Nifty Option Chain EOD Data 04/08/2020 Nifty Spot 11095.20 Expiry 6th Aug 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
	-	-	-	-	-	-	7,350	2,549.40	2,946.65	7,350	8300.00	675	0.30	0.40	75	-0.10	0.30	129.37	227	5,250	12,600
	-	-	-	-	-	-	7,350	2,502.05	2,846.55	7,350	8350.00	1,500	0.15	0.75	1,500	-	-	-	-	-	-
	-	-	-	-	-	-	7,350	2,459.90	2,792.45	7,350	8400.00	900	0.20	0.65	75	-74.50	0.25	122.55	228	75	75
	-	-	-	-	-	-	7,350	2,415.40	2,738.80	1,500	8450.00	1,500	0.15	0.70	900	-81.20	0.30	121.98	78	-	-
	-	-	-	-	-	-	7,350	2,367.70	2,893.85	1,500	8500.00	2,925	0.35	0.45	1,050	-0.05	0.40	122.56	5,730	-4,200	76,875
	-	-	-	-	-	-	7,350	2,319.65	2,631.70	7,350	8550.00	1,500	0.15	0.75	1,500	-	-	-	-	-	-
	-	-	-	-	-	-	7,350	2,273.15	2,578.05	7,350	8600.00	1,500	0.15	0.75	1,500	-	-	-	-	-	-
	-	-	-	-	-	-	7,350	2,226.00	2,525.30	7,350	8650.00	75	0.20	0.80	525	-114.85	1.00	125.69	1	75	75
	-	-	-	-	-	-	7,350	2,178.60	2,501.60	7,350	8700.00	1,500	0.15	0.90	2,100	-	-	-	-	-	-
	-	-	-	-	-	-	7,350	2,131.05	2,446.25	7,350	8750.00	1,500	0.15	0.90	600	-	-	-	-	-	-
	-	-	-	-	-	-	7,350	2,083.65	2,393.40	7,350	8800.00	1,500	0.15	0.90	600	-	-	-	-	-	-
	-	-	-	-	-	-	7,350	2,036.50	2,340.70	7,350	8850.00	1,500	0.15	0.90	600	-	-	-	-	-	-
	-	-	-	-	-	-	7,350	1,988.75	2,437.20	7,350	8900.00	3,750	0.10	0.90	2,100	-	-	-	-	-	-
	-	-	-	-	-	-	7,350	1,941.25	2,230.10	7,350	8950.00	3,750	0.10	0.90	600	-	-	-	-	-	-
	450	-	-	-	2,095.00	-	150	2,064.95	2,143.90	75	9000.00	1,425	0.45	0.50	1,800	-0.10	0.40	99.31	3,629	-26,550	288,225
	-	-	-	-	-	-	7,350	1,848.70	2,257.70	7,350	9050.00	3,750	0.10	0.70	75	-	0.70	-	-	-	150
	-	-	-	-	-	-	7,350	1,803.35	2,203.15	7,350	9100.00	1,425	0.40	0.75	2,025	0.15	0.75	99.33	8	-600	3,825
	-	-	-	-	-	-	7,350	1,755.15	2,144.55	1,350	9150.00	600	0.15	1.00	600	-	-	-	-	-	-
	75	-	-	-	1,915.00	-	7,350	1,708.05	2,083.55	7,350	9200.00	3,000	0.35	0.75	1,125	-0.05	0.75	94.37	14	75	3,225
	-	-	-	-	-	-	7,350	1,661.90	2,025.75	1,350	9250.00	1,500	0.15	1.00	600	-	-	-	-	-	-
	-	-	-	-	-	-	7,350	1,614.40	1,915.65	1,350	9300.00	900	0.40	0.75	1,500	0.20	0.80	90.05	25	-1,200	3,450
	-	-	-	-	-	-	7,350	1,567.15	1,906.25	1,350	9350.00	3,750	0.10	1.00	600	-	-	-	-	-	-
	-	-	-	-	-	-	1,350	1,526.55	1,852.85	7,350	9400.00	1,425	0.55	0.80	825	-0.20	0.55	81.95	8	-150	1,575
	-	-	-	-	-	-	1,350	1,481.65	1,756.15	1,350	9450.00	1,500	0.20	0.85	75	-323.20	0.10	68.51	2	75	75
	150	75	3	-	1,600.00	-200.00	525	1,575.05	1,623.55	525	9500.00	375	0.75	0.80	600	0.10	0.70	80.24	6,439	-236,700	318,300
	-	-	-	-	-	-	1,350	1,404.60	1,698.35	7,350	9550.00	900	0.35	0.90	900	-	2.60	-	-	-	75
	-	-	-	-	-	-	1,350	1,360.50	1,632.80	7,350	9600.00	1,500	0.50	0.85	75	-0.20	0.45	71.08	596	375	26,550
	-	-	-	-	-	-	7,350	1,342.05	1,537.55	1,275	9650.00	1,500	0.25	1.65	4,500	-0.25	0.75	72.46	8	300	825
	-	-	-	-	-	-	75	1,338.90	1,441.65	75	9700.00	3,600	0.75	0.90	150	0.25	0.95	69.55	2,061	26,925	43,350
	-	-	-	-	-	-	7,350	1,249.30	1,436.20	1,275	9750.00	900	0.80	1.20	900	-3.20	0.80	68.14	42	1,350	1,350
	-	-	-	-	-	-	7,350	1,208.45	1,341.80	75	9800.00	1,350	0.95	1.00	375	-0.15	0.80	67.00	4,482	-31,500	262,050
	-	-	-	-	-	-	7,350	1,150.85	1,331.05	1,275	9850.00	3,225	1.00	1.20	1,425	-0.20	1.10	65.65	43	375	825
	-	-	-	-	-	-	75	1,129.10	1,242.10	75	9900.00	4,650	1.15	1.25	2,100	0.30	1.25	64.15	3,316	24,900	142,650
	-	-	-	-	-	-	75	1,086.25	1,194.20	75	9950.00	450	1.15	1.35	1,425	0.30	1.15	61.04	130	3,075	5,925
	3,075	-75	15	-	1,096.30	186.30	75	1,076.95	1,110.60	75	10000.00	75	1.20	1.30	10,500	0.15	1.15	59.16	30,096	-81,525	1,178,175
	-	-	-	-	-	-	1,275	970.60	1,062.15	75	10050.00	525	1.30	1.45	1,425	0.25	1.30	56.95	595	1,800	11,700
	19,650	75	8	-	972.05	142.65	1,875	969.30	1,012.15	75	10100.00	75	1.45	1.50	450	-	1.20	55.44	11,257	-11,700	486,750
	300	300	5	-	947.85	112.15	75	927.60	961.95	75	10150.00	225	1.55	1.60	3,300	0.05	1.20	53.36	1,120	-4,575	6,300
	9,900	600	62	-	896.55	180.70	75	878.60	910.90	75	10200.00	1,500	1.60	1.75	4,425	0.25	1.70	51.01	22,964	-44,625	451,050
	75	-	2	-	794.40	62.40	75	827.70	862.10	75	10250.00	2,250	1.70	1.85	2,250	-0.10	1.65	48.84	1,469	10,650	50,400
	7,350	375	28	-	796.80	182.35	1,200	765.25	810.80	75	10300.00	75	1.80	1.90	75	-0.35	1.75	46.62	33,230	287,700	716,250
	225	-	3	-	575.40	-130.50	300	714.80	762.70	300	10350.00	1,350	1.95	2.05	525	-1.05	1.55	44.35	5,093	-46,650	37,725
	8,250	150	30	-	695.00	175.30	75	678.20	707.20	75	10400.00	4,575	2.10	2.15	2,625	-1.35	2.05	42.33	76,864	1,109,475	2,016,825
	600	-75	41	-	555.35	77.80	75	628.00	708.30	75	10450.00	150	2.20	2.35	1,350	-2.45	2.05	39.95	12,870	-64,950	133,800
	59,625	-1,500	1,079	-	605.15	184.20	75	602.65	604.60	75	10500.00	2,400	2.40	2.45	7,950	-4.00	2.10	37.64	112,132	74,400	1,744,425
	3,000	1,950	70	-	545.00	178.75	525	551.10	558.90	150	10550.00	975	2.50	2.60	1,575	-5.90	2.50	35.27	35,733	-78,900	219,525
	25,125	975	716	-	503.00	174.10	150	502.70	504.95	150	10600.00	3,375	2.65	2.75	3,900	-9.40	2.55	32.74	143,896	-240,450	1,598,850
	3,750	-150	116	-	449.95	167.15	150	452.60	455.15	150	10650.00	2,250	2.85	2.95	900	-13.75	3.00	30.33	65,334	29,700	478,200
	60,300	-6,750	3,583	-	396.65	157.90	2,475	403.00	405.50	75	10700.00	3,675	3.40	3.45	3,300	-20.55	3.30	28.39	249,003	-29,250	2,002,350
	9,225	75	799	-	352.95	152.80	150	354.30	356.90	375	10750.00	150	4.40	4.50	1,125	-30.10	3.80	26.85	148,775	323,250	797,475
	218,100	-69,750	38,052	-	307.85	144.10	225	307.10	308.35	150	10800.00	225	6.20	6.25	975	-42.05	5.60	25.61	418,009	595,800	2,634,375
	33,150	-29,925	18,485	19.33	256.80	126.25	75	259.15	261.10	75	10850.00	900	9.05	9.10	75	-56.80	8.50	24.57	224,292	496,425	822,825
	405,375	-503,175	189,201	19.15	213.00	110.75	450	214.60	215.50	150	10900.00	150	13.60	13.70	4,275	-74.05	12.75	23.67	614,062	1,093,425	2,836,425
	250,575	-255,300	152,516	19.43	167.60	88.95	1,050	171.40	172.35	75	10950.00	300	20.20	20.25	150	-94.20	19.00	22.75	267,094	909,600	1,244,400
	1,279,425	-1,363,125	702,495	19.23	131.00	71.45	750	131.70	132.00	375	11000.00	150	30.95	31.00	450	-114.75	29.50	22.31	668,707	1,785,450	3,292,425
	477,300	-441,525	319,619	19.32	95.40	51.35	150	96.60	97.00	6,150	11050.00	75	45.80	45.85	75	-134.15	44.20	21.84	180,961	694,425	847,125
	2,313,225	-924,900	774,548	19.13	66.20	34.20	150	67.25	67.50	225	11100.00	150	65.85	65.95	75	-150.60	65.55	21.46	216,557	715,650	1,524,300
	833,475	-322,725	281,659	18.90	42.95	19.75	675	43.65	43.90	300	11150.00	150	91.90	92.45	75	-166.65	90.60	21.30	15,224	51,225	135,525
	2,979,150	-585,750	622,704	18.66	25.55	8.90	75	26.30	26.40	6,300	11200.00	75	124.65	125.25	150	-172.90	124.55	21.27	35,164	130,125	487,950
	1,156,875	213,450	194,189	18.44	14.40	2.45	75	14.65	14.75	225	11250.00	150	162.50	163.75	75	-182.05	165.00	21.90	1,154	-3,450	30,675
	2,853,300	44,550	300,362	18.18	6.85	-1.85	6,975	7.35	7.45	2,550	11300.00	750	205.60	206.00	75	-185.20	206.95	22.68	5,777	6,300	156,600
	984,000	196,125	76,364	18.39	3.80	-2.65	75	3.75	3.80	150	11350.00	825	251.35	253.40	375	-188.35	252.90	24.60	220	75	22,875
	1,786,875	-207,375	174,231	19.40	2.25	-2.90	6,300	2.20	2.30	17,400	11400.00	525	299.75	301.85	1,875	-192.30	299.80	27.47	1,155	-10,200	81,225
	361,875	-45,675	28,797	20.86	1.65	-2.60	825	1.65	1.75	4,275	11450.00	525	348.15	352.05	150	-189.00	357.50	30.11	62	525	4,425
	2,215,125	-271,425	133,611	23.12	1.35	-2.45	14,025	1.50	1.55	1,200	11500.00	75	398.85	401.20	75	-188.70	399.40	31.49	736	-2,625	59,700
	259,725	12,300	15,754	25.16	1.50	-1.95	150	1.40	1.50	750	11550.00	525	447.85	451.40	75	-168.80	458.15	41.74	28	1,050	1,425
	1,285,650	-565,050	97,643	27.07	1.15	-2.00	20,250	1.20	1.25	11,025	11600.00	1,200	497.75	501.10	75	-177.45	506.10	43.61	77	1,500	18,825
	222,075	-87,225	11,601	29.20	1.30	-1.70	225	1.15	1.25	1,350	11650.00	525	547.70	550.80	150	-178.75	553.35	44.60	22	1,275	1,800
	973,650	-1,279,500	58,013	30.89	1.10	-1.60	750	1.00	1.10	1,650	11700.00	300	586.00	628.90	300	-166.25	641.00	70.55	8	-225	8,250
	85,650	-10,650	1,904	33.08	1.15	-1.30	75	0.95	1.10	525	11750.00	525	634.80	682.95	1,050	-0.05	741.00	96.39	1	-	300
	859,650	-419,400	23,517	35.02	1.05	-1.20	75	0.95	1.00	1,050	11800.00	150	685.00	731.40	1,050	-159.95	734.85	74.71	3	75	900
	49,050	-5,625	1,149	36.91	0.80	-1.25	1,200	0.80	0.95	600	11850.00	7,350	706.50	838.45	1,050	145.35	902.25	128.58	2	-	-
	261,900	-175,200	11,572	38.74	0.70	-1.30	4,800	0.90	0.95	900	11900.00	300	797.55	831.80	1,050	-93.90	879.45	103.54	6	150	825
	36,300	-32,025	1,629	41.07	0.75	-1.15	600	0.80	0.95	3,525	11950.00	75	793.40	876.10	75	-	-	-	-	-	-
	1,024,650	-532,350	32,367	42.55	0.75	-1.05	4,950	0.80	0.85	8,475	12000.00	450	895.10	901.50	75	-8.55	901.45	62.87	55	825	4,650
	8,325	3,150	486	44.86	0.90	-0.80	3,000	0.65	0.90	1,275	12050.00	75	907.70	974.75	75	-	-	-	-	-	-
	155,700	-35,175	2,322	44.76	0.60	-1.00	75	0.60	0.90	2,475	12100.00	150	947.30	1,024.45	75	-	-	-	-	-	-
	16,500	12,825	218	46.23	0.65	-0.90	1,725	0.55	0.65	300	12150.00	7,350	999.10	1,074.35	75	-	-	-	-	-	-
	287,625	-88,950	2,997	48.56	0.65	-0.90	2,250	0.60	0.75	600	12200.00	7,350	1,045.65	1,124.95	75	-	-	-	-	-	-
	975	825	13	50.87	0.65	-1.00	900	0.50	0.90	900	12250.00	7,350	1,088.60	1,270.25	7,350	-	-	-	-	-	-
	37,125	-15,675	854	51.32	0.50	-0.80	4,500	0.35	0.55	225	12300.00	7,350	1,139.85	1,275.80	1,050	-	-	-	-	-	-
	75	75	2	51.96	0.40	-0.80	825	0.50	0.80	75	12350.00	7,350	1,189.55	1,343.55	7,350	-	-	-	-	-	-
	97,650	-14,475	1,324	54.94	0.55	-0.55	2,325	0.45	0.55	1,500	12400.00	7,350	1,236.35	1,325.35	75	-	-	-	-	-	-
	16,275	150	53	56.74	0.50	-0.65	375	0.45	0.60	900	12450.00	7,350	1,282.90	1,376.50	75	-	-	-	-	-	-
	615,600	-84,225	7,724	57.90	0.45	-0.70	150	0.45	0.60	2,325	12500.00	450	1,385.15	1,424.85	75	-	-	-	-	-	-
	16,275	-	552	61.40	0.60	-0.35	75	0.35	0.60	450	12550.00	7,350	1,299.35	1,569.45	975	-	-	-	-	-	-
	41,175	75	693	63.71	0.65	-0.30	2,700	0.45	0.65	2,325	12600.00	7,350	1,344.60	1,614.20	7,350	-	-	-	-	-	-
	2,850	450	6	66.47	0.75	-0.25	1,200	0.30	0.70	7,500	12650.00	7,350	1,389.75	1,643.35	975	-	-	-	-	-	-
	79,650	-3,000	317	65.51	0.50	-0.60	150	0.50	0.65	3,000	12700.00	7,350	1,434.65	1,733.90	975	-	-	-	-	-	-
	31,800	-225	115	65.80	0.40	-0.55	375	0.40	0.65	75	12750.00	975	1,019.10	1,748.20	975	-	-	-	-	-	-
	255,525	6,825	1,921	68.94	0.50	-0.45	4,500	0.45	0.55	5,100	12800.00	975	1,026.80	1,823.70	7,350	-	-	-	-	-	-
Total	25,080,375		4,288,139																3,626,874		27,339,675	Total