Basic Option Chain of S&P CNX NIFTY (NIFTY) with Implied Volatility & Greeks

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Basic Option Chain of S&P CNX NIFTY (NIFTY)

NIFTY -Put Call Ratio

Spot Close : 25492.3 Expiry date : Basic Detailed Call Put

NIFTY Option for Expiry Date 25/11/2025

Calls						Puts
Strike Price	PCR OI	IV	Contracts	OI	Close	Close	OI	Contracts	IV	PCR Vol
22700.0	63.5	22.0	3	6300	2865.0	5.05	400050	1834	23.63	611.33
22750.0	19.33	32.6	4	450	2851.35	5.0	8700	60	23.22	15.0
22800.0	1.71	29.39	9	21150	2787.4	5.85	36225	197	23.33	21.89
22850.0	20.6	31.58	2	375	2751.5	5.0	7725	3	22.46	1.5
22900.0	86.5	31.12	2	300	2701.85	6.0	25950	169	22.63	84.5
22950.0	13.0	30.66	2	300	2652.2	5.9	3900	23	22.19	11.5
23000.0	2.32	25.65	279	610050	2579.95	6.05	1415775	6552	21.87	23.48
23050.0	32.33	29.41	4	225	2550.9	5.5	7275	80	21.2	20.0
23100.0	20.76	29.09	7	2475	2502.1	5.95	51375	634	21.05	90.57
23150.0	15.25	28.81	2	300	2453.65	6.0	4575	1	20.68	0.5
23200.0	51.82	3.4	1	825	2300.0	6.05	42750	897	20.32	897.0
23250.0	5.2	27.89	3	375	2354.45	6.5	1950	51	20.13	17.0
23300.0	4.86	26.95	3	6750	2301.7	6.65	32775	349	19.81	116.33
23350.0	5.4	26.98	3	375	2255.3	-	-	-	-	-
23400.0	143.0	26.48	4	300	2205.5	6.65	42900	490	19.02	122.5
23450.0	2.6	24.75	1	1125	2147.5	7.25	2925	8	18.87	8.0
23500.0	3.33	24.06	226	239400	2096.35	7.75	797925	8520	18.66	37.7
23550.0	12.17	25.13	4	450	2057.05	6.7	5475	140	17.86	35.0
23600.0	19.71	22.79	2	2100	1994.75	8.45	41400	427	18.1	213.5
23650.0	20.5	24.13	4	150	1957.45	9.0	3075	28	17.87	7.0
23700.0	79.9	23.44	4	2325	1906.25	9.3	185775	2223	17.56	555.75
23750.0	13.2	23.3	4	375	1859.2	9.0	4950	115	17.05	28.75
23800.0	185.88	23.13	1	3000	1812.15	9.7	557625	2395	16.85	2395.0
23850.0	60.11	22.96	3	675	1765.25	10.45	40575	452	16.64	150.67
23900.0	50.86	3.44	3	5175	1551.25	10.95	263175	4819	16.36	1606.33
23950.0	40.6	21.48	4	375	1661.8	10.65	15225	260	15.86	65.0
24000.0	3.99	18.47	563	526500	1592.9	12.0	2099475	21025	15.76	37.34
24050.0	18.07	21.48	3	1050	1571.7	13.0	18975	209	15.56	69.67
24100.0	77.92	19.89	1	1800	1512.05	14.2	140250	2620	15.38	2620.0
24150.0	65.14	21.11	1	525	1479.2	14.45	34200	555	14.99	555.0
24200.0	25.98	17.41	32	13350	1400.0	16.0	346800	6255	14.84	195.47
24250.0	88.22	20.07	3	675	1380.25	17.55	59550	617	14.66	205.67
24300.0	90.57	17.07	11	5175	1306.0	18.35	468675	6175	14.34	561.36
24350.0	128.86	19.0	3	525	1281.15	20.0	67650	510	14.14	170.0
24400.0	49.07	17.22	27	9150	1218.0	21.3	448950	6802	13.86	251.93
24450.0	80.44	18.02	1	675	1183.3	23.0	54300	1275	13.62	1275.0
24500.0	8.6	15.09	916	230850	1107.65	25.0	1985025	37710	13.4	41.17
24550.0	37.3	16.9	17	2775	1084.0	27.35	103500	3509	13.19	206.41
24600.0	12.97	15.58	125	49200	1025.2	29.95	637950	16884	12.98	135.07
24650.0	28.39	14.01	7	2850	963.7	32.85	80925	1560	12.78	222.86
24700.0	13.71	13.09	219	50250	909.85	35.9	688800	25400	12.56	115.98
24750.0	40.85	15.32	3	3525	895.2	39.65	144000	3534	12.37	1178.0
24800.0	13.28	13.9	647	76275	834.25	43.45	1012575	45125	12.16	69.74
24850.0	28.56	13.12	34	4125	781.95	48.7	117825	4451	12.02	130.91
24900.0	15.83	13.43	654	57000	745.4	52.65	902400	24614	11.74	37.64
24950.0	13.91	12.82	36	10350	696.0	60.2	143925	6363	11.69	176.75
25000.0	4.54	13.0	13193	1025475	659.45	66.6	4659225	127719	11.5	9.68
25050.0	12.87	12.42	103	9450	611.2	72.65	121650	5580	11.25	54.17
25100.0	9.49	12.42	1528	88950	573.5	82.1	843975	23382	11.16	15.3
25150.0	6.58	13.81	300	18975	563.4	92.25	124800	4409	11.05	14.7
25200.0	6.59	12.1	6774	334950	495.35	101.65	2207475	44557	10.84	6.58
25250.0	5.72	11.87	811	25050	456.45	114.75	143175	4598	10.78	5.67
25300.0	3.0	11.83	23796	383025	422.35	127.3	1148925	65397	10.61	2.75
25350.0	3.34	11.61	6969	70125	385.85	143.7	234525	11654	10.58	1.67
25400.0	1.97	11.55	46208	626775	354.05	159.6	1232850	61905	10.44	1.34
25450.0	1.76	11.37	10375	127275	320.9	178.15	224625	11793	10.36	1.14
25500.0	1.54	11.3	114914	2544600	291.9	198.0	3915750	112457	10.27	0.98
25550.0	0.94	11.18	10184	178050	262.9	219.5	166500	7625	10.18	0.75
25600.0	0.99	11.06	54103	1288275	235.7	241.4	1276050	41547	10.03	0.77
25650.0	1.18	11.08	11600	206775	213.2	266.4	244200	6673	9.94	0.58
25700.0	0.83	10.93	50030	1738725	188.35	292.65	1447275	28812	9.83	0.58
25750.0	1.33	10.91	6400	175875	168.15	323.1	234600	2973	9.82	0.46
25800.0	0.78	10.86	52927	2622225	148.75	353.55	2034900	28252	9.74	0.53
25850.0	0.5	10.81	6728	234450	131.0	386.7	118275	873	9.7	0.13
25900.0	0.74	10.81	48998	1707750	115.8	419.5	1264200	9445	9.56	0.19
25950.0	0.54	10.82	6963	225525	101.95	457.0	122475	932	9.58	0.13
26000.0	0.57	10.84	146423	7246500	89.75	494.5	4105800	26606	9.52	0.18
26050.0	0.42	10.81	6554	184275	77.85	529.75	78300	143	9.22	0.02
26100.0	0.23	10.78	56265	2637300	67.15	571.9	609300	2837	9.26	0.05
26150.0	0.25	10.84	4880	168900	59.0	604.15	42225	131	8.4	0.03
26200.0	0.47	10.94	55650	2541150	52.2	656.2	1195350	6754	9.1	0.12
26250.0	0.34	10.96	4726	177750	45.15	692.5	60825	84	8.17	0.02
26300.0	0.28	11.05	37982	1961700	39.7	739.35	545850	1573	8.22	0.04
26350.0	0.2	11.16	3704	164625	35.15	796.0	32400	62	9.54	0.02
26400.0	0.2	11.19	27055	1135500	30.35	833.6	226500	1049	8.11	0.04
26450.0	0.09	11.33	4582	117450	27.1	875.15	11025	7	1.64	0.0
26500.0	0.23	11.49	62260	3562050	24.35	920.6	806700	2207	0.31	0.04
26550.0	0.04	11.54	3868	102450	21.05	927.65	4050	13	1.99	0.0
26600.0	0.06	11.7	16336	811050	19.0	1024.65	51525	81	2.23	0.0
26650.0	0.02	11.89	3646	147000	17.3	1007.7	2400	15	2.2	0.0
26700.0	0.06	11.97	17282	807600	15.15	1108.55	49500	91	2.32	0.01
26750.0	0.01	12.05	2421	162300	13.25	1149.35	2100	7	1.36	0.0
26800.0	0.02	12.35	13833	1136475	12.7	1220.1	26175	42	2.63	0.0
26850.0	0.02	12.37	1755	74550	10.85	1234.65	1125	8	1.66	0.0
26900.0	0.03	12.65	15166	523275	10.4	1287.3	15375	1	2.08	0.0
26950.0	0.02	12.81	973	59925	9.45	1341.75	1050	5	2.47	0.01
27000.0	0.28	13.08	38709	3889350	9.05	1406.65	1101975	924	2.63	0.02
27050.0	0.0	13.2	657	84375	8.1	1435.65	225	3	2.99	0.0
27100.0	0.04	13.29	7316	358875	7.15	1512.2	14700	3	3.02	0.0
27150.0	0.01	13.53	747	101775	6.8	1542.55	600	7	2.87	0.01
27200.0	0.04	13.69	6703	378825	6.25	1747.3	14400	5	26.95	0.0
27250.0	0.01	13.98	218	67500	6.1	1645.2	825	2	2.54	0.01
27300.0	0.08	14.08	4563	246450	5.45	1692.35	18675	6	3.26	0.0
27350.0	0.29	14.46	24	4725	5.55	1776.95	1350	3	13.5	0.13
27400.0	0.01	14.57	3942	287325	5.0	1782.7	3450	1	1.16	0.0
27450.0	0.04	14.67	367	7950	4.5	1863.8	300	6	0.41	0.02
27500.0	0.43	15.04	15951	1741200	4.6	1895.7	750300	146	3.94	0.01
27550.0	0.09	15.12	90	8625	4.1	2080.0	750	9	29.24	0.1
27600.0	0.03	15.54	2861	352950	4.3	1999.8	12000	1	1.74	0.0
27650.0	0.01	15.48	107	25725	3.6	2067.35	375	8	1.37	0.07
27700.0	0.05	15.79	2774	312450	3.6	2071.85	15075	1	2.11	0.0
27750.0	0.0	16.04	186	57450	3.5	2167.35	150	2	3.96	0.01
27800.0	0.0	16.22	3580	149025	3.3	2217.0	675	2	4.64	0.0

Risk Free rate : 6.25 %, Dividend Yield : 0.0 %