Bank Nifty Option Chain Data 11/02/2020 Expiry 13th Feb 2020

CALLS												PUTS
Chart	OI	Chng in OI	Volume	IV	LTP	Net Chng	Bid Qty	Bid Price	Ask Price	Ask Qty	Strike Price	Bid Qty	Bid Price	Ask Price	Ask Qty	Net Chng	LTP	IV	Volume	Chng in OI	OI	Chart
	20	-	2	130.51	4,578.35	63.35	100	4,503.70	4,563.00	100	26800.00	60	0.60	1.20	440	-0.45	0.70	71.38	258	2,540	2,880
	-	-	-	-	-	-	500	4,343.70	4,904.10	2,420	26900.00	100	0.40	-	-	-0.50	1.00	72.12	16,014	-100	140
	-	-	-	-	-	-	500	4,139.40	4,590.40	500	27000.00	1,000	0.30	1.90	1,000	-	-	-	-	-	-
	-	-	-	-	-	-	500	4,143.60	4,683.60	2,420	27100.00	1,100	0.30	-	-	-	1.00	68.90	2	-40	20
	-	-	-	-	-	-	500	4,044.35	4,235.55	500	27200.00	20	1.05	2.75	20	-1.00	1.05	67.61	45	20	1,320
	-	-	-	-	-	-	500	3,944.00	4,135.75	500	27300.00	20	0.70	2.95	60	-0.45	0.65	63.15	502	40	80
	-	-	-	-	-	-	2,420	3,611.60	4,360.20	2,420	27400.00	20	1.05	3.00	20	-	1.00	-	-	-	60
	-	-	-	-	-	-	500	3,689.75	4,090.95	500	27500.00	20	0.65	2.45	200	-	17.00	-	-	-	20
	-	-	-	-	-	-	2,420	3,400.50	4,139.70	2,420	27600.00	1,300	0.30	3.05	300	-	-	-	-	-	-
	-	-	-	-	-	-	2,420	3,309.15	4,034.30	2,420	27700.00	600	0.30	2.95	300	-	-	-	-	-	-
	-	-	-	-	-	-	2,420	3,327.20	3,924.05	2,420	27800.00	900	0.20	3.05	300	-	-	-	-	-	-
	-	-	-	-	-	-	2,420	3,168.60	3,813.80	2,420	27900.00	900	0.35	2.90	200	-	-	-	-	-	-
	20	-	-	-	3,173.65	-	20	3,320.25	3,351.90	20	28000.00	1,100	0.40	0.55	300	-1.30	0.55	51.61	273	-600	11,480
	-	-	-	-	-	-	2,420	2,990.90	3,593.60	2,420	28100.00	900	0.35	-	-	-	-	-	-	-	-
	-	-	-	-	-	-	2,420	2,836.35	3,483.35	2,420	28200.00	900	0.30	-	-	-	-	-	-	-	-
	-	-	-	-	-	-	2,420	2,746.30	3,373.10	2,420	28300.00	900	0.35	-	-	-	-	-	-	-	-
	-	-	-	-	-	-	2,420	2,655.95	3,262.85	2,420	28400.00	900	0.40	-	-	-	-	-	-	-	-
	-	-	-	-	-	-	400	2,825.30	2,850.35	20	28500.00	20	0.80	1.35	20	-1.40	0.75	45.40	1,056	-220	46,160
	-	-	-	-	-	-	2,420	2,476.45	3,038.95	2,420	28600.00	1,200	0.15	-	-	-	2.00	-	-	-	20
	-	-	-	-	-	-	2,420	2,384.65	2,921.40	2,420	28700.00	120	1.00	1.85	300	-88.80	2.80	48.80	18	120	120
	-	-	-	-	-	-	2,420	2,294.85	2,818.45	2,420	28800.00	500	0.65	2.55	500	-100.45	0.55	39.61	25	500	500
	-	-	-	-	-	-	2,420	2,204.50	2,755.90	2,420	28900.00	20	0.85	2.95	20	-2.75	1.00	40.42	53	-360	680
	80	20	1	86.58	2,424.80	366.25	80	2,325.30	2,345.20	20	29000.00	60	0.75	0.85	180	-1.95	0.75	37.98	3,397	-24,700	30,980
	-	-	-	-	-	-	500	2,156.35	2,322.10	500	29100.00	140	1.05	1.30	160	-2.45	1.30	38.33	58	-80	700
	-	-	-	-	-	-	500	2,055.85	2,221.45	500	29200.00	20	0.55	0.65	160	-1.85	0.65	34.19	588	2,080	4,280
	-	-	-	-	-	-	220	1,988.40	2,092.20	220	29300.00	180	0.75	0.95	120	-1.45	0.90	33.76	1,170	240	6,760
	-	-	-	-	-	-	200	1,861.50	2,015.00	200	29400.00	20	1.25	1.50	140	-1.20	1.25	33.79	2,188	-840	8,440
	1,660	120	18	53.12	1,850.15	335.10	80	1,826.50	1,845.85	40	29500.00	60	1.10	1.60	600	-2.05	1.10	32.17	16,894	-18,600	231,480
	20	-	-	-	1,626.90	-	200	1,688.60	1,786.15	200	29600.00	20	0.95	1.10	6,640	-2.40	0.95	29.58	11,433	-8,420	206,200
	120	-	-	-	1,441.85	-	20	1,590.00	1,703.10	480	29700.00	220	1.35	1.90	160	-2.95	1.95	29.89	8,890	-16,220	31,680
	1,360	-	11	44.13	1,544.80	245.95	20	1,519.30	1,556.45	20	29800.00	1,060	2.15	2.45	40	-3.20	3.00	28.75	13,765	-34,620	46,980
	580	-	-	-	1,122.00	-	200	1,392.25	1,490.50	200	29900.00	20	2.85	3.00	160	-5.40	3.70	28.20	16,157	-24,180	62,040
	14,040	-80	85	38.23	1,341.35	261.35	120	1,336.55	1,343.90	100	30000.00	1,160	3.00	3.50	60	-9.00	3.00	26.49	66,115	-185,480	328,820
	720	20	9	33.85	1,235.70	309.30	220	1,231.90	1,247.90	140	30100.00	220	3.60	3.75	620	-11.50	3.80	25.51	33,294	-29,800	81,300
	4,480	-100	36	31.94	1,136.70	250.65	200	1,130.50	1,151.80	40	30200.00	60	3.70	3.80	1,260	-16.05	3.80	23.73	39,278	4,820	124,440
	2,100	-160	43	32.25	1,045.10	261.45	220	1,035.40	1,048.35	40	30300.00	240	3.40	3.50	40	-23.25	3.25	21.61	76,416	20,180	222,420
	3,680	-40	65	31.29	950.90	243.30	40	940.75	947.55	40	30400.00	20	4.25	4.55	20	-30.70	4.50	20.56	100,998	154,760	325,500
	37,120	-4,540	1,734	26.90	843.65	232.55	40	840.15	849.25	140	30500.00	20	6.65	6.80	40	-41.05	6.85	20.06	161,506	12,860	485,860
	5,820	-1,040	226	25.77	749.45	217.25	40	743.40	750.90	80	30600.00	600	9.00	9.40	20	-53.50	9.00	18.99	152,303	-27,080	223,600
	11,800	-3,440	1,236	23.85	652.90	193.30	80	647.70	655.30	40	30700.00	40	12.75	12.85	380	-70.05	12.85	18.20	200,996	-18,580	250,460
	12,960	-6,400	3,123	20.91	551.95	172.60	40	554.90	561.75	40	30800.00	140	19.65	19.70	40	-89.30	19.65	17.70	308,898	35,940	345,420
	11,180	-11,460	10,080	21.16	470.40	162.20	20	460.70	472.00	80	30900.00	220	26.65	29.20	720	-112.95	29.15	17.10	305,542	103,920	370,840
	154,280	-222,920	83,030	19.14	378.55	129.75	40	378.25	381.00	280	31000.00	780	42.50	42.95	120	-136.20	42.95	16.50	738,241	304,480	840,860
	67,380	-179,740	84,333	18.11	297.75	102.30	200	295.20	301.65	20	31100.00	780	61.80	62.00	400	-164.55	61.80	15.79	403,293	153,520	347,000
	222,820	-95,420	210,634	17.38	226.00	77.45	20	226.05	229.00	20	31200.00	660	89.55	91.00	280	-187.95	91.00	15.41	553,321	205,800	368,780
	253,460	-84,500	368,220	17.31	169.00	58.15	20	166.85	169.00	280	31300.00	240	128.70	129.90	500	-209.00	129.90	15.00	492,106	286,700	366,920
	345,260	-79,940	502,124	17.04	120.00	40.30	20	119.00	120.00	20	31400.00	100	178.85	180.45	140	-227.25	180.45	14.63	349,995	169,820	190,800
	744,800	114,420	890,668	16.88	81.95	24.80	40	81.95	82.00	820	31500.00	20	240.05	242.00	80	-242.20	242.00	14.17	239,442	77,160	123,820
	483,280	162,780	516,865	16.61	52.50	13.25	360	52.50	53.00	960	31600.00	20	309.80	311.85	40	-239.45	319.80	13.05	39,087	14,780	23,620
	420,920	112,700	481,544	16.63	33.20	6.05	20	33.10	34.00	200	31700.00	20	390.05	396.90	20	-255.40	393.95	12.23	6,603	4,460	9,280
	396,640	163,620	447,958	17.08	22.00	3.90	320	22.00	22.70	280	31800.00	220	477.75	491.60	200	-249.05	491.85	13.91	2,493	5,060	7,080
	269,380	68,660	311,655	17.19	13.25	0.95	40	12.80	13.25	80	31900.00	20	569.30	577.95	80	-297.80	572.20	-	262	380	740
	535,780	103,600	303,933	17.55	8.30	-0.40	180	8.10	8.35	100	32000.00	40	664.80	670.70	20	-261.20	669.90	-	1,263	980	10,000
	154,440	35,280	137,482	17.67	5.50	0.10	40	4.65	4.75	120	32100.00	60	734.15	777.30	120	-	814.95	-	-	-	20
	126,120	22,360	78,380	18.77	3.75	-0.20	20	3.00	3.80	500	32200.00	80	855.40	869.25	80	-243.70	876.30	-	118	1,040	1,960
	47,020	-5,400	37,665	19.64	2.85	-0.95	100	2.75	2.85	560	32300.00	40	919.35	984.65	40	-	1,020.65	-	-	-	160
	26,680	2,660	18,683	20.00	1.75	-1.25	40	1.75	1.80	20	32400.00	20	1,052.65	1,071.40	20	-365.30	980.90	-	1	-	120
	126,640	-20,200	26,719	21.32	1.50	-1.65	20	1.60	1.80	460	32500.00	20	1,154.80	1,172.90	160	-257.00	1,173.00	-	34	-140	4,040
	25,260	2,360	7,337	21.49	0.90	-1.40	2,540	0.90	1.10	240	32600.00	640	1,217.40	1,322.00	40	-	-	-	-	-	-
	13,920	-540	3,919	24.19	1.25	-0.45	220	1.25	2.00	200	32700.00	640	1,317.20	1,422.25	40	-	1,680.70	-	-	-	400
	4,760	3,200	1,999	25.97	1.85	-0.05	240	1.65	1.85	320	32800.00	400	1,371.30	1,548.70	400	-	-	-	-	-	-
	4,580	-220	1,001	27.47	1.50	-0.15	160	1.40	1.65	60	32900.00	400	1,471.15	1,648.50	400	-	-	-	-	-	-
	34,880	-2,200	2,421	26.14	0.60	-0.65	400	0.60	0.65	1,500	33000.00	20	1,652.30	1,672.65	120	-	1,982.15	-	-	-	10,040
	2,580	-100	160	31.12	0.70	-0.85	20	0.75	1.95	20	33100.00	2,420	1,589.55	1,917.55	2,420	-	-	-	-	-	-
	-	-	6	31.52	1.50	-518.85	1,200	0.45	1.50	100	33200.00	2,420	1,622.55	2,016.40	2,420	-	-	-	-	-	-
	20	-	76	33.97	1.95	0.35	500	0.50	1.95	280	33300.00	2,420	1,721.10	2,115.10	2,420	-	-	-	-	-	-
	-	-	-	-	-	-	600	0.45	2.00	100	33400.00	2,420	1,819.60	2,214.15	2,420	-	-	-	-	-	-
	720	40	30	34.25	0.60	-0.40	20	0.80	1.20	440	33500.00	200	2,103.55	2,215.05	200	-	3,222.40	-	-	-	200
	-	-	-	-	-	-	1,000	0.25	-	-	33600.00	2,420	2,017.20	2,559.85	2,420	-	-	-	-	-	-
	-	-	-	-	-	-	1,000	0.25	-	-	33700.00	2,420	2,116.10	2,595.40	2,420	-	-	-	-	-	-
	-	-	-	-	-	-	1,000	0.25	-	-	33800.00	2,420	2,163.25	2,705.90	2,420	-	-	-	-	-	-
	-	-	-	-	-	-	1,000	0.25	-	-	33900.00	2,420	2,297.15	2,816.00	2,420	-	-	-	-	-	-
	600	-80	12	41.85	1.25	-0.15	280	0.65	1.25	160	34000.00	200	2,603.40	2,715.10	200	-	2,600.00	-	-	-	320
	-	-	-	-	-	-	2,500	0.25	3.00	40	34100.00	500	2,666.30	2,854.55	500	-	-	-	-	-	-
	20	-	-	-	5.90	-	20	0.30	2.90	2,000	34200.00	500	2,766.30	2,954.45	500	-	-	-	-	-	-
	-	-	-	-	-	-	2,500	0.15	3.00	40	34300.00	500	2,866.15	3,054.55	500	-	2,800.00	-	-	-	20
	-	-	-	-	-	-	2,500	0.15	3.00	40	34400.00	500	2,966.15	3,154.55	500	-	-	-	-	-	-
	200	-	-	-	1.50	-	1,100	0.25	2.00	100	34500.00	500	3,066.25	3,253.55	500	-	4,324.90	-	-	-	200
	60	-	2	44.21	0.35	-1.20	900	0.30	1.10	40	34600.00	500	3,166.30	3,352.65	500	-	-	-	-	-	-
	100	-	1	51.01	1.25	0.05	900	0.35	2.45	60	34700.00	500	3,266.35	3,454.00	500	-	-	-	-	-	-
	-	-	-	-	-	-	1,000	0.25	3.00	2,000	34800.00	500	3,366.75	3,556.10	500	-	-	-	-	-	-
	100	-	2	52.39	1.00	-	900	0.30	2.90	60	34900.00	500	3,466.80	3,655.95	500	-	-	-	-	-	-
	660	-	3	57.54	2.00	1.00	600	0.60	1.45	100	35000.00	200	3,603.75	3,716.50	200	-	3,594.80	-	-	-	320
	280	-	-	-	0.50	-0.40	1,000	0.30	1.95	20	35100.00	500	3,666.30	3,853.50	500	-	-	-	-	-	-
	20	-	-	-	1.00	-	20	0.35	1.75	100	35200.00	500	3,766.85	3,954.80	500	-	-	-	-	-	-
	280	-40	2	54.29	0.55	-0.45	120	0.60	1.75	100	35300.00	500	3,867.10	4,054.80	500	-	-	-	-	-	-
	4,940	380	53	56.65	0.70	-0.15	20	0.65	0.85	20	35400.00	500	3,967.10	4,153.90	500	-	-	-	-	-	-
Total	4,576,640		4,533,586																4,364,391		5,758,380	Total