Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 19190.05  As on Aug 26, 2016 15:30:39 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 2,711.00 - - 15800.00 - - 2.90 1,000 - - - - - -
- - - - - - 1,200 2,609.70 - - 15900.00 - - - - - - - - - -
- - - - - - 1,200 2,508.85 - - 16000.00 - - 1.25 1,000 - - - - - -
- - - - - - 1,200 2,408.10 - - 16100.00 - - - - - - - - - -
- - - - - - 1,200 2,307.20 - - 16200.00 - - - - - - - - - -
- - - - - - 1,200 2,206.35 - - 16300.00 - - 2.85 1,000 - - - - - -
- - - - - - 1,200 2,105.45 - - 16400.00 - - - - - - - - - -
- - - - - - 1,200 2,004.60 - - 16500.00 40 0.25 1.05 2,400 -99.70 2.00 47.18 1 40 40
- - - - - - 1,200 1,903.75 - - 16600.00 - - - - - - - - - -
- - - - - - 1,200 1,802.95 - - 16700.00 - - - - - - - - - -
- - - - - - 1,200 1,702.10 - - 16800.00 - - - - - - - - - -
- - - - - - 1,200 1,601.20 - - 16900.00 - - - - - - - - - -
- - - - - - 80 2,104.10 2,476.25 80 17000.00 2,400 0.05 1.45 800 - - - - - -
- - - - - - 1,200 1,399.50 - - 17100.00 - - - - - - - - - -
- - - - - - 1,200 1,298.60 - - 17200.00 - - - - - - - - - -
- - - - - - 1,200 1,197.75 - - 17300.00 - - - - - - - - - -
- - - - - - 1,200 1,096.90 - - 17400.00 - - - - - - - - - -
- - - - - - 80 1,604.60 - - 17500.00 800 0.50 2.00 2,400 - - - - - -
- - - - - - 1,200 916.00 - - 17600.00 - - - - - - - - - -
- - - - - - 80 1,436.75 - - 17700.00 - - 2.95 200 - - - - - -
- - - - - - 80 1,329.85 - - 17800.00 - - 2.95 200 - - - - - -
- - - - - - 80 1,204.15 - - 17900.00 - - 2.95 200 - - - - - -
40 - - - 1,370.00 - 1,200 615.50 - - 18000.00 280 1.10 1.20 760 -0.80 1.20 20.98 766 24,280 25,560
- - - - - - 80 1,005.55 - - 18100.00 40 0.45 2.50 600 - - - - - -
- - - - - - 80 905.15 - - 18200.00 200 1.05 2.50 80 -645.40 1.95 18.97 5 200 200
- - - - - - 80 805.55 - - 18300.00 80 2.40 3.50 600 -699.75 1.40 16.57 326 5,680 5,680
80 - - - 990.00 - 1,200 205.50 - - 18400.00 40 2.20 3.00 40 0.50 3.00 16.65 443 9,960 12,440
40 - 2 24.19 751.00 -17.50 40 690.05 770.20 40 18500.00 160 5.00 5.20 80 1.15 5.00 16.19 7,896 110,960 169,800
- - - - - - 80 551.05 - - 18600.00 40 6.95 7.60 800 1.90 7.60 15.47 4,950 40,800 49,080
200 - - - 726.25 - 40 351.05 682.40 80 18700.00 40 10.60 11.55 160 4.05 11.10 14.59 13,523 69,920 96,120
280 160 21 11.15 428.00 -80.35 80 379.60 534.75 1,000 18800.00 40 16.00 16.95 200 7.00 17.00 13.83 27,635 91,840 118,000
1,240 1,000 53 14.96 359.10 -68.90 40 352.50 375.25 40 18900.00 200 24.35 26.30 480 9.55 24.35 12.75 34,068 93,680 140,040
26,200 13,000 2,506 14.55 279.20 -66.00 120 275.35 280.05 80 19000.00 80 40.45 41.00 400 17.20 41.00 12.37 81,601 165,480 435,120
4,120 3,320 997 14.46 210.40 -40.30 120 205.05 210.40 40 19100.00 120 64.05 65.00 40 25.80 64.50 11.77 59,381 113,080 188,480
77,800 67,560 15,596 13.96 148.00 -56.75 80 147.00 149.95 40 19200.00 40 99.00 100.85 200 34.90 100.85 11.35 65,219 -86,360 234,200
136,880 83,600 51,040 13.78 100.00 -40.70 80 98.35 100.00 200 19300.00 160 148.50 150.00 320 44.70 149.70 10.78 42,724 -40,320 95,720
282,280 158,520 64,222 13.55 63.00 -32.75 360 63.00 63.50 80 19400.00 80 207.40 212.65 40 52.80 207.50 9.37 11,783 -38,040 30,360
364,240 5,200 79,555 13.48 37.95 -21.75 40 37.65 37.95 840 19500.00 80 277.00 289.00 40 67.05 284.25 7.75 2,526 -1,160 17,080
180,120 91,520 46,653 13.34 21.00 -15.75 40 20.60 21.50 160 19600.00 40 348.00 379.00 40 67.50 353.60 - 290 1,520 4,520
160,560 72,360 29,337 13.19 10.70 -12.10 560 10.30 10.50 40 19700.00 40 435.00 467.45 40 57.50 444.70 - 80 -40 1,520
120,920 53,400 17,454 12.93 4.75 -9.20 160 4.50 4.75 480 19800.00 80 479.50 614.55 40 - - - - - -
118,040 88,880 10,715 12.66 1.85 -7.15 800 1.85 1.90 360 19900.00 80 564.50 - - - - - - - -
213,840 108,640 19,966 13.75 1.45 -4.60 1,280 1.35 1.50 480 20000.00 40 731.45 756.35 40 165.10 812.10 25.53 15 280 1,800
15,440 14,520 808 14.05 0.75 -3.15 320 0.75 1.00 120 20100.00 80 704.10 999.45 80 -510.25 910.00 27.35 1 40 40
6,160 -15,600 2,363 14.89 0.55 -1.15 1,640 0.40 0.65 80 20200.00 80 720.75 - - - - - - - -
40 - 3 16.63 0.70 -34.30 40 0.25 0.80 80 20300.00 80 822.60 - - - - - - - -
- - 24 17.33 0.50 -151.35 200 0.45 0.80 200 20400.00 80 908.25 - - - - - - - -
1,280 960 167 17.39 0.25 -1.50 2,440 0.30 0.55 40 20500.00 80 1,008.35 - - - - - - - -
- - - - - - - - 1.50 600 20600.00 80 1,108.00 - - - - - - - -
- - - - - - - - 2.90 1,000 20700.00 80 1,208.00 - - - - - - - -
- - - - - - - - - - 20800.00 1,200 666.00 - - - - - - - -
- - - - - - - - - - 20900.00 1,200 766.00 - - - - - - - -
- - - - - - - - 1.00 2,000 21000.00 80 1,508.00 1,904.15 80 - - - - - -
Total 1,709,800 341,482 353,233 1,625,800 Total

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



  •  Highlighted options are in-the-money.