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

58328.11 -855.99 (-1.45%)

Option Chain for BANKEX

12 Nov 2024 04:12 PM 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 0.00 0.00 53200 -0.40 6.50 30.81 203 68 314 -0.01
0.00 0 0 0 0.00 0.00 0.00 53300 -0.70 6.00 29.97 6 0 3 -0.01
0.00 0 0 0 0.00 0.00 0.00 53400 -0.60 6.90 29.94 3 -1 1 -0.01
0.00 0 0 0 0.00 0.00 0.00 53500 0.30 8.00 29.96 17 7 9 -0.01
0.00 0 0 0 0.00 0.00 0.00 53600 -2.35 2.10 25.17 2 2 3 -0.00
0.00 0 0 0 0.00 0.00 0.00 53700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 53800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 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 0.00 0.00 54100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 54200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 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 0.00 0.00 54500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 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 0.00 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 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 55000 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 55100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 55200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 55300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 55400 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 55500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 55600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 55700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 55800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 55900 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 56000 16.20 16.20 17.82 222 73 73 -0.03
0.00 0 0 0 0.00 0.00 0.00 56100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 56200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 56300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 56400 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 56500 25.60 25.60 16.04 232 32 32 -0.05
0.00 0 0 0 0.00 0.00 0.00 56600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 56700 50.00 50.00 17.13 5 4 4 -0.08
0.00 0 0 0 0.00 0.00 0.00 56800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 56900 65.35 65.35 16.78 2 2 2 -0.11
0.00 0 0 0 0.00 0.00 0.00 57000 57.85 57.85 15.43 1,476 383 383 -0.10
0.00 0 0 0 0.00 0.00 0.00 57100 80.15 80.15 16.12 284 31 31 -0.13
0.00 0 0 0 0.00 0.00 0.00 57200 -316.40 42.70 12.70 32 0 1 -0.10
0.00 0 0 0 0.00 0.00 0.00 57300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 57400 107.05 107.05 14.97 77 14 14 -0.18
0.00 0 0 0 0.00 0.00 0.00 57500 115.00 115.00 14.42 2,882 319 319 -0.19
0.00 0 0 0 0.00 0.00 0.00 57600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 57700 165.80 165.80 14.68 846 356 356 -0.25
0.00 0 0 0 0.00 0.00 0.00 57800 189.95 189.95 14.56 560 35 35 -0.28
0.00 0 0 0 0.00 0.00 0.00 57900 -94.40 225.60 14.77 899 42 42 -0.31
0.00 0 0 0 0.00 0.00 0.00 58000 188.05 263.05 14.90 10,955 694 719 -0.35
0.00 0 0 0 0.00 0.00 0.00 58100 298.40 298.40 14.84 3,813 228 228 -0.38
0.59 88 88 700 13.70 529.20 529.20 58200 329.50 329.50 14.52 4,417 198 198 -0.41
0.55 209 209 1,263 12.92 450.10 450.10 58300 374.00 374.00 14.54 6,368 262 262 -0.45
0.51 425 425 3,578 12.89 396.30 396.30 58400 433.55 433.55 14.94 8,982 255 255 -0.49
0.47 1,144 1,144 7,797 13.12 354.70 -150.30 58500 257.35 470.35 14.45 17,781 757 949 -0.52
0.44 401 401 3,915 14.29 344.80 344.80 58600 -73.40 525.45 14.46 5,019 246 248 -0.56
0.40 1,770 1,760 9,035 14.42 307.15 -762.65 58700 383.25 636.50 16.27 6,225 208 267 -0.59
0.36 486 484 3,688 13.97 256.90 -371.20 58800 405.65 657.65 14.87 6,272 230 237 -0.63
0.34 395 350 2,245 14.55 238.75 -314.65 58900 382.00 720.95 14.81 6,428 31 325 -0.66
0.31 2,726 2,410 13,853 14.81 214.45 -385.55 59000 456.25 816.25 15.83 17,199 1,452 1,996 -0.68
0.29 800 760 9,434 15.55 204.70 -345.30 59100 578.25 926.75 17.38 8,176 241 265 -0.69
0.25 486 486 7,153 15.25 170.95 170.95 59200 600.05 1040.05 19.02 8,133 223 329 -0.70
0.22 884 751 14,015 15.13 145.00 -229.35 59300 624.85 1019.85 15.14 8,280 207 217 -0.78
0.20 520 520 5,272 14.92 120.10 120.10 59400 651.50 1208.60 19.94 2,086 104 113 -0.74
0.19 1,674 1,309 15,524 15.83 120.00 -189.85 59500 617.00 1218.10 16.98 2,022 234 315 -0.80
0.18 339 339 3,669 16.93 124.00 124.00 59600 685.60 1339.90 18.95 218 14 16 -0.79
0.15 111 111 2,245 16.30 96.05 96.05 59700 0.00 0.00 0.00 0 0 0 0.00
0.13 182 182 2,953 16.22 80.85 80.85 59800 228.85 1400.00 12.05 65 3 4 -0.93
0.13 462 462 2,666 17.34 86.15 86.15 59900 0.00 0.00 0.00 0 0 0 0.00
0.12 955 955 7,037 17.73 79.90 79.90 60000 0.00 772.55 0.00 0 0 55 0.00
0.10 234 234 1,239 17.42 64.45 64.45 60100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 60200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 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
0.06 257 257 1,217 17.64 35.50 35.50 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 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 60800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 60900 0.00 0.00 0.00 0 0 0 0.00
0.03 490 471 5,468 18.11 17.00 -36.80 61000 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 61100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 61200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 61300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 61400 0.00 0.00 0.00 0 0 0 0.00
0.02 253 253 647 19.31 10.30 10.30 61500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 61600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 61700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 61800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 61900 0.00 0.00 0.00 0 0 0 0.00
0.02 13 13 21 21.66 9.65 9.65 62000 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 62100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 62200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 62300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 62400 0.00 0.00 0.00 0 0 0 0.00
0.01 19 19 206 21.26 3.55 3.55 62500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 62600 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 62700 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 62800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 62900 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 63000 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 63100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 63200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 63300 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 63400 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 63500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 63600 0.00 0.00 0.00 0 0 0 0.00
0.00 109 38 194 25.43 2.45 -4.95 63700 0.00 0.00 0.00 0 0 0 0.00
0.00 2 2 2 25.55 2.20 2.20 63800 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 63900 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 64000 0.00 0.00 0.00 0 0 0 0.00
0.01 59 -1 45 28.06 3.45 -1.85 64100 0.00 0.00 0.00 0 0 0 0.00
15,493 8,620
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.