Bank Nifty Option Chain Data EOD for 12th Feb 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
	100	80	12	176.15	4,743.20	164.85	40	4,706.65	4,747.60	40	26800.00	3,000	0.20	0.70	140	-0.40	0.30	97.26	20	60	2,940
	-	-	-	-	-	-	140	4,563.15	4,679.80	240	26900.00	100	0.30	0.75	20	-0.45	0.55	100.03	10,004	40	180
	-	-	-	-	-	-	100	4,463.20	4,579.80	240	27000.00	1,220	0.05	1.25	900	-	-	-	-	-	-
	-	-	-	-	-	-	100	4,363.20	4,479.80	240	27100.00	1,420	0.05	0.60	20	-0.80	0.20	88.22	20,002	-	20
	-	-	-	-	-	-	100	4,263.20	4,379.80	240	27200.00	40	0.35	1.70	900	-	1.05	-	-	-	1,320
	-	-	-	-	-	-	100	4,163.20	4,279.80	240	27300.00	20	0.25	2.85	900	-	0.65	-	-	-	80
	-	-	-	-	-	-	100	4,063.20	4,179.80	240	27400.00	1,760	0.05	2.70	200	-	1.00	-	-	-	60
	-	-	-	-	-	-	100	3,963.20	4,079.80	240	27500.00	20	1.00	1.80	1,980	-15.20	1.80	97.50	1	20	40
	-	-	-	-	-	-	100	3,863.20	3,979.80	240	27600.00	1,160	0.05	2.95	900	-	-	-	-	-	-
	-	-	-	-	-	-	100	3,763.20	3,879.80	240	27700.00	1,640	0.05	1.95	900	-	-	-	-	-	-
	-	-	-	-	-	-	100	3,662.35	3,788.75	500	27800.00	1,320	0.05	2.95	900	-	-	-	-	-	-
	-	-	-	-	-	-	100	3,562.35	3,688.75	500	27900.00	-	-	3.00	900	-	-	-	-	-	-
	20	-	-	-	3,173.65	-	100	3,463.20	3,579.80	240	28000.00	1,480	0.15	0.30	500	-0.25	0.30	72.59	62	-280	11,200
	-	-	-	-	-	-	100	3,362.35	3,488.75	500	28100.00	-	-	3.05	880	-3.70	3.05	88.47	1	20	20
	-	-	-	-	-	-	100	3,262.35	3,388.75	500	28200.00	-	-	3.05	900	-	-	-	-	-	-
	-	-	-	-	-	-	100	3,162.35	3,288.75	500	28300.00	-	-	3.05	900	-	-	-	-	-	-
	-	-	-	-	-	-	100	3,062.35	3,188.75	500	28400.00	-	-	3.05	900	-	-	-	-	-	-
	-	-	-	-	-	-	100	2,962.35	3,088.75	500	28500.00	20	1.25	1.50	200	0.30	1.35	71.86	330	-40	46,120
	-	-	-	-	-	-	100	2,862.35	2,988.75	500	28600.00	-	-	2.00	400	-	2.00	-	-	-	20
	-	-	-	-	-	-	500	2,764.10	2,881.50	320	28700.00	200	0.50	-	-	-0.10	2.80	-	-	-	120
	-	-	-	-	-	-	500	2,664.10	2,781.50	240	28800.00	-	-	1.55	120	1.10	1.65	66.47	23	-320	180
	-	-	-	-	-	-	500	2,564.10	2,681.50	240	28900.00	220	0.05	1.55	200	1.00	2.00	65.56	13	-	680
	80	-	-	-	2,424.80	-	400	2,510.00	2,573.50	400	29000.00	20	0.55	0.80	20	-0.25	0.55	58.66	737	-8,960	22,020
	-	-	-	-	-	-	100	2,364.15	2,481.50	240	29100.00	140	0.30	1.90	300	0.70	1.95	60.69	11	-20	680
	-	-	-	-	-	-	100	2,264.15	2,381.50	240	29200.00	20	0.60	1.20	340	0.35	1.20	55.30	168	-2,980	1,300
	-	-	-	-	-	-	100	2,174.80	2,277.75	220	29300.00	20	1.05	1.45	20	0.70	1.50	54.36	471	-3,560	3,200
	-	-	-	-	-	-	100	2,064.15	2,181.50	240	29400.00	20	1.20	1.60	180	0.65	1.60	52.46	518	-4,320	4,120
	1,600	-60	23	90.51	2,055.60	194.05	20	2,017.40	2,034.80	400	29500.00	20	1.15	1.45	200	0.05	1.15	49.79	6,041	-73,540	157,940
	20	-	-	-	1,626.90	-	100	1,878.30	1,977.55	200	29600.00	200	0.90	1.25	20	-0.10	0.85	44.65	7,577	-104,660	101,540
	140	20	2	83.89	1,857.00	415.15	200	1,804.95	1,840.80	20	29700.00	40	0.75	1.10	20	-0.85	0.75	41.92	1,836	-14,160	17,520
	1,360	-	-	-	1,544.80	-	20	1,698.80	1,740.90	20	29800.00	600	0.45	1.10	20	-1.65	0.40	37.37	1,950	-5,300	41,680
	580	-	1	69.93	1,640.00	518.00	200	1,605.65	1,649.50	200	29900.00	20	1.15	1.45	620	-1.55	1.45	40.44	2,952	-7,220	54,820
	13,860	-180	65	59.56	1,525.20	177.30	80	1,519.40	1,525.00	20	30000.00	20	1.35	1.50	1,580	-1.95	1.50	38.29	18,452	-109,420	219,400
	700	-20	3	-	1,400.30	164.60	40	1,417.85	1,435.85	80	30100.00	500	1.70	1.90	720	-1.90	1.90	37.04	6,608	-20,900	60,400
	4,320	-160	11	-	1,286.50	149.80	360	1,312.95	1,341.05	20	30200.00	20	1.65	2.30	20	-1.85	2.30	35.53	12,101	-15,780	108,660
	2,320	220	126	49.97	1,225.60	176.85	280	1,217.80	1,233.00	20	30300.00	40	1.45	2.20	20	-2.30	1.40	31.06	18,530	-69,940	152,480
	2,620	-1,060	78	47.25	1,126.95	177.15	40	1,124.30	1,134.05	20	30400.00	960	1.50	1.60	1,820	-3.10	1.60	29.22	28,813	-59,400	266,100
	32,220	-4,900	1,024	43.62	1,026.35	177.00	80	1,022.40	1,030.90	80	30500.00	20	2.50	2.65	20	-4.70	2.50	28.52	59,712	-71,520	414,340
	4,540	-1,280	160	40.34	926.65	175.15	80	923.25	932.20	40	30600.00	600	2.25	2.80	6,100	-7.05	2.80	26.45	61,008	-24,360	199,240
	11,820	20	363	37.31	827.80	173.85	20	826.00	835.70	40	30700.00	220	3.35	3.60	20	-10.30	3.80	25.06	87,135	-60,260	190,200
	7,500	-5,460	834	35.42	732.75	172.60	20	725.65	734.40	20	30800.00	20	4.20	4.70	1,000	-17.20	4.20	22.76	126,049	21,980	367,400
	6,240	-4,940	1,237	30.59	629.15	161.80	40	627.20	636.00	40	30900.00	740	6.00	6.15	1,080	-25.80	5.35	21.46	214,856	-4,960	365,880
	88,220	-66,060	21,467	28.52	535.00	151.20	260	532.60	537.85	60	31000.00	720	7.65	7.90	980	-37.80	7.90	19.50	419,583	-30,260	810,600
	30,660	-36,720	15,327	25.77	440.00	135.10	100	434.45	440.00	20	31100.00	220	10.15	12.00	220	-54.05	11.95	18.07	435,832	171,700	518,700
	131,720	-91,100	67,998	21.78	341.20	107.65	220	339.60	347.15	20	31200.00	220	18.20	19.25	360	-76.20	19.20	16.81	596,188	157,160	525,940
	115,940	-137,520	176,752	22.03	266.95	92.30	60	259.60	264.05	80	31300.00	220	32.70	34.90	200	-100.45	34.85	16.27	790,084	283,580	650,500
	184,300	-160,960	368,882	19.48	185.00	59.25	2,360	185.00	187.00	40	31400.00	280	59.00	60.00	300	-124.90	61.85	15.97	808,099	365,420	556,220
	778,540	33,740	950,067	19.05	126.00	39.10	140	126.00	126.35	80	31500.00	500	99.50	99.90	220	-146.35	99.00	15.25	864,775	506,660	630,480
	619,660	136,380	905,540	18.52	79.00	21.95	100	78.85	79.00	2,540	31600.00	220	149.20	155.00	1,020	-160.50	154.90	14.86	270,221	70,620	94,240
	635,260	214,340	799,648	18.19	46.00	9.15	140	45.65	46.00	380	31700.00	40	215.30	220.00	1,380	-178.05	215.35	12.10	141,666	40,480	49,760
	585,380	188,740	705,953	18.30	26.00	2.50	280	25.15	26.95	320	31800.00	20	294.45	303.15	20	-185.05	294.35	-	20,270	7,900	14,980
	511,800	242,420	480,387	17.69	11.80	-2.20	920	11.80	13.10	60	31900.00	20	382.35	390.00	100	-190.05	383.70	-	2,080	4,800	5,540
	611,660	75,880	416,437	18.25	6.35	-2.70	1,680	6.35	6.40	160	32000.00	20	476.90	484.45	80	-192.35	473.20	-	4,377	2,120	12,120
	150,480	-3,960	141,217	18.51	3.05	-2.25	120	3.05	4.75	540	32100.00	20	563.40	591.90	240	-239.95	575.00	-	37	220	240
	148,620	22,500	70,610	20.28	2.40	-1.40	20	2.30	2.40	300	32200.00	20	663.80	682.30	80	-189.30	677.35	-	204	-540	1,420
	47,860	840	26,204	22.83	2.50	-0.75	20	1.65	2.50	160	32300.00	40	767.75	786.20	40	-245.65	775.00	-	49	240	400
	15,020	-11,660	9,813	23.61	1.55	-0.80	20	1.35	1.90	2,000	32400.00	80	870.05	888.75	20	-103.40	877.50	-	7	100	220
	105,920	-20,720	12,923	24.47	1.00	-0.85	560	1.00	1.35	20	32500.00	40	967.50	994.25	20	-191.45	981.55	-	36	-100	3,940
	15,340	-9,920	4,164	25.53	0.70	-0.45	720	0.70	1.00	640	32600.00	20	1,055.30	1,101.10	20	-250.80	1,089.30	-	4	20	20
	10,840	-3,080	1,344	25.28	0.30	-1.05	1,240	0.30	0.60	600	32700.00	100	1,164.80	1,190.70	160	-428.85	1,251.85	58.74	2	20	420
	5,920	1,160	885	29.31	0.65	-0.90	420	0.65	1.00	100	32800.00	2,420	1,110.30	1,366.70	200	-	-	-	-	-	-
	4,160	-420	272	27.94	0.20	-1.15	400	0.20	0.30	180	32900.00	500	1,208.20	1,435.80	100	-79.50	1,448.85	64.46	1	20	20
	34,940	60	1,115	29.00	0.20	-0.45	2,600	0.15	0.20	160	33000.00	20	1,461.05	1,502.20	20	-481.75	1,500.40	38.51	11	-20	10,020
	1,680	-900	108	29.73	0.10	-1.20	960	0.10	0.40	20	33100.00	500	1,408.20	1,666.70	100	-	-	-	-	-	-
	-	-	3	31.40	0.10	-1.40	20	0.10	1.25	100	33200.00	480	1,509.95	1,762.85	200	-141.70	1,587.60	-	2	20	20
	20	-	-	-	1.95	-	1,740	0.05	1.00	100	33300.00	500	1,608.20	1,866.75	480	-	-	-	-	-	-
	-	-	-	-	-	-	1,040	0.05	1.80	40	33400.00	500	1,708.20	1,966.60	100	-	-	-	-	-	-
	700	-20	2	39.74	0.25	-0.45	120	0.25	0.90	400	33500.00	200	1,916.55	2,029.85	300	-	3,222.40	-	-	-	200
	-	-	-	-	-	-	20	0.05	2.75	900	33600.00	100	1,908.25	2,162.85	200	-	-	-	-	-	-
	-	-	-	-	-	-	20	0.05	2.75	900	33700.00	100	2,008.25	2,262.85	200	-	-	-	-	-	-
	-	-	-	-	-	-	20	0.05	2.75	900	33800.00	500	2,108.20	2,361.90	100	-	-	-	-	-	-
	-	-	-	-	-	-	20	0.05	2.85	900	33900.00	500	2,208.20	2,461.75	100	-	-	-	-	-	-
	460	-140	15	45.70	0.15	-1.10	140	0.15	0.45	100	34000.00	200	2,416.45	2,529.40	100	-	2,600.00	-	-	-	320
	-	-	-	-	-	-	20	0.05	2.80	20	34100.00	500	2,479.80	2,666.75	460	-	-	-	-	-	-
	20	-	-	-	5.90	-	20	0.05	2.80	20	34200.00	500	2,579.80	2,766.70	100	-	-	-	-	-	-
	-	-	-	-	-	-	20	0.05	2.80	20	34300.00	100	2,679.85	2,866.70	100	-	2,800.00	-	-	-	20
	-	-	-	-	-	-	20	0.05	2.80	20	34400.00	500	2,779.80	2,966.70	100	-	-	-	-	-	-
	200	-	-	-	1.50	-	200	0.30	1.65	2,000	34500.00	500	2,880.05	3,066.70	100	-	4,324.90	-	-	-	200
	60	-	-	-	0.35	-	20	0.05	1.40	200	34600.00	100	2,979.85	3,161.95	100	-	-	-	-	-	-
	100	-	-	-	1.25	-	20	0.05	2.00	20	34700.00	100	3,079.85	3,265.15	100	-	-	-	-	-	-
	-	-	-	-	-	-	20	0.05	2.65	900	34800.00	100	3,206.50	3,365.55	100	-	-	-	-	-	-
	100	-	-	-	1.00	-	20	0.05	2.65	900	34900.00	100	3,306.50	3,465.55	100	-	-	-	-	-	-
	340	-320	16	67.75	0.50	-1.50	160	0.25	0.80	1,000	35000.00	200	3,418.20	3,529.70	100	-	3,594.80	-	-	-	320
	280	-	5,006	70.54	0.60	-0.30	20	0.05	0.95	100	35100.00	500	3,479.80	3,662.85	200	-	-	-	-	-	-
	1,240	1,220	9,060	71.07	0.50	-0.50	220	0.15	0.55	1,200	35200.00	100	3,579.95	3,762.85	200	-	-	-	-	-	-
	160	-120	10	64.13	0.10	-0.45	2,400	0.05	0.55	120	35300.00	100	3,679.85	3,862.85	200	-	-	-	-	-	-
	4,740	-200	184	69.02	0.20	-0.50	760	0.10	0.30	160	35400.00	100	3,779.90	3,965.15	100	-	-	-	-	-	-
Total	4,932,380		5,195,348																5,039,509		6,698,760	Total