Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 18820.80  As on Jan 20, 2017 15:30:29 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
880 - 1 105.24 2,844.75 -145.35 160 2,697.70 2,776.20 120 16100.00 80 0.50 0.85 240 -0.40 0.50 46.31 10 -240 11,800
- - - - - - 120 2,552.45 2,756.65 120 16200.00 400 0.10 2.00 520 - 1.45 - - - 1,840
400 - - - 2,060.00 - 1,040 2,398.40 2,685.35 40 16300.00 520 0.55 1.00 640 -0.45 0.55 43.36 6 -40 9,760
40 - - - 1,160.00 - 120 2,184.00 2,555.95 120 16400.00 2,000 0.50 1.95 40 - 1.50 - - - 16,560
23,560 -40 2 72.13 2,380.00 -256.85 40 2,328.75 2,359.25 120 16500.00 80 0.45 0.85 80 0.15 0.80 41.50 119 -1,960 44,280
240 - - - 2,475.90 - 40 2,115.95 2,355.35 40 16600.00 200 0.55 1.40 1,000 - 1.40 42.18 28 -40 5,920
280 - - - 2,441.70 - 40 2,017.25 2,255.85 40 16700.00 40 1.25 1.90 80 -0.25 1.50 40.70 7 - 3,680
840 - - - 2,369.00 - 40 1,918.15 2,155.95 40 16800.00 40 1.35 2.00 1,000 0.35 1.90 39.97 30 - 10,320
80 - - - 1,203.45 - 40 1,817.55 2,055.85 40 16900.00 80 1.55 2.00 920 0.05 2.00 38.36 41 80 4,800
40,200 -7,520 202 45.78 1,854.00 -268.00 40 1,836.45 1,851.95 120 17000.00 1,000 1.55 1.70 2,200 -0.10 1.50 35.30 984 2,840 238,080
80 - - - 1,925.00 - 40 1,730.30 1,784.45 40 17100.00 200 1.05 1.95 1,000 -0.75 1.50 33.51 11 80 2,560
920 - - - 1,537.35 - 400 1,642.15 1,683.65 40 17200.00 200 1.05 2.20 760 0.30 2.20 33.22 33 920 12,520
40 -40 1 71.92 1,666.80 618.75 40 1,534.30 1,567.35 120 17300.00 120 1.80 2.50 2,400 -0.30 2.30 31.54 77 2,240 15,880
800 -520 14 52.44 1,495.00 -265.00 400 1,442.45 1,467.60 120 17400.00 120 2.40 2.85 1,720 -0.05 2.40 29.83 290 8,480 27,000
89,640 -6,000 162 22.79 1,345.15 -290.80 40 1,340.05 1,357.00 200 17500.00 1,200 2.65 2.90 1,320 0.35 2.90 28.67 3,609 10,480 391,120
1,360 -680 20 48.47 1,302.00 -236.10 400 1,244.60 1,286.60 40 17600.00 80 3.25 4.00 40 0.90 3.60 27.59 108 -560 26,840
1,360 -760 20 45.28 1,201.00 -236.30 400 1,144.50 1,172.85 120 17700.00 1,200 3.85 4.55 40 1.05 4.00 26.02 411 1,200 28,400
6,360 -1,080 28 34.24 1,070.55 -267.90 400 1,046.15 1,062.95 120 17800.00 160 4.80 4.95 40 1.85 5.00 24.88 1,962 15,400 78,520
8,240 -1,440 43 - 934.15 -300.85 280 947.55 965.00 120 17900.00 120 5.70 6.00 1,560 2.10 5.70 23.31 1,789 7,440 47,120
332,160 -2,200 1,421 29.30 871.80 -281.70 40 862.25 870.75 40 18000.00 1,880 7.50 7.55 40 3.40 7.50 22.27 29,123 38,400 770,520
8,960 -1,240 35 16.68 748.10 -291.85 360 754.95 769.95 40 18100.00 40 9.25 9.90 4,960 5.60 9.90 21.19 11,581 54,840 100,440
35,920 -120 96 28.36 692.00 -257.15 400 659.10 672.85 80 18200.00 720 13.25 13.50 40 8.10 13.25 20.11 15,558 45,080 132,280
22,080 -3,280 112 21.79 575.00 -268.70 40 567.20 576.65 40 18300.00 120 18.15 19.80 1,960 12.00 18.25 19.11 24,757 58,920 161,240
29,960 -2,040 207 20.46 483.00 -267.15 40 476.55 482.80 80 18400.00 80 26.10 27.65 80 18.85 27.00 18.45 36,282 117,800 256,280
525,840 -38,800 3,337 20.12 400.00 -268.10 40 393.85 400.00 120 18500.00 640 39.00 39.60 40 27.40 39.00 17.69 92,313 -13,280 815,640
52,720 -920 575 17.51 306.55 -256.35 400 306.00 309.55 120 18600.00 40 54.20 54.95 40 38.55 54.90 16.75 58,796 54,840 220,360
99,320 11,800 2,481 16.72 231.05 -228.90 40 227.05 231.55 40 18700.00 40 74.10 76.70 80 52.25 76.45 15.70 83,197 44,960 228,840
163,160 79,080 10,202 15.95 164.50 -216.60 40 164.45 168.15 40 18800.00 40 107.00 107.35 40 71.50 107.35 14.73 110,971 65,880 317,160
232,400 143,240 31,246 15.48 111.20 -184.80 40 111.15 112.65 80 18900.00 520 150.00 151.60 40 96.75 150.00 13.80 100,804 74,920 322,440
1,216,160 122,200 127,930 15.48 73.45 -156.10 40 73.20 73.95 80 19000.00 40 207.45 210.60 40 129.85 209.40 13.29 123,737 -88,520 491,760
599,520 458,840 104,119 15.39 45.45 -121.60 80 45.45 45.90 40 19100.00 40 278.10 281.95 80 161.90 279.55 12.38 33,227 -115,280 45,480
689,200 92,480 140,798 15.66 28.25 -90.25 40 28.35 28.80 40 19200.00 160 359.50 362.00 80 193.85 360.00 10.65 14,399 -50,840 45,800
562,120 226,600 112,565 15.84 16.70 -65.40 40 16.65 16.90 1,000 19300.00 160 442.15 452.10 40 213.65 440.35 - 1,509 -10,880 14,880
335,720 95,600 72,680 16.20 10.00 -43.45 40 10.05 10.20 40 19400.00 80 535.30 546.15 40 240.70 535.15 - 315 -1,960 17,280
1,006,280 190,240 105,594 16.68 6.10 -28.10 40 6.10 6.45 40 19500.00 160 627.15 641.95 40 259.25 630.00 - 967 -320 57,760
207,480 -19,560 35,102 17.14 3.70 -16.20 80 3.50 3.70 760 19600.00 120 712.95 771.05 40 274.75 731.10 - 25 -120 1,560
274,320 37,480 29,589 17.68 2.30 -8.70 400 2.30 2.50 520 19700.00 80 823.95 846.60 160 303.50 858.00 20.44 89 -560 12,560
215,720 39,040 15,404 19.15 2.10 -4.40 880 2.10 2.30 40 19800.00 160 920.90 940.95 160 273.15 938.75 - 59 1,960 2,240
69,200 16,560 5,307 20.39 1.80 -2.05 1,320 1.80 1.90 1,400 19900.00 40 1,010.10 1,070.40 40 131.35 893.00 - 2 40 120
306,000 -42,840 11,599 21.33 1.40 -1.55 5,640 1.40 1.50 1,240 20000.00 120 1,121.45 1,137.50 160 293.90 1,122.00 - 145 -1,880 46,720
6,480 -5,400 173 22.00 1.00 -1.25 1,120 1.00 1.40 640 20100.00 120 1,207.90 1,287.30 40 109.05 1,035.90 - 2 80 80
5,120 -960 73 21.34 0.40 -1.40 920 0.40 1.30 920 20200.00 40 1,306.20 1,366.85 40 - 937.00 - - - 2,200
14,000 40 2,304 24.52 0.85 -0.30 2,000 0.25 0.85 40 20300.00 120 1,407.35 1,453.00 120 100.00 1,250.00 - 1 - 14,000
40 - - - 5.35 - 600 0.15 1.70 600 20400.00 120 1,506.40 1,569.95 40 - - - - - -
38,560 -800 1,300 24.32 0.25 -0.50 800 0.15 0.40 1,000 20500.00 40 1,613.50 1,629.70 40 287.80 1,630.00 - 49 80 38,800
- - - - - - 400 0.05 3.00 1,000 20600.00 40 1,646.50 1,760.65 40 - - - - - -
- - - - - - 1,000 0.10 2.85 1,000 20700.00 40 1,705.40 1,873.95 200 - - - - - -
- - - - - - 400 0.05 3.00 1,000 20800.00 160 1,878.05 1,971.45 240 - - - - - -
- - - - - - 400 0.05 3.00 1,000 20900.00 240 1,947.85 2,071.40 120 - - - - - -
28,960 -520 99 32.21 0.45 - 240 0.15 0.40 40 21000.00 80 2,112.90 2,136.85 40 236.20 2,125.00 - 11 -400 22,200
- - - - - - 200 0.05 3.00 600 21100.00 40 2,127.10 2,339.60 40 - - - - - -
- - - - - - 200 0.05 3.00 600 21200.00 240 2,113.70 2,477.10 120 - - - - - -
- - - - - - 200 0.05 3.00 600 21300.00 120 2,306.10 2,542.20 120 - - - - - -
- - - - - - 200 0.05 3.00 600 21400.00 240 2,406.10 2,642.20 120 - - - - - -
9,760 80 14 37.64 0.35 - 640 0.15 0.85 560 21500.00 40 2,610.85 2,626.60 40 228.35 2,554.35 - 7 - 8,640
- - - - - - - - 3.00 600 21600.00 800 2,091.20 2,826.05 160 - - - - - -
- - - - - - - - 3.00 600 21700.00 800 2,191.20 2,926.05 120 - - - - - -
800 -80 4 40.07 0.25 -0.05 - - 0.20 40 21800.00 40 2,904.25 2,950.20 40 -1,040.00 2,750.00 - 2 -80 800
Total 7,263,280 814,859 747,443 5,125,080 Total

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



  •  Highlighted options are in-the-money.