Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 19183.65  As on Sep 29, 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
240 -8,960 238 - 2,862.00 -518.00 40 2,832.30 2,878.55 40 16300.00 240 0.05 0.45 1,000 -0.40 0.05 - 446 -120 8,840
- - - - - - 400 2,360.50 2,941.45 1,040 16400.00 - - 1.95 600 - - - - - -
2,480 -4,240 192 - 2,669.05 -503.20 80 2,625.45 2,670.00 800 16500.00 - - 0.40 2,400 -0.60 0.05 - 899 -1,880 31,760
- - - - - - 400 2,180.00 2,742.50 1,040 16600.00 - - 3.00 600 - - - - - -
- - - - - - 400 2,080.00 2,648.00 1,040 16700.00 40 0.05 3.00 1,000 -209.35 0.50 - 1 40 40
- - - - - - 400 1,980.00 2,542.50 1,040 16800.00 - - 3.00 600 - - - - - -
- - - - - - 400 1,880.00 2,442.50 1,040 16900.00 - - 3.00 600 - - - - - -
800 -11,440 316 - 2,140.00 -495.25 40 2,113.40 2,170.00 720 17000.00 - - 0.35 1,080 -0.25 0.05 - 150 -1,240 18,920
- - - - - - 400 1,700.00 2,242.50 1,040 17100.00 - - 3.00 600 - - - - - -
- - - - - - 400 1,600.00 2,142.50 1,040 17200.00 - - 3.00 600 - - - - - -
- - - - - - 400 1,500.00 2,042.50 1,040 17300.00 - - 3.00 600 - - - - - -
- - - - - - 400 1,410.00 1,942.50 1,040 17400.00 - - 3.00 600 - - - - - -
3,960 -10,240 299 - 1,660.00 -546.00 40 1,624.20 1,670.00 800 17500.00 - - 0.50 1,600 -0.75 0.05 - 2,372 1,160 215,200
- - - - - - 400 1,220.00 1,739.80 1,040 17600.00 - - 0.30 280 -0.40 0.10 - 51 - 5,320
- - - - - - 400 1,119.00 1,640.00 1,040 17700.00 - - 0.40 2,400 - 0.05 - - - 240
- - - - - - 400 1,028.05 1,589.90 1,040 17800.00 2,000 0.05 0.40 2,400 - 4.00 - - - 9,280
- - - - - - 400 984.50 1,439.60 1,040 17900.00 - - 0.10 2,400 -2.85 0.15 - 60 2,400 6,160
2,160 -10,840 399 - 1,172.00 -501.05 40 1,151.10 1,179.55 40 18000.00 - - 0.05 1,560 -0.60 0.05 - 1,857 2,400 114,920
- - - - - - 120 890.45 1,155.35 120 18100.00 - - 0.20 200 -1.90 0.05 - 221 -2,200 4,960
- - - - - - 1,080 813.50 1,011.05 120 18200.00 2,320 0.05 0.15 920 -0.70 0.10 - 186 720 11,400
- - - - - - 1,080 723.50 1,199.95 2,000 18300.00 1,800 0.05 0.20 1,000 -0.95 0.05 - 252 -280 12,600
- - - - - - 40 640.90 1,094.75 40 18400.00 2,800 0.10 0.15 560 -0.95 0.05 - 797 -1,560 16,360
2,000 -22,360 716 - 669.10 -507.50 40 640.00 670.95 40 18500.00 51,080 0.05 0.15 680 -1.00 0.10 - 23,198 -193,160 479,320
40 -2,360 61 - 530.00 -576.95 120 520.05 600.00 200 18600.00 680 0.05 0.10 40 -1.10 0.05 - 4,758 10,560 30,280
720 -440 17 - 435.05 -519.95 80 440.00 539.95 120 18700.00 80 0.05 0.10 4,400 -1.20 0.05 - 11,974 13,040 54,720
2,760 840 97 - 330.05 -552.50 1,000 350.00 419.95 120 18800.00 - - 0.10 360 -1.25 0.10 - 26,600 44,640 83,040
520 -160 8 - 245.00 -530.65 40 244.70 311.35 120 18900.00 40 0.10 0.20 760 -1.55 0.15 - 47,734 60,120 125,360
116,760 -28,360 8,330 - 175.00 -523.20 40 180.00 184.60 80 19000.00 3,280 0.10 0.15 4,720 -1.90 0.10 - 201,105 -165,520 978,400
20,840 10,600 28,104 - 58.00 -539.20 240 57.20 60.00 640 19100.00 37,800 0.05 0.10 4,640 -2.25 0.05 - 124,226 126,920 243,320
335,120 320,080 79,744 - 0.80 -481.25 6,680 0.60 0.65 2,360 19200.00 280 3.00 3.05 160 -2.85 0.05 - 151,382 -152,840 45,880
235,960 218,880 79,942 - 0.10 -391.55 2,320 0.10 0.15 4,520 19300.00 40 118.00 119.95 40 115.20 120.00 - 131,292 -296,680 82,600
227,920 212,880 106,605 - 0.05 -292.60 - - 0.05 2,440 19400.00 600 223.00 229.95 160 216.85 225.00 - 169,531 -682,040 122,800
468,440 146,280 146,333 - 0.05 -204.35 33,000 0.05 0.10 200 19500.00 40 320.10 324.00 40 306.30 324.90 - 251,040 -785,600 185,400
429,320 160,400 163,059 - 0.10 -123.40 800 0.10 0.15 1,040 19600.00 160 397.65 403.00 400 365.25 403.00 - 270,859 -530,920 48,120
626,040 111,440 269,387 - 0.05 -59.50 44,200 0.05 0.15 1,840 19700.00 40 519.05 525.00 840 448.15 519.00 - 218,569 -199,640 98,400
944,160 291,560 287,121 - 0.15 -23.20 6,440 0.05 0.15 2,600 19800.00 40 621.05 627.80 40 491.50 625.00 - 98,068 -137,600 125,520
597,560 217,040 216,379 - 0.05 -8.65 - - 0.05 1,960 19900.00 160 721.00 725.00 280 507.10 724.00 - 16,445 -33,760 41,360
954,800 -24,760 223,753 - 0.10 -3.90 1,880 0.05 0.10 1,400 20000.00 80 823.00 826.00 680 516.10 822.00 - 10,223 -99,880 228,520
383,560 -13,440 29,191 - 0.10 -2.05 29,600 0.05 0.10 680 20100.00 80 915.00 930.30 200 505.45 915.10 - 2,574 -4,120 120,000
352,480 -15,160 7,433 - 0.05 -1.30 - - 0.10 1,320 20200.00 120 1,012.00 1,027.90 80 481.40 1,013.00 - 1,165 -3,000 58,560
160,120 -28,280 3,075 - 0.15 -0.85 2,920 0.05 0.15 80 20300.00 200 1,114.00 1,127.90 160 534.15 1,125.00 - 536 -6,400 14,240
165,320 -3,480 1,128 - 0.10 -0.85 8,360 0.05 0.15 2,200 20400.00 40 1,210.00 1,227.55 200 514.05 1,215.00 - 218 -80 13,320
657,920 -61,240 4,810 - 0.10 -0.75 40 0.10 0.15 640 20500.00 40 1,315.05 1,327.55 200 509.55 1,327.45 - 948 -2,280 69,680
197,360 920 487 - 0.15 -0.60 120 0.05 0.15 1,040 20600.00 640 1,415.00 1,435.55 200 536.45 1,437.00 - 106 -120 14,120
105,160 -6,440 808 - 0.05 -0.70 6,080 0.05 0.15 1,040 20700.00 120 1,445.05 1,520.00 120 425.35 1,430.00 - 19 -280 2,000
64,200 -4,440 415 - 0.10 -0.65 600 0.10 0.15 1,160 20800.00 40 1,586.05 1,609.50 80 294.95 1,395.00 - 17 -80 1,120
29,000 -1,280 151 - 0.15 -0.60 1,160 0.10 0.15 280 20900.00 40 1,362.85 1,843.10 40 -121.95 1,162.60 - 4 -120 760
329,600 -18,880 2,649 - 0.05 -0.55 31,480 0.05 0.15 920 21000.00 80 1,787.30 1,827.00 80 519.60 1,830.00 - 679 -22,080 7,400
16,160 -680 138 - 0.05 -0.35 1,160 0.05 0.10 40 21100.00 120 1,780.80 2,061.35 120 - - - - - -
11,560 -1,120 54 - 0.05 -0.80 2,200 0.05 0.15 2,000 21200.00 120 1,731.15 2,161.45 120 - - - - - -
5,280 -80 11,002 - 0.05 -0.65 600 0.05 0.10 80 21300.00 120 1,830.75 2,300.65 120 - - - - - -
3,400 -80 82 - 0.05 -0.55 - - 0.10 1,000 21400.00 120 2,056.10 2,401.40 960 379.90 1,875.90 - 1 -40 -
56,040 40 832 - 0.05 -0.35 40 0.10 0.15 1,440 21500.00 40 2,267.80 2,427.20 40 435.85 2,340.00 - 64 -1,040 1,520
80 - - - 2.05 - - - 0.60 960 21600.00 400 1,885.00 2,830.00 40 - - - - - -
800 - - - 10.00 - 200 0.05 0.75 960 21700.00 400 1,985.00 2,930.00 40 - - - - - -
- - - - - - - - 0.75 960 21800.00 400 2,085.00 3,030.00 40 - - - - - -
- - - - - - - - 0.75 960 21900.00 400 2,185.00 3,130.00 40 - - - - - -
39,200 320 289 - 0.70 0.20 - - 0.50 2,480 22000.00 40 2,785.00 2,927.90 40 376.65 2,824.65 - 4 -120 720
Total 7,549,840 1,673,644 1,770,631 3,732,480 Total

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



  •  Highlighted options are in-the-money.