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Option Chain For BANKNIFTY - NIFTY BANK
Last updated on
03 Jul 2020 03:04 PM
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Note:- Click on the strike price to open the historical data.
Call |
Put |
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|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | IV | Ltp | Chng | Chng | Ltp | IV | Chng OI | OI | |
| - | - | - | - | - | 14300 | -0.45 | 2.05 | 118.43 | 21,200 | 21,800 |
| - | - | - | - | - | 14400 | - | - | - | - | - |
| - | - | - | - | - | 14500 | -0.15 | 1.80 | 113.73 | 5,280 | 8,660 |
| - | - | - | - | - | 14600 | - | - | - | - | - |
| - | - | - | - | - | 14700 | - | - | - | - | - |
| - | - | - | - | - | 14800 | - | - | - | - | - |
| - | - | - | - | - | 14900 | - | - | - | - | - |
| - | - | - | - | - | 15000 | - | - | - | - | - |
| - | - | - | - | - | 15100 | - | - | - | - | - |
| - | - | - | - | - | 15200 | - | - | - | - | - |
| - | - | - | - | - | 15300 | - | - | - | - | - |
| - | - | - | - | - | 15400 | - | - | - | - | - |
| - | - | - | - | - | 15500 | - | - | - | - | - |
| - | - | - | - | - | 15600 | - | - | - | - | - |
| - | - | - | - | - | 15700 | - | - | - | - | - |
| - | - | - | - | - | 15800 | - | - | - | - | - |
| - | - | - | - | - | 15900 | - | - | - | - | - |
| - | - | - | - | - | 16000 | - | - | - | - | - |
| - | - | - | - | - | 16100 | - | - | - | - | - |
| - | - | - | - | - | 16200 | - | - | - | - | - |
| - | - | - | - | - | 16300 | - | - | - | - | - |
| - | - | - | - | - | 16400 | - | - | - | - | - |
| - | - | - | - | - | 16500 | -1298.95 | 2.15 | 81.60 | - | - |
| - | - | - | - | - | 16600 | - | - | - | - | - |
| - | - | - | - | - | 16700 | - | - | - | - | - |
| - | - | - | - | - | 16800 | - | - | - | - | - |
| - | - | - | - | - | 16900 | - | - | - | - | - |
| 20 | - | - | - | - | 17000 | 0.90 | 3.30 | 78.03 | 11,200 | 13,700 |
| - | - | - | - | - | 17100 | - | - | - | - | - |
| - | - | - | - | - | 17200 | - | - | - | - | - |
| - | - | - | - | - | 17300 | - | - | - | - | - |
| - | - | - | - | - | 17400 | - | - | - | - | - |
| - | - | - | - | - | 17500 | -0.30 | 3.80 | 70.23 | 4,900 | 14,620 |
| - | - | - | - | - | 17600 | - | - | - | - | - |
| - | - | - | - | - | 17700 | - | - | - | - | - |
| - | - | - | - | - | 17800 | - | - | - | - | - |
| - | - | - | - | - | 17900 | -1885.95 | 4.00 | 64.21 | 560 | 560 |
| 160 | - | 131.70 | 4069.00 | 43.45 | 18000 | -1.60 | 4.70 | 63.85 | 27,340 | 75,260 |
| - | - | - | - | - | 18100 | - | - | - | - | - |
| - | - | - | - | - | 18200 | - | - | - | - | - |
| - | - | - | - | - | 18300 | - | - | - | - | - |
| - | - | - | - | - | 18400 | -4.55 | 4.95 | 57.79 | 40 | 740 |
| 100 | - | - | - | - | 18500 | -3.10 | 5.90 | 57.73 | 19,740 | 53,840 |
| - | - | - | - | - | 18600 | - | - | - | - | - |
| - | - | - | - | - | 18700 | - | - | - | - | - |
| - | - | - | - | - | 18800 | - | - | - | - | - |
| - | - | - | - | - | 18900 | -5.30 | 6.95 | 52.69 | 1,700 | 3,060 |
| 920 | - | - | 2850.00 | -205.35 | 19000 | -6.40 | 7.50 | 51.42 | 44,260 | 115,160 |
| - | - | - | - | - | 19100 | -7.30 | 8.20 | 50.02 | 1,480 | 1,500 |
| - | - | - | - | - | 19200 | -7.70 | 8.30 | 48.44 | 760 | 780 |
| - | - | - | - | - | 19300 | -2589.10 | 9.05 | 47.38 | 900 | 900 |
| - | - | - | - | - | 19400 | -10.00 | 10.10 | 46.76 | 7,500 | 9,340 |
| 1,100 | 20 | 55.93 | 2400.00 | -79.70 | 19500 | -11.65 | 11.25 | 46.12 | 68,500 | 164,200 |
| - | - | - | - | - | 19600 | -11.50 | 12.80 | 45.30 | 5,540 | 10,080 |
| - | - | - | - | - | 19700 | -13.40 | 14.65 | 44.63 | 11,100 | 15,080 |
| - | - | - | - | - | 19800 | -15.55 | 16.75 | 43.74 | 32,320 | 46,460 |
| - | - | - | - | - | 19900 | -15.30 | 19.80 | 43.26 | 13,520 | 20,340 |
| 8,860 | -160 | 38.14 | 1880.00 | -167.55 | 20000 | -19.15 | 23.40 | 42.79 | 130,000 | 347,800 |
| - | - | - | - | - | 20100 | -20.50 | 27.60 | 42.28 | 16,120 | 20,080 |
| - | - | - | - | - | 20200 | -21.70 | 32.95 | 41.81 | 11,220 | 32,380 |
| 280 | 280 | 73.06 | 1805.65 | -741.10 | 20300 | -22.85 | 39.10 | 41.36 | 41,080 | 53,960 |
| 1,000 | 980 | 67.52 | 1685.00 | -25.00 | 20400 | -24.00 | 46.20 | 40.94 | 26,420 | 44,440 |
| 12,660 | -1,840 | 35.31 | 1400.15 | -181.30 | 20500 | -25.85 | 53.90 | 40.40 | 209,380 | 374,200 |
| 160 | 20 | 33.17 | 1300.00 | -195.00 | 20600 | -26.65 | 63.90 | 40.23 | 20,520 | 29,860 |
| 840 | 320 | 33.68 | 1211.80 | -264.70 | 20700 | -27.60 | 76.00 | 39.80 | 35,960 | 51,980 |
| 980 | 460 | 35.63 | 1134.75 | -268.25 | 20800 | -27.45 | 89.35 | 39.60 | 61,460 | 85,080 |
| 480 | 400 | 37.53 | 1073.10 | -105.00 | 20900 | -27.45 | 106.55 | 39.44 | 64,860 | 76,700 |
| 38,820 | 2,240 | 37.81 | 1000.00 | -158.00 | 21000 | -26.60 | 124.85 | 39.40 | 305,340 | 666,360 |
| 1,260 | 220 | 36.16 | 893.60 | -268.90 | 21100 | -26.05 | 146.00 | 39.12 | 37,200 | 45,840 |
| 2,220 | 700 | 38.82 | 826.35 | -161.95 | 21200 | -25.90 | 169.05 | 38.80 | 46,620 | 71,580 |
| 2,720 | 740 | 39.08 | 750.60 | -187.15 | 21300 | -22.65 | 197.70 | 38.69 | 46,320 | 72,280 |
| 5,240 | 1,860 | 38.84 | 700.00 | -164.85 | 21400 | -19.65 | 229.00 | 38.56 | 63,160 | 79,500 |
| 70,360 | 18,940 | 36.88 | 635.00 | -148.85 | 21500 | -15.00 | 264.65 | 38.60 | 259,380 | 454,520 |
| 11,780 | 5,240 | 36.92 | 571.35 | -155.75 | 21600 | -14.95 | 301.65 | 38.42 | 44,900 | 71,320 |
| 32,580 | 25,160 | 36.86 | 517.70 | -147.25 | 21700 | -10.95 | 342.05 | 38.24 | 62,540 | 91,140 |
| 86,700 | 76,920 | 36.73 | 458.60 | -137.45 | 21800 | -5.75 | 387.20 | 38.37 | 124,660 | 147,900 |
| 143,200 | 127,240 | 36.70 | 409.70 | -130.55 | 21900 | -3.40 | 436.30 | 38.32 | 97,740 | 120,120 |
| 630,360 | 309,780 | 36.74 | 363.00 | -128.65 | 22000 | 5.00 | 490.00 | 38.43 | 140,780 | 379,980 |
| 147,800 | 110,500 | 36.95 | 321.30 | -122.45 | 22100 | 8.35 | 546.55 | 38.18 | 30,180 | 49,400 |
| 176,500 | 121,240 | 36.92 | 280.35 | -117.20 | 22200 | 18.25 | 608.70 | 38.27 | 15,420 | 38,040 |
| 146,860 | 97,800 | 36.67 | 244.35 | -112.75 | 22300 | 18.10 | 667.45 | 38.14 | 6,080 | 14,260 |
| 116,260 | 87,100 | 36.57 | 209.15 | -109.70 | 22400 | 30.55 | 734.00 | 36.45 | 3,920 | 7,800 |
| 802,220 | 357,780 | 36.36 | 178.15 | -102.90 | 22500 | 32.20 | 805.75 | 38.06 | 16,860 | 55,760 |
| 111,840 | 77,460 | 36.28 | 153.20 | -96.55 | 22600 | 41.10 | 881.30 | 36.96 | 1,820 | 2,340 |
| 152,520 | 125,580 | 36.19 | 129.30 | -88.85 | 22700 | 60.50 | 950.00 | 35.05 | 1,660 | 2,240 |
| 160,320 | 117,180 | 36.11 | 109.80 | -81.80 | 22800 | 60.95 | 1040.75 | 37.17 | 300 | 820 |
| 92,860 | 78,360 | 36.12 | 90.70 | -74.70 | 22900 | 81.15 | 1090.00 | 32.16 | 480 | 960 |
| 805,740 | 360,760 | 35.92 | 75.00 | -66.80 | 23000 | 76.40 | 1200.00 | 38.78 | 5,280 | 23,120 |
| 71,420 | 54,080 | 35.83 | 61.85 | -61.30 | 23100 | 169.05 | 1367.60 | 47.71 | 20 | 460 |
| 74,120 | 53,800 | 35.69 | 49.60 | -55.10 | 23200 | 62.35 | 1351.75 | 30.01 | 300 | 800 |
| 83,220 | 62,320 | 35.62 | 40.60 | -49.35 | 23300 | -1616.10 | 1454.65 | 32.56 | - | - |
| 35,440 | 24,060 | 35.71 | 33.20 | -42.35 | 23400 | -1756.85 | 1394.50 | - | - | - |
| 556,620 | 315,200 | 35.87 | 27.40 | -37.60 | 23500 | 100.85 | 1643.60 | 32.33 | 600 | 4,820 |
| 36,960 | 17,260 | 35.97 | 22.00 | -33.35 | 23600 | -1249.65 | 1739.70 | 32.24 | - | - |
| 46,200 | 36,760 | 36.19 | 18.10 | -28.75 | 23700 | -1210.85 | 1858.15 | 40.40 | - | - |
| 38,900 | 26,640 | 36.66 | 15.40 | -24.15 | 23800 | - | - | - | - | - |
| 14,320 | 12,820 | 37.23 | 13.15 | -20.50 | 23900 | - | - | - | - | - |
| 413,880 | 172,820 | 37.56 | 11.35 | -18.60 | 24000 | 54.70 | 2094.70 | - | 940 | 1,180 |
| 12,040 | 10,840 | 38.19 | 9.95 | -13.55 | 24100 | - | - | - | - | - |
| 27,700 | 22,640 | 38.34 | 8.65 | -12.70 | 24200 | - | - | - | - | - |
| 18,940 | 18,900 | 39.16 | 7.80 | -13.00 | 24300 | - | - | - | - | - |
| 2,080 | 2,080 | 39.54 | 7.00 | -158.10 | 24400 | - | - | - | - | - |
| 162,520 | 88,560 | 40.48 | 6.25 | -7.75 | 24500 | - | - | - | - | - |
| 1,820 | 1,760 | 41.32 | 5.55 | -9.40 | 24600 | - | - | - | - | - |
| 3,140 | 2,020 | 42.23 | 5.35 | -6.50 | 24700 | - | - | - | - | - |
| 4,020 | 3,300 | 42.87 | 4.85 | -5.35 | 24800 | - | - | - | - | - |
| 240 | 240 | 43.25 | 4.10 | -163.80 | 24900 | - | - | - | - | - |
| 133,760 | 83,860 | 44.07 | 3.90 | -3.45 | 25000 | - | - | - | - | - |
| 4,820 | 4,680 | 45.07 | 3.85 | -0.30 | 25100 | - | - | - | - | - |
| 2,980 | 2,860 | 45.66 | 3.50 | -8.30 | 25200 | - | - | - | - | - |
| 38,460 | 13,940 | 46.69 | 3.40 | -1.95 | 25300 | - | - | - | - | - |
| Total | 5,549,320 | 4,095,100 | ||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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 prices, 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.