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Bank Nifty: 55576.55 Expiry Date: 2015-06-26 Time: 2025-06-18 09:15:03
CALL PUT
THETA VEGA DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA VEGA THETA
-25.67 14.06 0.91 0 2100 0 1695.15 54200 123.85 0 126150 0 -0.16 20.3 -18.7
-27.04 15.76 0.89 0 2940 0 1607.2 54300 135.1 0 66030 0 -0.17 21.44 -19.27
-26.01 15.65 0.89 0 3240 0 1501.95 54400 150.6 0 66750 0 -0.18 22.57 -20.34
-38.08 24.78 0.78 30 64590 0 1370 54500 158 0 643020 1020 -0.2 23.54 -20.21
-43.57 27.46 0.74 0 14220 0 1338.35 54600 184.85 0 131730 30 -0.22 25.14 -21.75
-42.71 28.01 0.73 0 7950 0 1247.2 54700 199 0 79920 0 -0.24 26.23 -21.91
-42.74 28.91 0.71 0 11280 0 1159.55 54800 215.05 0 107310 0 -0.26 27.31 -22.1
-39.7 28.83 0.71 0 12000 0 1058.7 54900 246.85 0 99090 30 -0.28 28.68 -23.19
-40.73 30.18 0.68 330 510180 0 974 55000 262 0 1282110 1950 -0.3 29.59 -22.87
-42.86 31.35 0.65 0 15750 0 930 55100 285.15 0 149040 180 -0.33 30.57 -22.86
-40.38 31.6 0.64 0 37860 0 840 55200 313.1 0 163710 390 -0.35 31.43 -23.06
-40.85 32.52 0.61 30 49440 0 763.85 55300 358.65 0 220320 360 -0.38 32.31 -23.87
-41.55 33 0.59 0 84720 0 729.8 55400 397.85 0 206790 660 -0.41 32.99 -23.7
-39.2 33.5 0.55 1050 553110 0 612 55500 425.9 0 887640 2340 -0.44 33.43 -22.74
-39.52 33.71 0.53 1500 192450 0 579.5 55600 474.1 0 247200 1140 -0.47 33.71 -22.9
-38.02 33.8 0.5 900 240270 0 509.7 55700 507.9 0 203040 2700 -0.5 33.8 -21.58
-38.02 33.67 0.47 1110 431340 0 468.1 55800 552.3 0 304050 540 -0.54 33.64 -20.1
-36.98 33.29 0.43 150 268620 0 415 55900 607.3 0 136890 120 -0.58 33.17 -18.58
-35.84 32.9 0.41 3150 2459280 0 376.4 56000 656.4 0 1996680 1980 -0.6 32.73 -18.03
-34.03 32.08 0.37 240 187140 0 325.05 56100 706.55 0 101700 0 -0.64 31.73 -15.62
-33.5 31.3 0.35 570 246450 0 299.4 56200 763.3 0 84690 0 -0.66 31.02 -15.05
-32.9 30.45 0.32 0 224910 0 276.7 56300 849.15 0 67350 30 -0.71 29.11 -12.18
-30.15 29 0.29 150 184590 0 230 56400 894.5 0 128370 0 -0.75 27.2 -8.93
-28.81 27.86 0.27 3480 1035870 0 206 56500 1000 0 381000 90 -0.75 27.19 -11.26
-27.59 26.52 0.24 60 343470 0 184.6 56600 1039.95 0 87810 0 -0.78 24.93 -7.39
-26.63 25.37 0.22 0 282720 0 168.9 56700 1093.4 0 54870 60 -0.86 18.55 1.51
-25.16 24 0.2 0 349170 0 149.95 56800 1210 0 101340 0 -0.82 21.99 -4.88