Nifty: 24832.05 Expiry Date: 2015-06-19 Time: 2025-06-18 09:18:04
CALL PUT
DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA
0 6900 219675 675 824.4 24000 3.55 -312450 9613950 6435750 -0.02
0.99 0 2850 0 815.05 24050 3.9 15600 936150 945225 -0.02
0 525 48675 150 721.15 24100 4.35 -36075 3080250 1971825 -0.03
0 0 11025 0 698.55 24150 5.05 -90300 837900 1183950 -0.03
0 1875 55350 225 620.8 24200 5.9 -69075 3607350 2883825 -0.04
0.85 0 13050 0 592.5 24250 6.95 -4650 1442250 1607625 -0.05
0 31050 65550 -1725 525 24300 8.4 -27600 3943950 2700975 -0.06
0 1125 24525 0 474.35 24350 10.3 53700 1315275 1603050 -0.07
0 31425 102375 2100 432.55 24400 12.75 136050 3262725 2789850 -0.08
0 11475 46800 675 385.6 24450 15.85 61875 1242375 1528275 -0.1
0 214125 487125 6000 340 24500 19.9 55200 6668025 4621800 -0.13
0.94 54225 132900 2700 295.05 24550 24.95 16650 1477200 2346075 -0.16
0.89 353550 892875 6900 251.1 24600 31.8 133350 5785350 5109450 -0.2
0.82 369375 518250 21825 209.7 24650 40.65 118575 2243625 3095175 -0.24
0.75 1851600 1692900 64725 171.35 24700 52.35 211575 5911350 5372925 -0.3
0.67 2861175 778800 149325 136.65 24750 67.9 305325 2151300 4079475 -0.37
0.58 9681150 3721575 539250 105.2 24800 86.8 386625 6606225 8778450 -0.44
0.48 6208425 3784050 189900 80.1 24850 110.5 43650 3427275 3226650 -0.51
0.39 7094625 7143075 222300 59.55 24900 140.35 23325 4019250 2312175 -0.58
0.31 4517175 3651000 89475 44.55 24950 174.4 -8475 864825 490050 -0.65
0.24 7416900 9674325 200925 32.25 25000 213.55 -9675 2499300 983850 -0.7
0.19 2884575 2377425 48300 23.5 25050 254.7 -6450 488175 101700 -0.75
0.14 3887025 6311850 69300 17.25 25100 299 -3225 922200 191850 -0.78
0.11 2645175 2712975 17700 12.75 25150 342.25 675 267525 37800 -0.82
0.08 4788450 7842375 -29175 9.55 25200 390 -2625 712725 86925 -0.84
0.06 2556450 2924775 92925 6.95 25250 442.35 0 108750 3375 -0.84
0.05 4388625 7559025 161475 5.05 25300 483.55 0 144900 11850 -0.88
0.03 2609550 3361875 53175 3.75 25350 536.8 150 25650 1575 -0.87
0.03 5935500 5161725 48450 2.85 25400 585.5 1275 70875 16650 -0.88
0.02 3545250 1892250 71475 2.35 25450 618.95 0 18975 0 0
0.02 7015800 9979725 173550 2 25500 683.8 -600 218625 17325 -0.89
0.01 1791375 1890075 54600 1.6 25550 715.3 0 11475 75 0