Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 20853.35  As on Mar 23, 2017 11:39:53 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
- - - - - - 40 3,563.75 3,671.65 40 17200.00 - - 0.90 2,000 - - - - - 40
- - - - - - 1,000 2,677.05 - - 17300.00 - - 0.90 2,000 - - - - - -
- - - - - - 1,000 2,576.60 - - 17400.00 - - 0.90 2,000 - - - - - -
- - - - - - 40 3,268.75 3,381.65 40 17500.00 - - 0.25 2,000 - - - - - -
- - - - - - 40 3,168.75 3,281.65 40 17600.00 - - 0.90 2,000 - - - - - -
- - - - - - 40 3,068.75 3,181.65 40 17700.00 - - 0.90 2,000 - - - - - -
- - - - - - 40 2,968.75 3,081.65 40 17800.00 - - 0.90 2,000 - - - - - -
- - - - - - 40 2,868.75 2,981.65 40 17900.00 - - 0.90 2,000 - - - - - -
- - - - - - 40 2,768.75 2,881.65 40 18000.00 - - 0.25 2,000 - - - - - -
- - - - - - 40 2,668.75 2,781.65 40 18100.00 - - 0.90 2,000 - - - - - -
- - - - - - 40 2,568.75 2,681.65 40 18200.00 - - 0.90 2,000 - - - - - -
- - - - - - 40 2,468.75 2,581.65 40 18300.00 - - 0.90 2,000 - - - - - -
- - - - - - 40 2,368.75 2,481.65 40 18400.00 - - 0.90 2,000 - - - - - -
- - - - - - 200 2,172.30 2,593.00 200 18500.00 40 0.05 0.10 4,360 -0.35 0.10 - 1 - 40
- - - - - - 200 2,072.25 2,493.80 200 18600.00 - - 0.90 2,000 - - - - - -
- - - - - - 200 1,972.25 2,393.80 200 18700.00 - - 0.90 2,000 - - - - - -
- - - - - - 200 1,872.25 2,293.80 200 18800.00 - - 0.90 2,000 - - - - - -
- - - - - - 200 1,772.25 2,193.80 200 18900.00 - - 0.90 2,000 - - - - - -
- - - - - - 200 1,618.00 2,026.00 200 19000.00 - - 0.05 400 -0.90 0.05 - 10 - 520
- - - - - - 200 1,572.25 1,993.80 200 19100.00 - - 0.90 2,000 - - - - - -
- - - - - - 200 1,472.25 1,893.80 200 19200.00 - - 0.90 2,000 - - - - - -
- - - - - - 200 1,372.25 1,793.80 200 19300.00 - - 0.90 2,000 - - - - - -
- - - - - - 200 1,272.25 1,693.80 200 19400.00 - - 0.90 2,000 - - - - - -
- - - - - - 200 1,172.30 - - 19500.00 320 0.05 0.40 1,600 - - - - - 22,920
- - - - - - 200 1,086.25 1,493.05 200 19600.00 - - 0.15 80 - - - - - 80
- - - - - - 200 1,015.50 1,393.60 200 19700.00 - - 0.70 2,000 - - - - - -
- - - - - - 200 926.40 1,277.60 200 19800.00 - - 1.40 2,000 - - - - - 80
- - - - - - 200 813.30 1,193.00 200 19900.00 40 0.05 0.10 1,000 - - - - - 40
320 -80 6 - 835.00 50.00 40 831.75 857.10 40 20000.00 - - 0.10 15,200 -0.60 0.05 - 1,742 10,200 59,000
- - - - - - 200 622.90 821.35 360 20100.00 40 0.05 0.10 1,200 -0.60 0.15 - 739 -1,040 23,160
320 - - - - - 40 603.75 673.95 40 20200.00 - - 0.05 22,000 -0.90 0.05 - 1,374 15,360 51,840
- - - - - - 200 412.50 594.60 360 20300.00 320,200 0.05 0.10 46,200 -1.30 0.10 - 8,978 204,160 305,120
520 -80 5 - 395.00 -1.25 400 410.15 469.15 40 20400.00 3,280 0.15 0.20 20,360 -2.25 0.15 - 16,443 9,240 253,880
7,680 280 289 - 322.55 34.75 40 333.50 341.55 40 20500.00 87,280 0.35 0.40 38,840 -4.45 0.35 - 74,072 285,480 670,840
9,680 2,160 775 - 238.65 34.55 40 238.30 241.75 40 20600.00 4,840 0.95 1.00 20,800 -10.00 1.00 - 128,606 501,240 837,600
80,800 38,960 22,645 - 147.15 24.10 40 146.05 146.90 40 20700.00 720 3.60 3.65 1,120 -23.20 3.60 - 221,232 878,320 1,255,320
435,720 176,600 130,751 - 63.25 0.75 40 63.10 63.50 80 20800.00 120 16.85 16.95 40 -41.35 17.00 - 210,883 789,720 1,169,520
1,551,840 1,083,400 285,125 - 17.80 -7.90 160 17.75 17.85 320 20900.00 1,000 61.00 61.45 40 -51.45 61.20 - 73,224 157,040 297,640
1,966,440 1,156,880 293,053 - 3.30 -5.85 5,600 3.25 3.30 200 21000.00 160 142.55 143.35 40 -49.65 143.05 - 16,053 -2,960 111,240
1,139,200 345,240 242,363 - 0.70 -2.70 51,320 0.70 0.75 16,760 21100.00 40 236.80 238.85 80 -44.65 238.10 - 2,177 -14,360 39,200
678,760 -53,400 114,145 - 0.20 -1.60 90,480 0.20 0.25 73,520 21200.00 80 334.50 336.15 40 -44.15 336.55 - 1,309 -13,000 31,200
864,640 -17,000 15,350 - 0.05 -1.00 133,560 0.05 0.10 111,000 21300.00 40 431.20 439.15 40 -26.20 450.00 - 438 -5,880 17,600
635,200 96,240 5,679 - 0.05 -0.65 98,520 0.05 0.10 63,800 21400.00 40 539.30 542.25 40 -42.05 541.60 - 288 -3,840 6,080
561,240 -11,600 5,790 - 0.05 -0.60 99,720 0.05 0.10 13,640 21500.00 40 629.05 635.70 40 -26.05 645.00 - 345 -5,880 29,680
247,720 -12,720 3,185 - 0.05 -0.50 6,400 0.05 0.10 15,960 21600.00 40 727.90 748.30 40 -23.60 749.60 - 5 -120 1,920
166,200 -5,760 3,252 - 0.05 -0.40 960 0.05 0.10 12,760 21700.00 40 828.05 845.25 40 6.25 892.60 - 2 -80 400
110,040 -1,600 387 - 0.05 -0.35 - - 0.10 16,760 21800.00 40 912.90 947.25 40 - - - - - 80
54,760 -1,080 49 - 0.05 -0.30 - - 0.05 160 21900.00 40 1,012.90 1,048.25 40 - - - - - 80
155,360 -8,080 2,010 - 0.05 -0.30 - - 0.05 4,720 22000.00 40 1,120.20 1,148.25 40 - - - - - 440
16,840 -80 29 - 0.05 -0.20 - - 0.05 920 22100.00 40 1,212.90 1,272.35 40 211.45 1,255.00 - 246 - 9,920
2,920 - - - - - - - 0.10 1,200 22200.00 200 1,206.60 - - - - - - - -
880 - 2 - 0.05 - - - 1.60 2,000 22300.00 200 1,323.05 - - - - - - - -
7,080 - 116 - 0.05 - - - 0.05 2,160 22400.00 200 1,421.60 - - - - - - - -
960 - - - - - - - 1.65 2,000 22500.00 200 1,532.55 - - - - - - - -
- - - - - - - - 1.65 2,000 22600.00 200 1,507.15 1,929.45 200 - - - - - -
- - - - - - - - 1.45 2,000 22700.00 200 1,607.15 2,029.25 200 - - - - - -
- - - - - - - - 0.80 2,000 22800.00 200 1,707.15 2,128.60 200 - - - - - -
Total 8,695,120 1,125,006 758,167 5,195,480 Total

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



  •  Highlighted options are in-the-money.