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Nifty: 24853.15 Expiry Date: 2015-06-19 Time: 2025-06-18 09:21:03
CALL PUT
DELTA VOLUME OI OI Change LTP (O) STRIKE (V) LTP OI Change OI VOLUME DELTA
0 11100 218025 -975 840 24000 3.25 -1018800 8907600 9447750 -0.02
0 1575 2850 0 775.05 24050 3.7 -8100 912450 1542150 -0.02
0 1125 48825 300 722 24100 4.15 -93150 3023175 2943975 -0.03
0 0 11025 0 698.55 24150 4.7 -66975 861225 1661250 -0.03
0 3075 55425 300 644.2 24200 5.45 -218625 3457800 3899175 -0.04
0.85 0 13050 0 592.5 24250 6.45 -116550 1330350 2191500 -0.04
0 34800 54000 -13275 535 24300 7.7 71325 4042875 4285800 -0.05
0 1950 24975 450 483.95 24350 9.45 -72825 1188750 2596425 -0.06
0 52800 105825 5550 450 24400 11.7 487425 3614100 4170150 -0.08
0 18825 47550 1425 394.8 24450 14.55 189300 1369800 2024175 -0.1
0 375375 525300 44175 354.95 24500 18.15 521100 7133925 6939450 -0.12
0 75975 140025 9825 309.45 24550 22.85 249450 1710000 3226950 -0.15
0.93 654750 938700 52725 265.7 24600 28.95 480600 6132600 7631175 -0.18
0.85 578325 581775 85350 223.95 24650 37.25 473400 2598450 4685700 -0.23
0.78 3449625 2123100 494925 184.15 24700 48.05 1154175 6853950 8253975 -0.28
0.7 4784700 1528050 898575 150 24750 61.5 1219350 3065325 6278325 -0.34
0.61 15306975 5902500 2720175 116.1 24800 79.8 2586150 8805750 14116725 -0.41
0.52 11155125 4844550 1250400 89.35 24850 102.3 735450 4119075 6126900 -0.48
0.43 11766750 8070300 1149525 68 24900 129.7 418800 4414725 4166625 -0.56
0.34 7043175 4126875 565350 49.65 24950 162.65 98175 971475 925200 -0.62
0.27 12250350 10338675 865275 36.4 25000 199.9 25425 2534400 1732125 -0.68
0.21 4812900 2787525 458400 26.65 25050 240 5325 499950 153000 -0.73
0.16 6457125 6639675 397125 19.9 25100 282.45 22500 947925 270225 -0.77
0.12 4418250 2927325 232050 14.45 25150 328 975 267825 51600 -0.8
0.09 8005425 8422575 551025 10.65 25200 374.3 -1500 713850 140025 -0.82
0.07 4148175 3156525 324675 7.85 25250 421.4 675 109425 5250 -0.84
0.05 6813300 8223375 825825 5.6 25300 470 -1575 143325 18900 -0.86
0.04 4371750 3184575 -124125 4.25 25350 524.6 -225 25275 2400 -0.87
0.03 10305600 5287875 174600 3.15 25400 570.2 5700 75300 18600 -0.87
0.02 6959475 1989150 168375 2.45 25450 618.95 0 18975 0 0
0.02 11713350 9982425 176250 2.05 25500 666 1800 221025 20025 -0.89
0.02 2718225 1932750 97275 1.7 25550 715.3 0 11475 75 0