Option Chain (Equity Derivatives)

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OR
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Futures contracts

Underlying Index: NIFTY 7613.80 As on Jul 09, 2014 11:53:35 IST

CALLS
CALL

PUT

CE5150
CE5200
CE5250
CE5300
CE5350
CE5400
CE5450
CE5500
CE5550
CE5600
CE5650
CE5700
CE5750
CE5800
CE5850
CE5900
CE5950
CE6000
CE6050
CE6100
CE6150
CE6200
CE6250

PE5150
PE5200
PE5250
PE5300
PE5350
PE5400
PE5450
PE5500
PE5550
PE5600
PE5650
PE5700
PE5750
PE5800
PE5850
PE5900
PE5950
PE6000
PE6050
PE6100
PE6150
PE6200
PE6250

Chart

OI Chng in OI Volume

16,800 135,500
60,900 11,750 9,450 350,250
12,800 11,900 50 24,800 14,800 523,100
53,850 5,050 21,900 -

-300
-100
-6,000
-

61 40 5308 83-

IV

CE6300
CE6350
CE6400
CE6450
CE6500
CE6550
CE6600
CE6650
CE6700
CE6750
CE6800
CE6850
CE6900
CE6950
CE7000
CE7050
CE7100
CE7150
CE7200
CE7250
CE7300
CE7350
CE7400
CE7450
CE7500
CE7550
CE7600
CE7650
CE7700
CE7750
CE7800
CE7850
CE7900

PE6300
PE6350
PE6400
PE6450
PE6500
PE6550
PE6600
PE6650
PE6700
PE6750
PE6800
PE6850
PE6900
PE6950
PE7000
PE7050
PE7100
PE7150
PE7200
PE7250
PE7300
PE7350
PE7400
PE7450
PE7500
PE7550
PE7600
PE7650
PE7700
PE7750
PE7800
PE7850
PE7900

30,300 86,600
230,900
116,500
50 242,600
130,500
46,600 500 1,091,450
70,650
100 187,200
600 401,450
2,650
456,200
10,450
1,307,500
36,900
2,136,050
88,450
3,134,500
173,350
4,424,650
175,750
4,077,600

56 42 141 164 35 22.39

19 27 974 250 441 1976 13.99
5 18.97
4,096 15.91
8 16.49
14,441 16.78
453 17.16
58,317 17.38
3,404 17.35
102,529 17.42
3,540 17.42
163,614 17.34
3,143 17.3
171,916 17.15
-

-50
-5,550
-5,500
-150
-350

10,450
-2,700
1,150
-1,900
-100
14,650
50
83,800
-850
250,250
24,950
286,850
20,450
264,150
15,750
366,000

CE7950
CE8000
CE8050
CE8100
CE8150
CE8200
CE8250
CE8300
CE8350
CE8400
CE8450
CE8500
CE8550
CE8600
CE8650
CE8700
CE8750
CE8800
CE8850
CE8900
CE8950
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
CE
CE
CE

PE7950
PE8000
PE8050
PE8100
PE8150
PE8200
PE8250
PE8300
PE8350
PE8400
PE8450
PE8500
PE8550
PE8600
PE8650
PE8700
PE8750
PE8800
PE8850
PE8900
PE8950
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
PE
PE
PE
PE
PE
PE

Top
Note : 10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.

148,700
8,884,250
115,350
3,454,850
44,550
2,818,750
34,400
1,548,800
15,450
1,449,000
10,050 2,076,600
158,150
217,050
76,400
98,650
170,950
1,600 6,750
2,950 1,450 -

20,550
1,739 17.17
328,400 199,888 17.09
14,900
2,855 17.34
247,150 89,772 17.13
8,900
641 17.54
-97,250 43,988 17.37
2,000
530 18.03
-49,050 30,794 18.21
900
65 19.09
-49,100 17,406 19.19
13 19.4
-1,400 15,966 20.32
-31,850
2,030 21.19
-11,150
883 22.08
1 19.47
3,400
278 23.2
1 19.02
1,250
562 24.71
1 20.36
2,250
476 25.85
100
410 26.47
-

17.73

CE7300
CE8800
CE8000

CE7900
CE8200

41,247,650

1,704,950

8884250

366000
-97250

13.99
23.2

LTP Net Chng

Bid

Bid

250
350
1,000
250
1,000
50
100
150
1,000
300
1,000
250
1,000
50
1,000
150
1,000
100
1,000
200
1,000
50
1,000

Price
2,447.50
2,398.50
2,161.50
2,300.50
2,061.50
2,203.60
1,962.00
2,103.85
1,861.50
2,002.15
1,761.50
1,903.25
1,661.50
1,807.10
1,570.50
1,704.20
1,477.50
1,611.00
1,377.50
1,509.50
1,287.50
1,409.15
1,192.50

Qty
2,408.60
2,107.25
1,812.15
1,609.00
1,544.75
1,373.30
-

6.85
-16.3
-46.7
-20.1
14.15
-93.25
-

Ask

Ask

Strike Price

Price
Qty
2,470.85
50
2,406.20
50
2,485.00
100
2,308.55
50
2,385.00
100
2,254.15
100
2,285.00
100
2,110.75
50
2,185.00
100
2,009.30
100
2,085.00
100
1,910.30
50
1,985.00
100
1,809.50
50
1,885.00
100
1,715.80
50
1,791.00
100
1,613.45
50
1,691.00
100
1,513.10
50
1,593.00
100
1,417.20
50
1,496.00
100

5150
5200
5250
5300
5350
5400
5450
5500
5550
5600
5650
5700
5750
5800
5850
5900
5950
6000
6050
6100
6150
6200
6250

PUTS
Bid
Bid
Ask
Ask Net Chng
Qty
Price
Price
Qty
100
0.15
0.3
250
0.05
150
0.3
0.35 1,300 150
0.2
1
500 10,050
0.3
0.35 6,950
-0.05
400
0.25
0.75
200
0.05
850
0.35
0.4
150
-0.05
1,000
0.1
1.5
500 39,000
0.35
0.4 16,300
-0.1
1,000
0.1
1.5
500 500
0.3
0.45 3,750
-0.1
1,000
0.1
1.5
500 50
0.45
0.5 1,950
0.05
500
0.2
1
750
0.65
200
0.5
0.6 3,350 1,000
0.1
1.35
100 500
0.4
0.75
500
0.05
1,000
0.1
1.5
500 5,750
0.7
0.8 5,350
0.05
1,000
0.15
1.5
500 1,150
0.65
0.75 3,850 10,000
0.3
0.8 1,000 200
0.75
0.8
300
-0.05
1,000
0.3
2
500 -

LTP

IV Volume Chng in OI

0.35 54.33
0.35 53.09
0.3 49.98
0.55 51.55
0.35 48.27
0.35 45.91
0.35
43
0.45 42.7
1.5 46.59
0.55 40.76
0.5 38.1
0.75 37.34
0.7 34.78
0.8 32.98
-

394
648
-

1,000 250
426 4,727
412 453
2
1,118
221 337
37
45
-

250
-850

-450

450

50
100
-2,000

1,100
50
100

1,323.90
1,209.95
1,120.10
1,015.35
950.70
824.10
742.60
630.00
533.4
452.95
380.00
364.05
340.15
287.3
249.75
218.70
186.20
160
132.00
110.5
89.35
71.50
56.5
43.5

9.2
-32.65
-1.9
-21.6
-9
-6.05
-7.3
-5
-12.6
-9.2
-31.45
-19.2
-30.4
-17.8
17.55
-12.3
-10.2
-10.9
-15.7
-11.35
-13.05
-11.55
-10.75
-9.85

150
1,000
150
1,000
250
1,000
100
1,000
100
1,000
100
500
100
500
100
500
10,000
500
50
50
100
50
100
10,050
50
50
50
50
50
50
50
100
550

1,311.70
1,092.50
1,213.55
1,000.50
1,114.15
908.50
1,016.25
808.50
915.30
715.50
817.75
757.45
721.20
660.80
627.35
566.45
534.75
475.60
448.50
394.95
363.30
317.20
286.60
239.40
217.45
184.55
159.30
132.40
110.25
88.65
71.25
55.85
43.25

1,316.00
100
1,396.00
100
1,217.80
50
1,300.00
100
1,118.95
50
1,204.00
100
1,020.50
50
999.00
50
921.40
50
1,009.00
100
824.15
50
804.90
500
728.20
50
707.70
500
631.05
50
612.75
500
541.35
250
521.00
500
451.85
100
422.40
500
366.35
50
339.25
100
289.10
300
259.45 10,000
218.95
50
190.60
50
160.00
50
134.55
100
110.70
50
90.55
100
71.50
100
57.05
500
43.45
100

6300
6350
6400
6450
6500
6550
6600
6650
6700
6750
6800
6850
6900
6950
7000
7050
7100
7150
7200
7250
7300
7350
7400
7450
7500
7550
7600
7650
7700
7750
7800
7850
7900

100
1,000
200
10,000
250
10,000
100
10,000
2,100
3,000
200
1,000
550
3,900
1,700
10,000
900
250
850
50
200
100
650
50
1,000
100
100
50
150
100
50
250
150

0.65
0.3
1.1
0.30
1.25
0.40
1.70
0.40
2.00
1.00
3.25
2.15
5
6.05
8.45
10
14
16.9
23.7
28.2
38.35
47.50
59.70
72.95
89.50
106.35
128.60
150.35
177.20
203.05
236.60
263.55
305.65

0.8
2
1.20
-

1.30

1.75

2.10

3.30

200
500 50
850
100
200
1,050

5.05 1,600
6.95 11,200
8.50 6,050
11.10
850
14.10
750
19.05
250
23.85
150
31.70
500
38.50
250
48.45
150 60.00
700
74.05
100
89.75
150
109.10
100
129.10
50
153.25
100
177.90
50
208.45
50
237.85
50
274.90
50
308.70
50

-0.2

0.65
-

30.5
-

1.25 29.96
-0.1
1.30 27.77
0.05
1.75 26.24
-0.1
2.05 24.67
-2.55
0.75 20.6
-0.1
3.30 23.8
-5.05
0.75 18.44
-0.55
5.05 22.95
-0.8
6.5 22.52
-1.15
8.45 22.45
0.9
11.20 22.13
-0.6
14.05 21.95
0.8
19.45 21.99
-0.05
23.80 21.69
-1.1
30.00 21.49
-0.05
38.60 21.43
48.65 21.27
-0.5
59.75 21.27
1.15
73.50 21.24
1.25
89.50 21.17
2.95 108.00 21.24
1.6 128.65 21.05
6.9 153.00 21.03
3.75 177.70 21.06
6.95 209.85 21.13
4.35 236.50 20.85
-18.85 247.80 17.05
7.6 311.55 21.11

141
-

0.05

100
-

128
-

100
-

400
-

-1,850
-

292
-

-3,500
-

778
-350
14,888
34,050
112,130
-52,050
180
-4,400
50,167
390,400
361
2,500
56,780
99,350
2,878
83,050
107,297
185,050
541
2,150
111,381
310,350
4,369
31,750
128,490
108,000
1,785
6,900
160,659
251,050
2,826
5,750
106,872
241,250
2,049
10,650
40,794
-199,300
534
-4,900
9,416
12,000
21
-150
1,688
1,700

33.55
25.05
19
13.75
10
7.45
6.1
4.9
4.65
3.5
2.65
2.55
-

1.85

1.4
0.3
1.1
0.1
1.05
0.1
0.9

0.65

-8.2
100
-7.4
150
-5.55
100
-5.45
200
-5.35
300
-3.75 1,200
-3.3 10,450
-2.4 2,500
-1.55 1,750
-1.75 1,550
-1.55 10,150
-1.1 6,750
9,750
-0.85 1,900
9,750
-0.55
150
-0.9 9,750
-0.6
150
-0.65 9,750
-0.1 2,300
0.05 9,750
-0.15 1,500
50
-0.55
500
200
50
500
500

32.8
24.95
18.9
13.75
9.85
7.4
5.35
4.85
3.2
3.4
2.25
2.5
1.2
1.75
0.75
1.3
0.3
1.05
0.1
0.95
0.1
0.85
0.15
0.65
0.3
0.15
0.1
0.1

34
25.1
19.25
13.8
10.95
7.45
6.1
4.95
4.25
3.5
4
2.55
1.85
1.4
1.15
1.05
0.95
1.5
0.7
3
4
3

50
150
10,800
200
10,050
10,150
8,200
5,150
11,200
7,550
10,000
50
800
1,300
500
200
4,550
500
550
3,000
3,000
3,000

7950 9,950 336.40 354.75

100 8000
50 386.25 389.00
150
8050 9,950 411.60 444.35 9,950
8100 6,300 472.20 479.10 10,000
8150 10,050 508.05 535.95 10,050 8200
50
565.1 576.20
150
8250 1,000
445 779.00
100 8300
850 605.75 720.40
800
8350 1,000
537 885.00
100 8400
250
758.1 766.25
100
8450 1,000
628.5 986.00
100 8500
150 855.85 859.55
50
8550 1,000
727 1,092.00
100 8600
50 926.75 1,012.70
50 8650 1,000
827 1,192.00
100 8700
500 975.00 1,118.00
550 8750 1,000
923 1,297.00
100 8800
500 1,074.50 1,217.75
500 8850 1,000 1,020.00 1,401.00 2,100 8900
500 1,174.50 1,317.65
500 8950 1,000 1,119.00 1,501.00
100 9000
50 1,350.05 1,358.35
150
9050 1,000 1,216.00 1,608.50
100 9100
500 1,374.00 1,507.30
500 9150 1,000 1,312.00 1,708.50
100 9200 1,000 1,174.90 1,873.90
100 9250 1,000 1,225.05 1,923.35
100 9300 1,000 1,275.15 1,972.65
100 -

6.85
39.4
0.3
14.05
128.75
84.95
23.85

18.2

386.30 21.7
434.00 22.36
470.00 21.04
573.10 24.98
650.60 20.86
747.25 21.8
861.00 30.3
1,361.40 43.5
-

1,158
2
501

-10,500
-100
14,950
-

81
-

11443
81
-

200

750

-1,000

PE5150
PE7850

54.33
17.05
1,512,750
PE7500PE7000
PE7700

390400
-199300

OI Chart
17,200
37,000
150
35,950
400
5,100
46,850
28,400
10,150
1,850
17,850
100
9,950
361,600
1,600
64,350
23,750
71,200
300

CE5150
CE5200
CE5250
CE5300
CE5350
CE5400
CE5450
CE5500
CE5550
CE5600
CE5650
CE5700
CE5750
CE5800
CE5850
CE5900
CE5950
CE6000
CE6050
CE6100
CE6150
CE6200
CE6250

PE5150
PE5200
PE5250
PE5300
PE5350
PE5400
PE5450
PE5500
PE5550
PE5600
PE5650
PE5700
PE5750
PE5800
PE5850
PE5900
PE5950
PE6000
PE6050
PE6100
PE6150
PE6200
PE6250

41,000
150
79,050
258,800
1,000
175,450
636,400
514,750
894,150
11,900
3,820,150
27,600
1,889,950
138,200
3,477,000
165,050
4,376,800
273,350
3,978,500
105,250
5,350,750
114,400
2,891,700
77,950
1,535,650
38,150
1,115,500
16,550
328,750

CE6300
CE6350
CE6400
CE6450
CE6500
CE6550
CE6600
CE6650
CE6700
CE6750
CE6800
CE6850
CE6900
CE6950
CE7000
CE7050
CE7100
CE7150
CE7200
CE7250
CE7300
CE7350
CE7400
CE7450
CE7500
CE7550
CE7600
CE7650
CE7700
CE7750
CE7800
CE7850
CE7900

PE6300
PE6350
PE6400
PE6450
PE6500
PE6550
PE6600
PE6650
PE6700
PE6750
PE6800
PE6850
PE6900
PE6950
PE7000
PE7050
PE7100
PE7150
PE7200
PE7250
PE7300
PE7350
PE7400
PE7450
PE7500
PE7550
PE7600
PE7650
PE7700
PE7750
PE7800
PE7850
PE7900

1,200
845,150
9,350
41,500
250
68,800
1,000
200
541,350
150
139,900
-

CE7950
CE8000
CE8050
CE8100
CE8150
CE8200
CE8250
CE8300
CE8350
CE8400
CE8450
CE8500
CE8550
CE8600
CE8650
CE8700
CE8750
CE8800
CE8850
CE8900
CE8950
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!

PE7950
PE8000
PE8050
PE8100
PE8150
PE8200
PE8250
PE8300
PE8350
PE8400
PE8450
PE8500
PE8550
PE8600
PE8650
PE8700
PE8750
PE8800
PE8850
PE8900
PE8950
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!

########
5350750

Option Chain (Equity Derivatives)

CALL

PUT

CE11200
CE11300
CE11400
CE11500
CE11600
CE11700
CE11800
CE11900
CE12000
CE12100
CE12200
CE12300
CE12400
CE12500
CE12600
CE12700
CE12800
CE12900
CE13000
CE13100
CE13200
CE13300
CE13400
CE13500
CE13600
CE13700
CE13800
CE13900
CE14000
CE14100
CE14200
CE14300
CE14400
CE14500
CE14600
CE14700
CE14800
CE14900
CE15000
CE15100
CE15200
CE15300

PE11200
PE11300
PE11400
PE11500
PE11600
PE11700
PE11800
PE11900
PE12000
PE12100
PE12200
PE12300
PE12400
PE12500
PE12600
PE12700
PE12800
PE12900
PE13000
PE13100
PE13200
PE13300
PE13400
PE13500
PE13600
PE13700
PE13800
PE13900
PE14000
PE14100
PE14200
PE14300
PE14400
PE14500
PE14600
PE14700
PE14800
PE14900
PE15000
PE15100
PE15200
PE15300

CALLS
Chart

CE15400
CE15500
CE15600
CE15700
CE15800
CE15900
CE16000
CE16100
CE16200
CE16300
CE16400
CE16500
CE16600
CE16700
CE16800
CE16900
CE17000
CE17100
CE17200
CE
CE
CE
CE
CE
CE
CE

PE15400
PE15500
PE15600
PE15700
PE15800
PE15900
PE16000
PE16100
PE16200
PE16300
PE16400
PE16500
PE16600
PE16700
PE16800
PE16900
PE17000
PE17100
PE17200
PE
PE
PE
PE
PE
PE
PE

CE16000

CE16500
CE17000

Underlying Index: BANKNIFTY 15007.35 As on Jul 09, 2014 11:54:06 IST

OI

Chng in OI Volume IV
4,375 250 2,350 2,175 550 50 25 2,850 75 6,850
17,625
25 50 125 8,175
525 850 3,075
2,025
133,575
11,125
36,300
29,175

-275
-500
475
1,225
50
24,025
1,725
16,675
5,375

127 162 32.9

76 31.06
130 34.74
43 33.68
3,653 32.47
1,353 31.95
2,566 31.54
1,785 31.61

35,425
389,700
32,025
33,200
43,200
20,275
551,200
19,750
32,800
15,200
23,525
302,300
28,150
21,725
9,350
6,825
135,950
7,775
42,625

-175
8,175
-6,275
-750
750
275
475
1,225
1,250
-875
-1,525
24,950
2,000
6,475
-2,325
-575
-10,400
3,425
3,575

2,013,200
551200

78450
24950
-10400

1,422
8,334
1,886
1,448
936
590
12,535
680
1,314
796
754
7,621
1,061
1,604
340
168
2,900
238
1,564

31.46
31.15
31.11
31.06
30.81
30.49
30.52
30.39
30.15
29.83
29.5
29.34
29.31
29.14
28.65
28.98
28.48
28.5
28.4

LTP
3,450.00
1,511.95
1,192.20
798.20
610.00
590
511.95
460
414
369.15

Net Chng Bid

Qty
225
-500 200
1,000
250
1,000
1,000
1,000
1,000
50
1,000
1,000
500
1,000
500
500
500
500
500
25
500
500
500
500
-88.05
25
500
500
500
500
-37
25
1,000
50
1,000
275
17.85
50
250
400
-47.05
50
66
50
12.5 250
26.7
25
11.05
25
-17.05
25

Bid
Price
3,701.05
3,550.50
3,325.50
3,401.05
3,043.50
2,943.50
2,859.50
2,759.50
2,917.55
2,573.50
2,475.50
2,615.00
2,288.50
2,419.50
2,320.00
2,224.00
2,126.00
2,022.50
1,987.20
1,832.50
1,747.50
1,653.50
1,556.50
1,612.20
1,362.50
1,268.50
1,180.50
1,102.50
1,182.95
937.50
989.55
777.00
853.85
804.75
717.90
654.65
608.75
556.1
512.6
461.5
412.8
368.7

Ask
Ask Strike Price
Price
Qty
4,629.50 100
11200
4,699.50 100
11300
3,927.50 100
11400
3,885.50 100
11500
3,785.50 100
11600
3,685.50 100
11700
4,228.10 100
11800
4,129.45 100
11900
3,139.70
25
12000
3,931.85 100
12100
3,832.95 100
12200
3,734.15 100
12300
3,635.20 100
12400
3,536.15 100
12500
2,758.00 100
12600
2,610.00 100
12700
2,565.50 100
12800
2,465.50 100
12900
2,159.85
25
13000
2,273.00 100
13100
2,173.00 100
13200
2,073.00 100
13300
1,925.00 100
13400
1,629.30
50
13500
1,790.50 100
13600
1,708.00 100
13700
1,608.00 100
13800
1,515.50 100
13900
1,197.50
25
14000
1,389.50 100
14100
1,086.80
50
14200
1,011.05
50
14300
930.60 250
14400
829.90
25
14500
792.85 250
14600
715.60 325
14700
637.90
25
14800
582.40 275
14900
518
25
15000
464.8
50
15100
416.3 125
15200
373.25 200
15300

PUTS
Bid
Qty
5,000
200
500
200
5,200
5,000
500
2,500
2,300
300
500
2,300
475
175
50
375
550
575
925
25
150
75
25
50
25
25
25
25
50
25
75
75
50

Bid
Price
-

Ask
Price
3
3
3
3

0.1
2
2.1
3.1
3.45
0.5
4.1
6.15
8.85
19.05
22
23.3
31.35
40.35
50.15
58.2
68.3
75.15
80.35
112.35
127.85
147.7
171.7
197.4
226.8
256.65
292.1
328.15
371.6
416.15
461.25
512.05
567.9

11.9
21.85
49.95
53
61.8
72
92.55
109.65
113.5
134.9
159.85
174.95
199.45
228.5
259.75
293.95
332.55
374.15
418.8
465.2
517.35
581.95

Ask
Qty
200
200
200
25
25
150
300
425
400
525
575
575
25
300
575
200
25
25
200
25
450
125
75
25
25
25

327
289.05
252.7
220.8
192.9
164.3
143
122.35
103.3
85.1
70
58.6
48.65
39.6
30.5
26.55
20.1
16.35
12.95

-5
9.65
1.1
-1.75
-1.25
1.85
0.15
-3.7
-0.05
-5.8
-8.1
-4.9
-6.3
-5.9
-7.35
-7.85
-4.65
-4.55
-4.05

25
25
25
250
25
225
25
250
200
400
25
25
25
400
450
550
75
275
300

326.75
288.45
253.05
221.75
192.2
165.65
143.05
121.1
101.3
85.1
71.5
58.3
48.4
38.9
30.5
24.05
20.1
16.2
12.3

329.7
25
290.55
25
256.15
75
224.15
75
194.95 200
168.05
25
143.95
25
123.2
25
103.85
25
87.5 125
75.1 1,225
58.95
25
49.7 450
41.35 250
34.3 325
27.55 250
20.75
50
17.2 450
12.95 200

15400
15500
15600
15700
15800
15900
16000
16100
16200
16300
16400
16500
16600
16700
16800
16900
17000
17100
17200

25
25
25
50
25
300
50
125
75
1,000
1,000
25
1,000
1,000
1,000
1,000
50
1,000
1,000

618
682.05
737.80
803.10
874.00
934.35
1,023.30
1,004.90
1,083.00
942.00
1,029.00
1,437.30
1,197.50
1,295.00
1,376.00
1,464.00
1,880.00
1,652.00
1,751.00

631.70
25
692.85
25
760.40
50
829.10
25
898.15
50
979.60
25
1,044.50
25
1,295.40 1,000
1,258.50
75
1,441.50 100
1,558.50 100
1,456.00
25
1,881.50 100
1,782.20 1,000
2,081.50 100
2,189.00 100
1,976.80
25
2,389.00 100
2,496.50 100

Net Chng LTP

IV

Volume Chng in OI OI

-2.5

0.1

2.8
1.5

13.3
6.5
16.05
19.45
7.3
7.25
4.9
2.9
14.75
3.7
-4.9
-0.05
2.25
-22.3
9.6
-12.6
0.3
3.6
8.25
-11.15

2 36.45
4.1 30.84
21.5 35.43
17.1 32.48
42.3 34.14
52 34.3
61.15 33.84
72 33.83
77.95 32.78
85 31.79
113.35 33.33
128.5 32.59
150.85 32.6
174 32.37
200 32.31
227.5 32.3
262.75 31.85
292.25 31.88
332.75 31.68
375.55 31.94
418.75 31.51
474.75 31.21
525 31.66
568.55 30.76

112
901
4
382
4,397
526
417 189
249
12,459
775
626
1,202
974
8,413
736
1,168
1,178
665
4,848
1,203
510
251

Chart CALL
3,750

1,350
950
150
550
-250

4,225
100

4,675
34,875
150
-775
-3,825
10,525
7,525
4,300
-6,925
-1,800
13,875
850
325
750
1,025
-1,850
-1,050
-2,400
-1,250

75
50
200
39,975
225
550
2,175
8,175
111,750
2,600
6,550
7,800
11,450
155,250
18,850
29,875
19,575
13,725
209,325
9,025
19,375
36,575
15,850
457,450
19,175
29,625
52,350

CE11200
CE11300
CE11400
CE11500
CE11600
CE11700
CE11800
CE11900
CE12000
CE12100
CE12200
CE12300
CE12400
CE12500
CE12600
CE12700
CE12800
CE12900
CE13000
CE13100
CE13200
CE13300
CE13400
CE13500
CE13600
CE13700
CE13800
CE13900
CE14000
CE14100
CE14200
CE14300
CE14400
CE14500
CE14600
CE14700
CE14800
CE14900
CE15000
CE15100
CE15200
CE15300

PUT
PE11200
PE11300
PE11400
PE11500
PE11600
PE11700
PE11800
PE11900
PE12000
PE12100
PE12200
PE12300
PE12400
PE12500
PE12600
PE12700
PE12800
PE12900
PE13000
PE13100
PE13200
PE13300
PE13400
PE13500
PE13600
PE13700
PE13800
PE13900
PE14000
PE14100
PE14200
PE14300
PE14400
PE14500
PE14600
PE14700
PE14800
PE14900
PE15000
PE15100
PE15200
PE15300

-20.65
625
-35.95
688
-46.25 745.40
-30.05
799
-109.65 855.00
38.7 914.40
-38.05 1,030.00
184.3 1,214.30
64.25 1,390.00
1,900.00
-

30.5
30.47
29.97
28.5
27.01
25.32
28.64
-

216
722
160
14
24
2
102
-

30.67
-

225
8
-

PE15000PE13500
PE14300

-1,650 24,425
-700 127,550
-1,750 12,725
-275
4,075
-225
1,625
-25
500
-1,425 15,800
175
375
100
50
550
4,125
125
125
-125
1,100
-

57450 #######
34875 457,450
-6,925

CE15400
CE15500
CE15600
CE15700
CE15800
CE15900
CE16000
CE16100
CE16200
CE16300
CE16400
CE16500
CE16600
CE16700
CE16800
CE16900
CE17000
CE17100
CE17200
CE
CE
CE
CE

PE15400
PE15500
PE15600
PE15700
PE15800
PE15900
PE16000
PE16100
PE16200
PE16300
PE16400
PE16500
PE16600
PE16700
PE16800
PE16900
PE17000
PE17100
PE17200
PE
PE
PE
PE

Underlying Index: BANKNIFTY 15007.35 As on Jul 09, 2014 11:54:06 IST

Jul 09, 2014

CALL
CALL
OI_CHNG PR_CHNG
CE14400
CE14500
CE14600
CE14700
CE14800
CE14900
CE15000
CE15100
CE15200
CE15300
CE15400
CE15500
CE15600
CE15700
CE15800
CE15900
CE16000
CE16100
CE16200
CE16300

PE14400
PE14500 475
PE14600
PE14700
PE14800 1225
PE14900 50
PE1500024025
PE15100 1725
PE1520016675
PE15300 5375
PE15400 -175
PE15500 8175
PE15600 -6275
PE15700 -750
PE15800 750
PE15900 275
PE16000 475
PE16100 1225
PE16200 1250
PE16300 -875

CALL
PUT

17.85

-47.05
66.00
12.50
26.70
11.05
-17.05
-5.00
9.65
1.10
-1.75
-1.25
1.85
0.15
-3.70
-0.05
-5.80

CALL
OI
125 8175
525 850 3075
2025
133575
11125
36300
29175
35425
389700
32025
33200
43200
20275
551200
19750
32800
15200

CHANGE IN OI
POSITIVE NEGATIVE
CE16500 CE17000
PE13500 PE14300

ONLY FOR STUDY PURPOSE

PLEASE TAKE YOUR OWN DECISION.

CALL
PRICE

798.20

610.00
590.00
511.95
460.00
414.00
369.15
327.00
289.05
252.70
220.80
192.90
164.30
143.00
122.35
103.30
85.10

TREND

BULLISH
BULLISH
BULLISH
BULLISH
BEARISH
BULLISH
BULLISH
BULLISH
BULLISH
BEARISH
LONG UNWINDING
BULLISH
SHORT COVERING
LONG UNWINDING
BEARISH
BULLISH
BULLISH
BEARISH
BEARISH
LONG UNWINDING
TOTAL CALL OI

2,013,200
CALL OI CHANGE

78,450

If the MAX (CHG in OI) @ CE > MAX (CHG in OI)

If the MAX (CHG in OI) @ CE < MAX (CHG in OI)

1:54:06 IST

15007.35
STRIKE PRICE

14400
14500
14600
14700
14800
14900
15000
15100
15200
15300
15400
15500
15600
15700
15800
15900
16000
16100
16200
16300

11:54:06
TREND

SHORT COVERING
200.00
BULLISH
227.50
BEARISH
262.75
BULLISH
292.25
BEARISH
332.75
BULLISH
375.55
LONG UNWINDING
418.75
LONG UNWINDING
474.75
LONG UNWINDING
525.00
SHORT COVERING
568.55
SHORT COVERING
625.00
SHORT COVERING
688.00
SHORT COVERING
745.40
SHORT COVERING
799.00
SHORT COVERING
855.00
LONG UNWINDING
914.40
SHORT COVERING
1030.00
BEARISH
BEARISH
1214.30
BEARISH
TOTAL PUT OI

PCR
0.73

PUT
PRICE

1,477,225
PUT OI CHANGE

PUT
OI
13725
209325
9025
19375
36575
15850
457450
19175
29625
52350
24425
127550
12725
4075
1625
500
15800
175 375
100 -

PUT
PUT
PR_CHNG OI_CHNG
-4.90
-0.05
2.25
-22.30
9.60
-12.60
0.30
3.60
8.25
-11.15
-20.65
-35.95
-46.25
-30.05
-109.65
38.70
-38.05

-1800
13875
850
325
750
1025
-1850
-1050
-2400
-1250
-1650
-700
-1750
-275
-225
-25
-1425

184.30 -

MAXIMUM OPEN INTEREST

CALL
CE16000
PUT
PE15000

57,450

X (CHG in OI) @ CE > MAX (CHG in OI) @ PE, then it is a BEARish market.
X (CHG in OI) @ CE < MAX (CHG in OI) @ PE, then it is a Bullish market.

Underlying Index: NIFTY 7613.80 As on Jul 09, 2014 11:53:35 IST

Jul 09, 2014

CALL
CALL
OI_CHNG PR_CHNG
CE7300
CE7400
CE7500
CE7600
CE7700
CE7800
CE7900
CE8000
CE8100
CE8200
CE8300

PE7300 -1900
PE7400 14650
PE7500 83800
PE7600250250
PE7700286850
PE7800264150
PE7900366000
PE8000328400
PE8100247150
PE8200 -97250
PE8300 -49050

CALL
PUT

-19.20
-17.80
-12.30
-10.90
-11.35
-11.55
-9.85
-7.40
-5.45
-3.75
-2.40

CALL
OI
401450
456200
1307500
2136050
3134500
4424650
4077600
8884250
3454850
2818750
1548800

CHANGE IN OI
POSITIVE NEGATIVE
CE7900
CE8200
PE7000
PE7700

CALL
PRICE
364.05
287.30
218.70
160.00
110.50
71.50
43.50
25.05
13.75
7.45
4.90

TREND

LONG UNWINDING
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
BEARISH
LONG UNWINDING
LONG UNWINDING
TOTAL CALL OI

41,247,650
CALL OI CHANGE

1,704,950

BANKNIFTY OPEN INTEREST SNAPSH

CHANGE IN OI
POSITIVE NEGATIVE
CALL
CE16500 CE17000
PUT
PE13500 PE14300
ONLY FOR STUDY PURPOSE
PLEASE TAKE YOUR OWN DECISION.

TOTAL CALL OI

2,013,200
CALL OI CHANGE

78,450

If the MAX (CHG in OI) @ CE > MAX (CHG in OI)

If the MAX (CHG in OI) @ CE < MAX (CHG in OI)

7613.80
STRIKE PRICE

7300
7400
7500
7600
7700
7800
7900
8000
8100
8200
8300

11:53:35
TREND

BULLISH
BULLISH
BEARISH
BEARISH
LONG UNWINDING
BEARISH
BEARISH
LONG UNWINDING
BEARISH
BEARISH
BEARISH
TOTAL PUT OI

PCR
0.84

34,716,500
PUT OI CHANGE

PUT
PRICE
38.60
59.75
89.50
128.65
177.70
236.50
311.55
386.30
470.00
573.10
650.60

PUT
OI
4376800
3978500
5350750
2891700
1535650
1115500
328750
845150
41500
68800
1000

PUT
PUT
PR_CHNG OI_CHNG
-0.05
310350
-0.50
108000
1.25
251050
1.60
241250
3.75
-199300
4.35
12000
7.60
1700
6.85
-10500
0.30
14950
14.05
200
128.75 -

MAXIMUM OPEN INTEREST

CALL
CE8000
PUT
PE7500

1,512,750

FTY OPEN INTEREST SNAPSHOT

TOTAL PUT OI

PCR
0.73

1,477,225
PUT OI CHANGE

MAXIMUM OPEN INTEREST

CALL
CE16000
PUT
PE15000

57,450

X (CHG in OI) @ CE > MAX (CHG in OI) @ PE, then it is a BEARish market.
X (CHG in OI) @ CE < MAX (CHG in OI) @ PE, then it is a Bullish market.