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Bank Nifty: 55883.65 Expiry Date: 2015-06-26 Time: 2025-06-18 09:42:03
CALL PUT
THETA VEGA DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA VEGA THETA
-24.35 13.43 0.91 2340 64710 120 1593.35 54500 119.55 71640 714660 390150 -0.15 19.82 -18.63
-27.56 17.56 0.87 990 14430 210 1420.1 54600 133.3 11640 143370 73770 -0.16 21.07 -19.57
-42.71 28.01 0.73 0 7950 0 1247.2 54700 147.6 15000 94920 74550 -0.18 22.34 -20.34
-28.32 19.15 0.86 930 11280 0 1314.75 54800 162.1 7740 115050 106020 -0.2 23.52 -21.02
-28.26 19.97 0.85 3240 12270 270 1228.4 54900 178.85 750 99840 73800 -0.21 24.7 -21.78
-30.45 22.46 0.82 106740 513930 3750 1159.7 55000 198.1 116460 1398570 619260 -0.23 25.9 -22.58
-31.83 24.45 0.79 7830 17040 1290 1078.15 55100 219 6570 155610 131370 -0.25 27.11 -23.22
-32.79 26.16 0.77 29460 40800 2940 995.65 55200 241.7 10650 174360 130740 -0.27 28.27 -23.78
-33.67 27.58 0.74 60960 50280 840 932.55 55300 266.5 20910 241230 139260 -0.29 29.36 -24.26
-34.39 29.05 0.71 118440 88560 3840 858.25 55400 294.15 11340 218130 209550 -0.32 30.37 -24.71
-35.03 30.33 0.68 800490 603030 49920 791.55 55500 325.15 107160 994800 762870 -0.34 31.31 -25.07
-35.47 31.48 0.65 601710 206250 13800 724.6 55600 360.1 105480 352680 525930 -0.37 32.21 -25.11
-35.64 32.41 0.62 965850 282420 42150 659.95 55700 394.95 100440 303480 708720 -0.4 32.82 -25.35
-35.71 33.15 0.59 1047600 457440 26100 599.75 55800 433.9 95310 399360 695460 -0.42 33.36 -25.26
-35.67 33.67 0.55 644700 315150 46530 543.4 55900 475.7 127440 264330 456240 -0.45 33.74 -25.01
-35.16 33.94 0.52 1326360 2478870 19590 487.4 56000 522.3 95400 2092080 677670 -0.48 33.95 -24.67
-34.64 33.96 0.49 248880 209820 22680 437.7 56100 571.75 7020 108720 92250 -0.51 33.97 -24.09
-33.95 33.74 0.45 281280 255180 8730 391.75 56200 626.95 18300 102990 68040 -0.54 33.81 -23.61
-33.09 33.26 0.42 196740 220170 -4740 349.05 56300 684.25 2640 69990 21660 -0.57 33.48 -22.88
-32.06 32.58 0.39 189360 192690 8100 310.55 56400 745.1 2880 131250 13110 -0.6 33.01 -22.23
-30.92 31.67 0.35 590520 1055730 19860 275.4 56500 807.95 3570 384570 81630 -0.62 32.36 -21.2
-29.69 30.6 0.32 225450 373830 30360 244.15 56600 879.1 600 88410 12840 -0.65 31.43 -19.74
-28.2 29.33 0.29 195090 299280 16560 213.85 56700 951.05 450 55320 5280 -0.69 30.21 -17.7
-26.82 27.96 0.27 187770 351630 2460 188.6 56800 1026.8 420 101760 5670 -0.7 29.59 -17.84
-25.26 26.49 0.24 146190 345990 1770 164.9 56900 1100 -660 108300 3000 -0.72 28.66 -16.96
-23.79 24.98 0.22 662040 1641150 12315 144.9 57000 1180 5580 276750 40860 -0.74 27.55 -15.78