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Bank Nifty: 55818 Expiry Date: 2015-06-26 Time: 2025-06-18 09:30:03
CALL PUT
THETA VEGA DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA VEGA THETA
-28.38 17.7 0.87 1290 65070 480 1482.85 54500 130.75 19770 662790 174660 -0.16 21.04 -19.12
-28.4 18.53 0.86 900 14370 150 1387.3 54600 144.95 11310 143040 53250 -0.18 22.28 -19.94
-42.71 28.01 0.73 0 7950 0 1247.2 54700 159.9 5340 85260 42090 -0.2 23.47 -20.69
-31.58 22.49 0.82 690 11310 30 1228 54800 176.85 6210 113520 76980 -0.21 24.72 -21.41
-33.05 24.33 0.79 2040 13170 1170 1152.35 54900 195.5 -210 98880 49710 -0.23 25.97 -22.05
-33.87 25.69 0.77 70650 515910 5730 1082.05 55000 216.2 49260 1331370 371490 -0.25 27.17 -22.67
-34.68 27.25 0.75 4050 16860 1110 996.6 55100 238.8 3030 152070 104580 -0.27 28.34 -23.2
-35.27 28.47 0.72 18630 42210 4350 930 55200 262.25 5730 169440 92310 -0.3 29.4 -23.59
-35.52 29.68 0.7 42960 54720 5280 851 55300 290.65 13140 233460 98160 -0.32 30.47 -23.96
-36.05 30.86 0.67 84960 92910 8190 783 55400 320.8 10860 217650 147570 -0.35 31.4 -24.21
-36.61 31.89 0.64 443940 592020 38910 722.2 55500 353.45 85770 973410 498750 -0.37 32.21 -24.3
-36.53 32.66 0.61 382950 237300 44850 657.45 55600 388.1 85200 332400 385380 -0.4 32.87 -24.27
-36.46 33.3 0.58 581160 313050 72780 596.95 55700 429 94770 297810 507840 -0.43 33.41 -24.14
-36.34 33.73 0.54 517200 475650 44310 540.6 55800 470.8 24780 328830 349980 -0.46 33.75 -23.78
-35.79 33.91 0.51 267420 289320 20700 485.45 55900 518.35 15570 152460 159180 -0.49 33.91 -23.41
-35.05 33.87 0.48 669120 2506230 46950 434.7 56000 565.2 37170 2033850 368550 -0.52 33.88 -22.74
-34.37 33.58 0.44 126960 202260 15120 389.4 56100 621.9 9210 110910 55320 -0.55 33.65 -22.12
-33.5 33.06 0.41 158310 259440 12990 348.4 56200 678.7 9060 93750 38580 -0.58 33.23 -21.2
-32.3 32.32 0.38 85530 229650 4740 308.15 56300 740 270 67620 11280 -0.61 32.64 -20.31
-31 31.4 0.35 95550 193680 9090 272.35 56400 803 2340 130710 6750 -0.64 31.88 -19.14
-29.86 30.31 0.32 355890 1053390 17520 242.65 56500 870 2550 383550 47460 -0.67 30.97 -17.94
-28.38 29.04 0.29 153000 376890 33420 213.2 56600 948.85 -510 87300 9120 -0.69 29.98 -17.06
-26.86 27.65 0.26 113340 297420 14700 186.95 56700 1027.1 330 55200 3540 -0.71 28.86 -15.86
-25.18 26.14 0.24 125460 353880 4710 162.55 56800 1105 1110 102450 3840 -0.74 27.56 -14.27
-23.75 24.67 0.21 81630 351420 7200 143.35 56900 1186 -900 108060 2070 -0.77 25.96 -12.13
-22.36 23.17 0.19 394800 1652310 23475 126.5 57000 1250.2 5340 276510 20220 -0.78 25.13 -11.45