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Bank Nifty: 55885.05 Expiry Date: 2015-06-26 Time: 2025-06-18 09:39:02
CALL PUT
THETA VEGA DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA VEGA THETA
-24.67 13.98 0.91 2220 64740 150 1555.15 54500 123.3 23280 666300 290220 -0.15 20.24 -18.8
-27.56 17.56 0.87 990 14430 210 1420.1 54600 137.55 12120 143850 69750 -0.17 21.48 -19.76
-42.71 28.01 0.73 0 7950 0 1247.2 54700 151 14430 94350 72060 -0.18 22.65 -20.46
-28.32 19.15 0.86 930 11280 0 1314.75 54800 166.65 9540 116850 102540 -0.2 23.86 -21.21
-30.59 22.45 0.82 3060 12300 300 1170.05 54900 184.4 1260 100350 64440 -0.22 25.1 -21.95
-31.4 23.53 0.8 100170 513120 2940 1127.35 55000 203.75 104940 1387050 583710 -0.24 26.33 -22.6
-32.4 25.15 0.78 6720 17160 1410 1052.6 55100 225 6420 155460 126570 -0.26 27.53 -23.16
-33.61 26.9 0.75 28530 41040 3180 978.65 55200 249.25 8280 171990 121710 -0.28 28.65 -23.83
-34.7 28.48 0.72 59370 50160 720 908.25 55300 273.95 18300 238620 130830 -0.3 29.72 -24.2
-34.59 29.52 0.7 113400 89520 4800 831.7 55400 303.9 9870 216660 198090 -0.33 30.75 -24.62
-35.32 30.84 0.67 746790 594180 41070 764 55500 334.2 101160 988800 715020 -0.35 31.63 -24.81
-35.52 31.88 0.64 555450 208590 16140 695.85 55600 367.6 98580 345780 502740 -0.38 32.4 -24.93
-35.83 32.76 0.61 915810 299220 58950 634.75 55700 404.85 96750 299790 682410 -0.41 33.03 -24.94
-35.62 33.38 0.57 958740 469860 38520 574.15 55800 445.8 86130 390180 656490 -0.44 33.51 -24.84
-35.45 33.8 0.54 553680 309180 40560 518.1 55900 489.65 60990 197880 346560 -0.46 33.83 -24.48
-34.91 33.96 0.51 1178850 2485410 26130 465 56000 535.1 69510 2066190 585600 -0.49 33.96 -24.01
-34.32 33.88 0.47 215550 204720 17580 416.8 56100 587.05 5730 107430 84240 -0.52 33.9 -23.51
-33.53 33.55 0.44 254700 253080 6630 372.2 56200 644.05 16320 101010 61110 -0.55 33.67 -23
-32.61 32.98 0.4 164490 224400 -510 331.7 56300 702.95 1800 69150 19950 -0.58 33.28 -22.36
-31.47 32.18 0.37 165120 192930 8340 293.6 56400 765.35 3480 131850 12270 -0.61 32.73 -21.55
-30.31 31.2 0.34 548850 1056840 20970 260.5 56500 830.4 420 381420 75690 -0.64 31.98 -20.4
-28.86 30 0.31 213390 376350 32880 228.25 56600 898.6 570 88380 12360 -0.66 31.1 -19.18
-27.42 28.63 0.28 178860 298530 15810 200.1 56700 963.35 450 55320 5250 -0.69 30.23 -18.14
-26.03 27.29 0.25 171570 352290 3120 176.95 56800 1043.6 450 101790 5400 -0.71 29.24 -17.27
-24.49 25.78 0.23 137730 348720 4500 154.8 56900 1121.2 -570 108390 2580 -0.73 28.19 -16.2
-22.99 24.22 0.21 608130 1646160 17325 135.5 57000 1207.9 3870 275040 38010 -0.75 26.98 -14.94