Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 18953.15  As on Jul 29, 2016 15:30:45 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 2,456.00 - - 15800.00 40 2.90 3.00 800 -43.25 0.05 40.76 2 - -
- - - - - - 1,200 2,352.00 - - 15900.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 2,253.00 3,100.00 40 16000.00 - - 1.45 800 - - - - - -
- - - - - - 1,200 2,157.00 - - 16100.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 2,060.00 - - 16200.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 1,955.00 - - 16300.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 1,858.00 - - 16400.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 1,751.00 - - 16500.00 - - 1.00 2,000 - - - - - -
- - - - - - 1,200 1,657.00 - - 16600.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 1,552.00 - - 16700.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 1,462.00 - - 16800.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 1,357.00 - - 16900.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 1,261.00 - - 17000.00 4,280 0.10 1.00 2,760 -353.55 0.95 32.56 158 5,520 5,520
- - - - - - 1,200 1,155.00 - - 17100.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 1,052.00 - - 17200.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 958.00 - - 17300.00 - - 3.00 800 - - - - - -
- - - - - - 1,200 855.00 - - 17400.00 960 0.05 3.00 800 - - - - - -
- - - - - - 1,200 757.00 - - 17500.00 640 0.65 1.65 1,280 -548.80 1.45 26.00 704 27,160 27,160
- - - - - - 1,200 662.00 - - 17600.00 1,000 0.30 2.00 600 - - - - - -
- - - - - - 1,200 555.00 - - 17700.00 1,000 0.30 2.00 600 - - - - - -
- - - - - - 1,200 458.00 - - 17800.00 1,000 0.30 2.50 40 - - - - - -
- - - - - - 1,200 371.00 - - 17900.00 1,000 0.60 2.50 40 - - - - - -
200 - - - 1,000.00 - 1,200 405.50 - - 18000.00 120 1.80 2.00 200 -3.25 1.80 18.39 4,887 105,960 129,320
- - - - - - 1,200 207.00 - - 18100.00 960 2.10 2.40 2,360 -857.40 2.10 17.07 1,017 27,160 27,160
- - - - - - 1,200 263.00 - - 18200.00 600 3.65 4.40 40 -914.40 4.40 17.22 318 5,520 5,520
- - - - - - 1,200 107.00 - - 18300.00 120 7.60 8.40 80 -5.70 8.30 17.25 2,763 18,680 18,720
40 - - - 700.00 - 1,200 66.00 1,499.00 200 18400.00 80 10.00 14.50 40 -1.35 13.50 16.91 4,262 33,680 34,480
2,120 680 84 18.49 514.55 -91.40 40 494.20 515.35 40 18500.00 40 19.35 20.35 360 0.20 20.00 16.22 35,841 11,040 180,960
280 200 10 19.37 437.45 -132.55 1,000 353.70 547.40 1,000 18600.00 200 29.00 31.20 80 2.40 29.00 15.43 21,125 47,520 66,520
5,560 1,000 95 16.96 342.90 -70.60 40 325.40 342.85 80 18700.00 40 42.20 44.50 520 8.05 42.50 14.69 30,513 6,080 105,320
4,920 3,360 403 16.97 271.95 -68.65 80 251.80 271.95 40 18800.00 280 62.60 63.50 120 14.25 63.50 14.12 35,346 134,440 236,480
10,680 7,880 909 15.79 198.50 -79.60 40 198.00 201.00 40 18900.00 280 95.50 97.80 40 27.15 97.80 14.04 32,837 122,200 140,480
163,360 87,160 29,653 16.36 151.00 -58.65 40 147.10 151.00 640 19000.00 40 141.00 143.00 1,160 43.15 143.00 13.92 39,031 -17,840 204,120
133,920 107,000 28,593 16.26 107.00 -55.15 1,000 106.00 109.50 80 19100.00 80 183.25 201.95 80 56.25 201.35 13.97 8,127 18,200 48,600
178,560 120,240 35,989 16.37 74.50 -47.15 40 74.00 76.50 40 19200.00 80 258.95 276.30 80 57.10 259.75 12.65 1,139 9,960 11,640
131,640 103,200 30,799 16.49 50.30 -39.25 360 50.00 51.50 120 19300.00 40 305.00 346.35 40 -1,257.55 330.40 10.83 96 800 800
128,280 111,880 25,773 16.63 33.00 -31.85 160 33.00 33.90 40 19400.00 40 388.00 428.80 40 -1,014.05 441.75 15.52 1 40 40
400,960 205,760 48,187 16.95 21.85 -23.15 200 20.80 22.70 40 19500.00 40 494.90 515.60 40 79.20 503.60 - 157 1,480 7,600
63,200 53,000 8,264 16.62 12.10 -18.30 120 12.10 13.25 40 19600.00 40 301.00 - - - - - - - -
75,280 74,040 6,596 16.68 7.00 -12.05 4,800 6.60 7.20 2,200 19700.00 40 401.00 - - - - - - - -
43,760 43,720 2,461 16.29 3.30 -21.20 200 3.10 3.30 280 19800.00 40 501.00 - - - - - - - -
93,320 93,160 6,515 16.30 1.70 -19.00 560 1.65 1.70 560 19900.00 40 601.00 - - - - - - - -
183,600 132,840 7,105 17.51 1.50 -3.50 2,640 1.50 1.60 3,080 20000.00 160 950.00 980.00 40 -570.30 980.00 - 9 280 280
8,000 8,000 1,157 17.94 0.95 -46.15 80 1.00 1.35 1,200 20100.00 1,200 212.00 - - - - - - - -
- - - - - - 400 0.25 1.70 600 20200.00 1,200 282.00 - - - - - - - -
2,000 - 1 21.71 1.45 0.95 1,000 0.65 1.25 560 20300.00 1,200 377.00 - - - - - - - -
- - - - - - 2,000 0.15 1.70 800 20400.00 1,200 475.00 - - - - - - - -
1,000 - 10 23.18 0.90 -0.10 1,000 0.15 3.45 800 20500.00 1,200 578.00 - - - - - - - -
- - - - - - 2,000 0.05 2.45 800 20600.00 1,200 681.00 - - - - - - - -
- - - - - - 2,000 0.05 2.90 800 20700.00 1,200 775.00 - - - - - - - -
Total 1,630,680 232,604 218,333 1,250,720 Total

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



  •  Highlighted options are in-the-money.