Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 22358.25  As on Apr 28, 2017 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
- - - - - - - - - - 18900.00 - - 2.80 1,000 - - - - - -
- - - - - - - - - - 19000.00 - - 2.00 800 - - - - - -
- - - - - - - - - - 19100.00 - - - - - - - - - -
- - - - - - - - - - 19200.00 - - - - - - - - - -
- - - - - - - - - - 19300.00 - - - - - - - - - -
- - - - - - - - - - 19400.00 - - - - - - - - - -
- - - - - - 240 2,642.45 2,872.15 40 19500.00 - - 0.50 2,400 -0.60 0.40 36.25 4,526 - 40
- - - - - - - - - - 19600.00 - - - - - - - - - -
- - - - - - - - - - 19700.00 - - - - - - - - - -
- - - - - - - - - - 19800.00 - - - - - - - - - -
- - - - - - - - - - 19900.00 - - - - - - - - - -
- - - - - - 40 2,299.95 2,372.20 40 20000.00 960 0.35 0.55 40 0.15 0.55 31.01 59,016 5,480 15,720
- - - - - - - - - - 20100.00 - - - - - - - - - -
- - - - - - - - - - 20200.00 - - - - - - - - - -
- - - - - - 200 1,864.45 2,073.05 40 20300.00 - - 1.40 560 - 0.30 - - - 600
- - - - - - 200 1,768.40 1,974.55 40 20400.00 - - 2.90 200 - 2.50 - - - 200
80 - - - 1,652.15 - 40 1,799.90 1,872.15 40 20500.00 600 0.30 0.50 12,680 -0.80 0.40 24.05 10,791 -68,080 50,000
- - - - - - 40 1,669.80 1,772.75 40 20600.00 1,960 0.20 0.70 80 -0.85 0.20 21.48 2 - 600
- - - - - - 40 1,571.05 1,674.05 40 20700.00 2,000 0.20 2.00 2,480 - - - - - -
- - - - - - 40 1,471.75 1,573.25 40 20800.00 800 0.80 1.20 240 -19.00 1.00 22.43 26 640 880
- - - - - - 40 1,370.40 1,473.55 40 20900.00 2,400 0.80 1.50 40 -3.45 1.00 21.12 55 - 1,000
280 -80 7 - 1,343.20 78.85 40 1,294.50 1,341.50 40 21000.00 960 1.50 1.55 240 -1.55 1.50 20.77 7,724 33,720 208,000
440 40 4 - 1,177.90 12.45 40 1,194.90 1,230.00 120 21100.00 40 1.90 2.00 80 -1.45 1.95 20.06 2,352 -320 25,440
280 40 1 - 1,078.10 10.60 40 1,095.40 1,142.25 40 21200.00 280 2.40 2.70 40 -1.65 2.40 19.18 5,154 -3,200 52,360
320 -40 3 - 1,004.50 47.90 40 995.20 1,042.70 40 21300.00 200 2.20 2.75 200 -2.55 2.20 17.54 6,366 25,760 84,600
360 80 3 - 879.75 8.55 40 895.90 942.25 40 21400.00 40 2.90 4.70 40 -2.90 3.10 16.91 11,167 14,400 67,040
4,600 -880 42 - 800.00 62.30 40 796.85 844.15 40 21500.00 40 3.85 4.20 2,000 -3.85 4.15 16.13 24,396 57,000 282,080
3,640 -120 36 - 720.20 87.50 40 699.75 726.80 160 21600.00 40 5.15 5.45 1,440 -6.05 5.20 15.14 23,317 30,520 139,280
12,200 -1,920 219 - 619.15 84.45 40 599.80 646.80 40 21700.00 40 6.80 7.25 40 -9.50 7.25 14.38 30,050 -35,160 195,920
27,320 -1,120 251 - 506.00 52.30 40 503.70 515.00 40 21800.00 200 10.25 10.70 40 -15.90 10.25 13.62 45,537 140,400 318,960
16,600 -520 310 - 426.70 52.60 160 414.95 451.85 40 21900.00 80 15.00 17.50 680 -23.85 16.00 13.14 46,359 142,160 330,400
54,000 -320 2,239 - 342.60 44.50 280 341.05 345.00 40 22000.00 1,640 26.20 27.90 400 -32.55 26.20 12.87 90,121 224,600 561,080
42,200 960 8,306 - 255.00 31.20 80 245.05 256.00 40 22100.00 200 40.10 42.00 160 -43.10 41.00 12.53 66,044 78,480 222,480
151,680 43,320 57,950 - 182.00 20.00 80 179.25 181.95 80 22200.00 400 61.05 64.95 120 -54.25 63.85 12.32 85,177 147,960 285,040
360,280 57,560 124,181 5.26 119.00 9.50 400 117.50 119.75 120 22300.00 200 96.50 97.75 680 -64.95 96.50 12.16 42,133 115,120 199,800
297,760 76,480 108,574 6.77 75.00 3.15 40 72.00 75.00 80 22400.00 440 147.00 148.00 120 -74.30 147.00 12.63 8,871 27,080 53,840
384,280 192,440 119,117 7.26 41.10 -2.95 560 43.35 44.00 40 22500.00 40 208.00 212.10 40 -77.40 208.40 13.11 1,771 13,880 36,600
274,480 94,320 68,827 7.98 23.50 -0.65 440 23.50 23.90 40 22600.00 760 239.05 295.95 40 -75.00 285.45 14.20 61 880 2,440
366,920 228,560 70,309 8.38 12.00 -1.40 480 11.00 12.00 480 22700.00 760 322.40 402.40 40 -63.70 391.30 17.71 35 400 840
250,600 198,120 43,658 8.84 6.20 -1.55 40 6.20 6.35 1,000 22800.00 40 461.45 525.70 40 -71.15 457.95 16.61 18 -280 560
112,480 81,720 25,255 9.44 3.50 -0.85 200 3.50 4.50 2,040 22900.00 40 530.50 594.90 40 - - - - - -
234,480 146,760 16,059 10.01 2.00 -1.00 160 1.95 2.00 6,120 23000.00 40 628.95 694.00 40 - - - - - -
144,400 138,600 10,920 11.38 2.00 0.30 2,000 1.50 1.95 1,200 23100.00 200 665.30 845.95 40 - - - - - -
9,480 2,840 251 11.81 1.15 -0.35 400 0.60 1.15 40 23200.00 200 717.50 938.45 40 -544.20 930.00 35.09 2 40 40
240 - 18 12.10 0.60 -0.35 40 0.55 0.75 520 23300.00 240 753.25 1,029.70 40 - - - - - -
- - - - - - 9,600 0.20 0.70 520 23400.00 240 835.05 1,140.90 40 - - - - - -
- - - - - - 600 0.15 0.80 520 23500.00 200 918.50 1,324.95 200 - - - - - -
- - - - - - - - - - 23600.00 - - - - - - - - - -
- - - - - - - - - - 23700.00 - - - - - - - - - -
- - 1,000 14.30 0.05 -0.05 - - - - 23800.00 - - - - - - - - - -
- - - - - - 40 0.10 - - 23900.00 - - - - - - - - - -
Total 2,749,400 657,540 571,071 3,135,840 Total

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



  •  Highlighted options are in-the-money.