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Bank Nifty: 55885.1 Expiry Date: 2015-06-26 Time: 2025-06-18 09:36:03
CALL PUT
THETA VEGA DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA VEGA THETA
-26.4 15.71 0.89 2100 64740 150 1530 54500 127.1 24510 667530 219780 -0.16 20.45 -19.21
-27.56 17.56 0.87 990 14430 210 1420.1 54600 140.95 10200 141930 63810 -0.17 21.7 -20.04
-42.71 28.01 0.73 0 7950 0 1247.2 54700 155.3 11460 91380 65580 -0.19 22.86 -20.84
-28.69 19.81 0.85 780 11310 30 1278.45 54800 171.2 10560 117870 92310 -0.2 24.07 -21.57
-30.59 22.45 0.82 3060 12300 300 1170.05 54900 189.95 2190 101280 58440 -0.22 25.35 -22.31
-32.68 24.25 0.79 89670 513660 3480 1140.75 55000 209.35 102270 1384380 511080 -0.24 26.5 -23.02
-33.48 25.75 0.77 5970 16860 1110 1060 55100 230.6 6060 155100 118440 -0.26 27.68 -23.56
-34.33 27.3 0.75 26190 41670 3810 980.1 55200 254.55 8520 172230 110910 -0.28 28.79 -24.14
-35.2 28.74 0.72 54660 50880 1440 908.5 55300 280 17370 237690 119880 -0.31 29.85 -24.49
-35.67 29.91 0.69 105810 91020 6300 840.8 55400 310 9090 215880 176220 -0.33 30.84 -24.96
-35.93 31.02 0.67 644490 594600 41490 770.15 55500 341.95 103830 991470 636870 -0.36 31.71 -25.25
-36.25 32.02 0.63 508320 212340 19890 704.35 55600 375 97230 344430 458580 -0.38 32.48 -25.19
-36.39 32.83 0.6 827760 296160 55890 642.25 55700 413.35 105480 308520 634830 -0.41 33.08 -25.31
-36.13 33.42 0.57 841650 470820 39480 580.4 55800 453.6 65610 369660 563580 -0.44 33.54 -25.16
-35.93 33.81 0.54 456330 302190 33570 525 55900 495.6 40830 177720 280260 -0.47 33.84 -24.76
-35.49 33.96 0.5 1006050 2487870 28590 473.2 56000 541.6 64380 2061060 498600 -0.5 33.96 -24.21
-34.97 33.87 0.47 179760 206730 19590 425.35 56100 595.4 5250 106950 73920 -0.52 33.9 -23.8
-34.11 33.55 0.44 221010 255930 9480 380.25 56200 650 15420 100110 54810 -0.55 33.65 -23.01
-33.14 32.99 0.4 131580 226980 2070 338.7 56300 706.2 1740 69090 17340 -0.58 33.21 -22
-32.07 32.22 0.37 142560 195360 10770 301.35 56400 770 2460 130830 9930 -0.61 32.63 -21.21
-30.9 31.25 0.34 488730 1061730 25860 267.6 56500 837.6 1200 382200 65010 -0.64 31.9 -20.28
-29.49 30.12 0.31 191940 376470 33000 235.7 56600 911.55 120 87930 11040 -0.67 30.88 -18.82
-28.16 28.86 0.28 163530 298020 15300 208.75 56700 980 330 55200 4530 -0.69 29.92 -17.63
-26.62 27.46 0.26 158400 353610 4440 183 56800 1070 360 101700 5190 -0.72 28.68 -16.36
-25.16 26 0.23 121800 348270 4050 161.1 56900 1150 -630 108330 2310 -0.74 27.8 -15.84
-23.61 24.47 0.21 542550 1651230 22395 141 57000 1210 4230 275400 33360 -0.76 26.67 -14.21