Bank Nifty: 55837 Expiry Date: 2015-06-26 Time: 2025-06-18 09:33:03
CALL PUT
THETA VEGA DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA VEGA THETA
-23.65 13.19 0.92 1680 65130 540 1525.45 54500 125.3 21450 664470 201000 -0.16 20.4 -18.96
-27.56 17.56 0.87 990 14430 210 1420.1 54600 139.3 10500 142230 58470 -0.17 21.64 -19.84
-42.71 28.01 0.73 0 7950 0 1247.2 54700 153.95 5550 85470 53100 -0.19 22.87 -20.61
-28.69 19.81 0.85 780 11310 30 1278.45 54800 169.35 9450 116760 83760 -0.2 24.06 -21.31
-31.42 23 0.81 3030 13110 1110 1173.55 54900 188.85 360 99450 54870 -0.22 25.34 -22.18
-31.17 23.41 0.81 82980 516090 5910 1125 55000 206.85 72300 1354410 457170 -0.24 26.44 -22.8
-32.47 25.39 0.78 4950 17010 1260 1039 55100 228.25 6540 155580 111270 -0.26 27.62 -23.4
-33.74 27.09 0.75 23610 42240 4380 970 55200 252.05 8880 172590 103980 -0.28 28.8 -23.84
-34.27 28.5 0.72 50790 51990 2550 891.05 55300 279.05 16110 236430 112440 -0.31 29.88 -24.33
-34.89 29.72 0.7 95640 89550 4830 829.1 55400 308.15 10350 217140 162750 -0.33 30.87 -24.68
-35.66 31.06 0.66 568710 587640 34530 759.1 55500 337.45 100470 988110 590130 -0.36 31.73 -24.78
-35.52 31.94 0.64 463620 226770 34320 692.3 55600 374 98430 345630 436350 -0.38 32.5 -25.02
-35.71 32.8 0.6 725100 322410 82140 629.8 55700 409.55 105060 308100 578610 -0.41 33.08 -25.03
-35.71 33.42 0.57 698370 471960 40620 572.45 55800 451.95 33720 337770 456270 -0.44 33.55 -25.02
-35.46 33.81 0.54 365550 290640 22020 516.75 55900 495 22890 159780 223830 -0.47 33.86 -24.42
-34.99 33.97 0.5 855510 2499600 40320 464.2 56000 543.05 51000 2047680 442830 -0.5 33.96 -24
-34.46 33.87 0.47 155460 204120 16980 416.8 56100 595.8 3060 104760 65220 -0.53 33.88 -23.41
-33.61 33.53 0.44 194310 255570 9120 372 56200 651.6 10650 95340 49500 -0.56 33.61 -22.74
-32.63 32.89 0.4 109770 229800 4890 328.8 56300 713.25 600 67950 12990 -0.59 33.18 -22.11
-31.49 32.06 0.37 119700 195300 10710 291 56400 774.5 2490 130860 7800 -0.61 32.61 -21.25
-30.39 31.16 0.34 435720 1071750 35880 260.65 56500 839.7 -990 380010 58170 -0.64 31.85 -20.17
-29.02 30 0.31 173760 377790 34320 229.85 56600 903.7 60 87870 9960 -0.67 30.79 -18.24
-27.65 28.63 0.28 146580 299820 17100 202.05 56700 982 240 55110 4380 -0.69 30.05 -18.09
-26.18 27.21 0.25 142860 352980 3810 177.55 56800 1063.7 1110 102450 4890 -0.71 29.08 -17.31
-24.58 25.69 0.23 105030 347850 3630 154.95 56900 1139.35 -540 108420 2280 -0.73 27.95 -15.97
-23.13 24.26 0.21 464580 1655850 27015 136.65 57000 1214 6720 277890 25800 -0.75 26.87 -14.79