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Bank Nifty: 55672.2 Expiry Date: 2015-06-26 Time: 2025-06-18 09:18:03
CALL PUT
THETA VEGA DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA VEGA THETA
-27.03 15.76 0.89 0 2940 0 1607.2 54300 120.45 -180 65850 12630 -0.15 20.06 -18.43
-26 15.65 0.89 0 3240 0 1501.95 54400 133 -30 66720 11100 -0.17 21.22 -19.24
-29.56 19.48 0.85 180 64560 -30 1382.85 54500 146.45 -4950 638070 77280 -0.18 22.43 -19.93
-31.96 22.04 0.82 540 14280 60 1294.6 54600 163.8 150 131880 11640 -0.2 23.74 -20.84
-42.71 28.01 0.73 0 7950 0 1247.2 54700 179.9 720 80640 12870 -0.22 24.92 -21.46
-42.74 28.91 0.71 0 11280 0 1159.55 54800 198.9 -330 106980 25380 -0.24 26.16 -22.1
-33.62 25.96 0.77 420 12000 0 1047.6 54900 220.1 -300 98790 17160 -0.26 27.35 -22.74
-34.8 27.36 0.74 16740 510780 600 992 55000 243.25 1710 1283820 123180 -0.28 28.5 -23.26
-35.48 28.71 0.72 1440 15780 30 918 55100 269.3 420 149460 36330 -0.3 29.62 -23.7
-36.27 30.07 0.69 5490 38280 420 845.5 55200 296.9 1350 165060 35400 -0.33 30.62 -24
-36.47 31.09 0.66 13500 49830 390 775.65 55300 326.8 150 220470 26880 -0.35 31.53 -24.17
-36.78 32.04 0.63 23430 86040 1320 711 55400 360.2 360 207150 49260 -0.38 32.31 -24.24
-36.36 32.71 0.6 133410 564540 11430 646.2 55500 399.15 11580 899220 178080 -0.41 32.93 -24.57
-36.61 33.37 0.57 104700 197700 5250 586.65 55600 437.55 4860 252060 120480 -0.44 33.44 -24.05
-36.03 33.71 0.54 116190 242460 2190 530.45 55700 481.45 1680 204720 140400 -0.46 33.73 -24.04
-35.85 33.86 0.5 124530 431550 210 478.05 55800 528.45 -1770 302280 102900 -0.5 33.86 -23.34
-34.97 33.79 0.47 52320 270090 1470 428.75 55900 578.4 -2880 134010 47700 -0.53 33.79 -22.68
-34.32 33.43 0.44 170970 2461860 2580 382.95 56000 631.6 2190 1998870 91260 -0.56 33.51 -21.75
-33.41 32.88 0.4 48780 186900 -240 342.3 56100 696 -60 101640 12690 -0.58 33.1 -21.44
-32.27 32.13 0.37 38280 245550 -900 304.5 56200 754 780 85470 7410 -0.61 32.45 -20.16
-30.92 31.23 0.34 27210 225390 480 269.4 56300 833.05 -30 67320 4560 -0.64 31.71 -19.72
-29.77 30.05 0.31 26790 184920 330 239.15 56400 882.7 0 128370 990 -0.67 30.7 -17.58
-28.29 28.87 0.29 102330 1039530 3660 211.3 56500 960.1 330 381330 8940 -0.69 29.8 -16.95
-27.02 27.47 0.26 39240 343530 60 187.4 56600 1045 -30 87780 2670 -0.72 28.64 -15.81
-25.53 26.04 0.23 33000 283710 990 164.95 56700 1121 -30 54840 660 -0.74 27.55 -14.69
-24.15 24.61 0.21 36120 349860 690 146.2 56800 1210 0 101340 0 -0.82 21.99 -4.88
-22.65 23.12 0.19 15720 345600 1380 128.5 56900 1270.85 0 108960 0 -0.89 15.43 3.67