12 900 STT at Expiry=spot*No.

of l
spot@expiry 5950 Spot 10100 10100 B STT
buy 1 75 75 0.05 3.75 378.75 -375

STT Nifty Points

ce 5900 itm 5900 75 560.16 7.47
pe 6000 itm

=almost 8 points of movement on Nifty options.

>So a 5900 call/ 6000 put which should be trading above 50 if nifty is at 5950 will have to factor i
>>hence the value of ITM options will seem lesser on the last day of expiry.
>>>So a Nifty 5900 call which should be at least 50 if Nifty is around 5950 will be at 45,
because everyone trading is factoring in the fact that STT will be much higher if the option
 STT at Expiry=spot*No.of lot*75*0.125%

at 5950 will have to factor in this 8 points as STT,

950 will be at 45,

e much higher if the option is held till the end of that day. Similarly with the puts as well.
 Bid Ask
OI Chng in OI Volume IV LTP Net Chng
Price Price
2,391,450 355,050 6,767 - 2,043.70 -2 2,043.40 2,050.00
58,500 15,600 254 - 1,988.55 28.55 1,992.10 2,006.45
370,350 6,150 90 - 1,940.90 -6.8 1,942.25 1,965.15
- - - - - - 1,680.55 2,087.00
257,025 19,575 285 - 1,842.00 -5.3 1,843.95 1,861.45
- - - - - - 1,580.70 1,987.00
359,325 10,425 983 - 1,727.15 -22.15 1,745.75 1,757.55
- - - - - - 1,483.05 1,892.00
830,550 11,400 682 - 1,642.00 -7.75 1,647.60 1,655.90
- - - - - - 1,383.05 1,792.00
1,170,750 101,925 1,708 - 1,550.00 0.55 1,549.00 1,555.70
- - - - - - 1,471.00 1,619.00
507,225 27,975 521 - 1,441.60 -5.45 1,441.60 1,471.95
300 300 6 - 1,425.00 406.2 1,193.15 1,597.00
459,675 14,100 243 - 1,347.00 -5.3 1,342.90 1,372.70
900 900 12 - 1,330.00 404.8 1,103.20 1,502.00
249,375 28,575 455 - 1,250.00 1.9 1,252.70 1,267.45
- - - - - - 1,003.20 1,402.00
124,050 11,700 201 - 1,152.95 2.15 1,144.70 1,173.70
- - - - - - 913.3 1,307.00
922,425 168,375 3,129 - 1,055.00 -0.25 1,056.65 1,062.00
600 - - - - - 860.2 1,207.00
145,575 20,400 554 - 954.65 -1.2 957.35 972.95
225 - - - - - 825.75 999
153,075 12,375 491 - 860 -6.25 861.4 869.15
- - - - - - 726.25 894.5
168,825 38,250 1,261 - 759.9 -5.65 764.5 770.75
225 225 4 19 777 348.05 628.15 799.5
249,675 -16,350 2,057 - 667.7 0.85 669.7 675.4
150 150 3 - 613 249.8 542.6 692.35
899,400 342,525 9,229 - 574.25 -2.35 574.65 577
75 75 2 - 513.9 210.15 421.5 597.5
495,075 63,300 3,867 - 484.85 0.9 483.5 486.8
3,975 1,800 60 - 431 23 430 483
996,675 209,925 8,540 - 395.7 0.1 395.05 396
4,800 3,675 64 - 345 9.25 303 420
1,396,125 360,750 11,710 - 311.1 -1.05 310.85 315
61,950 24,675 457 4.61 259.4 -12.4 240 334.95
1,416,675 122,250 19,771 7.15 231.9 -1.75 230.65 236
81,675 44,400 1,161 7.28 194.05 -5.15 193.2 201.35
22.23% 3,263,700 725,475 57,098 7.9 165.1 0.3 163 167
29.71% 100,725 29,925 3,594 8 133 -2.85 131.8 136.5
24.08% 2,653,125 638,925 72,222 8.03 106.5 -2.1 106.45 106.5
85.10% 84,075 71,550 2,707 8.18 85.35 -0.9 83 85.4
40.97% 2,526,675 1,035,300 78,145 8.12 64.05 -2.45 64 65.1
71.92% 63,300 45,525 2,136 8.15 48 -0.9 48 55.9
53.68% 2,315,025 1,242,750 82,420 8.16 35.75 -1.1 35 35.9
11,250 10,875 332 8.15 25.6 -4.4 24.3 30
1,542,900 850,050 67,640 8.23 18 -0.4 17.75 18.1
4,500 4,275 100 8.8 15.1 3.1 10.05 16
1,864,275 781,875 65,815 8.41 8.65 -0.25 8.75 9
- - 1 8.52 6.05 -17.7 6.05 -
496,875 165,525 17,456 8.79 4.85 0.1 4.85 4.95
- - - - - - 0.4 -
171,525 147,525 6,117 9.25 2.6 -0.25 2.6 2.75
- - - - - - 0.5 -
11,850 11,100 774 9.8 1.65 -0.3 1.55 1.85
- - - - - - 0.3 -
27,675 26,700 448 11.1 1.8 -0.4 1.7 2
- - - - - - 0.6 3
1,201,425 712,275 25,153 11.55 1.15 0.05 1.1 1.15
1,950 1,950 26 12.5 1.5 -4.6 1 2.5
8,250 8,250 322 12.41 1.35 0.85 0.95 1.35
- - - - - - 0.4 2
8,325 -1,800 238 12.92 0.7 -0.1 0.7 0.9
- - - - - - 0.05 -
6,525 6,525 127 14.71 1.15 1.1 0.7 1.15
- - - - - - - -
39,975 30,450 1,568 15.47 1 0.2 0.85 0.95
- - - - - - - -
25,725 - 482 16.46 1 0.95 0.5 0.95
30,206,325 559,488
Strike Bid Ask
Net Chng LTP IV Volume Chng in OI OI
Price Price Price
8000 1.1 1.2 -0.3 1.1 28.73 5,010 96,375 244,875
8050 1.05 1.35 0.05 1.05 28.04 352 - 6,750
8100 1.2 1.3 0.15 1.2 27.74 399 2,325 5,850
8150 0.05 - - - - - - -
8200 1.1 1.15 -0.35 1.1 26.11 193 1,800 24,075
8250 0.05 - - - - - - -
8300 1.05 1.25 -0.05 1.2 24.98 163 1,950 19,500
8350 0.15 - - - - - - -
8400 1.45 1.65 -0.25 1.5 24.22 383 900 83,475
8450 0.15 - - - - - - -
8500 1.45 1.5 -0.2 1.45 22.74 2,578 46,950 208,200
8550 0.75 3 - - - - - -
8600 1.6 1.7 -0.4 1.6 21.62 704 19,350 81,450
8650 1 2.5 -1.45 1.05 19.93 6 300 300
8700 2.3 2.4 0.15 2.45 21.36 637 -150 172,575
8750 0.9 3 -11.9 0.75 17.92 12 900 900
8800 2.65 3 0.25 2.65 20.14 1,550 24,675 290,475
8850 0.9 - - - - - - -
8900 3.05 3.5 -0.1 3.25 19.25 1,587 6,750 135,375
8950 0.9 - - - - - - -
9000 3.7 3.95 -0.5 3.95 18.27 9,991 101,250 1,112,325
9050 1.1 - - - - - - -
9100 5.75 6.1 0.1 6 17.75 6,152 74,250 808,725
9150 1.1 - - - - - - -
9200 7 7.9 -0.3 7.7 17.05 7,833 82,950 1,239,150
9250 3.2 - - - - - - -
9300 9 9.65 -1.25 9.1 16.03 17,109 198,975 1,558,125
9350 3.55 - - - - - - -
9400 12.35 12.95 -1.65 12.7 15.28 22,254 96,300 1,502,850
9450 5.25 - - - - - - -
9500 17.5 17.9 -2 17.9 14.71 33,662 50,250 2,400,525
9550 14.7 - -164.75 12.5 12.68 1 - -
9600 24.3 24.95 -2.2 24.9 14.09 33,397 136,125 2,282,625
9650 17.85 30.25 -5.8 27.2 13.48 362 10,800 15,300
9700 34.45 34.85 -2.9 34.85 13.45 66,888 793,575 3,038,400
9750 40 41.5 -4 40.25 13.13 2,920 -3,075 98,025
9800 49.15 49.95 -3 49.95 12.94 80,709 1,072,050 4,087,800
9850 58.1 60 -3.65 58.9 12.73 2,904 10,875 89,775
9900 68.5 70.6 -5 68.65 12.38 76,807 538,500 2,668,425
9950 82.55 84.3 -2.85 84.3 12.24 4,391 2,400 156,900
10000 98 99.55 -5.6 98 12.1 108,097 964,125 3,633,600
10050 115 117.5 -5.1 116.5 11.84 5,582 103,125 144,150
10100 138.05 140 -4.95 138 11.75 60,572 819,675 1,104,450
10150 150.05 319.6 -16.5 162.5 11.81 927 39,900 39,900
10200 191 195 -7.3 194.1 11.9 27,618 407,475 789,150
10250 161 258.95 - - - - - -
10300 260 265.95 -5.4 260 12.33 5,329 113,400 180,300
10350 221 359 - - - - - -
10400 338.05 347.45 4.45 347.25 13.33 3,855 160,425 204,525
10450 - 579.2 - - - - - -
10500 430.05 432 -3.15 432.4 14.49 8,523 414,075 1,171,650
10550 - 703.25 - - - - - -
10600 522.95 529.35 1.75 530.8 15.93 312 16,650 39,075
10650 326.85 781.65 - - - - - -
10700 618.7 631.35 0.8 627 17.51 233 12,825 31,800
10750 421.8 886.7 - - - - - -
10800 710.7 730.4 2.75 725.55 19.31 63 3,525 3,825
10850 521.8 986.7 - - - - - -
10900 810.75 831.45 - - - - - 1,350
10950 801 949 - - - - - -
11000 915 919.35 1.9 918.95 22.93 4,433 205,275 1,191,600
11050 901 1,049.00 - - - - - -
11100 1,012.55 1,030.95 - - - - - -
11150 1,001.00 1,149.00 - - - - - -
11200 1,112.25 1,117.75 5.4 1,120.00 25.9 73 1,650 103,050
11250 911.7 1,396.80 - - - - - -
11300 1,209.90 1,229.95 -229.05 1,182.15 17.01 4 - -
11350 - 1,501.85 - - - - - -
11400 1,308.05 1,315.85 9.85 1,322.00 29.76 1,798 130,650 206,025
11450 1,356.05 1,366.00 -32 1,350.00 26.04 18 900 14,550
11500 1,396.35 1,410.90 -1.8 1,405.00 28.05 820 - 61,050
607,211 31,252,800
26.23%
12.11%
20.18%
1.53%
26.53%
71.54%
74.22%
100.00%
51.63%
#VALUE!
62.90%
#VALUE!
78.44%
#VALUE!
35.34%
#VALUE!
42.61%
#VALUE!
40.33%
#VALUE!
92.16%
#VALUE!
#VALUE!
#VALUE!
17.23%
#VALUE!
#VALUE!
#VALUE!
1.60%
#VALUE!
#VALUE!
#VALUE!
63.41%
6.19%
#VALUE!
0.00%