Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 23227.30  As on Jun 29, 2017 15:30:30 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
800 -13,240 332 - 3,416.95 -25.35 520 3,390.55 3,419.95 760 19800.00 3,840 0.05 0.10 2,400 -0.75 0.05 - 31 -520 9,480
- - - - - - 40 3,225.65 3,462.60 40 19900.00 40 0.05 0.20 800 - - - - - -
1,600 -68,880 1,789 - 3,225.00 16.05 480 3,190.50 3,219.80 40 20000.00 5,080 0.05 0.10 2,440 -0.55 0.05 - 483 -2,480 18,560
- - - - - - 40 3,025.65 3,253.00 40 20100.00 40 0.05 0.95 2,000 - - - - - -
40 - - - 2,912.90 - 40 2,915.65 3,183.60 40 20200.00 40 0.05 0.75 2,000 - 0.10 - - - 40
- - - - - - 40 2,825.65 3,053.30 40 20300.00 40 0.05 0.95 2,000 - - - - - -
- - - - - - 40 2,774.25 2,953.35 40 20400.00 40 0.05 1.00 800 - - - - - -
120 -7,920 207 - 2,730.00 -6.75 40 2,690.60 2,719.80 120 20500.00 4,120 0.05 0.10 2,400 -0.70 0.10 - 180 2,160 25,320
40 - - - 2,220.00 - 480 2,550.00 2,753.85 440 20600.00 40 0.05 1.45 800 - 11.00 - - - 40
- - - - - - 440 2,416.65 2,653.05 440 20700.00 40 0.05 0.65 800 - - - - - -
- - - - - - 40 2,325.65 2,553.80 40 20800.00 40 0.05 0.10 40 - - - - - -
40 -2,280 58 - 2,535.00 147.90 1,040 2,215.60 2,452.65 40 20900.00 600 0.05 0.20 2,040 -1.00 1.00 - 17 40 1,960
2,240 -12,840 392 - 2,220.00 -2.50 40 2,210.00 2,219.80 40 21000.00 12,240 0.05 0.10 1,840 -0.75 0.10 - 713 2,760 108,680
- - - - - - 40 2,028.55 2,247.70 40 21100.00 40 0.05 0.30 2,000 - - - - - -
- - - - - - 40 1,915.65 2,151.70 40 21200.00 - - 0.20 2,000 -1.75 0.05 - 2 - 40
- - - - - - 40 1,825.65 2,047.55 40 21300.00 680 0.05 0.25 1,840 -2.65 0.35 - 45 640 2,160
- - - - - - 40 1,716.15 1,947.65 40 21400.00 200 0.05 0.20 40 -1.75 0.25 - 20 400 3,000
520 -12,520 353 - 1,719.90 16.15 40 1,691.20 1,719.80 40 21500.00 2,520 0.05 0.10 1,200 -0.80 0.05 - 565 -7,720 48,160
80 -160 5 - 1,760.00 -24.35 40 1,548.15 1,713.65 40 21600.00 1,760 0.05 0.10 1,640 -1.40 0.10 - 92 -920 15,040
40 -160 7 - 1,511.00 150.00 40 1,471.65 1,664.50 1,560 21700.00 2,000 0.05 0.10 2,000 -1.55 0.15 - 171 -1,320 14,400
120 -200 10 - 1,395.45 389.40 40 1,325.65 1,563.30 80 21800.00 960 0.05 0.10 4,000 -1.00 0.05 - 188 -200 9,680
360 - - - 1,234.85 - 40 1,249.20 1,429.55 40 21900.00 8,960 0.05 0.10 1,280 -1.70 0.10 - 493 -1,760 18,360
1,240 -31,160 989 - 1,222.00 4.95 40 1,212.00 1,219.80 40 22000.00 21,200 0.05 0.10 2,040 -1.25 0.05 - 5,693 -47,520 463,960
160 -560 20 - 1,096.15 -18.55 40 1,086.50 1,233.60 80 22100.00 8,080 0.05 0.10 1,800 -1.45 0.05 - 805 -5,200 41,000
160 -160 25 - 1,050.00 14.55 40 982.00 1,032.75 80 22200.00 5,200 0.05 0.10 3,400 -1.50 0.05 - 1,796 -27,680 45,840
80 -840 28 - 900.00 -28.45 40 818.20 1,011.00 440 22300.00 800 0.05 0.10 1,560 -2.10 0.05 - 2,550 -16,600 40,840
120 - 1 - 927.10 -230.80 440 766.30 832.95 40 22400.00 8,640 0.05 0.10 1,800 -2.40 0.05 - 4,645 -22,760 122,320
1,960 -42,760 1,424 - 705.00 -68.80 200 692.20 730.60 120 22500.00 2,840 0.05 0.10 3,000 -3.20 0.10 - 23,940 -141,600 550,000
1,080 -1,000 45 - 610.05 -3.95 40 610.05 634.00 400 22600.00 560 0.05 0.10 2,520 -4.00 0.05 - 21,611 -47,160 172,480
1,280 -5,960 171 - 511.00 -24.70 600 511.00 511.05 320 22700.00 760 0.05 0.10 3,800 -5.50 0.10 - 46,306 -67,960 191,280
2,000 -2,520 216 - 431.55 4.00 440 427.00 432.85 1,000 22800.00 - - 0.05 1,040 -7.45 0.05 - 93,247 -85,320 300,440
3,960 -4,440 280 - 330.00 5.75 360 296.00 330.00 160 22900.00 80 0.05 0.10 3,800 -11.55 0.05 - 184,246 -112,360 354,160
39,080 -161,360 16,062 - 233.80 -11.95 2,360 226.10 233.00 1,000 23000.00 32,080 0.05 0.10 2,720 -20.20 0.10 - 473,162 141,720 1,391,280
12,360 -93,800 61,066 - 108.00 -51.35 40 110.00 115.00 400 23100.00 55,200 0.05 0.10 3,960 -35.60 0.10 - 542,338 433,200 959,080
40,440 -356,480 350,180 - 23.00 -72.95 1,600 22.75 23.00 40 23200.00 - - 0.05 18,200 -62.85 0.05 - 772,713 176,840 731,480
914,480 345,320 555,860 - 0.05 -51.75 - - 0.05 10,200 23300.00 1,360 40.50 48.00 560 -74.70 40.50 - 535,923 -140,440 84,440
985,360 350,800 656,219 - 0.05 -25.55 23,600 0.05 0.10 1,240 23400.00 40 169.40 170.10 2,400 -7.55 170.85 - 253,515 -207,120 47,120
1,445,880 263,000 713,142 - 0.05 -12.95 - - 0.05 400 23500.00 40 240.00 254.50 80 -13.90 252.25 - 113,670 -852,200 35,320
892,280 204,240 505,987 - 0.05 -7.00 2,360 0.05 0.10 8,520 23600.00 320 336.90 350.90 440 -21.90 336.90 - 13,030 -42,920 19,000
996,080 132,520 396,603 - 0.05 -4.30 11,800 0.05 0.10 17,760 23700.00 120 445.00 454.90 1,960 -10.15 445.00 - 4,789 -59,120 17,800
612,360 -87,360 224,306 - 0.05 -3.00 92,600 0.05 0.10 9,280 23800.00 40 560.00 565.00 480 6.05 552.00 - 2,524 -38,000 4,800
399,760 -33,760 67,682 - 0.10 -2.15 680 0.10 0.15 6,480 23900.00 880 672.00 680.00 240 16.55 672.40 - 499 -3,960 11,080
869,680 -163,120 71,309 - 0.05 -1.70 80 0.05 0.10 12,960 24000.00 680 760.00 769.50 40 11.60 765.70 - 1,788 -48,640 24,720
144,480 -29,760 12,171 - 0.05 -1.35 1,000 0.05 0.10 3,600 24100.00 40 801.30 900.20 40 5.90 852.00 - 64 -2,360 80
144,000 -34,520 7,212 - 0.10 -1.10 7,320 0.05 0.10 5,960 24200.00 40 913.15 1,031.40 80 38.95 974.05 - 9 -280 200
108,760 1,760 3,417 - 0.05 -0.90 - - 0.10 5,200 24300.00 40 966.85 1,094.40 40 4.50 1,089.70 - 10 -320 -
72,960 -480 1,097 - 0.10 -0.90 3,680 0.05 0.10 840 24400.00 40 1,095.65 1,231.55 40 - - - - - -
183,520 -51,040 3,734 - 0.10 -0.75 1,240 0.05 0.10 8,000 24500.00 480 1,235.20 1,280.60 40 -9.55 1,240.30 - 299 -6,280 880
17,800 -3,840 483 - 0.15 -0.55 720 0.05 0.10 2,000 24600.00 40 1,266.85 1,514.45 40 - - - - - -
8,920 -4,360 280 - 0.10 -0.70 240 0.05 0.10 760 24700.00 40 1,407.05 1,572.05 40 - - - - - -
1,840 -40 31 - 0.05 -0.50 - - 0.05 120 24800.00 40 1,532.05 1,582.55 40 - 1,522.30 - - - 40
3,560 600 98 - 0.05 -0.45 - - 0.10 2,480 24900.00 40 1,566.85 1,771.90 40 - - - - - -
41,640 -8,280 656 - 0.05 -0.55 - - 0.05 2,960 25000.00 40 1,735.25 1,800.25 40 51.20 1,785.00 - 142 -3,440 800
- - - - - - 40 0.05 0.10 2,400 25100.00 440 1,795.60 1,962.20 440 - - - - - -
- - 69,080 - 0.10 -0.30 - - 0.15 2,040 25200.00 40 1,925.00 2,052.90 480 - - - - - -
600 560 33 - 0.10 -1.90 - - 0.10 1,880 25300.00 1,040 1,966.80 2,172.10 440 383.65 1,920.00 - 28 560 560
Total 7,953,880 3,723,060 3,102,342 5,885,920 Total

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



  •  Highlighted options are in-the-money.