Input12

Option Chain (Equity Derivatives)

View Options Contracts for:
OR
Filter by: Expiry Date
Futures contracts

CALLS
Chart

Page 1

Input12

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Note : 10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.

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Input12
Underlying Index: BANKNIFTY 10583.05 As on Nov 12, 2013 15:30:16 IST

OI

Chng in OI Volume

700 25 8,625
25 175 900
125 75 25 18,325
250 2,475
1,100 2,175
21,125
12,750
38,775
58,425
34,575
267,725
37,650
79,375
61,775
49,025

Page 3

150

12
-

-25

1
-

-1,175
1,425
25
1,975
-19,500
32,025
6,775
11,350
115,100
9,200
29,875
9,200
5,825

153
1
176
6
24
567
1,613
3,027
4,183
4,597
28,114
3,304
6,982
5,603
4,171

Input12
311,000
58,250
82,525
81,000
37,775
490,850
13,550
42,925
11,175
31,250
156,400
17,475
15,175
3,775
3,950 44,075
4,300
950

e is applied while computing implied volatility.

e in-the-money.

Page 4

32,000
5,800
30,150
7,500
2,900
-1,350
-2,200
-3,575
-850
50
-3,650
250
-500
-25
350
-200
-550

22,656
2,678
3,658
2,890
1,065
13,679
205
229
154
215
2,624
188
26
30
3
358
12
25

Input12

PUTS
Net Chng Bid
Bid
Ask
Ask
Strike Price Bid
Bid
Qty
Price
Price
Qty
Qty
Price
1,000 2,759.35 4,749.95
100
7100 1,000 2,657.40 4,650.95
100
7200 1,000 2,555.40 4,551.95
100
7300 1,000 2,453.55 4,453.00
100
7400 1,000 2,350.70 4,354.00
100
7500 1,000 2,252.45 4,255.05
100
7600 1,000 2,152.45 4,156.05
100
7700 1,000 2,052.45 4,057.10
100
7800 1,000 1,952.40 3,958.10
100
7900 3,100.00
-25
25 2,561.00 2,750.00
25
8000 2,000
0.05
1,000 1,653.50 3,760.00
100
8100 1,000 1,553.75 3,660.80
100
8200 1,000 1,453.50 3,561.70
100
8300 1,000 1,353.45 3,462.30
100
8400 1,000 1,258.45 3,362.85
100
8500 1,000
2
1,000 1,158.50 3,263.05
100
8600 1,000 1,851.25 2,312.00
100
8700 2,568.00 1,000 1,751.25 2,293.00
100
8800 1,000 1,662.15 2,193.00
100
8900 11,600
0.05
1,620.00
-320
50 1,612.00 1,648.15
50
9000
150
7.5
25 1,484.50 1,674.00
50
9100 2,000
1
2,178.00 50 1,391.65 1,574.80
50
9200 2,000
1
25 1,278.45 1,471.80
50
9300
25
6.9
2,325.00 50 1,199.95 1,365.65
50
9400 5,000
4
83.78 1,401.00
57.85
25 1,092.25 1,241.25
25
9500
300
18.1
1,900.00 25
450 1,509.00
100
9600 1,000
10
1,175.00 25
400 1,414.50
100
9700
25
24.15
1,350.00 25
325 1,314.50
100
9800
25
35.6
50
250 1,220.00
100
9900 1,000
27.25
32.28
696
-171
25
695
705
25
10000
25
60.5
53.52
771.75
-110.1
375
592.45
705.9
500
10100
50
79.25
31.96
541.55
-165.65
25
525.95
555.9
375
10200
250
100
49.01
610.3
41.65
375
445.85
545.6
500
10300
25
118.85
31.8
407.1
-136.15
500
393.2
412.75
400
10400
25
152
30.58
338
-138.95
500
331.7
348.95
425
10500
100
192
30.15
281.05
-124.6
450
281.5
290
25
10600
25
235
29.96
232.05
-116.15
25
232
240
25
10700
25
284
30.35
194
-108
75
190
194
75
10800 1,000
340.1
30.28
157.4
-96
250
153
166.65
375
10900
25
405
30.07
125
-82.9
275
125
128
200
11000
125
470
30.45
102
-69.35
75
101
108.95
375
11100
50
534.95
30.86
83
-58
100
81
85
125
11200
25
614.35
31.1
66.35
-48.9 1,000
65.1
69.2
25
11300
50
697.35
31.4
53
-39.35 1,750
40.4
54
50
11400 1,250
774.65

IV
-

LTP

Page 5

Input12
31.68
32.08
32.48
33.01
33.05
33.44
34.59
34.26
35.92
37.19
36.7
38.36
37.68
38.31
39.69
41.36
40
40.39

42.1
33.75
27
22
16.7
13.3
12
8.5
8.5
8
5.55
5.7
3.8
3.25
3.25
3.45
2
1.65

-33.05
-26.5
-21.4
-17
-14.05
-11.9
-7.2
-6.45
-5.2
-4.2
-3.4
-2.1
-1.35
-1.95
-0.5
-0.6
-1
-3.8

25
50
100
500
25
75
25
50
50
900
50
200
100
25
450
125
500
500

41.3
31
25
20.2
16.6
14
8.25
8.5
8.6
7.05
5.6
5.05
3.15
2.6
1.95
3.3
1.5
1.55

43.6
34.7
30
24
29.95
14.5
12
11.8
13.95
9
5.8
5.75
4
3.8
4.5
3.45
2.8
3.7

Page 6

100
50
100
125
1,000
25
850
25
3,000
50
25
2,000
1,000
200
25
75
100
75

11500
11600
11700
11800
11900
12000
12100
12200
12300
12400
12500
12600
12700
12800
12900
13000
13100
13200

50
50
50
50
25
50
25
500
500
500
25
500
500
500
500
25
500
1,000

878.55
961
1,057.60
1,153.55
1,243.80
1,339.10
1,363.85
1,089.50
1,189.20
1,286.00
1,820.90
1,481.00
1,578.50
1,670.50
1,771.00
2,307.25
1,876.00
1,320.35

Input12

Ask
Price
-

Ask
Net Chng LTP
IV
Volume Chng in OI OI
Chart
Qty
3
500 3
500 325
1.75
225
-0.65
0.5 1,050
2.2 2,500
8
25 225
9.8
25 8.25
25
2.3
8.25 40.92
457
-5,100 44,700
18
400 22
400 10 50
22
400
3.6
9.9 35.09
4100
23
25 11.9 2,300
20
275
4.9
20 35.04
2,025
1,025 43,175
3.35
23.5 33.67
105
300
2,300
35
25
6
30 32.95
46
-100
3,875
38.6
25
5.9
37.45 32.06
331
-650
5,875
48.5
25
8.95
47.5 31.34
417
3,700 13,325
62
25
15.45
62.9 31.15
9,251
14,650 183,800
81.45
50
18.3
80.75 30.76
1,403
2,575 16,775
102
75
24.05
102 30.28
2,241
4,650 33,225
128 1,500
23
121.1 28.95
5,144
5,475 30,300
160
25
38.65
160 29.55
2,474
6,725 33,550
196
25
45.9
195 28.95 26,416
11,850 162,675
243.35
500
51.65
235 28.26
5,539
34,350 84,850
291.95
500
64.25
286 28.12
5,810
14,575 90,550
349.95
750
84.3
348 28.53
7,243
-18,325 62,325
411
25
94.2
408 28.01
4,463
-3,975 42,400
477
50
107.85
473 27.34
9,423
-38,975 101,425
550
50
120.1
548.1 27.26
1,232
-10,350 24,550
635.5
25
134.05
625 26.68
520
-250 62,150
715
50
126.55
700 24.63
310
-375 26,025
805.95
50
158.9
808.75 29.12
182
-300 18,675
Page 7

Input12
893.95
994.95
1,084.00
1,175.45
1,285.40
1,369.25
1,473.65
2,411.55
2,519.05
2,625.55
1,862.75
2,835.50
2,939.25
3,042.25
3,144.60
2,359.40
3,347.80
3,444.85

25
50
25
25
25
25
25 100 100 100 375
375 100 100 100 25
100 100 -

164.4
162
144
123
160.35
172.15

885.5 25.69
970 20.61
1,035.00 1,120.00 1,260.00 1,346.95 1,200.00 660 1,020.00 255 1,835.00 1,185.00 1,147.00 -10 2,050.00 -

514
38
37
55
72
46

-7,125
-775
-450
-50
-675
-25
-

15

52,000
18,125
17,850
5,500
1,225
25,125
525
25
100
-

50
-

2,800
300
2,250
-

100
-

Page 8

1,250
-

OI Chart

Open Interest Calculation

Nov 12, 2013

BANKNIFTY

15:30:16

Strike Price Calls OI Puts OI

Call Price Call CG Pr
Put Price
Put CG Pr
10000
18325
183800
696
-171
62.9
15.45
10100
250
16775
771.75
-110.1
80.75
18.3
10200
2475
33225
541.55
-165.65
102
24.05
10300
1100
30300
610.3
41.65
121.1
23
10400
2175
33550
407.1
-136.15
160
38.65
10500
21125
162675
338
-138.95
195
45.9
10600
12750
84850
281.05
-124.6
235
51.65
10700
38775
90550
232.05
-116.15
286
64.25
10800
58425
62325
194
-108
348
84.3
10900
34575
42400
157.4
-96
408
94.2
11000
267725
101425
125
-82.9
473
107.85
300000

250000

200000

150000

100000

50000

0
10000

10100

10200

10300

Page 9

10400

10500

10600

10700

10800

10900

110

OI Chart

Change in Open Interest

Interpretation

Strike Price Chg Calls OI Chg Puts OI

10000
-1175
14650
10100 2575
10200
1425
4650
10300 5475
10400
25
6725
10500
1975
11850
10600
-19500
34350
10700
32025
14575
10800
6775
-18325
10900
11350
-3975
11000
115100
-38975

Strike Price
PUT
10000 BULLISH
10100 BULLISH
10200 BULLISH
10300 BULLISH
10400 BULLISH
10500 BULLISH
10600 BULLISH
10700 BULLISH
10800 SHORT COVERING
10900 SHORT COVERING
11000 SHORT COVERING
140000
120000
100000
80000
60000

Calls OI
Puts OI

40000
20000
0

10000 10100 10200 10300 10400 10500 10600 10700

-20000
-40000
10700

10800

10900

11000

-60000

Page 10

OI Chart

retation

PriceOpen Interest Interpretation

CALL
BEARISH
LONG UNWINDING
LONG UNWINDING
BULLISH
LONG UNWINDING
LONG UNWINDING
BEARISH
LONG UNWINDING
LONG UNWINDING
LONG UNWINDING
LONG UNWINDING

Rising
Rising
Falling
Falling

Rising
Falling
Rising
Falling

BULLISH
SHORT COVERING
LONG UNWINDING
BEARISH

Chg Calls OI
Chg Puts OI

0300 10400 10500 10600 10700 10800 10900 11000

Page 11