Spot 10783.

25 Nse India
Strike Price 10800 Nse India
Volatility 0.1446 VIX index
Risk Free Rate 6.3977 91 Days t bill
Time to maturity 0.016438 6 days
Put Premium 73.2 Nse India
Call Premium 68.95 Nse India
 CALLS
Chng in Net
Chart OI Volume IV LTP Bid Bid Ask
OI Chng
650,625 -3,375 241 - 2807.55 -2.4 225 2,811.30 2,813.55
200,775 63,450 1,107 - 1817 -7.05 75 1,814.00 1,818.70
176,625 6,750 119 - 1322.8 -6.8 450 1,323.30 1,329.10
2,925 - - - - - 75 991.05 1,044.60
1,050 - - - - - 3,000 887 984.25
245,475 2,175 123 - 842.35 -14 75 845.5 849
3,075 - 3 - 760 -5 150 748.1 762.8
10,875 5,400 89 - 663.05 -3.85 375 658.25 668.9
38,100 8,400 166 - 569.4 -10.35 75 573.2 577.05
61,275 1,050 152 11.49 492 -6.55 75 487.85 494.45
283,800 9,150 270 11.86 408.75 -12.05 150 409.55 412.8
154,500 2,325 359 12.46 335.6 -9.9 75 333.4 337.65
431,925 13,125 1,636 12.61 265.45 -8.95 1,200 266.3 268
8,100 1,425 59 12.36 233.2 -8 75 232.25 235.75
569,475 40,125 3,437 12.08 203 -7.45 75 202.05 202.85
469,950 25,200 3,858 12 148.9 -7.3 75 148.5 149.25
4,500 825 41 12.04 125.8 -7.05 225 123.55 126.95
987,000 134,925 7,137 11.79 103.9 -6.5 150 103.55 104
4,125 2,850 52 11.73 85 -7.6 150 83.65 87.2
409,050 46,650 3,396 11.58 69.1 -5.5 150 69.05 69.45
703,350 50,850 4,420 11.56 44.75 -3.7 225 44.5 44.75
367,950 13,575 2,401 11.66 28.8 -2.4 225 28.7 28.9
211,725 3,900 1,480 11.85 18.2 -1.55 900 18.5 18.7
800,100 94,275 2,229 12.11 11.7 -1.25 375 11.6 11.75
127,425 1,500 596 12.15 6.9 -1.05 225 6.9 7.05
215,625 2,175 279 15.32 3.45 -0.6 225 3.45 3.55
132,825 -6,225 190 22.17 1.05 - 975 1.05 1.1
137,625 -8,700 132 31.19 1.45 0.2 825 1.25 1.45
Total 9,816,525 34,168
 PUTS
Strike Net
Ask Bid Bid Ask Ask LTP IV Volume
Price Chng
75 8000 675 2.15 2.2 375 0.2 2.2 40.14 204
150 9000 1,350 3.35 3.45 75 -1.6 3.35 27.62 1,247
750 9500 150 7.95 8.1 75 -0.6 7.95 23.4 851
75 9800 150 14.9 15.4 675 -1 15.55 21.47 297
150 9900 525 19.65 19.85 150 -1.35 20.25 20.98 497
150 10000 750 24.55 24.7 150 -2.7 24.55 20.18 2,962
75 10100 150 30.1 30.4 150 -3.6 30.35 19.43 1,656
225 10200 450 38.5 38.75 300 -2.45 38.95 18.81 2,869
300 10300 750 49.5 49.9 150 -3.6 49.9 18.31 2,688
75 10400 225 63.25 63.65 375 -4.5 63.35 17.77 2,689
1,125 10500 150 81.3 81.95 1,275 -4.2 81.55 17.18 3,734
75 10600 1,350 104 104.55 150 -4.15 104.25 16.81 6,474
1,200 10700 225 133 133.55 150 -4.1 133.1 16.36 7,205
450 10750 75 149 150.35 1,125 -2.2 150 15.92 172
75 10800 375 167 167.75 150 -1.7 167.8 15.84 4,751
1,275 10900 225 209.6 211.3 225 -1.6 210 15.27 1,336
300 10950 150 229.35 258.2 150 - - - -
150 11000 1,500 265.65 267.45 75 0.75 267 15.47 2,063
600 11050 375 264.1 329.25 375 - - - -
1,275 11100 1,125 326.05 332.2 1,125 4 332 15.4 72
600 11200 1,125 398.8 401.35 150 5.8 402 15.53 371
600 11300 75 485.8 492.65 75 -2.25 482.6 15.85 34
750 11400 150 564.5 574.4 150 27 572 17.18 11
150 11500 150 659.45 664 300 9.15 666 18.62 185
450 11600 1,050 721.45 775.9 225 254.2 793.3 23.29 5
150 12000 75 ### ### 1,275 8.2 1147.65 25.64 164
150 13000 225 ### ### 2,250 -7.75 2125.85 34.91 165
3,000 14000 300 ### ### 150 14.2 3140 52.44 74
42,926
Chng in
OI Chart
OI
-3,450 263,175
59,175 222,675
4,350 263,625
2,700 134,550
7,200 118,950
25,950 ###
150 169,500
20,700 722,625
19,500 226,575
22,650 389,850
50,775 ###
100,500 920,325
112,425 899,850
-6,300 11,700
10,650 607,275
16,650 209,625
- 450
-675 ###
- -
1,350 42,525
1,500 755,475
225 94,575
525 3,000
1,725 86,475
225 525
8,550 80,775
-6,600 157,050
-5,100 355,200
### Total