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Option Chain for BANKNIFTY

Last Updated on 30 May 2023 02:53 PM  IST   info_outline


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


Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
2 - - - - 36000 -0.50 1.45 97.60 2,316 37,699
2 - - - - 36500 -0.50 1.65 92.25 430 3,355
- - - - - 37000 -0.60 1.65 86.39 335 2,826
- - - - - 37500 -0.60 1.85 82.10 551 1,555
6 - - - - 38000 -0.60 1.85 76.24 -47 8,481
- - - - - 38500 -0.45 2.35 71.91 -476 13,221
14 - - - - 39000 -0.40 2.45 66.31 2,504 18,761
36 - - - - 39500 -0.55 2.40 60.18 -2,335 9,617
- - - - - 39600 -0.70 2.30 58.33 -39 482
8 - - - - 39700 -1.05 2.25 57.32 937 1,724
7 - - - - 39800 -0.80 2.45 56.55 -663 539
10 - - - - 39900 -0.45 2.60 55.76 1,061 2,082
209 - - 4292.45 277.45 40000 -0.65 2.70 54.94 -896 36,768
- - - - - 40100 -0.85 2.70 53.98 137 903
8 - - - - 40200 -0.75 2.85 52.81 369 1,633
1 - - - - 40300 -0.75 3.05 52.23 577 1,491
- - - - - 40400 -0.90 3.10 51.14 -702 3,034
112 -4 - 3879.40 12.25 40500 -0.75 3.20 50.05 7,281 26,593
4 - - - - 40600 -0.65 3.40 49.03 324 2,381
5 - - - - 40700 -0.90 3.25 47.75 239 7,201
4 - - - - 40800 -0.90 3.65 47.13 22 3,392
- - - - - 40900 -0.85 3.80 46.16 -654 2,506
271 - - 3260.00 -46.35 41000 -0.95 4.10 45.38 1,102 76,801
10 - - - - 41100 -1.05 4.10 44.23 716 4,309
16 - - 3000.95 200.85 41200 -1.05 4.25 43.08 -54 9,228
3 - - 2990.00 343.10 41300 -1.25 4.30 41.98 1,372 7,748
2 - - - - 41400 -1.40 4.45 40.82 2,712 7,674
810 -35 - 2894.00 89.70 41500 -1.30 4.85 40.11 48,337 111,117
4 - - - - 41600 -1.65 4.75 38.81 971 7,543
33 - - - - 41700 -1.65 4.95 37.78 -1,925 7,535
222 - - 2605.50 125.50 41800 -1.85 5.20 36.78 3,056 13,451
227 - - - - 41900 -2.45 5.15 35.43 4,054 12,763
1,236 -50 - 2400.55 87.65 42000 -2.65 5.60 34.62 4,711 124,359
85 - - 2235.00 17.20 42100 -2.90 5.65 33.31 2,855 13,267
217 -1 - 2143.00 40.40 42200 -3.25 5.80 32.20 895 13,663
63 - - 2098.25 68.25 42300 -3.60 6.00 31.08 1,146 15,825
88 - - 1955.00 31.65 42400 -4.35 6.25 29.97 -4,988 15,622
2,345 -237 - 1916.70 99.30 42500 -4.80 6.70 28.98 19,811 83,104
191 -11 - 1820.00 101.30 42600 -5.40 6.85 27.79 3,127 19,829
233 -24 - 1646.00 20.40 42700 -6.40 7.30 26.74 1,055 18,391
957 -81 - 1540.10 22.20 42800 -7.35 7.70 25.62 7,881 32,465
373 -35 - 1519.55 96.80 42900 -8.60 8.50 24.69 -5,661 25,574
6,487 -229 - 1421.35 95.75 43000 -10.00 9.25 23.68 11,523 96,631
929 -48 - 1307.90 75.15 43100 -11.60 10.10 22.69 7,156 31,560
1,872 -50 - 1218.00 81.50 43200 -14.05 11.05 21.62 3,332 35,304
4,334 -175 - 1122.75 81.65 43300 -16.85 12.25 20.59 8,113 45,005
3,328 -845 - 1025.15 81.00 43400 -20.30 14.10 19.63 7,669 53,510
25,622 -2,858 - 927.85 79.75 43500 -24.95 16.50 18.78 11,914 125,639
16,898 -591 - 831.15 70.20 43600 -29.70 20.05 17.95 18,306 92,625
22,738 -820 - 736.25 66.60 43700 -35.05 25.00 17.29 11,218 94,032
12,874 -1,920 11.42 642.55 56.80 43800 -41.65 31.90 16.64 15,441 91,664
11,443 549 11.85 552.25 49.90 43900 -49.30 40.95 16.03 10,015 64,563
64,399 4,405 11.97 466.80 43.35 44000 -57.45 53.55 15.43 37,190 163,412
36,658 8,435 12.01 383.20 31.95 44100 -68.10 70.45 14.93 52,497 89,279
77,202 33,640 12.10 306.50 20.25 44200 -78.20 94.00 14.61 67,073 118,067
129,809 51,612 12.03 239.00 12.65 44300 -88.50 124.90 14.31 87,711 159,345
163,587 64,246 11.95 179.55 4.00 44400 -95.65 166.20 14.13 54,443 104,802
250,323 72,215 11.91 129.45 -2.75 44500 -101.55 216.40 14.06 43,525 100,116
134,580 53,672 11.71 87.60 -8.15 44600 -108.10 275.00 14.20 28,196 40,732
95,466 25,483 11.69 58.05 -9.40 44700 -110.25 345.30 14.44 11,556 18,983
100,321 35,755 11.67 36.85 -10.15 44800 -109.75 424.30 14.86 9,044 15,783
72,064 19,572 11.81 22.90 -9.00 44900 -110.20 509.45 15.50 5,064 7,768
121,415 24,412 12.15 14.85 -7.25 45000 -106.00 602.00 16.50 3,344 8,912
50,856 -6,513 12.50 9.70 -5.30 45100 -118.70 692.95 17.27 72 415
33,593 89 13.16 7.05 -3.95 45200 -106.70 792.80 18.74 246 512
35,569 4,906 14.01 5.75 -2.55 45300 -109.85 890.05 20.92 47 291
24,127 -765 14.83 4.70 -2.00 45400 -106.75 988.30 21.73 -4 58
91,135 9,737 15.92 4.35 -1.60 45500 -105.65 1090.00 23.37 -121 720
21,114 -1,406 16.79 3.85 -1.15 45600 -115.30 1179.55 19.65 1 21
19,951 -957 17.92 3.65 -1.05 45700 -253.30 1434.85 44.89 8 29
27,451 12,627 19.02 3.55 -0.75 45800 14.70 1504.25 43.49 15 19
9,557 940 20.03 3.35 -0.85 45900 -38.15 1550.05 38.39 15 19
132,281 11,556 21.17 3.40 -0.85 46000 -91.85 1604.15 32.35 -70 537
5,242 196 22.07 3.05 -0.95 46100 -1982.70 1785.95 46.96 10 10
9,045 2,258 23.24 3.10 -0.85 46200 -1970.35 1882.20 48.30 27 27
7,645 4,349 24.03 2.85 -0.90 46300 39.95 1981.95 50.07 9 11
5,651 1,846 25.24 2.90 -0.75 46400 - - - - -
49,644 6,318 26.09 2.70 -0.75 46500 -98.25 2081.75 41.06 1 46
4,509 1,078 27.16 2.70 -0.70 46600 - - - - -
1,858 - 28.29 2.75 -232.50 46700 - - - - -
2,862 - 29.28 2.70 -220.70 46800 - - - - -
53,789 9,669 31.09 2.45 -0.75 47000 -323.65 2653.65 57.49 - 11
27,630 8,657 36.26 2.50 -0.60 47500 - - - - 9
37,040 3,583 40.56 2.25 -0.65 48000 - - - - 4
12,280 -1,494 44.78 2.00 -0.45 48500 - - - - 7
7,617 374 49.15 1.85 -0.40 49000 - - - - -
7,032 -804 53.23 1.75 -0.40 49500 - - - - -
44,955 -3,296 57.13 1.55 -0.40 50000 - - - - -
5,245 - 61.43 1.55 -23.55 50500 - - - - -
Total 2,087,841 2,366,990
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.