Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 24009.75  As on Oct 19, 2017 19:30:41 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
35,080 -40 1 - 1,700.00 -466.20 40 1,653.55 1,830.00 40 22200.00 40 3.55 5.50 120 2.90 4.95 27.05 523 9,000 59,680
59,440 -3,520 274 - 1,609.90 -418.70 400 1,575.00 1,755.65 1,040 22300.00 40 5.00 6.25 40 3.60 6.25 26.64 406 5,120 65,360
- - - - - - 40 1,410.90 1,625.10 40 22400.00 400 5.00 6.15 200 1.10 5.00 24.46 47 1,360 10,640
37,400 - - - 1,846.90 - 40 1,359.00 1,566.20 1,040 22500.00 40 8.20 9.90 520 6.40 9.90 25.81 2,769 31,400 186,200
- - - - - - 1,240 1,141.85 - - 22600.00 440 8.35 8.95 400 4.35 8.35 23.68 104 2,360 6,000
- - - - - - - - 2,205.00 400 22700.00 3,680 6.85 - - - 3.85 - - - 4,400
- - - - - - 1,320 936.50 1,284.90 1,240 22800.00 40 13.00 16.50 200 6.55 13.00 22.62 223 6,120 23,440
- - - - - - 40 897.15 1,142.50 40 22900.00 40 15.55 23.00 40 12.40 19.00 22.83 374 6,000 17,840
45,760 400 67 - 908.05 -448.80 40 895.00 938.95 40 23000.00 400 26.75 26.80 200 18.60 26.65 22.95 13,860 186,200 706,160
560 - - - 1,658.00 - 40 679.75 939.95 40 23100.00 160 26.00 29.00 80 20.05 29.00 21.71 1,905 15,360 30,720
1,280 40 1 28.88 947.90 -184.05 40 585.35 868.95 40 23200.00 40 33.00 41.00 880 29.40 40.00 21.81 3,345 60,680 94,960
40 - - - 1,097.90 - 40 524.25 767.00 40 23300.00 80 50.00 58.00 40 41.75 54.00 21.91 3,649 41,320 68,920
200 40 1 34.30 849.95 12.20 2,000 125.00 - - 23400.00 120 67.70 72.00 600 55.15 70.90 21.93 5,087 39,240 79,400
182,880 -2,120 279 - 474.00 -386.10 200 470.00 475.00 80 23500.00 840 91.00 92.00 80 72.40 91.00 21.90 30,233 -45,160 932,880
4,040 3,040 82 - 412.00 -396.30 40 341.65 411.95 40 23600.00 40 95.05 114.05 120 90.85 114.05 21.75 13,710 37,640 85,760
4,120 640 36 - 311.20 -347.65 40 276.35 350.55 40 23700.00 120 129.45 136.90 1,760 107.90 136.90 21.21 14,564 20,560 94,800
8,800 2,960 221 - 246.95 -361.60 40 235.00 260.00 40 23800.00 640 169.00 169.95 40 131.30 169.55 21.13 21,707 46,320 160,880
54,920 45,640 2,303 5.98 180.00 -332.45 800 171.00 180.00 1,400 23900.00 40 200.10 207.95 160 151.25 200.15 20.49 21,139 8,760 117,240
471,240 225,600 14,696 7.91 135.00 -292.25 800 135.00 141.10 240 24000.00 40 255.00 257.40 440 189.35 254.85 21.27 56,668 -60,680 1,448,520
163,440 147,760 11,772 8.58 93.25 -260.20 80 93.25 94.90 360 24100.00 40 300.50 305.00 40 221.80 305.00 21.27 21,882 37,560 176,360
297,000 210,040 23,812 9.19 63.50 -208.45 40 61.10 64.00 240 24200.00 80 353.20 370.00 160 256.95 366.00 21.68 17,340 -13,200 130,360
319,160 163,600 28,198 9.71 42.50 -160.95 120 42.15 42.50 40 24300.00 80 439.00 449.75 40 299.65 439.00 22.62 8,534 -39,080 141,800
457,760 206,760 33,757 10.18 28.00 -126.20 480 27.60 28.00 1,480 24400.00 40 522.70 535.00 40 331.85 517.10 23.66 5,849 -37,760 171,280
1,363,520 494,520 60,414 10.27 16.15 -93.25 480 15.75 16.90 1,240 24500.00 40 602.25 612.35 40 376.65 610.00 25.69 12,090 73,200 1,719,800
405,160 180,080 28,095 10.86 11.00 -63.60 160 9.00 11.00 240 24600.00 40 690.45 698.00 440 403.45 698.00 27.12 1,429 -3,800 105,800
513,440 174,320 32,800 11.33 7.25 -43.70 480 7.25 7.90 440 24700.00 40 782.35 821.65 40 428.80 800.00 29.67 1,083 -18,360 120,160
449,160 66,760 26,443 12.62 7.00 -27.40 120 6.15 7.20 200 24800.00 40 883.25 900.00 160 436.55 886.10 30.64 539 -13,960 42,480
172,640 -2,600 11,907 13.61 6.10 -17.35 2,400 5.95 6.00 40 24900.00 40 983.45 1,021.85 40 449.15 980.00 32.23 26 80 7,720
1,686,360 97,600 36,618 14.59 5.40 -11.75 40 5.25 5.35 720 25000.00 160 1,100.00 1,115.40 80 458.65 1,100.00 36.36 975 -18,160 296,440
132,280 -11,280 4,254 16.10 5.95 -5.85 1,240 5.00 5.95 960 25100.00 40 1,085.85 1,300.25 40 - 664.40 - - - 3,080
173,160 -15,920 3,887 16.47 4.30 -4.60 40 4.05 4.35 40 25200.00 40 1,164.80 1,450.70 40 -19.45 799.30 - - - 3,320
90,040 8,400 2,385 17.46 4.00 -2.35 40 2.70 4.50 2,120 25300.00 40 1,312.40 1,446.90 40 343.75 1,250.00 19.59 1 - 1,160
43,320 -3,720 740 18.14 3.35 -1.70 200 2.60 3.60 80 25400.00 40 1,384.45 1,562.35 40 - - - - - -
555,200 -36,040 2,959 19.01 3.05 -1.40 240 3.05 3.10 2,080 25500.00 80 1,574.60 1,613.90 80 473.35 1,575.00 43.71 6 80 237,840
50,920 4,400 366 19.92 2.85 -0.90 840 2.50 2.85 1,600 25600.00 40 1,655.75 1,867.05 40 - 871.40 - - - 40
25,800 -840 125 20.64 2.50 -0.80 1,000 1.65 2.50 840 25700.00 40 1,756.65 1,891.40 40 - - - - - -
13,840 -1,520 290 21.40 2.25 -0.45 1,000 1.80 2.45 1,000 25800.00 40 1,850.40 1,938.20 40 - - - - - -
400 - - - 5.85 - 200 0.55 2.45 40 25900.00 40 1,950.05 2,166.75 40 - - - - - -
170,480 -3,640 261 22.00 1.30 -0.75 80 1.20 1.45 320 26000.00 40 2,054.95 2,354.20 40 - 1,605.30 - - - 6,720
80 - - - 7.25 - 40 1.00 3.05 200 26100.00 40 1,932.75 2,367.40 40 - - - - - -
- - - - - - 2,000 0.05 3.05 200 26200.00 40 2,070.70 2,354.00 40 - - - - - -
- - - - - - 2,000 0.05 3.05 200 26300.00 40 2,170.70 2,498.35 40 - - - - - -
- - - - - - 2,000 0.05 3.05 200 26400.00 40 2,371.10 2,577.60 40 - - - - - -
34,240 120 6 25.09 0.70 -0.20 80 0.70 1.05 200 26500.00 40 2,555.80 2,610.65 40 217.75 2,328.15 - 1 - 29,560
- - - - - - 2,000 0.05 3.05 400 26600.00 40 2,470.70 2,745.70 40 - - - - - -
4,920 640 5,015 26.83 0.70 -0.75 80 0.40 1.65 40 26700.00 40 2,748.10 2,805.85 40 31.85 2,325.10 - - - 3,920
Total 8,028,080 332,065 260,068 7,391,640 Total

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



  •  Highlighted options are in-the-money.