Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 24153.75  As on Aug 21, 2017 12:02:23 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
- - - - - - - - - - 21600.00 2,000 0.05 1.35 320 - - - - - -
- - - - - - - - - - 21700.00 2,000 0.05 3.00 2,400 - - - - - -
- - - - - - - - - - 21800.00 2,000 0.05 3.00 2,400 - - - - - -
- - - - - - - - - - 21900.00 40 0.20 2.70 2,000 - - - - - 400
600 - - - - - 40 2,119.80 2,146.65 40 22000.00 400 0.85 1.35 120 -0.90 1.40 40.24 81 -1,920 22,520
- - - - - - - - - - 22100.00 2,000 0.05 - - - - - - - -
- - - - - - - - - - 22200.00 4,000 0.05 2.85 280 - - - - - -
- - - - - - 40 862.55 - - 22300.00 2,000 0.05 2.85 280 - - - - - -
- - - - - - 40 762.70 - - 22400.00 2,000 0.05 2.85 200 - - - - - -
1,120 - - - - - 40 1,614.20 1,640.10 40 22500.00 1,000 1.85 2.00 1,440 -3.15 1.80 32.43 2,047 17,280 247,000
- - - - - - 40 1,364.50 - - 22600.00 2,000 1.75 2.45 800 -4.30 2.20 31.40 82 -520 400
- - - - - - 40 1,213.10 - - 22700.00 1,440 2.05 2.90 1,880 -3.05 2.90 30.66 61 1,040 1,960
- - - - - - 40 1,171.00 - - 22800.00 1,440 3.10 3.25 120 -4.05 3.25 29.53 288 7,200 9,400
- - - - - - 40 1,051.15 - - 22900.00 160 3.85 4.00 1,960 -6.45 4.00 28.34 2,416 7,880 109,160
- - 4 - 1,135.00 -0.25 40 1,118.95 1,158.85 40 23000.00 120 5.10 5.25 120 -7.50 5.25 27.60 13,204 60,120 413,320
- - - - - - 40 1,020.65 1,063.90 40 23100.00 120 6.55 6.85 200 -9.35 6.70 26.67 5,484 -32,040 38,240
40 - - - - - 40 925.75 960.25 40 23200.00 200 8.65 8.90 40 -10.95 8.90 25.87 6,811 7,600 67,200
- - - - - - 40 826.35 869.40 40 23300.00 80 11.55 11.65 480 -15.00 11.55 24.92 14,509 71,760 135,880
40 -40 1 37.72 830.00 120.60 40 730.65 767.05 40 23400.00 80 15.75 15.85 600 -18.25 15.80 24.08 17,979 26,760 117,200
2,480 -360 22 - 652.00 43.00 40 644.05 665.35 40 23500.00 120 21.60 21.70 160 -23.35 21.60 23.43 35,289 157,520 411,840
2,400 -640 19 20.82 576.30 49.15 40 553.15 574.95 40 23600.00 40 30.00 30.25 280 -28.15 30.00 22.74 26,651 118,360 302,400
7,400 -280 26 20.57 488.55 42.95 40 465.50 488.75 40 23700.00 40 41.70 41.90 80 -33.50 41.85 22.15 38,247 85,920 231,480
4,040 -1,040 111 20.62 407.60 34.75 800 395.10 406.95 40 23800.00 120 57.65 58.05 40 -39.90 58.10 21.57 53,770 89,440 333,960
12,840 2,400 785 17.43 320.00 17.80 40 318.00 325.15 40 23900.00 40 78.90 79.30 160 -46.05 79.20 20.85 44,350 96,280 252,920
306,560 -3,800 11,335 17.88 251.15 15.75 40 250.30 252.90 40 24000.00 40 107.90 108.45 40 -51.45 108.00 20.34 68,997 135,000 477,320
164,840 37,120 18,798 18.35 191.00 11.70 120 191.00 192.20 40 24100.00 120 142.55 143.65 160 -56.95 143.25 19.65 40,721 146,840 227,400
363,160 108,760 39,094 18.25 139.10 7.30 120 139.75 140.85 40 24200.00 120 186.45 188.20 40 -62.50 187.25 19.37 30,986 130,640 234,920
472,360 142,600 64,725 18.11 98.45 4.40 40 98.40 99.00 40 24300.00 40 245.30 248.45 40 -63.45 246.05 18.93 7,347 8,640 147,680
391,000 136,400 60,075 18.06 66.05 0.55 120 66.05 66.40 40 24400.00 40 304.65 311.40 40 -62.70 312.95 18.94 1,560 1,920 45,560
774,800 157,320 60,879 17.96 42.60 -1.65 120 42.35 42.55 40 24500.00 600 374.30 383.35 40 -80.95 374.30 17.48 1,154 -3,960 44,400
456,000 131,520 38,620 17.88 26.45 -2.05 160 26.30 26.45 400 24600.00 40 455.80 479.65 40 -110.85 445.65 - 61 720 13,160
472,760 151,000 29,377 17.82 15.70 -2.20 40 15.50 15.65 280 24700.00 40 545.95 573.75 40 -119.90 509.90 - 9 -120 3,280
305,320 52,680 24,082 18.03 9.35 -2.50 240 9.25 9.35 840 24800.00 40 637.80 654.85 40 -74.95 650.00 15.08 27 120 2,400
165,320 57,600 15,802 18.57 5.90 -2.15 480 5.90 6.00 480 24900.00 40 732.55 752.85 200 -53.95 752.30 18.58 2 - 2,360
565,720 17,120 16,801 19.46 4.15 -1.60 360 4.15 4.20 3,080 25000.00 40 833.55 851.60 40 -198.25 770.35 - 1 - 7,280
164,280 25,320 4,129 20.19 2.95 -1.10 360 2.95 3.10 1,440 25100.00 40 931.05 964.20 40 - - - - - 80
90,440 3,000 2,794 21.19 2.30 -0.90 720 2.20 2.30 40 25200.00 40 1,027.40 1,068.65 40 - - - - - -
24,960 -1,200 515 22.21 1.85 -0.85 360 1.75 1.95 520 25300.00 40 1,126.45 1,168.00 40 - - - - - -
9,160 -1,520 160 23.31 1.50 -0.65 560 1.45 2.70 2,000 25400.00 40 1,228.85 1,268.80 40 - - - - - -
140,560 -1,960 548 24.47 1.50 -0.45 2,320 1.30 1.50 960 25500.00 40 1,328.20 1,367.35 40 - - - - - -
2,160 960 118 22.35 0.30 -1.65 2,000 0.35 0.80 200 25600.00 40 1,168.40 - - - - - - - -
1,240 560 22 24.88 0.50 -0.85 200 0.25 0.80 40 25700.00 40 1,264.30 - - - - - - - -
- - - - - - 2,000 0.05 1.95 400 25800.00 40 1,391.70 - - - - - - - -
- - - - - - 2,000 0.05 2.50 2,000 25900.00 4,000 900.00 - - - - - - - -
14,880 1,080 62 27.68 0.65 -0.15 40 0.30 0.65 840 26000.00 4,000 1,000.00 - - - - - - - -
- - - - - - 2,000 0.05 3.05 2,000 26100.00 4,000 1,100.00 - - - - - - - -
- - - - - - 2,000 0.05 2.35 2,000 26200.00 4,000 1,200.00 - - - - - - - -
- - - - - - 2,000 0.05 2.35 2,000 26300.00 4,000 1,300.00 - - - - - - - -
- - - - - - 2,000 0.05 2.20 2,000 26400.00 4,000 1,400.00 - - - - - - - -
- - - - - - 2,000 0.05 1.85 2,000 26500.00 4,000 1,500.00 - - - - - - - -
- - - - - - 2,000 0.05 2.65 2,000 26600.00 - - - - - - - - - -
40 40 28,983 38.31 0.50 -0.10 40 0.45 0.55 40 26700.00 - - - - - - - - - -
Total 4,916,520 417,887 412,134 3,901,120 Total

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



  •  Highlighted options are in-the-money.