Option Chain (Equity Derivatives)

Underlying Index: BANKNIFTY 20868.45  As on Feb 22, 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
200 -80 2 186.36 4,775.00 186.30 40 4,703.00 4,782.90 40 16100.00 2,560 0.05 0.80 440 -0.10 0.05 137.54 3 -40 3,680
- - - - - - 1,000 4,059.40 4,799.50 40 16200.00 40 0.05 2.50 40 - - - - - -
- - - - - - 1,000 3,980.25 4,699.50 40 16300.00 40 0.05 - - - - - - - -
- - - - - - 1,000 3,880.25 4,599.50 40 16400.00 40 0.05 - - - - - - - -
8,200 -1,320 33 - 4,344.75 209.75 40 4,326.35 4,347.90 640 16500.00 2,160 0.15 0.25 160 0.05 0.25 140.30 1,600 -1,560 44,280
- - - - - - 40 4,001.00 4,399.50 40 16600.00 40 0.05 - - - - - - - -
- - - - - - 40 3,901.05 4,299.45 40 16700.00 40 0.05 2.90 200 - 20.00 - - - 640
800 - - - 2,550.00 - 1,040 3,875.65 4,047.90 160 16800.00 40 0.05 - - - 7.10 - - - 640
- - - - - - 40 3,701.05 4,124.95 40 16900.00 40 0.05 2.90 120 - 10.95 - - - 120
10,000 -8,760 222 - 3,847.50 93.10 80 3,826.50 3,847.90 800 17000.00 5,120 0.05 0.25 40 -0.20 0.05 110.20 1,918 -6,400 104,040
- - - - - - 40 3,501.00 4,060.10 1,000 17100.00 40 0.05 - - - - - - - -
40 - - - 1,900.00 - 1,040 3,485.65 3,647.90 40 17200.00 40 0.05 - - - 10.50 - - - 480
- - - - - - 40 3,301.00 3,870.55 1,000 17300.00 40 0.05 - - - - - - - -
- - - - - - 40 3,201.05 3,627.35 40 17400.00 40 0.05 2.80 40 - - - - - -
11,000 -4,200 112 - 3,362.00 23.55 80 3,327.00 3,347.90 800 17500.00 2,400 0.35 0.50 200 - 0.55 114.76 66 -1,400 43,880
40 - - - 1,799.90 - 40 3,100.05 3,456.85 40 17600.00 40 0.05 2.50 40 - 8.00 - - - 80
- - - - - - 40 2,985.75 3,326.05 40 17700.00 120 0.10 1.70 1,200 - 1.45 - - - 120
- -40 1 - 3,065.00 1,146.70 40 2,886.00 3,225.30 40 17800.00 40 0.40 0.95 1,000 0.70 1.45 114.91 1 - 2,640
40 -40 1 - 2,960.00 174.00 40 2,786.00 3,125.50 40 17900.00 40 0.35 1.05 80 - 1.05 - - - 2,880
35,720 -27,120 699 - 2,851.00 20.75 40 2,840.00 2,848.20 40 18000.00 40 0.65 0.85 880 - 0.85 101.93 942 -17,440 239,760
520 -200 5 - 2,746.95 286.95 40 2,616.20 2,747.90 360 18100.00 40 0.75 0.95 80 - 1.25 102.36 5 -120 1,480
400 -1,200 31 - 2,660.00 185.10 40 2,496.10 2,805.30 40 18200.00 280 0.55 0.90 640 0.70 1.00 96.54 25 -40 3,240
640 -40 1 - 2,535.10 40.55 40 2,416.35 2,547.90 480 18300.00 80 0.55 1.05 40 -0.35 0.80 90.99 14 - 12,240
2,360 - - - 2,428.00 - 120 2,305.20 2,447.90 160 18400.00 240 0.60 0.90 600 -0.55 0.55 84.47 3 40 12,160
35,880 -46,440 1,211 - 2,350.00 10.80 40 2,335.65 2,358.70 40 18500.00 40 0.65 0.85 1,040 -0.10 0.75 83.61 1,314 -22,320 251,760
2,000 -80 2 - 2,270.00 73.95 80 2,233.20 2,253.45 40 18600.00 1,000 0.65 0.95 600 -0.45 0.80 80.73 4 -80 16,720
2,160 -1,120 30 - 2,171.00 74.95 40 2,128.20 2,150.05 40 18700.00 280 0.80 1.00 240 -0.45 0.95 78.70 156 -240 22,800
4,960 -840 21 - 2,041.25 21.25 240 2,035.00 2,051.90 200 18800.00 80 0.85 1.05 40 -0.25 1.00 75.65 383 -480 32,360
1,200 -40 1 104.87 1,988.80 63.80 40 1,933.05 1,947.90 680 18900.00 800 0.85 1.10 280 -0.45 0.80 70.53 116 -520 12,600
95,880 -27,120 741 - 1,845.00 14.80 80 1,837.30 1,847.90 360 19000.00 720 0.95 1.00 1,760 -0.45 1.00 68.74 5,566 -30,160 541,120
9,280 -240 11 - 1,747.65 16.60 80 1,736.00 1,747.85 80 19100.00 200 0.85 0.95 2,360 -0.65 0.95 64.92 517 -9,080 32,200
5,840 -760 39 - 1,648.55 202.90 80 1,636.35 1,651.35 80 19200.00 2,280 1.05 1.15 120 -0.75 1.05 62.16 695 -1,520 57,480
2,800 -160 5 - 1,552.00 26.30 120 1,540.05 1,551.10 80 19300.00 840 1.10 1.25 2,360 -0.40 1.25 59.86 532 -6,240 91,480
3,000 -320 9 - 1,440.95 -15.65 80 1,436.30 1,452.05 80 19400.00 560 0.85 1.15 40 -1.05 0.95 54.62 1,095 -6,760 123,520
264,960 -32,120 1,689 - 1,365.00 23.10 40 1,354.10 1,363.65 80 19500.00 200 1.05 1.10 760 -1.25 1.10 52.04 7,580 -47,720 576,280
13,280 -760 50 - 1,255.00 27.90 40 1,238.55 1,250.45 80 19600.00 40 1.05 1.30 280 -1.80 1.05 48.29 1,960 -23,360 76,880
7,960 -6,120 199 - 1,155.65 16.05 80 1,149.25 1,157.40 40 19700.00 400 1.25 1.50 2,400 -1.70 1.35 46.17 3,027 -21,920 109,600
20,440 -1,800 87 - 1,046.05 3.80 40 1,043.05 1,054.85 40 19800.00 120 1.10 1.25 2,040 -2.25 1.10 41.55 5,192 -38,320 134,640
11,440 -5,920 200 - 956.85 18.80 40 949.15 958.70 40 19900.00 40 1.20 1.30 1,960 -2.30 1.30 38.82 6,448 -29,120 188,960
544,480 -13,240 3,000 - 858.60 13.55 160 858.60 863.00 80 20000.00 120 1.60 1.70 5,240 -2.25 1.70 36.49 25,453 -97,800 878,920
48,040 -3,560 183 - 763.10 24.15 40 749.65 763.15 40 20100.00 200 1.95 2.20 40 -2.15 2.20 33.98 16,217 -59,440 214,240
145,480 -44,800 1,983 - 654.65 11.10 40 654.00 665.10 600 20200.00 200 2.60 2.75 120 -2.60 2.75 31.17 21,911 -32,760 290,840
173,520 -58,240 2,750 - 559.65 16.90 40 551.55 560.00 120 20300.00 1,080 3.10 3.30 600 -3.60 3.30 27.99 36,765 32,240 526,280
114,400 -35,760 2,804 - 462.45 15.75 40 461.50 464.90 400 20400.00 2,200 4.10 4.45 40 -5.00 4.30 25.00 52,119 -56,000 309,280
288,560 -108,880 11,171 - 355.95 8.10 40 350.80 356.00 80 20500.00 80 6.00 6.30 800 -7.05 6.30 22.29 113,767 -157,040 781,200
253,880 -54,680 9,299 - 265.00 5.90 360 265.00 269.90 120 20600.00 520 9.50 10.00 880 -13.45 10.00 19.64 183,662 -19,840 797,960
441,320 -89,280 28,415 9.92 176.55 -3.80 80 174.55 176.50 480 20700.00 760 22.10 22.45 560 -20.65 22.45 18.81 201,228 228,680 722,480
540,920 -115,000 112,617 12.94 100.95 -13.00 80 100.00 100.80 520 20800.00 80 46.65 48.95 600 -29.00 46.55 17.95 197,741 111,760 630,880
568,760 136,280 217,557 14.47 51.00 -15.20 1,880 50.50 51.00 1,360 20900.00 80 90.00 93.00 520 -30.25 92.00 17.98 121,018 238,600 305,800
1,221,520 35,000 306,630 15.91 24.00 -12.10 1,080 24.00 25.00 760 21000.00 40 159.10 161.95 600 -26.15 160.00 18.82 28,496 36,640 100,400
415,840 151,400 164,559 17.01 10.30 -8.25 2,280 10.05 11.05 880 21100.00 120 210.25 249.95 600 -35.80 210.40 - 683 2,080 3,280
692,760 404,760 133,191 17.87 4.00 -5.55 1,000 3.90 4.00 920 21200.00 120 288.45 405.20 120 -4.40 343.00 25.58 163 1,080 3,560
310,000 154,760 80,139 20.41 2.55 -2.80 160 2.25 2.45 160 21300.00 40 413.40 437.45 40 -5.95 436.75 27.49 207 3,640 3,800
166,680 52,360 31,400 22.70 1.65 -1.65 4,880 1.55 1.65 2,720 21400.00 40 517.00 557.45 40 -33.75 519.10 - 181 3,640 3,720
283,320 15,080 24,413 24.39 0.95 -1.35 40 0.85 0.95 80 21500.00 80 621.15 631.65 80 -3.65 630.80 31.55 300 3,760 10,720
19,440 11,160 1,513 25.38 0.45 -1.30 600 0.45 0.95 200 21600.00 40 607.00 846.35 40 9.05 1,501.00 - - - 40
11,480 -1,840 328 30.74 0.90 -0.35 40 0.70 0.85 200 21700.00 40 811.55 882.60 40 - 1,106.05 - - - 1,120
5,240 -560 48 32.38 0.60 -0.40 80 0.60 0.85 40 21800.00 40 806.90 1,023.95 40 - - - - - -
- - - - - - 200 0.05 1.80 600 21900.00 40 916.50 1,098.70 40 - - - - - -
82,840 2,200 3,550 37.65 0.50 -0.15 1,640 0.50 0.60 40 22000.00 80 1,118.60 1,135.60 80 -139.75 1,120.00 - 62 1,400 2,200
- - - - - - - - 2.90 2,400 22100.00 40 1,016.70 1,423.65 40 - - - - - -
- - - - - - - - 2.90 2,400 22200.00 240 1,129.80 1,555.95 160 - - - - - -
- - - - - - - - 2.90 2,400 22300.00 40 476.05 2,387.20 40 - - - - - -
- - - - - - - - 2.90 2,400 22400.00 40 1,335.45 1,720.45 40 - - - - - -
- - - - - - - - 2.90 2,400 22500.00 40 1,468.95 1,869.80 40 - - - - - -
Total 6,879,520 1,140,952 1,039,135 8,327,480 Total

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



  •  Highlighted options are in-the-money.