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Strike 27200

IV OI Change in OI LTP Bid Qty Ask Qty


Call 31.32 469140 59000 188.7 60 40 31.495
Put 24.57 253400 148880 130 280 20 32.105
Delta % 21.55172
Most Active

Option TypStrike PriceLTP Volume Change in OI OI IV Calls


PE 26500 15.4 684382 701420 1076240 34.23
CE 27500 64.75 644103 223100 1176980 30.09 41705669
CE 27000 322 621580 29300 545580 33.84 200148760
CE 27200 188.7 577321 59000 469140 31.32 108940473
PE 26700 27 505137 477840 631940 31.46
PE 26800 36.25 469986 370380 597440 29.89
CE 27300 136.35 466711 32580 427940 30.73 63636045
PE 26600 20.35 423974 342100 497660 32.84

414430947
PCR PCR by Value PCR of OI
0.90205 0.96528509 0.139084
Call Put
31.32 24.57

Puts
10539483

13638699
17036993

8627871

49843045
Option Chain (Equity Derivatives)Underlying Index: BANKNIFTY 27218.80 As on Sep 04, 2019 13:18:26 IST
View Options Contracts for:
OR
Filter by: Expiry Date
Futures contracts

CALLS
Chart OI

Graph 20
Graph -
Graph 40
Graph 20
Graph -
Graph -
Graph 60
Graph -
Graph 2,840
Graph 20
Graph 640
Graph 2,500
Graph 3,980
Graph 36,000
Graph 20,660
Graph 46,520
Graph 113,760
Graph 187,080
Graph 545,580
Graph 287,340
Graph 469,140
Graph 427,940
Graph 434,960
Graph 1,176,980
Graph 439,620
Graph 509,840
Graph 464,740
Graph 284,380
Graph 976,660
Graph 152,340
Graph 208,040
Graph 225,840
Graph 83,260
Graph 340,900
Graph 59,520
Graph 47,960
Graph 41,820
Graph 32,820
Graph 187,720
Graph 8,260
Graph 7,680
Graph 1,840
Graph 1,920
Graph 45,800
Graph 540
Graph 60
Graph -
Graph 3,020
Graph 29,700
Graph -
Graph -
Graph -
Graph -
Graph -
Graph -
Graph -
Graph -
Graph -
Graph 5,060
Graph -
Graph -
Graph -
Graph 20
Graph -
Graph -
Graph 60
Graph 40
Graph 80
Graph 480
Graph -
Graph 140
Graph 60
Graph 280
Graph 60
Graph 280
Graph 1,120
Graph 640
Graph 760
Graph 480
Graph 2,980
Total 7,922,900

Top
Note :

10% interest rate is applied while computing implied volatility.


Open Interest values in the option chain are refreshed at the end of the day after bhavcopy file has been made available on the
highlighted Highlighted options are in-the-money.
3:18:26 IST

PUTS
Chng in OI Volume IV LTP Net Chng Bid Bid Ask Ask Strike Price Bid Bid
Qty Price Price Qty Qty Price
- 4- 1,877.60 245.3 20 2,045.30 2,088.55 200 25200 20 1.35
- - - - - 100 1,921.05 2,004.55 200 25300 200 1.85
- 2- 1,758.00 112.8 100 1,823.25 1,890.35 120 25400 20 1.9
20 2- 1,416.25 -219 20 1,750.20 1,793.95 100 25500 240 2.25
- - - - - 20 1,630.00 1,705.30 20 25600 120 2.4
- - - - - 20 1,530.15 1,605.55 20 25700 300 2.7
- - - - - 20 1,430.50 1,505.95 20 25800 380 3.1
- - - - - 20 1,331.05 1,406.05 20 25900 280 3.65
900 436 59.78 1,262.75 472.55 100 1,254.35 1,266.90 20 26000 540 4.4
20 18 - 1,061.80 -745.10 20 1,152.10 1,183.15 20 26100 220 5.15
620 126 57.63 1,018.00 324.75 20 1,051.35 1,068.45 20 26200 200 6.4
2,460 422 46.28 946.35 386.4 20 958.95 988.30 20 26300 80 8.35
3,880 5,533 50.89 875.10 338.85 20 863.00 867.25 40 26400 100 11.3
16,280 29,731 47.99 777.4 365.05 20 771.1 775.7 20 26500 40 15.25
16,880 31,195 44.54 682.55 341.7 20 675.65 681.15 20 26600 220 20.2
32,720 92,039 42.54 595 320.35 20 581.85 585.2 20 26700 80 27.1
35,400 222,745 38.74 490.45 266.75 20 490.35 493.05 20 26800 220 36.1
42,560 272,576 36.36 405 226.35 20 403.35 405.3 40 26900 40 49.3
29,300 621,580 33.84 322 180.95 20 322.15 323.5 20 27000 60 66.85
51,100 451,690 32.44 250.15 142.55 80 250.15 251 20 27100 80 93.05
59,000 577,321 31.32 188.7 104.4 60 188.1 188.75 40 27200 280 129.55
32,580 466,711 30.73 136.35 73.05 40 136.3 136.85 60 27300 80 178.2
133,880 419,712 30.26 95 48 80 94.55 95.15 300 27400 40 237.35
223,100 644,103 30.09 64.75 29.6 40 64.85 65.15 320 27500 40 305.4
57,860 259,706 29.72 41.3 16.65 120 41.05 41.25 80 27600 20 378.35
130,100 200,766 29.61 25.7 8.55 60 25.5 25.65 40 27700 20 461.35
23,600 137,882 29.83 16 3.7 40 15.95 16.05 100 27800 60 549.05
30,340 80,876 30.78 10.5 1.65 40 10.35 10.45 120 27900 20 636.25
58,380 156,828 32.21 7.7 0.1 280 7.7 7.75 100 28000 20 743.05
4,720 46,091 33.39 5.7 -0.25 220 5.65 5.75 40 28100 20 829.20
-12,920 30,528 34.94 4.15 -0.55 260 4.05 4.2 160 28200 80 932.45
-24,440 19,883 36.59 3.35 -0.65 80 3.3 3.4 140 28300 20 1,016.55
-25,900 12,538 38.47 2.9 -0.25 100 2.8 2.9 1,000 28400 40 1,111.45
-43,140 16,781 40.36 2.4 -0.6 1,920 2.35 2.4 260 28500 20 1,223.25
-19,380 4,098 42.56 2.2 -0.55 80 2.2 2.35 100 28600 20 1,305.50
-9,660 2,619 44.55 2.05 -0.35 500 1.9 2.05 180 28700 120 1,389.90
-9,580 1,467 45.65 1.4 -0.45 180 1.35 1.65 180 28800 120 1,493.70
-2,100 1,032 48.37 1.65 -0.35 100 1.55 1.7 80 28900 160 1,595.25
-29,360 5,209 50.21 1.55 -0.35 460 1.55 1.6 2,680 29000 20 1,727.55
-1,780 285 52.36 1.55 -0.3 240 1.45 1.55 720 29100 20 1,785.30
-940 272 54.86 1.5 -0.5 420 1.4 1.55 100 29200 20 1,919.90
-700 118 56.53 1.45 -0.35 140 1.05 1.55 160 29300 100 1,985.65
20 75 58.09 1.35 -0.90 40 1.35 1.6 100 29400 100 2,085.65
-9,700 722 61.25 1.5 -0.20 380 1.2 1.55 1,200 29500 100 2,201.30
- - - - - 160 0.6 1.8 400 29600 100 2,299.90
-660 70 56.27 0.3 -0.70 60 0.3 - - 29700 20 2,384.40
- - - - - 20 0.3 2.4 400 29800 120 2,484.00
-20 33 62.88 0.5 -0.65 60 0.5 1.55 20 29900 20 2,584.05
-4,240 331 65.96 0.55 -0.95 40 0.55 0.65 20 30000 20 2,701.35
- - - - - 1,200 0.05 2.8 20 30100 20 2,772.60
- - - - - 1,200 0.05 2.8 20 30200 20 2,872.60
- - - - - 1,200 0.05 2.8 20 30300 20 2,972.60
- - - - - 1,200 0.05 2.8 20 30400 20 3,072.60
- - - - - 1,200 0.05 1.85 400 30500 20 3,172.60
- - - - - 1,200 0.05 2.8 20 30600 20 3,272.60
- - - - - 1,200 0.05 2.8 20 30700 20 3,372.60
- - - - - 1,200 0.05 2.8 20 30800 20 3,395.10
- - - - - 1,200 0.05 2.8 20 30900 20 3,477.60
-20 5 70.76 0.05 -0.6 1,140 0.05 1 60 31000 20 3,709.55
- - - - - - - 2.8 20 31100 400 2,413.70
- - - - - - - 2.8 20 31200 400 2,473.45
- - - - - - - 2.8 20 31300 400 2,532.95
- - - - - - - 2.8 20 31400 2,420 2,604.30
- - - - - 1,200 0.05 2.4 600 31500 20 4,165.95
- - - - - - - 2.8 20 31600 20 4,265.90
- - - - - - - 0.95 20 31700 20 4,365.90
- - - - - - - 2.8 20 31800 20 4,463.75
- - - - - 40 0.2 2.8 20 31900 20 4,561.20
- - - - - 300 0.5 1.3 200 32000 20 4,705.35
- - - - - - - 2.8 20 32100 20 4,763.70
140 2,007 101.58 0.3 -790.2 200 0.15 0.95 140 32200 100 4,863.65
40 1,002 109.28 0.6 - 2,500 0.05 1 200 32300 20 4,961.20
-1,000 50 101.8 0.2 -1.05 280 0.2 0.95 180 32400 20 5,063.70
- - - - - - - 1 200 32500 20 5,165.05
-40 505 117.45 0.8 0.25 220 0.2 0.95 20 32600 20 5,265.05
-20 522 117.86 0.7 -0.3 20 0.45 0.95 460 32700 20 5,365.05
- - - - - 360 0.25 0.95 360 32800 20 5,465.05
- 1,502 115.89 0.4 -0.85 200 0.3 0.95 460 32900 20 5,565.05
-20 1,003 119.7 0.5 0.2 1,020 0.55 0.8 20 33000 20 5,704.90
1,460 1,614 125.59 0.75 0.55 20 0.4 0.75 1,000 33100 20 5,751.50
4,822,366
has been made available on the website.
Ask Ask Net Chng LTP IV Volume Chng in OI OI Chart
Price Qty
2.15 60 1.85 2 59.24 18 - 140 Graph
2 400 1.65 1.95 56.13 848 - 2,120 Graph
2 60 -4.55 2 54.19 8,025 12,480 104,800 Graph
2.3 2,340 -5.35 2.3 52.39 18,766 14,840 114,460 Graph
2.5 680 -6.7 2.4 49.93 19,288 31,300 55,240 Graph
2.75 2,900 -8.8 2.75 47.3 27,915 12,840 52,340 Graph
3.2 120 -11.4 3.15 45.46 52,990 26,560 61,800 Graph
3.7 140 -16.7 3.7 43.97 74,547 44,520 80,940 Graph
4.45 2,400 -22.55 4.45 42.48 237,924 166,340 409,640 Graph
5.25 240 -30.3 5.25 40.72 164,341 45,100 119,600 Graph
6.55 940 -38.9 6.5 38.72 265,976 187,160 289,020 Graph
8.45 260 -51.75 8.35 36.93 275,679 245,800 357,980 Graph
11.4 40 -67.1 11.35 35.56 320,766 290,780 447,120 Graph
15.4 300 -87.15 15.4 34.23 684,382 701,420 1,076,240 Graph
20.45 540 -110.7 20.35 32.84 423,974 342,100 497,660 Graph
27.4 620 -137.5 27 31.46 505,137 477,840 631,940 Graph
36.3 260 -170.65 36.25 29.89 469,986 370,380 597,440 Graph
49.75 20 -209.15 49.5 28.33 291,251 330,020 438,980 Graph
67.2 120 -248.7 67.1 26.93 382,615 486,240 755,760 Graph
93.8 20 -291.5 93.6 25.61 113,527 202,500 244,240 Graph
130.7 20 -328.9 130 24.57 64,368 148,880 253,400 Graph
180 300 -361.15 179.95 23.62 22,019 41,840 78,660 Graph
239.8 20 -385.95 235.05 21.81 5,661 3,820 22,380 Graph
308.2 20 -407.75 307 20.81 11,369 -38,840 64,940 Graph
383.75 20 -420.85 373.1 17.65 961 -320 13,060 Graph
468.60 20 -414.6 471.45 - 642 -780 11,220 Graph
560.50 20 -424.2 552.00 - 375 -380 13,580 Graph
651.05 40 -437.45 639.15 - 150 -1,040 6,680 Graph
748.60 20 -418.9 746.00 - 6,003 -4,100 91,740 Graph
847.75 20 -413 834.20 - 106 -800 2,660 Graph
949.30 20 -446.85 933.50 47.43 63 -280 2,940 Graph
1,051.95 20 -266.55 1,080.00 - 46 -100 1,080 Graph
1,160.85 40 -245.9 1,154.10 78.15 4 -20 400 Graph
1,246.25 20 -479.15 1,235.00 - 83 -1,000 6,660 Graph
1,356.55 20 555.9 1,452.90 64.87 58 - 320 Graph
1,480.45 200 - - - - - 200 Graph
1,576.40 20 -50.1 1,709.90 95.42 19 200 300 Graph
1,700.85 440 - - - - - 120 Graph
1,754.75 20 -424.6 1,750.00 - 45 -260 3,660 Graph
1,902.10 20 - - - - - - Graph
1,954.70 20 -167.75 2,070.00 94.15 2- 80 Graph
2,106.20 440 - - - - - 340 Graph
2,206.25 440 - - - - - 220 Graph
2,286.90 300 -359.65 2,336.40 79.92 1- 3,200 Graph
2,396.50 200 - - - - - 280 Graph
2,510.90 20 - - - - - - Graph
2,607.05 420 - - - - - - Graph
2,709.60 20 - - - - - - Graph
2,783.85 100 -416.95 2,835.60 92.48 1- 520 Graph
2,905.25 420 - - - - - - Graph
3,005.25 420 - - - - - - Graph
3,105.25 420 - - - - - 40 Graph
3,205.25 420 - - - - - - Graph
3,305.25 420 - - - - - - Graph
3,405.25 420 - - - - - - Graph
3,505.25 420 - - - - - - Graph
3,604.95 420 - - - - - - Graph
3,705.25 440 - - - - - - Graph
3,787.30 120 435.2 4,058.05 227.26 1- 460 Graph
3,915.25 400 - - - - - - Graph
4,015.25 400 - - - - - - Graph
4,115.25 400 - - - - - - Graph
4,215.25 400 - - - - - - Graph
4,325.25 400 - - - - - - Graph
4,425.25 400 - - - - - - Graph
4,525.25 400 - - - - - - Graph
4,625.25 400 - - - - - - Graph
4,731.50 400 - - - - - - Graph
4,829.20 400 - - - - - 100 Graph
4,929.20 400 - - - - - - Graph
5,029.20 400 - - - - - - Graph
5,131.50 400 - - - - - - Graph
5,231.00 20 - - - - - - Graph
5,331.35 20 - - - - - - Graph
5,429.10 380 - - - - - - Graph
5,531.35 20 - - - - - - Graph
5,629.10 380 - - - - - - Graph
5,729.10 380 - - - - - - Graph
5,798.95 100 4,456.15 6,105.65 312.53 1- - Graph
5,905.20 20 4,293.35 6,012.20 236.74 5 80 80 Graph
4,449,938 6,916,780 Total

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