Option Database
Option Database
Option Database
enter
date Qty Buy Sell Buy time Sell time High after exit
CALLS
CHNG IN BID
OI VOLUME IV LTP CHNG BID QTY
OI PRICE
- - - - - - 100 2,273.80
- - - - - - 50 2,215.05
- - - - - - 50 2,164.35
- - - - - - 1,300 2,098.25
1 - - - - - 50 2,089.40
- - - - - - 50 1,998.75
- - - - - - 100 1,948.55
- - - - - - 50 1,896.45
7 - - - - - 50 1,872.00
4 - - - - - 200 1,814.35
- - - - - - 200 1,774.00
- - - - - - 100 1,707.40
- - - - - - 200 1,674.05
- - - - - - 200 1,612.30
41 -5 13 81.93 1,580.00 45.5 400 1,594.05
- - - - - - 1,300 1,496.75
1 - - - - - 200 1,474.10
- - - - - - 50 1,401.65
137 - - - - - 200 1,388.55
2 - - - - - 200 1,324.05
8 - - - - - 1,850 1,280.00
2 - - - - - 200 1,226.75
4 - 1 122.2 1,235.00 52.05 450 1,186.15
2 - - - - - 350 1,098.95
511 -21 148 - 1,073.00 26.35 450 1,092.25
9 - - - - - 100 1,040.25
64 -9 16 - 975 36.55 50 994.25
20 - - - - - 150 941.95
267 -62 67 47.26 884.4 46.7 450 893.2
27 1 3 94.12 884.15 99.55 150 842.05
325 1 18 63.04 793.5 43.65 50 792.5
116 3 18 63.23 734.2 54.4 150 742.65
440 -22 49 - 678 32.3 450 693.5
123 1 21 - 625 30.9 150 643.3
3,286 -2,325 6,758 40.1 596 52.2 50 594.25
248 -36 183 44.72 545.25 43.3 150 544.25
2,783 -157 791 32.65 497.1 43.1 50 495.2
202 -27 231 34.46 447.55 43.25 50 445.75
2,392 -247 6,038 30.82 397.6 43.65 50 397.15
610 -88 1,221 28.01 349.8 39 450 348.4
6,795 -315 18,398 28.53 302.2 32.85 50 301.85
1,169 145 3,368 26.42 255.5 28.55 100 255.85
9,668 960 71,714 26.09 213.45 23.7 150 212.85
3,706 870 38,499 25.47 173.55 20.75 50 172.45
45,125 5,535 465,846 24.95 135.75 14.45 50 135.55
35,214 19,266 344,280 24.62 103.55 10 200 103.2
177,779 69,542 1,635,664 24.33 76.15 4.9 150 76.1
97,258 38,375 845,303 24.14 53.9 1.75 50 53.9
202,190 27,361 1,401,707 24.01 36.9 -0.3 1,900 36.75
78,843 5,693 621,693 23.9 23.95 -1.8 8,750 23.9
169,956 39,527 1,061,092 23.8 14.95 -2.5 9,150 14.9
77,638 21,602 486,622 23.74 8.8 -2.5 1,200 8.8
171,626 41,356 1,056,263 23.82 5.15 -2.25 21,000 5.1
82,583 11,348 518,103 24.24 3.05 -1.85 13,350 3
174,847 17,374 817,328 25.05 2.05 -1.4 132,000 2
44,655 -5,176 257,243 26.41 1.55 -0.95 95,900 1.55
99,866 -18,628 372,584 27.85 1.2 -0.8 7,700 1.2
36,219 -33,073 146,044 29.17 0.95 -0.8 450 0.95
87,071 -10,122 259,816 31.33 0.95 -0.5 150,250 0.9
27,280 -2,271 53,462 33.24 0.85 -0.5 40,100 0.85
70,545 -15,251 199,200 35.1 0.8 -0.4 392,850 0.8
9,557 275 19,787 36.9 0.75 -0.35 1,500 0.75
35,714 -1,993 62,069 38.65 0.75 -0.3 64,000 0.75
7,142 -287 12,143 40.34 0.7 -0.3 18,050 0.7
87,312 67 116,956 42.32 0.7 -0.25 422,950 0.7
4,333 634 8,360 44.29 0.7 -0.2 13,100 0.65
16,388 730 22,913 45.86 0.6 -0.2 35,750 0.6
3,576 1,411 6,770 47.79 0.6 -0.2 5,200 0.6
15,166 -1,124 23,087 49.27 0.55 -0.2 26,200 0.55
2,299 1,413 6,785 51.15 0.55 -0.2 5,150 0.55
6,106 914 12,056 53.02 0.55 -0.15 18,650 0.55
2,257 1,587 4,946 55.79 0.55 -0.15 16,900 0.55
3,256 1,334 11,025 56.73 0.55 -0.15 6,300 0.55
985 447 2,644 58.56 0.6 -0.05 3,150 0.55
20,707 -1,010 21,749 59.28 0.5 -0.25 61,400 0.5
444 31 467 61.65 0.55 -0.1 3,100 0.45
3,067 1,692 4,100 63.44 0.55 -0.05 23,150 0.5
128 -27 341 64.61 0.5 -0.2 2,700 0.45
1,613 -227 1,714 65.69 0.45 -0.25 9,200 0.45
277 -15 1,614 67.42 0.45 -0.25 1,050 0.45
1,282 -1,225 3,320 68.38 0.4 -0.3 11,700 0.35
264 -104 2,851 70.07 0.4 -0.3 1,450 0.4
2,343 -165 1,410 71.76 0.35 -0.35 9,050 0.35
151 -45 6,271 73.44 0.4 -0.3 2,300 0.4
35,815 -5,148 25,654 75.94 0.45 -0.3 100,200 0.45
433 -129 500 76.78 0.4 -0.35 1,450 0.35
3,269 -660 2,767 77.49 0.35 -0.35 1,750 0.35
4,128 -3,063 6,380 78.05 0.3 -0.4 20,200 0.3
PUTS
ASK STRIKE BID ASK
ASK QTY BID QTY ASK QTY CHNG LTP IV
PRICE PRICE PRICE PRICE
2,313.15 200 13,800.00 3,750 0.3 0.35 17,800 -0.1 0.3 97.62
2,263.80 200 13,850.00 4,400 0.3 0.4 1,500 -0.1 0.3 95.49
2,213.75 200 13,900.00 20,900 0.35 0.4 5,700 -0.05 0.35 93.37
2,173.65 100 13,950.00 750 0.35 0.45 200 -0.15 0.4 93.63
2,097.05 150 14,000.00 38,350 0.45 0.5 49,600 0.05 0.5 93.38
2,076.95 200 14,050.00 3,100 0.3 0.45 100 -0.15 0.35 88.23
2,013.90 200 14,100.00 2,000 0.45 0.5 16,950 -0.15 0.45 88.99
1,973.95 200 14,150.00 1,800 0.4 0.45 2,450 -0.15 0.45 85.94
1,901.45 200 14,200.00 40,300 0.4 0.45 1,000 -0.05 0.5 83.78
1,866.45 200 14,250.00 1,700 0.4 0.55 4,650 - 0.55 82.44
1,811.50 100 14,300.00 10,850 0.35 0.45 1,200 -0.1 0.45 79.46
1,770.60 200 14,350.00 2,300 0.45 0.55 2,200 -0.1 0.5 78.09
1,713.95 200 14,400.00 3,900 0.45 0.5 5,500 -0.1 0.5 75.92
1,664.85 200 14,450.00 2,100 0.45 0.55 200 -0.15 0.45 73
1,596.20 150 14,500.00 61,250 0.45 0.5 3,500 -0.05 0.5 71.58
1,561.95 200 14,550.00 2,050 0.5 0.55 550 -0.1 0.55 70.08
1,512.65 200 14,600.00 13,650 0.45 0.55 8,900 -0.1 0.45 67.25
1,468.15 250 14,650.00 2,150 0.45 0.55 650 -0.2 0.5 65.09
1,400.70 2,900 14,700.00 4,050 0.5 0.55 3,200 -0.1 0.55 63.54
1,363.80 200 14,750.00 750 0.6 0.7 4,350 0.1 0.7 62.94
1,300.70 2,000 14,800.00 3,900 0.6 0.65 4,000 -0.05 0.65 60.24
1,257.20 150 14,850.00 300 0.7 0.75 13,700 0.05 0.75 58.49
1,200.35 2,600 14,900.00 2,550 0.65 0.7 11,600 -0.05 0.65 56.27
1,162.90 200 14,950.00 1,150 0.65 0.75 2,100 -0.05 0.75 54.46
1,094.75 400 15,000.00 96,750 0.6 0.65 98,200 -0.1 0.65 51.41
1,046.40 150 15,050.00 6,100 0.7 0.8 8,800 -0.15 0.7 50.36
996.05 1,000 15,100.00 11,350 0.7 0.75 9,350 -0.15 0.75 47.75
945.7 650 15,150.00 3,150 0.8 0.85 4,300 -0.05 0.85 46.17
895.5 450 15,200.00 16,050 0.8 0.85 40,400 -0.1 0.85 43.9
846.1 1,000 15,250.00 14,050 0.9 0.95 6,400 -0.1 0.95 42.18
795.15 50 15,300.00 11,350 0.95 1 69,050 -0.15 1 40.13
745.55 500 15,350.00 7,500 1.1 1.15 8,050 -0.15 1.15 38.48
695.15 50 15,400.00 92,000 1.2 1.25 15,200 -0.35 1.25 36.71
646.15 100 15,450.00 21,300 1.4 1.45 11,350 -0.45 1.45 34.82
595.35 50 15,500.00 75,750 1.65 1.7 16,600 -0.8 1.65 33.26
546.1 100 15,550.00 19,700 1.95 2 17,800 -1.3 2 31.49
496.05 50 15,600.00 457,100 2.5 2.55 14,200 -2.3 2.55 30.14
447.4 50 15,650.00 11,300 3.15 3.2 6,150 -3.9 3.2 28.76
397.95 50 15,700.00 4,700 4.2 4.25 11,450 -6.35 4.2 27.62
349.5 50 15,750.00 9,500 5.7 5.75 2,800 -9.4 5.65 26.38
302.4 50 15,800.00 50 8.55 8.6 7,500 -13.15 8.5 25.73
256.65 50 15,850.00 10,700 12.8 12.9 10,200 -17.35 12.9 25.09
213.25 50 15,900.00 7,900 19.45 19.55 12,250 -22.45 19.45 24.6
172.8 50 15,950.00 1,600 29 29.1 1,500 -27.65 29 24.23
135.75 50 16,000.00 400 42.05 42.15 150 -33.2 42.1 23.9
103.4 250 16,050.00 350 59.65 59.75 150 -37.7 59.65 23.62
76.25 1,150 16,100.00 250 82.35 82.45 100 -41.15 82.4 23.36
54 2,850 16,150.00 200 110.3 110.5 500 -44.25 110.3 23.18
36.85 3,300 16,200.00 650 143.1 143.4 700 -45.75 143.1 23.05
24 4,500 16,250.00 100 180.2 180.6 150 -46.2 180.45 22.4
14.95 11,800 16,300.00 50 221.05 221.55 200 -47.2 221.55 21.93
8.85 9,500 16,350.00 100 264.6 265.3 100 -50.85 264.35 20.38
5.15 2,600 16,400.00 150 311 311.95 150 -51.6 309.4 23.91
3.05 36,150 16,450.00 50 358.85 360.1 100 -53.8 358.65 16.75
2.05 27,550 16,500.00 50 407.75 408.7 200 -50.45 407.7 -
1.6 27,300 16,550.00 150 456.8 458.8 100 -47.5 456.55 31.58
1.25 58,150 16,600.00 50 506.6 507.85 100 -48.4 506.5 27.15
1 170,900 16,650.00 50 555.5 558.05 100 -51.15 554.95 31.9
0.95 106,600 16,700.00 100 605.8 607.4 100 -46.1 606.85 42.29
0.9 15,600 16,750.00 100 655 657.6 450 -51.8 658.35 -
0.85 106,800 16,800.00 50 706.45 707.5 100 -34.3 706.45 -
0.8 10,400 16,850.00 100 754.75 758.35 150 114.95 763.55 36.99
0.8 32,600 16,900.00 100 804.6 807.65 50 -45.25 817.25 -
0.75 12,400 16,950.00 150 854.4 858.35 150 124.9 853.55 -
0.75 128,800 17,000.00 450 905.5 907.75 50 -48.4 908 51
0.7 4,450 17,050.00 400 950.55 964.6 150 60.15 983.15 67.89
0.65 4,750 17,100.00 100 1,002.95 1,013.30 50 - - -
0.65 6,800 17,150.00 1,000 1,048.05 1,065.40 950 - - -
0.6 13,700 17,200.00 150 1,103.35 1,111.35 1,050 58.9 1,125.90 64.72
0.6 100 17,250.00 300 1,150.50 1,170.70 250 - - -
0.6 7,400 17,300.00 2,600 1,198.80 1,208.45 50 -25 1,180.00 -
0.65 4,500 17,350.00 150 1,250.85 1,264.50 50 - - -
0.6 6,350 17,400.00 150 1,293.80 1,327.70 150 - - -
0.6 300 17,450.00 200 1,339.40 1,376.95 200 - - -
0.55 54,000 17,500.00 200 1,402.60 1,405.20 50 -34.6 1,419.50 -
0.55 900 17,550.00 450 1,440.40 1,478.00 200 - - -
0.55 5,850 17,600.00 200 1,487.35 1,531.20 50 - - -
0.5 550 17,650.00 200 1,539.85 1,595.40 50 - - -
0.55 7,800 17,700.00 200 1,587.15 1,626.95 200 - - -
0.5 2,400 17,750.00 200 1,636.90 1,690.25 100 - - -
0.45 3,700 17,800.00 200 1,687.00 1,731.55 50 - - -
0.45 400 17,850.00 100 1,729.20 1,804.45 1,250 - - -
0.4 7,250 17,900.00 100 1,778.95 1,833.80 200 - - -
0.45 1,550 17,950.00 100 1,828.50 1,901.75 1,250 - - -
0.5 85,050 18,000.00 250 1,901.45 1,907.95 50 -42.1 1,885.00 -
0.4 2,450 18,050.00 100 1,923.95 1,993.10 100 - - -
0.4 16,200 18,100.00 200 1,987.35 2,033.25 50 - - -
0.35 18,600 18,150.00 50 2,033.95 2,080.35 50 - - -
CHNG IN CHNG IN
VOLUME OI OI
OI OI
1,110 -274 7,336 859 -4
435 1 287 4 -
604 -53 2,039 8 -
111 -43 456 3 -
7,859 -1,663 47,287 5,808 -214
52 14 206 2 -
7,310 -1,058 21,232 15 2
4,636 87 163 2 -
4,575 -1,285 14,984 19 -
57 -2 102 6 -
462 -112 2,369 140 -2
8,966 -32 672 13 -
979 -288 1,813 74 -1
258 -86 951 20 -
10,841 232 16,664 3,840 -579
1,899 -1,169 1,883 30 -
6,943 1,928 6,111 444 -2
399 -98 569 46 -
3,692 249 5,597 123 -3
3,995 574 2,005 121 -6
11,246 335 9,338 349 -15
3,464 961 2,377 64 -2
8,505 548 5,870 328 -13
3,571 886 5,210 91 -2
52,716 -2,435 55,627 2,796 -1,080
4,076 1,401 3,445 80 -
31,563 -2,268 17,347 445 -32
4,455 1,104 3,495 72 6
44,513 -2,751 31,497 723 -40
11,166 -1,191 9,496 207 -5
98,874 -4,556 38,316 1,001 -42
14,988 2,324 8,132 229 10
158,661 3,537 52,307 1,364 -456
39,550 -1,154 10,509 274 -5
342,829 16,505 108,616 10,113 -217
102,860 4,101 24,689 236 -4
517,971 36,670 106,891 2,927 -109
252,260 15,199 51,736 234 -20
636,370 -13,469 82,145 7,706 -134
371,041 15,056 48,512 346 -1
862,480 32,863 109,170 9,030 -571
380,738 27,746 48,627 403 -36
1,011,514 29,617 105,078 5,040 57
454,620 30,762 50,104 327 -46
1,658,810 93,663 184,789 18,838 -963
692,305 47,695 65,009 546 -96
1,786,381 61,087 120,680 6,513 -329
517,651 18,718 30,174 673 -104
590,851 5,253 51,853 8,508 -1,422
95,990 1,509 6,874 0.79739 1,403 -187
135,836 8,053 15,811 5,456 -2,254
6,200 -95 997 2,554 -261
22,300 445 3,078 16,703 -4,056
569 52 417 4,334 -2,075
11,483 -116 3,516 38,167 -22,702
264 48 173 7,442 -16,918
3,016 210 1,955 41,021 -58,439
228 -1 150 15,312 -22,183
259 23 1,276 61,843 -46,789
47 -1 43 29,164 -20,988
168 -18 714 128,961 7,110
5 -1 34 109,563 36,421
22 -7 133 270,755 131,720
10 3 8 193,770 141,542
366 -176 1,326 324,638 98,522
1 - 1 78,892 36,855
- - 11 147,714 51,248
- - 2 34,215 17,724
1 - 37 90,319 15,974
- - 17 9,989 907
2 1 14 51,935 -1,294
- - - 8,344 2,680
- - - 25,471 681
- - 50 1,744 202
19 -10 165 62,959 -853
- - 10 1,891 483
- - 22 10,345 1,289
- - - 1,533 515
- - 5 7,681 -858
- - - 2,132 889
- - 1 7,640 -1,843
- - - 2,367 48
- - - 4,968 -866
- - - 995 101
3 - 134 37,288 -12,078
- - - 783 559
- - 1 969 -248
- - - 401 142
3,546 -39
190 91
5,588 -100
168 110
618 317
608 -
18,860 -1,275
176 21
793 -262
416 24
2,512 -167
1,923 -245
12:06
CALLS
VOLUM BID ASK ASK STRIKE
IV LTP CHNG BID QTY BID QTY
E PRICE PRICE QTY PRICE
139 - 3,086.35 221.75 50 3,090.00 3,092.20 100 13,800.00 2,300
- - - - 1,350 2,535.75 3,050.35 50 13,850.00 850
- - - - 50 2,977.95 2,991.15 100 13,900.00 10,150
1 - 2,884.05 313.3 50 2,920.00 3,004.90 1,300 13,950.00 900
1,477 - 2,890.95 237.45 250 2,885.45 2,889.45 50 14,000.00 86,500
- - - - 1,350 2,099.90 2,853.10 100 14,050.00 500
8 - 2,678.30 332.45 200 2,776.20 2,791.95 150 14,100.00 20,650
- - - - 1,250 2,172.95 2,742.15 50 14,150.00 400
7 - 2,675.15 429 200 2,677.05 2,691.35 150 14,200.00 11,950
- - - - 1,350 2,245.90 2,653.00 100 14,250.00 2,400
33 - 2,569.50 320.15 50 2,583.05 2,593.15 50 14,300.00 41,000
4 - 2,420.00 276.2 1,350 2,333.30 - - 14,350.00 550
3 144.23 2,483.75 439.65 100 2,482.75 2,490.70 50 14,400.00 15,900
1 - 2,422.15 416.45 500 2,423.65 2,442.50 50 14,450.00 250
995 - 2,387.00 236.4 250 2,383.35 2,390.00 50 14,500.00 242,100
- - - - 1,250 1,484.20 2,353.30 100 14,550.00 3,300
18 132.12 2,283.35 271.9 150 2,280.30 2,291.10 100 14,600.00 24,750
1 - 2,217.15 417.95 100 2,222.35 2,248.45 100 14,650.00 1,850
20 129.82 2,184.60 386.6 300 2,177.95 2,190.40 200 14,700.00 1,350
12 - 2,116.80 374.35 2,000 2,123.85 2,142.75 150 14,750.00 250
47 125.2 2,071.00 261 200 2,082.70 2,089.95 300 14,800.00 1,800
8 - 1,927.00 206.45 1,350 1,968.60 - - 14,850.00 50
35 114.77 1,982.95 261.95 200 1,983.95 1,989.90 500 14,900.00 7,450
8 - 1,825.45 304.45 1,350 1,908.95 - - 14,950.00 3,650
2,034 - 1,889.00 240.35 50 1,886.50 1,889.30 200 15,000.00 99,450
- - - - 400 1,814.60 1,850.30 250 15,050.00 9,600
87 100.08 1,781.45 231.1 550 1,785.45 1,790.75 100 15,100.00 3,250
16 - 1,689.05 147.4 600 1,721.40 1,741.10 300 15,150.00 1,250
276 94.59 1,670.20 209.95 450 1,686.50 1,690.30 100 15,200.00 31,150
24 - 1,590.10 230.1 200 1,615.20 1,640.05 500 15,250.00 3,050
207 91.56 1,582.20 230.15 150 1,583.90 1,590.55 200 15,300.00 1,950
60 - 1,408.15 122.35 100 1,527.50 1,541.00 200 15,350.00 250
768 - 1,475.75 196.5 50 1,488.00 1,490.00 300 15,400.00 1,200
90 - 1,418.00 259.3 500 1,434.80 1,439.85 100 15,450.00 10,750
1,782 - 1,391.00 239.95 450 1,388.00 1,389.35 200 15,500.00 43,450
87 - 1,295.00 222 100 1,330.20 1,340.60 400 15,550.00 3,600
286 84.1 1,274.10 220.3 100 1,285.65 1,289.00 400 15,600.00 29,500
24 72.65 1,232.00 269.8 100 1,223.80 1,239.15 200 15,650.00 3,300
420 - 1,175.55 226.85 500 1,185.75 1,189.65 100 15,700.00 2,600
51 62.78 1,128.50 220 600 1,133.75 1,138.95 1,000 15,750.00 9,200
1,054 - 1,081.00 224.85 500 1,085.80 1,087.85 50 15,800.00 6,300
128 57.75 1,030.00 230 100 1,027.00 1,038.45 150 15,850.00 17,900
759 - 976.75 218.4 1,000 985.65 988.45 1,200 15,900.00 27,950
215 - 909.05 197.8 100 935.05 937.1 450 15,950.00 14,450
4,558 - 888 233.75 550 886.4 888.25 100 16,000.00 101,050
154 33.95 830 218.6 100 835.2 837.55 450 16,050.00 4,250
1,081 - 780.3 223.7 1,000 786.15 787.4 100 16,100.00 80,900
276 - 728.5 217.4 100 735.6 737.4 450 16,150.00 2,650
4,538 - 688.65 231.3 150 685.8 687.05 50 16,200.00 129,650
629 - 632.65 227.75 150 635.6 637.35 50 16,250.00 35,250
5,954 - 586.1 227.2 50 585.6 586.95 500 16,300.00 16,100
1,758 - 524.15 208.45 100 535.9 537.4 250 16,350.00 25,600
16,960 - 486.7 219.45 500 486.1 487.1 50 16,400.00 94,950
8,472 - 437.45 213.65 150 436 437.1 400 16,450.00 48,300
115,337 - 387 204.45 300 386.5 387.4 800 16,500.00 244,050
53,051 - 337.5 194.2 50 336.4 337.15 50 16,550.00 96,300
310,836 - 287 178.05 50 286.55 287.15 100 16,600.00 198,950
204,618 - 237.45 157.75 50 237.05 237.5 200 16,650.00 27,500
1,045,323 - 188.05 133.1 50 187.65 187.9 50 16,700.00 25,850
1,112,006 - 140 104.5 750 139.35 139.65 100 16,750.00 7,350
3,575,770 8.36 93.8 72.45 300 93.65 93.85 700 16,800.00 3,500
2,880,452 8.12 52.85 41.2 300 52.7 52.85 600 16,850.00 200
5,025,062 8.29 23.55 17.55 3,150 23.45 23.55 2,550 16,900.00 2,300
2,523,970 8.29 7.95 4.65 2,150 7.9 7.95 7,800 16,950.00 450
2,900,296 9.12 2.8 0.6 23,750 2.8 2.85 17,100 17,000.00 50
721,376 10.25 1.05 -0.4 218,000 1 1.05 87,050 17,050.00 100
774,830 12.11 0.75 -0.4 333,450 0.75 0.8 258,700 17,100.00 50
136,384 14.08 0.6 -0.3 37,300 0.6 0.65 40,200 17,150.00 100
310,468 15.7 0.6 -0.1 453,750 0.55 0.6 173,700 17,200.00 50
42,451 17.54 0.5 -0.15 66,950 0.45 0.5 10,450 17,250.00 100
133,202 19.56 0.5 -0.1 53,450 0.45 0.5 72,400 17,300.00 400
21,243 21.26 0.4 -0.15 75,900 0.35 0.4 12,200 17,350.00 150
57,137 22.86 0.35 -0.2 220,900 0.3 0.35 31,100 17,400.00 100
10,503 25.46 0.45 - 1,850 0.4 0.45 7,250 17,450.00 100
97,180 27.38 0.45 -0.05 208,800 0.4 0.45 31,950 17,500.00 50
4,780 28.5 0.4 -0.05 17,350 0.35 0.4 200 17,550.00 1,600
30,529 30.34 0.35 -0.1 21,700 0.35 0.4 750 17,600.00 100
4,268 32.16 0.4 -0.05 1,000 0.35 0.4 1,750 17,650.00 100
18,984 34.45 0.35 -0.1 21,800 0.3 0.35 3,500 17,700.00 1,250
3,037 35.77 0.35 -0.1 1,650 0.3 0.35 950 17,750.00 1,000
17,379 37.55 0.35 - 11,800 0.3 0.35 5,550 17,800.00 100
5,016 38.72 0.25 -0.1 50 0.3 0.35 7,900 17,850.00 50
8,421 39.76 0.2 -0.05 14,200 0.2 0.25 2,600 17,900.00 700
2,117 40.61 0.25 -0.05 18,200 0.15 0.25 9,150 17,950.00 50
67,774 41.2 0.15 -0.25 351,450 0.1 0.15 266,450 18,000.00 100
1,364 43.91 0.2 -0.1 1,250 0.15 0.25 4,200 18,050.00 150
5,088 42.94 0.1 -0.1 27,350 0.1 0.15 2,600 18,100.00 150
2,052 46.01 0.15 -0.2 2,550 0.1 0.15 5,900 18,150.00 100
3,558 47.59 0.15 -0.1 27,300 0.1 0.15 24,550 18,200.00 200
244 47.56 0.1 -0.2 300 0.1 0.15 250 18,250.00 100
3,871 46.55 0.05 -0.2 35,300 0.05 0.1 49,300 18,300.00 100
189 50.6 0.1 -0.2 2,300 0.1 0.15 4,500 18,350.00 100
1,694 52.1 0.1 -0.15 950 0.1 0.15 10,800 18,400.00 200
555 50.88 0.05 -0.2 32,500 0.05 0.1 6,400 18,450.00 150
18,544 55.1 0.05 -0.15 195,800 0.05 0.1 333,150 18,500.00 400
236 56.58 0.1 -0.25 2,500 0.1 0.2 400 18,550.00 1,350
1,058 58.06 0.1 -0.15 14,150 0.1 0.15 8,750 18,600.00 200
321 59.53 0.1 -0.15 7,100 0.1 0.15 7,650 18,650.00 1,350
998 62.99 0.2 -0.05 1,350 0.15 0.2 500 18,700.00 50
1,375 64.48 0.15 -0.1 125,250 0.1 0.15 3,800 18,750.00 500
PUTS
BID ASK ASK VOLUM CHNG IN
CHNG LTP IV OI
PRICE PRICE QTY E OI
0.2 0.25 4,500 -0.3 0.2 121.29 9,552 -3,288 8,143
0.2 0.25 1,250 -0.2 0.25 121.42 202 -21 305
0.15 0.2 1,050 -0.35 0.15 117.25 963 -197 927
0.25 0.35 4,000 -0.45 0.25 117.32 348 -2 469
0.2 0.25 32,600 -0.35 0.25 115.28 18,155 -3,475 22,445
0.2 0.3 100 -0.35 0.2 113.24 580 -39 124
0.15 0.2 500 -0.25 0.2 109.22 1,604 -248 1,073
0.2 0.3 850 -0.25 0.25 109.18 587 - 155
0.15 0.2 5,100 -0.35 0.15 105.23 2,595 -459 4,544
0.15 0.2 3,000 -0.35 0.2 103.24 483 -113 391
0.1 0.2 900 -0.4 0.1 98.98 1,759 -331 2,291
0.15 0.25 350 -0.45 0.2 99.29 746 106 254
0.15 0.2 2,950 -0.55 0.15 95.11 20,118 -8,746 4,723
0.15 0.25 750 -0.45 0.15 95.35 382 66 194
0.1 0.15 176,600 -0.6 0.1 91.26 40,868 -18,989 35,375
0.1 0.2 500 -0.55 0.15 89.34 528 29 245
0.15 0.2 27,300 -0.6 0.2 89.47 17,903 -5,400 5,504
0.2 0.3 700 -0.5 0.25 89.16 590 94 341
0.2 0.25 2,350 -0.45 0.2 87.18 15,682 3,791 8,052
0.35 0.45 2,300 -0.4 0.35 87.75 1,675 194 823
0.35 0.45 3,700 -0.4 0.35 86.77 6,072 207 7,855
0.35 0.45 550 -0.35 0.4 84.73 767 -148 423
0.35 0.45 800 -0.3 0.4 83.6 5,511 -14 5,957
0.4 0.5 1,700 -0.3 0.45 81.55 631 -79 419
0.4 0.45 5,650 -0.4 0.4 78.62 50,793 -7,884 43,864
0.35 0.5 2,200 -0.2 0.5 78.23 400 -45 321
0.4 0.45 3,450 -0.2 0.4 74.57 8,227 -2,197 4,761
0.4 0.55 1,700 -0.3 0.35 74.11 1,615 -270 896
0.4 0.45 450 -0.2 0.45 72.06 18,280 -1,566 11,296
0.4 0.5 50 -0.3 0.4 70 2,580 -36 1,913
0.4 0.45 4,850 -0.35 0.4 67.95 18,303 -2,617 8,601
0.45 0.5 600 -0.3 0.5 65.9 3,151 -46 1,228
0.45 0.5 5,350 -0.45 0.45 64.46 22,091 -4,035 10,720
0.4 0.45 16,050 -0.45 0.4 61.8 9,101 150 7,711
0.45 0.5 45,250 -0.55 0.5 59.75 120,391 -16,537 62,272
0.5 0.55 850 -0.6 0.5 58.27 8,718 -184 4,035
0.5 0.55 5,100 -0.65 0.5 56.2 35,438 -4,399 23,040
0.55 0.6 2,550 -0.6 0.55 54.64 9,980 -816 4,377
0.55 0.6 15,000 -0.75 0.55 52.08 77,083 -13,601 35,777
0.6 0.65 2,650 -0.75 0.6 50.48 14,604 -1,270 4,597
0.6 0.65 25,000 -0.9 0.6 47.95 111,468 -17,146 51,200
0.6 0.65 100 -1.05 0.6 46.72 35,564 -6,846 5,970
0.65 0.7 24,250 -1.2 0.65 44.99 153,693 -35,808 34,245
0.7 0.75 5,450 -1.4 0.7 43.22 55,356 -11,459 12,127
0.8 0.85 80,050 -1.6 0.8 41.69 506,894 -23,712 175,404
0.85 0.9 5,250 -1.8 0.9 39.52 57,146 -6,836 10,411
0.8 0.85 19,500 -2.4 0.8 37.62 306,350 -15,654 64,915
0.9 0.95 11,650 -2.9 0.9 35.43 108,994 -20,787 14,676
0.9 0.95 111,100 -4 0.95 33.46 473,080 -4,766 93,905
0.95 1 26,400 -5.5 1 31.65 205,510 -14,809 29,316
1.05 1.1 53,900 -7.8 1.1 29.4 651,783 -15,519 96,337
1.05 1.1 21,500 -11.15 1.05 27.31 376,401 -14,965 42,483
1.15 1.2 31,800 -15.85 1.15 25.33 1,191,906 37,722 184,664
1.2 1.25 35,350 -22.2 1.2 23.27 778,438 -3,230 67,866
1.35 1.4 143,200 -30.55 1.35 21.25 1,792,468 54,403 220,646
1.45 1.5 47,100 -41.85 1.45 19.21 942,824 11,230 74,668
1.65 1.7 35,550 -57.2 1.7 17.19 1,950,955 68,997 177,731
1.95 2 15,600 -76.15 2 15.16 1,320,176 79,251 101,760
2.65 2.7 15,650 -100.45 2.7 13.46 2,826,172 171,094 206,748
4.25 4.3 7,600 -129.5 4.25 12.11 2,110,126 143,244 150,481
8.45 8.5 1,200 -160.15 8.5 11.25 3,199,134 274,407 290,171
17.75 17.8 100 -190.65 17.85 10.3 1,540,621 153,224 154,829
38.3 38.45 450 -216.7 38.45 10.32 1,135,079 100,448 102,659
72.6 72.85 300 -226.25 72.9 11.09 170,281 12,907 13,625
117.7 117.95 100 -236.45 117.85 13.39 221,183 22,752 31,599
165.75 166.3 150 -227.75 166.7 16.03 8,656 722 929
215.25 215.85 100 -230.65 215.6 18.71 12,346 832 1,952
265.2 265.85 50 -227.8 263.65 21.79 1,013 208 324
315.4 316.2 100 -230.5 314.15 24.66 8,272 -252 969
364.6 365.65 100 -266.3 362.55 29.08 272 51 147
414.5 415.75 50 -234.4 415 25.82 1,297 36 883
464.25 466.25 200 -354.05 473.15 19.19 16 1 13
514.05 515.9 400 -221.45 529.2 34.99 166 -2 337
564.05 566.3 450 -214.9 574 28.19 105 17 86
616 616.9 400 -234.65 615.25 41.93 2,661 -432 2,594
661.9 667.05 300 -419.6 673.25 28.11 4 - 14
714.25 716.15 50 -217.3 721.1 - 94 -26 246
763.55 771.85 150 -82.8 882.3 104.38 44 14 22
814.25 817.75 100 -218.95 822.75 48.56 119 5 199
857.7 867.85 1,000 -202.5 915 81.05 44 9 22
913.75 917.8 300 -222.1 922 - 148 -14 182
960.75 970.1 300 -236.85 1,075.15 116.4 2 1 17
1,013.55 1,018.10 100 -248 1,034.00 63.87 50 -15 45
1,041.95 1,077.65 100 - - - - - 4
1,115.35 1,117.85 200 -238.4 1,116.70 68.21 2,715 -32 5,821
1,159.05 1,169.85 100 - - - - - 1
1,209.20 1,217.85 50 -249.95 1,225.15 59.61 11 -9 89
1,249.25 1,277.60 150 -414.9 1,280.00 72.83 1 - 1
1,310.50 1,319.30 50 -227.15 1,317.00 73.03 35 -13 110
1,348.85 1,379.15 450 - - - - - 8
1,412.90 1,416.80 50 -235 1,427.55 74.69 80 -70 114
1,185.35 1,524.80 100 -117.8 1,683.75 196.07 20 - 10
1,506.95 1,515.95 50 -230.7 1,530.65 85.32 15 -3 136
1,548.80 1,575.65 50 - - - - - 1
1,615.55 1,618.65 50 -225.75 1,622.05 95.27 1,277 -4 6,989
1,620.35 1,675.75 50 -281.05 1,770.50 160.95 4 2 6
1,708.10 1,719.90 250 -281 1,725.80 82.22 16 -1 27
1,719.00 1,779.15 250 -280.95 1,870.60 167.18 4 2 4
1,812.65 1,819.55 100 -229.2 1,823.15 70.36 149 -1 977
1,865.45 1,869.80 100 -207.4 1,884.00 106.64 133 -62 129
0.363458
- 705 95 95 -
- 319 60 60 -
59.46 36 14 14 -
58.06 101 38 38 -
57.31 2,933 705 1,351 6
- - - - -
56.7 12 - - -
- - - - -
- - - - -
- 6,316 688 5,415 649
- - - 30 -
- - - - -
- - - - -
- - - 35 -
50.36 3,718 367 1,017 21
49.89 21 12 12 -
- - - - -
- - - - -
- 806 137 212 -
- 10,346 429 3,435 104
- 1,452 498 659 4
- 351 45 129 2
- 253 21 78 1
- 577 89 196 2
41.71 15,319 1,494 2,248 27
40.97 281 23 84 3
40.56 510 49 91 2
39.29 1,364 190 344 1
38.85 970 -18 168 1
37.66 39,606 1,718 9,272 632
37.37 2,515 302 405 3
- 1,338 91 161 6
- 1,882 121 188 2
- 2,623 85 224 2
- 66,965 9,283 12,356 290
- 7,522 377 579 5
34.02 9,677 248 663 9
33.53 12,338 938 1,141 9
33.12 13,426 1,418 1,670 8
32.89 132,335 8,874 22,500 851
32.18 20,192 1,694 2,373 10
31.81 23,012 2,664 2,895 27
31.31 38,143 6,577 6,933 22
- 31,322 4,079 4,350 8
- 164,551 9,513 20,407 313
- 42,469 1,633 2,295 4
- 47,297 1,534 2,371 28
- 45,349 909 2,397 9
29.33 50,311 1,506 2,224 7
29.01 287,747 16,611 38,477 962
28.69 58,367 2,256 3,168 38
28.27 72,971 2,366 4,369 38
28.08 77,633 3,250 4,989 25
27.65 106,169 3,007 5,110 13
27.53 359,967 17,021 34,630 551
- 89,562 2,749 4,541 31
- 93,458 2,581 5,614 79
- 146,107 2,213 7,704 35
- 125,771 2,201 4,386 57
- 704,078 27,817 63,969 3,506
- 162,696 4,174 8,034 82
25.67 204,491 2,252 7,762 584
25.46 202,302 3,115 8,627 202
25.19 246,614 3,243 6,848 353
24.95 831,782 15,386 50,613 5,512
24.83 250,514 5,641 9,838 891
24.55 296,705 3,377 17,169 1,071
- 393,230 3,607 13,142 1,777
- 388,136 4,506 9,627 2,424
- 1,738,023 15,075 70,217 33,379
- 613,581 8,857 14,310 15,587
- 915,916 5,850 14,388 18,046
- 1,088,927 3,826 12,538 28,579
23.91 1,011,942 4,843 11,921 46,450
23.81 1,218,713 -2,623 59,348 117,250
23.61 280,277 -6,044 5,414 25,815
23.75 177,818 -5,392 9,065 27,150
23.7 129,797 -7,777 5,373 23,747
23.81 46,422 -2,125 1,876 17,175
24.39 200,722 21,385 44,329 122,608
- 7,383 -274 1,402 12,555
- 6,360 -597 996 21,948
- 5,253 -377 635 19,713
- 2,025 -94 578 14,176
- 17,577 -806 5,864 58,456
20.94 839 -150 843 11,059
25.44 671 -109 620 17,244
26.44 399 -27 915 15,810
26.59 229 1 492 7,409
27.16 9,254 -223 9,331 58,543
16.77 241 -12 509 10,438
28.98 123 -17 604 11,621
- 91 -5 394 9,827
- 59 -6 527 5,946
- 942 -42 4,459 45,401
- 30 - 345 6,134
- 12 -2 170 4,194
- 11 -1 231 11,226
- 20 -16 186 3,633
35.8 660 -85 3,246 100,834
- - - 39 3,719
- - - 50 7,835
- - - 17 7,220
- 1 - 12 2,992
- 162 -15 973 54,333
- 1 - 5 2,488
- 1 - 52 3,774
- - - 44 1,957
- - - 13 1,694
47.88 134 -21 2,866 72,840
- - - 7 642
- - - 12 989
- - - 32 351
- - - 2 718
- 793 -375 448 11,579
- - - 7 305
- - - 2 188
- - - 1 596
- - - 6 107
- 27 -17 347 13,992
- - - 6 166
- - - 8 122
- - - 4 171
- - - - 121
- 4 -1 19 2,521
- - - 2 232
- - - 2 104
- - - - 109
- - - - 203
- 24 -1 904 19,390
- - - 20 212
- - - - 93
- - - - 233
- - - - 73
- 23 16 186 12,190
- - - - 445
- - - - 302
- - - - 162
- - - - 166
- 15 7 254 15,528
- - - - 2,363
- - - - 2,043
- - - 14,698
Tot 1,203,235
Note
10%
interes
t rate
is
applie
d
while
compu
ting
implie
d
volatil
ity.
Highli
ghted
option
s are
in-the-
money
.
Volum
e and
Open
Interes
t,
displa
yed in
Contra
cts.
CALLS
PUTS
-8 5,119 - - - -
24 298 2 2 8 -
-100 145 - - - -
37 144 - - - -
-80 115 - - - -
-60 1,355 - - - -
- - 10 9 20 -
-2 69 - - - -
11 11 4 2 9 38.26
- - - - - -
-526 5,522 - - - -
-1 28 75 69 182 25.28
- - 12 11 11 -
- - - - - -
7 44 - - - -
109 1,691 1 - 2 -
- 104 731 641 5,914 26.43
6 6 1 1 2 -
- - 36 33 74 29.15
-46 182 7 5 23 28.71
-3,628 4,367 35 33 203 25.43
2 532 942 891 12,551 26.12
-160 189 236 234 1,000 26.11
9 86 142 139 1,479 25.14
-255 204 389 385 5,329 25.54
-3,591 3,504 366 363 5,059 25.92
-36 197 4,353 3,051 183,562 24.76
-65 205 612 610 24,298 25.26
-167 273 2,248 2,232 77,443 24.69
-109 527 3,876 3,833 164,371 24.51
-3,246 16,700 7,553 7,506 487,579 24.2
-296 466 34,482 32,793 1,709,008 23.97
-192 291 17,229 17,025 1,151,095 23.84
-369 367 20,977 20,619 1,052,131 23.6
-188 485 16,254 15,549 854,272 23.44
-1,024 18,607 9,897 9,690 483,935 23.22
-1,111 929 46,432 37,670 1,574,001 23.03
-344 2,382 7,480 5,303 338,601 22.9
-1,141 1,603 21,312 14,090 598,169 22.72
-1,527 1,683 14,176 3,533 369,720 22.59
-14,304 34,030 14,257 8,016 349,753 22.51
-714 2,723 51,801 23,476 1,068,639 22.4
-1,092 2,143 14,166 5,002 444,628 22.46
-5,033 3,955 19,175 7,338 451,047 22.4
-4,628 1,808 17,518 5,926 440,499 22.4
-8,046 30,051 13,627 6,220 338,968 22.42
-415 3,418 73,549 8,455 1,100,688 22.52
-1,077 3,848 11,516 3,934 219,677 22.65
-1,366 4,386 19,142 1,965 248,786 22.83
-1,442 2,045 11,876 -1,516 210,061 23.13
15,299 63,312 13,516 1,945 189,233 23.39
-2,086 4,044 49,437 11,789 554,125 23.78
-10,384 4,884 12,136 1,792 181,592 24.19
-2,407 10,073 8,294 -1,050 152,825 24.62
-1,635 7,425 11,103 1,035 144,820 25.09
-7,102 38,371 6,763 898 97,260 25.57
-3,322 5,292 51,146 12,107 461,777 26.05
-3,383 7,979 4,466 -138 79,001 26.63
-3,525 14,178 6,915 1,203 97,088 27.03
-2,277 9,026 5,757 462 79,252 27.61
-17,344 52,812 4,685 1,030 55,338 28.18
-4,209 9,755 27,781 5,518 261,662 28.72
7,906 30,548 4,662 838 47,414 29.32
-2,440 16,933 3,472 659 41,821 29.95
-745 14,081 2,520 205 29,179 30.4
-10,846 64,250 2,345 146 31,090 31.09
1,455 27,298 28,789 -1,565 217,005 31.74
40 31,111 1,139 -547 20,187 32.29
-4,424 26,696 2,032 -3,177 20,544 32.91
-395 20,659 3,346 1,605 14,122 33.39
-8,985 77,150 2,051 754 8,469 34.22
-1,457 16,360 9,813 -2,903 75,590 34.8
9,475 24,762 892 -261 7,042 35.27
10,706 20,738 788 -111 5,333 35.96
14,343 21,644 437 -237 4,887 36.83
56,223 83,355 366 155 2,607 37.37
5,994 9,702 21,214 9,475 86,464 38.14
126 5,174 279 101 1,158 38.55
243 11,042 893 769 3,035 39.37
1,563 3,427 979 707 2,214 39.58
-15,906 16,882 1,327 1,206 2,883 40.16
74 1,428 4,564 1,537 24,825 41.15
418 1,321 183 130 1,226 41.84
147 676 265 208 1,460 42.42
217 774 266 105 1,286 42.79
12 4,937 140 58 752 43.34
638 1,406 10,383 3,211 54,821 43.81
-101 461 114 43 757 44.62
-82 784 234 211 818 45.01
-18 461 109 68 1,088 45.6
-276 7,822 69 30 473 46.18
-6 496 1,529 774 15,188 46.76
3 590 112 94 650 47.65
-2 393 121 109 482 47.82
-15 497 208 204 688 48.13
-157 3,774 275 254 871 49.03
1 343 14,286 7,382 45,765 48.95
- 152 113 62 143 50.64
-1 228 306 300 1,192 51.02
-8 113 1 - - -
-73 3,115 306 239 1,457 52.2
-5 32 14,772 6,342 44,610 52.07
- 49 1,932 1,840 4,186 53.26
- 17 1,811 1,676 6,562 53.79
- 12 18,314 6,129 77,984 53.91
- 948
-1 4
-1 52
- 44
- 13
-20 2,797
- 7
- 12
- 32
- 2
-1 437
- 7
- 2
- 1
- 6
-6 280
- 6
- 8
- 4
- -
- 20
- 2
- 2
- -
- -
-22 702
- 20
- -
- -
- -
-23 157
- -
- -
- -
- -
-3 254
- -
- -
- -
for 9-05
37672.9 -24660.35 55100 65064.2 68020.7 52425 3905500 40700 244299.5 284034.4
PUTS
BID ASK ASK STRIKE BID ASK
LTP CHNG BID QTY BID QTY
PRICE PRICE QTY PRICE PRICE PRICE
-788.15 100 3,410.05 3,487.10 500 2,675 8.05 8.2
3272.6 31200
- 750 3,088.20 3,404.10 250 25 9.05 9.15
- 31300
- - 250 3,182.70 3,310.05 750 31400 75 9.95 10.05
3084.35 -712.25 25 3,109.30 3,186.35 25 31500 925 11 11.1
- - 1,175 2,799.05 3,152.05 750 31600 125 12.2 12.3
- - 750 2,707.80 3,053.30 250 31700 425 13.35 13.45
- - 750 2,630.75 2,955.20 750 31800 350 14.75 14.85
- - 750 2,506.55 2,833.50 200 31900 375 16 16.1
2560 -697.75 150 2,634.75 2,653.15 500 32000 25 17.55 17.6
- - 750 2,354.05 2,646.40 100 32100 75 19.05 19.2
2492.7 -1,047.30 250 2,380.05 2,501.15 275 32200 425 20.8 20.85
- - 250 2,286.10 2,474.15 250 32300 125 23.35 23.5
- - 250 2,212.45 2,306.65 250 32400 500 26 26.15
2160 -1,135.60 50 2,148.85 2,159.45 25 32500 1,550 29 29.15
2091.9 -508.5 250 2,044.60 2,069.30 25 32600 950 32.5 32.7
- - 250 1,914.60 1,980.35 25 32700 350 36.7 36.8
- - 250 1,820.50 1,891.40 25 32800 525 41.85 42.05
1672.05 -756.55 500 1,758.35 1,782.35 525 32900 150 48.25 48.4
1703.3 -545.25 50 1,676.05 1,680.60 25 33000 400 54.8 55
1478.1 -2,365.85 300 1,581.85 1,600.50 250 33100 475 63.15 63.45
1544.6 -1,134.25 250 1,493.35 1,502.10 25 33200 150 72.6 72.65
1435.3 -1,334.70 100 1,404.15 1,411.70 25 33300 100 82.65 82.95
1351.3 -1,209.55 25 1,315.85 1,323.55 25 33400 100 94.65 94.95
1260 -476.45 25 1,230.65 1,235.70 25 33500 150 108.4 108.7
1173.45 -1,194.25 100 1,146.25 1,154.30 100 33600 25 124.4 124.55
1090.7 -1,509.15 50 1,062.75 1,070.40 50 33700 25 140.45 140.65
995.85 -651.3 25 984.6 989 100 33800 100 160.2 160.6
938.55 -1,216.25 25 907.6 912.55 25 33900 100 182.1 182.7
845 -464.95 125 832.05 834.7 25 34000 25 206.3 206.5
750 -867.75 25 761.35 763.9 275 34100 100 233.85 234.55
680.05 -474.65 125 692 694.2 75 34200 25 265.4 265.9
607.25 -483.7 50 624.85 626.95 25 34300 25 298.7 299.45
564 -428.15 25 561.9 563.3 75 34400 150 334.7 335.55
505 -418.05 25 500.6 501.2 50 34500 50 373.35 373.95
445 -367.7 225 445.05 446.15 25 34600 200 417.5 418
392 -396.6 25 392.15 392.5 50 34700 50 464.5 465.3
343 -342.75 75 344.05 344.85 25 34800 75 515.4 516.9
290.7 -345.75 25 298.25 298.95 25 34900 250 570.15 571.2
250 -321.05 25 256.7 256.95 50 35000 25 628.05 629.9
215 -292.5 25 220.1 220.6 125 35100 50 690.85 692.9
187.8 -269.1 75 187.35 187.9 50 35200 25 757.45 760
158 -255.9 50 158.7 159.15 25 35300 25 828.7 831.35
132 -230.75 25 133.9 134.2 25 35400 25 902.5 906.4
109.65 -203 250 111.3 111.55 50 35500 50 980.95 984.5
90 -186.65 25 93.75 93.95 100 35600 75 1,062.05 1,066.85
75.5 -160.8 500 77.55 77.75 200 35700 75 1,145.20 1,151.75
61.25 -137.6 75 63.95 64.05 50 35800 50 1,231.00 1,237.90
49.55 -120.75 25 52.75 52.95 75 35900 50 1,319.95 1,326.55
42 -100 150 43.85 44 775 36000 125 1,411.30 1,416.35
35.95 -81.1 75 36.45 36.6 50 36100 100 1,502.60 1,511.95
29.25 -69.65 275 30.5 30.6 25 36200 25 1,599.10 1,606.55
24.45 -53.7 25 26.05 26.2 1,025 36300 125 1,691.55 1,702.35
20.15 -48.55 575 22.1 22.25 1,300 36400 125 1,787.50 1,798.40
18.8 -38.6 150 19.4 19.45 50 36500 125 1,887.30 1,895.70
16.35 -30.7 1,700 17 17.15 1,500 36600 475 1,981.70 1,993.65
15 -23.8 425 15.05 15.15 950 36700 100 2,080.45 2,094.15
13 -20 200 13.65 13.75 675 36800 250 2,177.95 2,191.25
11.05 -16.9 925 12.2 12.3 100 36900 500 2,277.65 2,289.25
10.8 -13.2 350 11.1 11.2 1,425 37000 75 2,374.05 2,385.10
10.45 -10.3 1,325 10.25 10.3 900 37100 125 2,418.60 2,526.95
9.3 -8.6 75 9.15 9.25 1,150 37200 50 2,522.75 2,623.15
9.2 -6.95 125 8.6 8.65 400 37300 150 2,617.05 2,905.15
8.25 -6.35 2,000 8 8.1 1,000 37400 750 2,662.00 2,804.75
7.5 -5.65 475 7.5 7.55 1,150 37500 50 2,869.20 2,879.65
7 -5.1 150 7.05 7.1 475 37600 750 2,900.50 3,022.05
8.3 -2.7 1,875 6.65 6.75 300 37700 125 2,982.80 3,281.20
5.75 -4.65 475 6.25 6.3 1,550 37800 900 3,060.85 3,207.40
6.1 -3.35 825 6.05 6.15 725 37900 500 3,152.90 3,493.50
5 -3.9 2,675 5.85 5.9 1,275 38000 100 3,364.70 3,377.10
5.6 -2.9 650 5.55 5.6 25 38100 500 3,311.60 3,746.20
4.1 -3.9 125 5.3 5.4 650 38200 750 3,472.35 3,803.85
4 -3.6 475 4.95 5.05 350 38300 500 3,491.85 3,916.55
4.5 -2.65 950 5.05 5.15 725 38400 750 3,573.85 3,953.95
4 -2.65 200 4.95 5 1,350 38500 50 3,834.30 3,873.65
4.55 -1.75 725 4.8 4.9 25 38600 750 3,882.65 4,204.30
3.7 -2.45 50 4.55 4.65 25 38700 500 3,861.95 4,322.55
3.4 -2.65 375 4.65 4.75 750 38800 750 4,085.00 4,412.60
3.85 -2.05 125 4.55 4.6 125 38900 500 4,069.60 4,540.05
4.1 -1.4 350 4.6 4.65 550 39000 150 4,318.40 4,384.15
3.85 -1.5 350 4.2 4.35 300 39100 500 3,595.15 5,950.25
3.75 -1.45 50 4.35 4.55 650 39200 750 4,395.55 5,302.05
3.2 -1.8 150 3.65 3.95 75 39300 25 3,795.75 6,002.90
3.5 -1.45 125 3.85 4 350 39400 500 4,635.55 6,331.90
4 -0.8 475 4.1 4.15 100 39500 150 4,826.65 4,920.85
3.8 -0.9 350 3.8 4.1 525 39600 750 4,690.20 6,469.25
4.4 -0.25 625 3.65 3.95 25 39700 1,175 3,575.45 5,358.80
4 -0.65 475 3.65 3.9 225 39800 25 4,343.55 5,553.25
3.95 -0.65 150 3.6 3.8 100 39900 1,175 3,493.75 5,574.70
3.7 -0.75 400 3.55 3.6 350 40000 1,250 5,322.00 5,407.40
4 -0.45 475 3.55 3.6 25 40100 500 3,616.20 5,809.20
3.75 -0.65 350 3.35 3.55 25 40200 750 4,523.55 5,879.60
3.35 -1.05 375 3.35 3.6 175 40300 500 4,288.75 5,988.65
3.5 -0.85 550 3.3 3.45 125 40400 750 5,574.75 6,259.00
3.6 -0.4 800 3.25 3.3 2,500 40500 500 3,849.25 6,218.35
3.3 -1.05 25 3.15 3.35 125 40600 750 5,357.80 6,253.15
2.9 -1.05 325 3.1 3.45 100 40700 500 5,821.45 6,494.05
3.25 -3.95 50 2.9 3.1 825 40800 750 5,484.65 6,529.60
3.35 0.9 175 3 3.1 225 40900 500 6,007.10 6,665.30
2.85 -0.75 4,550 2.65 2.7 3,875 41000 875 6,178.00 6,622.75
3 -5.75 600 2.95 3.25 450 41100 500 6,197.80 6,925.15
2.75 -1.5 175 2.9 3 100 41200 750 5,743.90 6,903.50
170 - 200 2.75 - - 41300 500 6,386.75 7,089.10
2.85 -0.6 50 2.95 3.1 625 41400 750 5,921.05 7,192.00
2.6 -0.7 5,100 2.6 2.65 2,925 41500 125 5,888.00 7,226.55
2.95 -0.5 750 2.8 2.95 1,250 41600 750 5,929.75 7,241.30
3.05 -0.35 1,350 2.9 2.95 1,100 41700 500 6,775.60 7,491.55
2.75 -0.45 6,925 2.6 2.65 6,375 41800 750 6,158.10 7,457.60
38425 17698.8 102511.1 2031.41 16497056 175579 456983
CALLS
CHNG IN VOLUM
OI IV LTP CHNG
OI E
- - 22 - 3,654.75 -351.6
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
5 - 4 75.89 3,187.50 -85.1
- - - - - -
1 1 1 - 2,743.05 -1,152.80
2 - - - 3,084.35 -
- - - - - -
3 3 11 52.06 2,631.85 -966.75
- - 4 - 2,332.05 -1,167.85
- - - - - -
46 36 160 42.6 2,319.95 -240.05
9 9 9 - 2,201.20 -1,854.35
4 - - - 2,492.70 -
- - - - - -
- - - - - -
112 37 475 37.59 1,829.50 -276.8
17 5 58 50.7 1,805.85 -273.15
- - - - - -
- - - - - -
57 56 228 32.68 1,438.10 -219.9
1,691 960 16,736 31.31 1,340.30 -313.85
20 19 202 33.55 1,263.15 -219
99 63 1,367 31.77 1,164.80 -362.95
108 101 2,952 30.77 1,072.05 -328.5
312 277 3,452 30.86 988.8 -307.5
1,859 917 75,351 31.09 909.65 -306
925 689 26,331 30.85 829.4 -330.55
1,095 953 44,485 29.39 740 -293.4
1,649 1,260 110,617 30.04 674.45 -290.9
1,897 1,531 174,389 29.33 598.25 -290.25
18,953 14,600 1,402,798 28.22 520.7 -279.3
6,030 5,418 844,086 27.65 453 -282.55
13,320 11,072 1,347,959 27.41 393.55 -275.65
14,763 10,887 1,501,541 27.28 340 -264.75
16,898 9,345 1,283,565 27.1 290.45 -254.45
55,725 21,243 2,397,934 26.78 244 -240.05
22,282 5,053 863,610 26.92 207.65 -226.95
20,868 -109 759,029 26.55 170 -214.55
18,910 2,656 688,521 25.99 135 -202.3
14,993 5,096 548,254 25.95 109.9 -183.35
83,601 37,169 1,765,206 26.07 89.95 -161.85
16,413 8,933 475,878 25.55 68.05 -149.6
26,173 4,861 597,964 25.92 56.25 -129.65
23,978 9,802 509,949 25.9 44 -112.95
20,858 6,601 424,789 26.42 36.9 -95.6
67,828 16,027 1,133,404 26.57 29.25 -81.25
20,082 5,916 330,685 27.06 24.4 -68.55
21,007 1,832 317,635 27.78 21.25 -56.1
22,728 5,210 324,446 28.15 17.45 -46.5
18,561 4,934 221,813 29.08 15.9 -36.95
96,524 22,975 895,624 29.86 14.15 -29.95
14,177 2,661 197,146 30.73 12.9 -23.8
19,283 141 211,164 31.37 11.3 -19.4
16,969 5,093 187,673 32.25 10.4 -15.95
13,856 340 130,499 32.63 8.75 -13.5
61,022 11,585 498,670 33.27 7.75 -11.8
10,115 -2,021 108,157 34.34 7.5 -9.7
8,784 490 109,509 35.13 6.9 -8.2
8,540 -2,563 111,317 36.02 6.5 -7.15
6,557 -206 65,082 37.12 6.4 -5.75
65,080 13,934 489,637 37.82 5.85 -5.2
4,606 140 45,279 38.41 5.25 -4.85
4,889 -2,026 44,511 39.19 4.9 -4.25
3,820 -1,937 35,761 40.57 5.15 -3.35
3,081 -1,604 39,184 41.53 5 -2.95
25,075 -2,706 222,570 41.83 4.3 -3.05
2,823 -1,839 29,113 43.22 4.55 -2.3
2,686 -786 25,694 43.8 4.15 -2.4
1,867 -653 14,132 45.06 4.3 -1.85
2,129 -216 13,021 45.93 4.15 -1.75
30,751 1,962 172,052 46.42 3.75 -1.95
878 -261 6,204 47 3.45 -1.9
1,625 -407 6,509 48.34 3.65 -1.5
4,290 944 9,013 49.21 3.55 -1.2
1,896 -155 3,880 50.39 3.65 -1.45
8,982 -831 51,480 51.25 3.55 -1.3
740 -152 1,815 52.08 3.45 -1.3
517 -271 2,719 53 3.4 -1.15
279 -158 1,788 53.63 3.2 -1.4
235 -131 1,766 54.32 3.05 -1.45
21,243 29 65,836 55.88 3.35 -1.15
202 -77 1,333 56.17 3 -1.4
299 -594 1,707 57.93 3.4 -1.05
845 -134 1,582 57.67 2.8 -1.15
1,321 -6 1,627 58.62 2.8 -1.15
3,788 -776 14,736 60.12 3.05 -1.05
249 66 744 61.18 3.1 -0.95
245 -20 766 62.56 3.3 -0.75
266 - 618 63.4 3.25 -0.8
180 40 794 64.34 3.25 -0.6
11,466 1,083 34,119 64.84 3.05 -0.65
106 -8 430 66 3.15 -0.75
221 -13 836 65.46 2.55 -1
101 -8 600 67.27 2.9 -0.8
59 -10 450 68.66 3.1 -0.6
1,720 191 9,767 69.1 2.9 -0.55
100 -12 1,002 70.38 3.05 -0.55
195 74 2,962 71.29 3.05 -0.55
242 34 1,236 71.68 2.85 -0.45
236 -39 1,104 71.76 2.55 -0.9
13,320 -966 32,123 72.35 2.45 -0.45
99 -14 1,798 72.12 2.1 -1.05
248 -58 1,074 74.7 2.65 -0.45
98 97 1,002 74.51 2.3 -167.7
309 3 1,562 76 2.5 -0.65
17,412 2,640 36,675 75.74 2.15 -0.75
1,640 -292 6,299 76.24 2.05 -0.95
1,376 -435 7,857 77.09 2.05 -1
19,539 1,225 73,703 78.47 2.2 -0.55
Tot 1,053,083 ###
Note
52275 73085.05 76789.45 41075 4090600 52625 257465.4 313734.5 48275 8832.25
PUTS
PUTS
VOLUM CHNG IN
LTP IV OI
E OI
3.75 51.81 84,271 8,010 8,010
3.7 50.41 10,180 892 892
3.55 48.86 20,042 1,634 1,634
3.95 48.17 11,832 1,158 1,158
4.3 47.35 196,705 16,419 16,419
4.55 46.35 27,013 1,660 1,660
5 45.56 99,373 -2,254 11,852
5.2 44.44 60,751 297 3,297
5.65 43.56 58,460 524 2,360
5.7 42.24 271,326 11,415 25,547
5.85 41.02 64,440 1,829 2,809
6.5 40.23 59,423 3,078 4,722
7.9 39.95 81,378 2,079 5,202
8.7 39.1 76,009 1,053 2,133
9.55 38.2 513,464 17,107 41,234
10.45 37.27 115,844 1,681 3,043
11.6 36.42 160,873 1,293 5,194
13.5 35.83 145,636 3,517 6,871
15.3 35.08 141,726 4,323 6,375
17.95 34.53 542,136 10,972 29,038
21.55 34.14 152,173 1,727 5,379
25.05 33.52 187,938 1,255 6,751
31 33.37 249,361 3,120 8,231
35.05 32.54 229,638 2,194 6,709
44 32.56 1,169,407 17,304 49,484
51.95 32.1 297,940 3,339 6,928
58 31.12 374,891 1,070 8,539
74.4 31.49 396,617 6,213 13,064
75.45 29.48 401,424 2,611 8,679
98 30.07 1,265,746 7,081 41,335
118 29.94 486,879 3,435 12,057
135 29.2 568,381 6,188 12,507
158.6 28.84 935,684 9,749 16,121
186.5 28.56 799,298 6,869 12,651
217 28.18 2,815,040 19,274 62,418
253 27.93 1,212,402 14,096 19,677
295 27.81 1,427,598 9,493 19,052
330.05 26.77 1,154,415 485 17,537
389 27.28 778,616 -3,718 12,346
444 27.09 1,084,927 -13,042 27,039
491 25.82 223,723 -8,261 7,980
554.2 25.48 83,498 -5,090 3,986
630 25.89 55,082 -2,173 4,366
694 24.69 14,120 239 2,605
780 25.4 113,497 694 14,560
862.2 25.33 6,728 -372 1,618
908.6 17.76 8,858 -1,200 2,278
1,033.25 24.8 7,664 -914 2,583
1,131.20 26.19 3,671 -307 1,836
1,226.55 26.97 10,990 -1,758 7,575
1,318.80 26.82 842 -330 1,528
1,415.00 27.35 602 -164 1,311
1,517.70 29.66 579 -250 2,175
1,614.60 30.27 148 -48 906
1,710.00 30.17 4,050 -708 7,515
1,814.00 33.04 461 -123 635
1,915.05 34.85 238 -122 905
2,005.15 32.23 120 -56 485
2,105.00 33.5 108 -9 304
2,201.50 32.69 455 -139 4,378
2,502.00 73.56 8 -5 476
2,403.15 36.36 90 -18 285
2,453.10 - 15 2 157
2,666.30 58.32 16 4 89
2,700.00 37.78 514 -147 1,752
2,659.45 - 63 -20 94
2,987.15 67.27 17 -2 68
2,985.50 - 7 -7 32
2,781.00 - - - 25
3,195.00 36.26 49 -17 694
3,000.00 - - - 36
3,000.00 - - - 37
2,645.35 - - - 85
2,574.55 - - - 10
3,729.95 65.36 141 43 684
2,010.60 - - - 4
2,952.95 - - - 32
3,050.00 - - - 5
2,650.00 - - - 5
4,200.00 55.73 6 -5 323
2,718.95 - - - 1
2,712.20 - - - 3
3,500.00 - - - 12
2,893.65 - - - 1
4,716.45 72.87 59 -45 691
- - - - -
- - - - -
- - - - -
- - - - -
4,878.00 - - - 9
- - - - -
- - - - -
- - - - -
- - - - -
5,550.00 - 2 - 12
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
- - - - -
### 621,105
1. OI: OI is an abbreviation for Open Interest. It is a data that signifies the interest of traders in a particu
of contracts that are traded but not exercised or squared off. The higher the number, the more is the int
Option. And hence there is high liquidity for you to able to trade your Option when desired.
Chng in OI: It tells you about the change in the Open Interest within the expiration period. The number
significant change in OI should be carefully monitored.
Volume: It is another indicator of traders interest in a particular strike price of an Option. It tells us abou
particular strike price are traded in the market. It is calculated on a daily basis. Volume can help you und
IV: IV is an abbreviation for Implied Volatility. It tells us about what the market thinks on the price move
for high swings in prices and low IV means no or fewer swings. IV doesn't tell you about the direction, w
Net Chng: It is the net change in the LTP. The positive changes, means rise in price, are indicated in gree
in red.
Bid Qty: It is the number of buy orders for a particular strike price. This tells you about the current dema
Bid Price: It is the price quoted in the last buy order. So a price higher than the LTP may suggest that th
Ask Qty: It is the number of open sell orders for a particular strike price. It tells you about the supply for
2. Now let's understand why a part of the date is highlighted in a shade while the rest is in white. To unde
In-The-Money (ITM): A call option is in ITM if its strike price is less than the current market price of the
greater than the current market price' of the underlying asset.
At-The-Money (ATM): When the strike price of a Call or Put option is equal to the current market price
Over-The-Money (OTM): A call option is OTM if the strike price is greater than the current market pric
price is less than the current market price of the underlying asset.
If PRICE and OI both are rising, it means that the new contract that is being added is dominated by bulls, that’s why
Short-covering in Option Chain Analysis
If PRICE is rising but open interest is falling, it means the market is WEAKLY BULLISH. Short covering
If PRICE is rising but open interest is falling, it means that the rise in price is due to SHORT COVERING and not
are being squared off and the number of open contracts in the market is reducing. But since PRICE is rising with
LONGS in the transaction. See, how would SHORTS square off? They will square off by BUYING. That is why
dominating. It is rising because SHORTS are dominating the squaring off process. Thus, it can not be called BULLIS
Rally Extrapolating from the general rule, price up with high volume is bullish. However, if open interest drops duri
results. The internal condition of the market during such a trading session would be that of short covering. A short-
can state that the decline in open interest is more bearish than the high volume is bullish. In fact, if the volume is s
volume reading would also be bearish-signaling at least a temporary reversal of the price uptrend
If the price is falling and open interest is rising, it means that SHORTS are dominating the LONGS. And since open
But, since the price is falling, it means the new contracts which are being added are dominated by SHORTS, not LO
If PRICE is falling and open interest is falling, it means that the fall in price is due to LONG COVERING or also ca
falling because positions are being squared off and the number of open contracts in the market is reducing. But sinc
OFF & dominating SHORTS in the transaction. how would LONGS square off? They will square off by SELLING.
SHORTS are dominating and creating new positions. It is falling because LONGS are dominating the squaring o
BEARISH. It can be a TRAP for new SHORTS.