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

57382.57 -244.47 (-0.42%)

Option Chain for BANKEX

21 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 2782.45 0.00 53200 0.00 6.95 32.03 308 211 213 -0.01
0.00 0 0 0 0.00 0.00 0.00 53300 0.00 3.10 28.42 25 13 15 -0.01
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 6.60 29.08 418 112 120 -0.01
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 8.00 23.53 77 49 49 -0.02
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 28.90 24.92 10,897 1,617 1,809 -0.05
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 32.00 23.73 249 75 75 -0.05
0.00 0 0 0 0.00 3859.00 0.00 55300 0.00 35.20 23.34 1,450 299 299 -0.06
0.00 0 0 0 0.00 3011.00 0.00 55400 0.00 25.05 20.92 6,014 1,425 1,425 -0.05
0.00 0 0 0 0.00 0.00 0.00 55500 0.00 37.75 21.93 47,168 3,443 4,764 -0.07
0.00 0 0 0 0.00 2926.00 0.00 55600 0.00 51.00 22.60 3,514 588 588 -0.08
0.00 0 0 0 0.00 2820.95 0.00 55700 0.00 49.05 21.44 9,435 783 784 -0.08
0.00 0 0 0 0.00 1002.00 0.00 55800 0.00 54.25 21.04 9,154 551 633 -0.09
0.00 0 0 0 0.00 0.00 0.00 55900 0.00 61.80 20.79 10,491 439 497 -0.10
- 14 14 114 - 1350.00 0.00 56000 0.00 60.05 19.63 28,511 3,091 3,308 -0.11
0.90 4 4 70 17.58 1392.65 0.00 56100 0.00 79.15 20.23 10,407 296 455 -0.13
0.89 1 1 98 17.36 1301.05 0.00 56200 0.00 70.00 18.45 11,029 300 447 -0.13
0.83 9 9 122 20.36 1255.85 0.00 56300 0.00 80.05 18.16 14,074 350 459 -0.14
0.81 7 7 411 20.23 1172.45 0.00 56400 0.00 104.90 18.76 14,061 241 349 -0.17
0.79 67 67 833 19.57 1081.85 0.00 56500 0.00 115.00 18.22 24,591 954 1,144 -0.19
0.78 228 210 1,575 18.23 980.35 0.00 56600 0.00 126.25 17.68 15,934 355 439 -0.21
0.75 214 193 2,592 18.76 913.95 0.00 56700 0.00 141.70 17.28 22,331 536 613 -0.23
0.73 229 214 8,500 17.94 824.85 0.00 56800 0.00 140.80 15.92 29,315 1,132 1,298 -0.25
0.71 1,292 1,275 10,620 17.14 737.40 0.00 56900 0.00 187.75 16.90 28,478 1,129 1,359 -0.29
0.69 6,895 6,838 33,300 15.69 638.20 0.00 57000 0.00 200.85 16.05 54,121 2,498 2,870 -0.32
0.64 1,138 1,024 21,914 16.80 597.00 0.00 57100 0.00 231.80 15.90 29,857 811 1,258 -0.36
0.61 1,405 1,173 32,461 15.81 512.95 -575.05 57200 -85.35 259.65 15.45 32,738 637 1,259 -0.39
0.57 1,083 896 36,116 14.74 430.00 -561.00 57300 -84.55 290.05 14.97 31,742 949 1,384 -0.43
0.52 1,555 1,256 42,217 15.91 404.10 -65.90 57400 -87.70 331.35 14.77 31,175 1,008 1,362 -0.48
0.48 2,981 1,567 61,358 16.22 362.00 -362.05 57500 -85.95 382.00 14.78 40,518 4,499 7,717 -0.52
0.44 1,507 833 31,843 15.52 300.05 -89.80 57600 210.85 421.90 14.14 9,315 321 733 -0.57
0.39 747 287 29,986 15.21 252.00 -104.70 57700 -417.50 493.45 14.65 3,655 106 298 -0.61
0.36 749 143 26,116 15.87 230.00 -81.60 57800 -513.35 558.65 14.72 2,168 32 301 -0.65
0.31 841 68 30,006 15.19 182.20 -736.80 57900 220.60 610.60 13.97 970 13 450 -0.70
0.27 4,220 329 54,353 14.60 141.75 -226.25 58000 -163.30 682.70 13.94 1,085 -49 1,209 -0.74
0.23 955 483 28,138 14.71 119.30 -387.70 58100 -543.10 759.90 13.98 231 -4 161 -0.78
0.20 770 286 27,601 14.55 95.40 0.00 58200 0.00 987.25 21.85 122 -18 85 -0.71
0.18 1,024 528 22,563 15.48 92.00 0.00 58300 0.00 915.65 13.48 105 -6 99 -0.85
0.13 773 468 19,556 13.98 55.00 0.00 58400 0.00 999.35 13.23 103 1 53 -0.88
0.13 3,033 -70 36,603 15.52 62.00 0.00 58500 0.00 1108.70 14.99 97 6 62 -0.88
0.11 805 499 19,391 15.20 46.55 0.00 58600 0.00 1778.05 45.77 34 -2 38 -0.65
0.09 417 -77 12,852 15.44 39.40 0.00 58700 0.00 1412.95 24.15 27 -15 10 -0.80
0.08 677 434 10,251 15.91 35.40 0.00 58800 0.00 1432.15 19.84 10 -8 18 -0.87
0.07 563 240 7,103 16.17 30.25 0.00 58900 0.00 1527.25 20.44 13 -5 8 -0.88
0.05 3,498 2,603 21,004 15.57 20.05 0.00 59000 0.00 1711.00 27.41 12 -2 108 -0.82
0.05 592 255 5,037 16.40 20.35 0.00 59100 0.00 1762.40 25.16 14 -2 6 -0.86
0.05 223 -14 2,830 16.92 18.90 0.00 59200 0.00 1845.15 24.83 3 0 2 -0.87
0.03 168 -57 2,122 15.93 10.55 0.00 59300 0.00 1543.00 0.00 0 0 1 0.00
0.02 802 292 3,233 16.20 9.00 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
0.03 88 88 145 18.31 11.70 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
0.02 410 406 1,613 18.38 5.90 0.00 59900 0.00 1828.00 0.00 0 0 0 0.00
0.01 1,450 112 7,158 18.16 4.20 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
0.00 22 -5 41 20.67 1.35 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
41,507 40,641
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.