Bank Nifty: 55745.55 Expiry Date: 2015-06-26 Time: 2025-06-18 09:27:03
CALL PUT
THETA VEGA DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA VEGA THETA
-26.01 15.65 0.89 0 3240 0 1501.95 54400 127.65 4980 71730 21990 -0.16 20.58 -19.11
-29.22 18.62 0.86 1170 64740 150 1450 54500 139.9 18420 661440 147720 -0.17 21.74 -19.77
-30.19 20.13 0.85 780 14340 120 1363.65 54600 155.15 10530 142260 44280 -0.19 22.99 -20.59
-42.71 28.01 0.73 0 7950 0 1247.2 54700 171.6 4380 84300 35130 -0.21 24.2 -21.37
-33.11 23.92 0.8 480 11280 0 1189.85 54800 188.6 6000 113310 63660 -0.22 25.4 -21.98
-33.55 25.12 0.78 1920 13170 1170 1112 54900 208.15 540 99630 42840 -0.24 26.61 -22.59
-34.36 26.39 0.76 54360 516690 6510 1048.25 55000 230 35490 1317600 309960 -0.26 27.76 -23.24
-35.2 27.97 0.73 3570 16260 510 962.95 55100 253.6 -2880 146160 92940 -0.29 28.91 -23.65
-35.6 29.05 0.71 14370 40830 2970 898.8 55200 279.1 5520 169230 81900 -0.31 29.93 -24.08
-36.5 30.39 0.68 35340 54330 4890 830.25 55300 307.9 12240 232560 80730 -0.33 30.92 -24.35
-36.61 31.35 0.65 72810 89850 5130 761.9 55400 339.45 11790 218580 124950 -0.36 31.78 -24.58
-36.76 32.28 0.62 360810 593160 40050 693 55500 373.7 82800 970440 415020 -0.39 32.52 -24.63
-36.72 32.96 0.59 320040 230760 38310 633.45 55600 412.2 76740 323940 316980 -0.42 33.13 -24.59
-36.44 33.49 0.56 456360 303690 63420 572.35 55700 452.8 78630 281670 429840 -0.44 33.56 -24.4
-36.18 33.81 0.53 378780 464550 33210 518 55800 496.4 14970 319020 286350 -0.47 33.82 -23.99
-35.64 33.9 0.5 209100 293280 24660 465.7 55900 544 11730 148620 124740 -0.5 33.89 -23.28
-34.81 33.75 0.46 530310 2489850 30570 415.25 56000 593.9 24600 2021280 287220 -0.53 33.78 -22.74
-34.05 33.37 0.43 102750 199650 12510 372.4 56100 652 8100 109800 38310 -0.56 33.46 -21.91
-33.03 32.76 0.4 120570 258360 11910 331.35 56200 711 5190 89880 26970 -0.59 32.97 -21.09
-31.89 31.9 0.36 68070 228990 4080 293.25 56300 775 690 68040 9390 -0.62 32.31 -20.14
-30.61 30.94 0.33 79770 192510 7920 260.35 56400 840.25 1920 130290 4830 -0.65 31.56 -19.22
-29.24 29.77 0.31 254280 1051500 15630 229.9 56500 905 540 381540 27780 -0.67 30.6 -17.83
-27.82 28.42 0.28 137460 375720 32250 202.25 56600 981.7 -30 87780 7200 -0.7 29.51 -16.6
-26.32 27.02 0.25 94080 297120 14400 177.75 56700 1087.35 210 55080 3000 -0.73 27.94 -14.93
-24.82 25.59 0.23 106560 354510 5340 156.5 56800 1141.9 900 102240 3300 -0.74 27.45 -14.84
-23.33 24.04 0.2 60000 351120 6900 137.25 56900 1238.6 60 109020 1110 -0.78 25.17 -11.4
-21.76 22.52 0.18 304140 1651005 22170 119.9 57000 1299.75 4380 275550 15900 -0.78 24.88 -11.83