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Bank Nifty: 55685 Expiry Date: 2015-06-26 Time: 2025-06-18 09:21:03
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 122.15 -1260 64770 24810 -0.15 20.06 -18.72
-26 15.65 0.89 0 3240 0 1501.95 54400 133.55 2820 69570 16560 -0.17 21.19 -19.37
-29.71 19.46 0.85 390 64620 30 1396.05 54500 146.65 3180 646200 113100 -0.18 22.35 -20.06
-30.37 20.92 0.84 630 14340 120 1295 54600 163.55 1200 132930 31740 -0.2 23.65 -20.94
-42.71 28.01 0.73 0 7950 0 1247.2 54700 180 1530 81450 20280 -0.22 24.85 -21.59
-42.74 28.91 0.71 0 11280 0 1159.55 54800 197.95 1020 108330 42810 -0.23 26.01 -22.22
-33.82 26.05 0.77 1710 13050 1050 1049.4 54900 219.5 -180 98910 28290 -0.25 27.25 -22.85
-34.16 26.97 0.75 28470 512790 2610 994.35 55000 242.35 7860 1289970 207480 -0.28 28.4 -23.38
-34.26 28.2 0.73 2160 16350 600 908.7 55100 266.05 1380 150420 66000 -0.3 29.45 -23.77
-35.27 29.62 0.7 7950 39330 1470 845 55200 294.15 1470 165180 61200 -0.32 30.48 -24.15
-35.7 30.76 0.67 19230 53220 3780 777.85 55300 324.05 4080 224400 46440 -0.35 31.41 -24.3
-36.05 31.81 0.64 38010 91230 6510 710 55400 358.45 4920 211710 88080 -0.38 32.22 -24.49
-36 32.61 0.61 205200 582870 29760 646 55500 396.1 45150 932790 286440 -0.4 32.89 -24.54
-35.97 33.27 0.57 175440 220410 27960 584.55 55600 434.55 40770 287970 213150 -0.43 33.39 -24.32
-35.73 33.68 0.54 212100 264660 24390 528.15 55700 477.75 26220 229260 267900 -0.46 33.72 -24.02
-35.25 33.86 0.51 192300 456480 25140 474.5 55800 523.95 -8280 295770 175950 -0.49 33.86 -23.55
-34.55 33.81 0.48 102780 275700 7080 425.15 55900 575 1350 138240 81750 -0.52 33.83 -23.13
-33.79 33.5 0.44 290940 2480460 21180 380 56000 625.8 8310 2004990 172080 -0.55 33.58 -22.1
-32.73 32.94 0.41 64860 191640 4500 335.8 56100 687.4 300 102000 18930 -0.58 33.17 -21.51
-31.78 32.18 0.37 61410 246090 -360 300 56200 748.5 1020 85710 13950 -0.61 32.58 -20.55
-30.49 31.24 0.34 40020 226140 1230 265.1 56300 813.25 -300 67050 5910 -0.64 31.82 -19.48
-29.19 30.1 0.31 49260 184920 330 234.3 56400 890 -150 128220 1890 -0.67 30.7 -17.81
-27.77 28.79 0.28 156630 1042500 6630 205.8 56500 950 570 381570 15930 -0.69 30 -17.27
-26.37 27.41 0.26 98460 363330 19860 181.6 56600 1029.05 330 88140 3900 -0.72 28.72 -15.64
-24.69 25.82 0.23 57540 288870 6150 157.25 56700 1130 30 54900 2670 -0.75 27.21 -14.07
-23.21 24.34 0.21 61590 353040 3870 138.2 56800 1217.6 120 101460 2280 -0.76 26.21 -13.46
-21.79 22.8 0.19 28260 347670 3450 121.5 56900 1289.05 0 108960 120 -0.76 26.31 -15.09