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Bank Nifty: 55724.45 Expiry Date: 2015-06-26 Time: 2025-06-18 09:24:04
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THETA VEGA DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA VEGA THETA
-26 15.65 0.89 0 3240 0 1501.95 54400 129.4 4230 70980 17910 -0.16 20.69 -19.28
-27.93 17.66 0.87 690 64770 180 1445 54500 141.9 12750 655770 125940 -0.17 21.82 -19.99
-30.19 20.13 0.85 780 14340 120 1363.65 54600 156.7 11790 143520 39300 -0.19 23.05 -20.74
-42.71 28.01 0.73 0 7950 0 1247.2 54700 173.55 3180 83100 29010 -0.21 24.29 -21.51
-32.01 23.25 0.81 390 11280 0 1187 54800 191.55 5370 112680 54300 -0.23 25.5 -22.21
-32.74 24.61 0.79 1800 13140 1140 1112.8 54900 211.8 1770 100860 36390 -0.24 26.71 -22.89
-33.42 26.01 0.77 42720 517140 6960 1035.05 55000 232.75 27540 1309650 261570 -0.27 27.85 -23.38
-33.85 27.27 0.75 2760 16290 540 960.9 55100 257 -3450 145590 76320 -0.29 28.97 -23.91
-34.81 28.84 0.72 11910 40110 2250 885.55 55200 282.7 2970 166680 71610 -0.31 30.01 -24.24
-35.65 30.19 0.68 29310 53490 4050 818 55300 312.6 8250 228570 64470 -0.34 30.99 -24.6
-36.03 31.3 0.66 59670 92190 7470 749.9 55400 343.8 9930 216720 107970 -0.36 31.84 -24.75
-36.23 32.23 0.62 292320 596400 43290 684.45 55500 378.55 63150 950790 358650 -0.39 32.57 -24.8
-36.21 32.97 0.59 256440 234840 42390 621.85 55600 416.3 62820 310020 268380 -0.42 33.16 -24.73
-36.12 33.51 0.56 344040 288600 48330 564.2 55700 457.1 59850 262890 354030 -0.45 33.58 -24.49
-35.81 33.82 0.53 276720 464280 32940 509.4 55800 502.15 -1080 302970 228870 -0.47 33.83 -24.16
-35.22 33.9 0.49 154920 287580 18960 456.55 55900 550.9 5700 142590 105420 -0.5 33.9 -23.69
-34.47 33.73 0.46 410880 2486700 27420 408 56000 603.5 18030 2014710 229530 -0.53 33.78 -23.11
-33.57 33.33 0.43 85200 195960 8820 363.9 56100 660.1 -390 101310 31470 -0.56 33.48 -22.48
-32.64 32.7 0.39 96540 251640 5190 324.55 56200 721.1 1620 86310 19650 -0.59 33.01 -21.72
-31.36 31.85 0.36 53340 226680 1770 286.25 56300 779.8 -210 67140 7500 -0.62 32.41 -20.75
-30.18 30.82 0.33 64620 188220 3630 254.05 56400 850 0 128370 3450 -0.65 31.61 -19.74
-28.89 29.64 0.3 219990 1050000 14130 225.05 56500 913.1 1170 382170 22950 -0.67 30.68 -18.33
-27.43 28.31 0.27 119550 374910 31440 197.9 56600 990.1 330 88140 6030 -0.69 29.8 -17.68
-25.94 26.89 0.25 77310 295260 12540 173.85 56700 1070.3 90 54960 2880 -0.72 28.63 -16.32
-24.4 25.39 0.22 77460 350910 1740 152.25 56800 1141 840 102180 2640 -0.74 27.67 -15.36
-23.03 23.94 0.2 44940 349560 5340 134.75 56900 1238.6 60 109020 1110 -0.78 25.17 -11.4
-21.44 22.33 0.18 252360 1654815 25980 117.15 57000 1310 630 271800 13080 -0.77 25.68 -13.88