Nifty: 24791.35 Expiry Date: 2015-06-19 Time: 2025-06-18 09:15:03
CALL PUT
DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA
0.89 0 219000 0 836.2 24000 5.65 0 9926400 99750 -0.03
0.99 0 2850 0 815.05 24050 6 0 920550 18225 -0.04
0.89 0 48525 0 741 24100 6.9 0 3116325 38100 -0.04
0 0 11025 0 698.55 24150 6.95 0 928200 30825 -0.04
0.85 0 55125 0 642.8 24200 9.15 0 3676425 47175 -0.06
0.85 0 13050 0 592.5 24250 11.05 0 1446900 12750 -0.07
0.91 150 67275 0 519.4 24300 12.9 0 3971550 31500 -0.08
0.82 0 24525 0 497.35 24350 14.65 0 1261575 9000 -0.09
0.8 0 100275 0 452 24400 18.75 0 3126675 41175 -0.11
0.81 0 46125 0 406.9 24450 22.9 0 1180500 22275 -0.14
0.85 3450 481125 0 325.6 24500 28.1 0 6612825 75450 -0.17
0.81 1050 130200 0 280.45 24550 35.1 0 1460550 36375 -0.2
0.78 13575 885975 0 237.7 24600 42.9 0 5652000 72300 -0.24
0.71 5625 496425 0 202.75 24650 54.4 0 2125050 27975 -0.3
0.65 27075 1628175 0 166.2 24700 67.35 0 5699775 86325 -0.35
0.58 30225 629475 0 132.2 24750 84.4 0 1845975 55050 -0.42
0.51 83400 3182325 0 100.35 24800 103.55 0 6219600 149025 -0.49
0.43 39975 3594150 0 74.95 24850 129.25 0 3383625 42375 -0.57
0.34 71850 6920775 0 54.4 24900 157.5 0 3995925 53475 -0.65
0.27 38700 3561525 0 40.15 24950 193.9 0 873300 9750 -0.72
0.21 121350 9473400 0 29.05 25000 231.55 0 2508975 21450 -0.77
0.16 26100 2329125 0 20.3 25050 272.75 0 494625 2175 -0.83
0.12 68475 6242550 0 15 25100 319.2 0 925425 1500 -0.85
0.09 26925 2695275 0 10.8 25150 335 0 266850 0 0
0.07 52200 7871550 0 8.45 25200 408.05 0 715350 675 -0.91
0.05 22050 2831850 0 6.4 25250 425.65 0 108750 0 0
0.04 68175 7397550 0 4.75 25300 475.85 0 144900 0 0
0.03 24825 3308700 0 3.75 25350 523.75 0 25500 0 0
0.03 106800 5113275 0 3.1 25400 574.85 0 69600 0 0
0.02 13725 1820775 0 2.5 25450 618.95 0 18975 0 0
0.02 139650 9806175 0 2.25 25500 671.9 0 219225 0 0
0.02 20925 1835475 0 2.05 25550 712.65 0 11475 0 -0.89