Nifty Expiry Data Snapshot at 3:30 PM for 6th Feb 2020 Weekly Expiry

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
	-	-	-	-	-	-	4,875	1,350.05	2,349.95	4,875	10150.00	-	-	0.20	4,500	-	-	-	-	-	-
	-	-	-	-	-	-	4,875	1,300.05	2,299.95	4,875	10200.00	-	-	0.20	4,500	-	-	-	-	-	-
	-	-	-	-	-	-	4,875	1,250.05	2,249.95	4,875	10250.00	-	-	0.15	4,500	-	-	-	-	-	-
	75	-	-	-	-	-	4,875	1,214.45	2,199.95	4,875	10300.00	-	-	0.10	750	-0.20	0.05	-	20	-	375
	375	-	-	-	-	-	4,875	1,178.20	2,143.60	4,875	10350.00	-	-	0.05	20,100	-0.15	0.05	-	367	19,650	28,350
	-	-	-	-	-	-	4,875	1,110.05	2,099.95	4,875	10400.00	-	-	0.05	6,450	-	-	-	-	-	21,075
	-	-	-	-	-	-	4,875	1,050.05	2,049.95	4,875	10450.00	-	-	0.15	75	-	-	-	-	-	1,500
	375	150	5	-	1,637.15	52.15	1,500	1,613.10	1,662.70	1,500	10500.00	-	-	0.05	25,500	-0.35	0.05	-	10	-750	117,300
	-	-	-	-	-	-	4,875	1,416.05	1,949.95	4,875	10550.00	-	-	0.25	75	-	-	-	-	-	450
	-	-	-	-	-	-	1,500	1,513.10	1,562.70	1,500	10600.00	-	-	0.05	375	-0.40	0.05	-	277	-18,375	2,175
	-	-	-	-	-	-	4,875	1,325.75	1,849.95	4,875	10650.00	-	-	0.15	2,100	-0.05	0.10	-	1	-75	600
	-	-	-	-	-	-	1,500	1,413.10	1,462.70	1,500	10700.00	-	-	0.10	2,100	-0.55	0.10	-	97	-2,175	21,750
	-	-	-	-	-	-	4,875	1,235.50	1,749.95	4,875	10750.00	-	-	0.05	225	-2.40	0.05	-	83	225	225
	-	-	-	-	-	-	1,500	1,313.10	1,362.70	1,500	10800.00	-	-	0.05	4,800	-0.55	0.05	-	343	-18,075	34,050
	-	-	-	-	-	-	4,875	1,145.25	1,649.95	4,875	10850.00	-	-	0.10	825	-0.55	0.05	-	1	-75	9,450
	-	-	-	-	-	-	1,500	1,213.10	1,262.70	1,500	10900.00	-	-	0.05	75	-0.60	0.05	-	125	-7,950	39,075
	-	-	-	-	-	-	4,875	1,055.05	1,549.95	4,875	10950.00	-	-	0.10	5,100	-0.70	0.05	-	57	3,750	10,650
	1,350	-825	23	-	1,140.00	150.00	225	1,135.00	1,140.00	300	11000.00	-	-	0.05	3,000	-0.75	0.05	-	11,412	-15,675	1,171,950
	-	-	-	-	-	-	525	1,054.30	1,107.70	525	11050.00	-	-	0.10	900	-0.85	0.05	-	13	825	6,375
	-	-	-	-	-	-	1,500	994.00	1,057.60	825	11100.00	-	-	0.05	1,050	-0.75	0.05	-	1,433	-19,425	382,125
	-	-	-	-	-	-	600	955.30	1,005.70	525	11150.00	-	-	0.10	2,100	-0.75	0.05	-	168	-5,625	3,225
	2,625	-150	10	-	933.50	42.40	600	915.05	937.55	600	11200.00	-	-	0.05	5,175	-0.85	0.05	-	3,340	-39,525	240,075
	-	-	-	-	-	-	600	855.30	904.95	600	11250.00	-	-	0.10	225	-0.80	0.10	-	178	-5,175	13,875
	3,150	-	1	-	848.30	161.25	600	794.05	854.00	150	11300.00	-	-	0.05	10,875	-0.90	0.05	-	5,032	-33,450	617,100
	2,475	-75	1	-	788.00	177.90	4,875	699.90	795.00	150	11350.00	-	-	0.05	1,125	-0.85	0.05	-	667	-21,000	45,225
	11,250	-6,300	112	-	736.45	54.05	300	730.10	744.80	525	11400.00	-	-	0.05	13,425	-1.00	0.05	-	5,943	-68,625	449,475
	4,725	-1,200	35	-	687.80	49.60	75	677.35	687.90	300	11450.00	-	-	0.10	5,700	-1.00	0.10	-	1,327	-10,125	71,700
	48,150	-42,525	1,149	-	638.00	54.55	150	637.55	638.40	600	11500.00	-	-	0.05	150	-1.00	0.10	-	21,850	-301,275	1,336,800
	13,875	-8,325	308	-	588.00	56.40	75	577.35	588.70	600	11550.00	-	-	0.10	19,275	-1.15	0.05	-	1,241	-13,200	85,800
	87,525	-176,925	3,617	-	538.00	55.20	300	537.85	538.90	1,425	11600.00	-	-	0.05	4,875	-1.10	0.10	-	14,529	-239,550	680,550
	42,000	-9,225	611	-	489.00	51.70	75	484.60	489.00	1,350	11650.00	-	-	0.10	48,300	-1.25	0.05	-	4,647	-77,250	178,575
	268,125	-99,975	3,849	-	437.35	52.40	1,500	434.95	437.65	3,975	11700.00	-	-	0.05	53,925	-1.40	0.05	-	40,097	-502,125	1,115,925
	39,525	-11,775	760	-	387.00	50.45	75	387.25	394.00	300	11750.00	-	-	0.05	900	-1.55	0.05	-	21,193	-63,525	551,475
	288,675	-347,850	10,661	-	338.70	50.50	150	337.70	338.70	150	11800.00	-	-	0.05	3,225	-1.85	0.05	-	67,775	-384,300	1,926,075
	96,450	-81,150	2,647	-	288.45	51.85	2,025	287.05	288.95	3,000	11850.00	-	-	0.05	16,350	-2.20	0.05	-	27,649	-302,325	471,300
	203,250	-542,700	21,288	-	237.85	49.30	75	237.55	238.25	675	11900.00	-	-	0.05	5,025	-2.85	0.05	-	126,140	-719,025	1,762,200
	137,175	-224,475	16,515	-	188.00	47.95	600	187.10	188.15	600	11950.00	160,725	0.05	0.10	86,475	-4.20	0.05	-	150,581	-50,175	1,252,875
	294,225	-827,550	117,038	-	137.45	43.55	75	137.20	137.75	150	12000.00	-	-	0.05	14,775	-8.75	0.05	-	596,811	250,875	3,143,400
	165,150	-648,675	139,065	-	87.70	32.70	750	87.70	87.95	1,050	12050.00	-	-	0.05	15,525	-19.80	0.05	-	688,479	-60,300	1,519,650
	804,675	-2,433,525	801,334	-	37.85	7.85	8,475	37.80	37.85	2,700	12100.00	-	-	0.05	105,900	-43.80	0.05	-	1,490,720	2,224,350	3,445,350
	4,138,800	2,862,750	1,551,588	-	0.05	-13.65	-	-	0.05	376,575	12150.00	11,925	12.20	12.25	6,150	-65.60	12.25	-	768,742	555,525	673,200
	3,733,425	1,363,950	1,062,703	-	0.05	-5.85	-	-	0.05	81,075	12200.00	600	62.10	62.20	600	-58.30	62.10	-	191,260	28,050	342,375
	1,176,300	445,050	326,594	-	0.05	-2.30	-	-	0.05	78,600	12250.00	300	111.85	112.20	525	-55.65	111.90	-	11,716	13,575	42,825
	1,713,675	-339,450	128,808	-	0.05	-1.30	-	-	0.05	12,975	12300.00	525	161.80	162.45	675	-51.25	162.20	-	7,272	-42,750	66,600
	225,225	-80,925	16,225	-	0.05	-0.85	-	-	0.05	20,175	12350.00	4,875	152.90	212.45	600	-54.10	211.85	-	781	-10,350	12,975
	840,300	-245,325	20,200	-	0.05	-0.75	-	-	0.05	31,650	12400.00	750	260.30	262.50	375	-52.20	261.60	-	1,010	-3,975	34,125
	97,050	-4,425	2,319	-	0.05	-0.60	-	-	0.05	2,925	12450.00	4,875	260.00	373.15	75	-50.70	312.20	-	211	900	2,850
	1,074,825	-264,900	16,904	-	0.05	-0.65	-	-	0.05	13,425	12500.00	75	362.15	363.60	150	-51.30	362.50	-	1,054	-28,725	33,075
	60,375	10,575	1,258	-	0.05	-0.80	-	-	0.05	3,900	12550.00	750	395.00	418.00	150	-134.75	392.25	-	2	-	525
	150,900	-19,875	1,814	-	0.05	-0.55	-	-	0.05	16,800	12600.00	75	460.00	467.50	600	-52.05	469.00	-	16	-525	4,800
	18,675	-3,000	354	-	0.10	-0.40	-	-	0.10	1,275	12650.00	150	464.00	577.45	4,875	-	-	-	-	-	-
	232,800	-21,900	2,144	-	0.05	-0.60	-	-	0.05	750	12700.00	600	540.05	570.00	1,500	-181.30	555.00	-	3	75	225
	3,975	-	20	-	0.05	-0.75	-	-	0.15	9,450	12750.00	4,875	550.00	687.55	4,875	-	-	-	-	-	-
	385,800	-19,275	4,337	-	0.05	-0.55	-	-	0.05	675	12800.00	600	613.70	670.00	1,125	-435.70	660.40	-	1	-	375
	3,825	-375	56	-	0.10	-0.70	-	-	0.15	8,700	12850.00	4,875	640.25	804.25	4,875	-	-	-	-	-	-
	286,650	-2,475	3,655	-	0.05	-0.55	900	0.05	0.10	825	12900.00	600	710.65	812.40	600	-	-	-	-	-	525
	5,850	4,425	81	-	0.05	-0.50	525	0.05	0.10	375	12950.00	4,875	730.50	914.35	4,875	-	-	-	-	-	-
	1,401,675	-33,375	10,142	-	0.05	-0.55	-	-	0.05	1,575	13000.00	600	810.65	882.00	75	-50.00	847.90	-	14	75	975
	75	-	-	-	-	-	-	-	0.15	3,000	13050.00	4,875	820.75	1,024.55	4,875	-	-	-	-	-	-
	77,775	-375	496	-	0.05	-0.45	-	-	0.05	150	13100.00	1,125	904.60	1,046.10	1,500	-	-	-	-	-	-
	600	-	-	-	-	-	-	-	0.15	3,000	13150.00	4,875	910.50	1,134.80	4,875	-	-	-	-	-	-
	46,875	-3,300	46	-	0.05	-0.10	-	-	0.05	15,525	13200.00	1,125	1,004.60	1,146.10	1,500	-309.15	1,096.35	-	19	-1,125	525
	2,025	2,025	54	-	0.40	-13.70	-	-	0.15	4,800	13250.00	4,875	1,001.25	1,245.10	4,875	-	-	-	-	-	-
	7,350	-225	3	-	0.05	-0.20	-	-	0.05	2,475	13300.00	1,125	1,104.60	1,246.10	1,500	-	-	-	-	-	-
	-	-	-	-	-	-	-	-	0.20	4,500	13350.00	4,875	1,091.60	1,355.45	4,875	-	-	-	-	-	-
	95,100	-1,350	18	-	0.05	-0.25	-	-	0.05	2,100	13400.00	1,125	1,204.60	1,346.10	1,500	-	-	-	-	-	-
	75	-	-	-	-	-	-	-	0.20	4,500	13450.00	4,875	1,173.70	1,465.65	4,875	-	-	-	-	-	-
	185,925	-	242	-	0.05	-0.15	-	-	0.10	450	13500.00	1,125	1,304.60	1,446.10	1,500	-	-	-	-	-	-
	225	-	-	-	-	-	-	-	0.20	4,500	13550.00	4,875	900.05	1,575.90	4,875	-	-	-	-	-	-
	73,800	-	78	-	0.05	-0.05	-	-	0.05	21,150	13600.00	4,875	950.05	1,630.80	4,875	-	-	-	-	-	-
	1,500	-	12	-	0.05	-0.30	-	-	0.05	525	13650.00	4,875	1,000.05	1,685.90	4,875	-	-	-	-	-	-
	3,450	-	-	-	-	-	-	-	0.05	375	13700.00	4,875	1,050.05	1,741.15	4,875	-	-	-	-	-	-
	3,825	-	-	-	-	-	-	-	0.05	3,000	13750.00	4,875	1,100.05	1,796.20	4,875	-	-	-	-	-	-
	6,450	75	2	-	0.05	-0.05	-	-	0.05	2,025	13800.00	4,875	1,150.05	1,851.30	4,875	-	-	-	-	-	-
	64,500	1,425	408	-	0.10	-0.05	-	-	0.05	15,150	13850.00	4,875	1,200.05	1,906.40	4,875	-	-	-	-	-	-
Total	18,634,875		4,269,590																4,264,707		21,974,100	Total

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