
Total 6,700,960 2,123,485 1,958,251 6,975,840 Total

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



  •  Highlighted options are in-the-money.