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[--[65.84.65.76]--]
BANKEX
Bank Index

57286.38 -340.66 (-0.59%)

Option Chain for BANKEX

21 Nov 2024 11:51 AM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 15

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 2782.45 0.00 53200 0.00 7.50 31.21 13 10 12 -0.01
0.00 0 0 0 0.00 0.00 0.00 53300 0.00 6.00 0.00 0 0 2 0.00
0.00 0 0 0 0.00 4956.95 0.00 53400 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 3163.00 0.00 53500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 2451.00 0.00 53600 0.00 11.65 30.30 122 49 57 -0.02
0.00 0 0 0 0.00 2895.05 0.00 53700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 4250.95 0.00 53800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 4380.95 0.00 53900 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 54000 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1754.05 0.00 54100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 3845.00 0.00 54200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 3631.00 0.00 54300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 54400 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 3355.00 0.00 54500 0.00 0.00 0.00 0 0 0 0.00
0.00 1 0 0 0.00 4766.30 0.00 54600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 54700 0.00 6.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 54800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 54900 0.00 9.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 2965.00 0.00 55000 0.00 25.75 23.29 3,883 681 873 -0.04
0.00 0 0 0 0.00 3082.00 0.00 55100 0.00 13.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 760.00 0.00 55200 0.00 20.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 3859.00 0.00 55300 0.00 35.70 22.33 64 54 54 -0.06
0.00 0 0 0 0.00 3011.00 0.00 55400 0.00 41.00 22.15 2,516 743 743 -0.07
0.00 0 0 0 0.00 0.00 0.00 55500 0.00 47.45 22.01 19,913 1,310 2,631 -0.08
0.00 0 0 0 0.00 2926.00 0.00 55600 0.00 51.35 21.51 839 258 258 -0.08
0.00 0 0 0 0.00 2820.95 0.00 55700 0.00 56.50 21.10 4,937 260 261 -0.09
0.00 0 0 0 0.00 1002.00 0.00 55800 0.00 61.05 20.58 3,815 142 224 -0.10
0.00 0 0 0 0.00 0.00 0.00 55900 0.00 72.70 20.60 4,582 405 463 -0.12
- 14 14 76 - 1343.95 0.00 56000 0.00 80.70 20.23 8,836 605 822 -0.13
- 9 9 65 - 1098.25 0.00 56100 0.00 88.05 19.73 4,392 8 167 -0.14
0.84 10 10 89 19.71 1269.90 0.00 56200 0.00 99.85 19.47 4,586 85 232 -0.16
0.93 19 19 102 11.76 1087.45 0.00 56300 0.00 113.40 19.23 7,226 352 461 -0.18
0.82 23 23 310 17.59 1072.20 0.00 56400 0.00 125.60 18.80 6,671 149 257 -0.20
0.76 92 92 657 20.11 1037.75 0.00 56500 0.00 140.85 18.47 11,602 597 787 -0.22
0.78 230 212 1,342 16.77 900.00 0.00 56600 0.00 158.90 18.18 8,267 406 490 -0.24
0.76 209 188 2,218 15.51 800.20 0.00 56700 0.00 179.40 17.90 10,289 544 621 -0.27
0.72 443 428 7,126 16.30 742.30 0.00 56800 0.00 202.60 17.63 16,549 1,386 1,552 -0.30
0.69 1,288 1,271 9,192 15.89 663.85 0.00 56900 0.00 230.10 17.43 15,921 1,289 1,519 -0.33
0.65 5,458 5,401 23,866 16.03 600.45 0.00 57000 0.00 261.50 17.28 25,878 2,485 2,857 -0.36
0.61 1,024 910 15,893 16.08 539.65 0.00 57100 0.00 298.05 17.20 14,681 740 1,187 -0.40
0.57 1,481 1,249 18,442 15.89 476.60 -611.40 57200 -7.35 337.65 17.10 11,689 733 1,355 -0.43
0.53 1,119 932 15,290 15.80 420.00 -571.00 57300 7.55 382.15 17.04 6,489 697 1,132 -0.47
0.49 867 568 9,749 15.78 369.20 -100.80 57400 11.45 430.50 16.98 3,153 277 631 -0.51
0.45 2,038 624 16,534 15.75 321.85 -402.20 57500 13.15 481.10 16.88 6,982 898 4,116 -0.55
0.41 1,017 343 11,327 15.69 278.65 -111.20 57600 327.70 538.75 16.89 1,601 -42 370 -0.59
0.37 763 303 11,445 15.69 240.55 -116.15 57700 -312.00 598.95 16.86 502 -3 189 -0.62
0.33 738 132 10,843 15.70 206.45 -105.15 57800 -402.00 670.00 17.14 446 -28 241 -0.66
0.29 959 186 13,735 15.59 173.55 -745.45 57900 342.30 732.30 16.87 250 -18 419 -0.69
0.26 3,747 -144 23,462 15.74 149.45 -218.55 58000 -45.00 801.00 16.75 466 -69 1,189 -0.73
0.23 764 292 11,781 15.83 127.60 -379.40 58100 -197.40 1105.60 27.65 49 -5 160 -0.66
0.20 652 168 11,855 15.74 105.05 0.00 58200 0.00 1212.35 29.41 50 -18 85 -0.67
0.18 575 79 6,625 16.06 92.10 0.00 58300 0.00 1283.95 29.52 50 -6 99 -0.69
0.15 422 117 5,739 15.95 74.80 0.00 58400 0.00 1410.10 32.10 33 -1 51 -0.69
0.13 3,363 260 14,370 16.11 63.30 0.00 58500 0.00 1471.75 31.66 69 6 62 -0.71
0.11 782 476 7,004 16.31 54.10 0.00 58600 0.00 1778.05 42.62 34 -2 38 -0.67
0.10 601 107 4,155 16.61 47.20 0.00 58700 0.00 920.75 0.00 0 0 25 0.00
0.09 281 38 2,666 16.80 40.20 0.00 58800 0.00 1294.95 0.00 0 0 26 0.00
0.07 373 50 1,682 16.90 33.45 0.00 58900 0.00 1828.90 34.58 4 2 15 -0.76
0.06 1,877 982 7,122 17.15 28.85 0.00 59000 0.00 1431.95 0.00 0 0 110 0.00
0.05 560 223 1,140 17.32 24.40 0.00 59100 0.00 1759.15 18.01 8 4 12 -0.94
0.05 158 -79 696 17.56 21.00 0.00 59200 0.00 2115.95 37.47 2 1 3 -0.78
0.04 178 -47 709 17.63 17.20 0.00 59300 0.00 1543.00 0.00 0 0 1 0.00
0.04 425 -85 836 18.04 15.65 0.00 59400 0.00 1898.00 0.00 0 0 0 0.00
0.00 32 0 0 0.00 72.00 0.00 59500 0.00 783.00 0.00 0 0 5 0.00
0.00 0 0 0 0.00 86.00 0.00 59600 0.00 3617.00 0.00 0 0 2 0.00
0.00 14 0 0 0.00 42.00 0.00 59700 0.00 3760.00 0.00 0 0 0 0.00
0.00 3 0 0 0.00 73.95 0.00 59800 0.00 3032.00 0.00 0 0 0 0.00
0.03 31 27 56 20.78 12.70 0.00 59900 0.00 1828.00 0.00 0 0 0 0.00
0.02 1,387 49 2,551 19.92 8.00 0.00 60000 0.00 882.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 32.95 0.00 60100 0.00 2632.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 13.05 0.00 60200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 6.05 0.00 60300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 60400 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 11.05 0.00 60500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 60600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 60700 0.00 4270.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 60800 0.00 3316.00 0.00 0 0 0 0.00
0.01 27 0 29 22.31 2.65 0.00 60900 0.00 0.00 0.00 0 0 0 0.00
0.00 1 0 0 0.00 6.00 0.00 61000 0.00 4500.00 0.00 0 0 0 0.00
34,055 26,866
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.