Call Option Chain of BANK NIFTY (BANKNIFTY) with Implied Volatility & Greeks

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Call Option Chain of BANK NIFTY (BANKNIFTY)

Birds's Eye

Futures And Options Analysis of BANK NIFTY

BANKNIFTY -Put Call Ratio

Spot Close : 54259.9 Expiry date : Basic Detailed Call Put

BANKNIFTY Option for Expiry Date 29/09/2026

Strike Price	Close	Open	High	Low	Change	Change %	Open Interest	Change	Contracts	% Change	Turnover (in Lac)	Implied Volatility	Interpretation	Signal	PCR OI	PCR Vol	Delta
45000.0	9257.35	9395.1	9395.1	8855.4	-301.6	-3.16	2760	-11040	519	97.34	8432.05	500.0	Position UnWinding	Bearish	16.45	5.09	0.5
48000.0	6232.1	5960.0	6411.5	5900.9	-356.55	-5.41	1470	-1140	65	-49.22	1058.24	500.0	Position UnWinding	Bearish	31.86	56.78	0.5
49000.0	5254.45	4921.45	5254.45	4921.45	-439.75	-7.72	1260	30	4	-50.0	64.91	500.0	Short Build Up	Bearish	41.43	3460.0	0.5
50000.0	4284.25	4245.05	4396.6	3814.95	-277.25	-6.08	13.02 K	-20280	1029	68.14	16685.08	500.0	Position UnWinding	Bearish	18.17	42.05	0.5
51000.0	3283.1	3425.05	3425.05	2864.8	-291.9	-8.17	3540	-1440	214	365.22	3481.73	500.0	Position UnWinding	Bearish	133.56	565.3	0.5
52000.0	2253.5	2368.1	2392.6	1820.0	-327.05	-12.67	4980	-2850	389	164.63	6308.58	500.0	Position UnWinding	Bearish	114.35	677.71	0.5
52300.0	1940.0	2208.25	2208.25	1892.55	-4542.7	-70.07	30	30	3	0.0	48.88	500.0	Short Build Up	Bearish	8068.0	30249.0	0.5
52500.0	1756.35	1800.05	1890.3	1330.0	-323.65	-15.56	750	600	81	1057.14	1313.98	500.0	Short Build Up	Bearish	832.64	4702.2	0.5
52700.0	1290.0	1200.0	1306.35	1200.0	-4865.3	-79.04	30	30	10	0.0	161.81	500.0	Short Build Up	Bearish	5040.0	21609.5	0.5
52800.0	1507.2	1222.4	1507.2	1201.95	-4567.35	-75.19	210	210	9	0.0	146.03	500.0	Short Build Up	Bearish	285.29	25488.67	0.5
53000.0	1256.85	1420.05	1430.45	810.7	-305.45	-19.55	21.45 K	6300	8299	763.58	134545.61	500.0	Short Build Up	Bearish	26.98	114.61	0.5
53100.0	1105.65	809.7	1310.0	722.0	-4729.5	-81.05	1380	1380	221	0.0	3588.92	500.0	Short Build Up	Bearish	207.72	1821.9	0.5
53200.0	1027.95	774.0	1216.05	632.05	-4728.4	-82.14	4170	4170	1318	0.0	21392.6	500.0	Short Build Up	Bearish	38.96	378.61	0.5
53300.0	924.25	732.05	1123.2	540.95	-4753.75	-83.72	8790	8790	4548	0.0	73777.47	500.0	Short Build Up	Bearish	38.65	152.37	0.5
53400.0	822.15	669.45	1017.65	450.0	-4778.0	-85.32	24.12 K	24120	13707	0.0	222338.59	500.0	Short Build Up	Bearish	12.04	59.27	0.5
53500.0	730.45	859.8	945.5	375.55	-348.8	-32.32	30.3 K	10320	67563	4386.25	1095848.52	500.0	Short Build Up	Bearish	25.41	28.73	0.5
53600.0	628.15	740.0	870.3	303.0	-1531.85	-70.92	32.34 K	32310	52055	0.0	844655.2	500.0	Short Build Up	Bearish	15.12	22.88	0.5
53700.0	540.0	654.0	742.05	237.4	-343.1	-38.85	122.31 K	120300	150565	51287.37	2442934.21	500.0	Short Build Up	Bearish	4.5	11.05	0.5
53800.0	439.35	750.1	750.1	182.0	-356.5	-44.79	194.31 K	192690	449811	196324.02	7300914.03	500.0	Short Build Up	Bearish	4.93	5.01	0.5
53900.0	344.35	671.15	671.15	136.95	-354.85	-50.75	440.01 K	435930	681471	72706.73	1.107017E7	500.0	Short Build Up	Bearish	2.68	3.49	0.5
54000.0	253.95	501.1	511.3	101.55	-365.15	-58.98	479.7 K	406350	1558206	6077.96	2.53464488E7	500.0	Short Build Up	Bearish	3.55	2.68	0.5
54100.0	144.1	480.0	480.0	72.0	-391.2	-73.08	359.37 K	344430	1217657	25643.28	1.982814639E7	500.0	Short Build Up	Bearish	3.9	2.27	0.5
54200.0	55.9	326.6	356.2	12.0	-402.85	-87.81	824.16 K	785970	2522120	17700.27	4.110507027E7	500.0	Short Build Up	Bearish	3.02	1.43	0.5
54300.0	25.35	281.65	288.05	0.05	-362.05	-93.46	2593.47 K	2531340	3814291	11796.98	6.223521158E7	500.0	Short Build Up	Bearish	0.59	0.67	0.5
54400.0	25.1	200.05	228.65	0.05	-296.25	-92.19	1088.01 K	967740	3803145	4859.63	6.214156596E7	500.0	Short Build Up	Bearish	0.7	0.28	0.5
54500.0	16.7	145.95	175.55	0.05	-245.65	-93.63	1015.86 K	445050	4395684	1261.15	7.193082274E7	500.0	Short Build Up	Bearish	0.44	0.13	0.5
54600.0	8.4	131.1	132.4	0.05	-201.75	-96.0	567.03 K	157380	2293936	525.97	3.759582577E7	500.0	Short Build Up	Bearish	0.4	0.08	0.5
54700.0	5.0	83.7	97.4	0.05	-159.9	-96.97	513.6 K	237810	1713661	406.11	2.813228945E7	500.0	Short Build Up	Bearish	0.25	0.05	0.5
54800.0	3.2	56.55	70.45	0.05	-124.9	-97.5	357.18 K	-36840	1270921	294.41	2.090020645E7	500.0	Position UnWinding	Bearish	0.22	0.04	0.5
54900.0	2.05	46.75	50.3	0.05	-95.75	-97.9	350.43 K	-130200	865374	215.13	1.425578412E7	500.0	Position UnWinding	Bearish	0.35	0.05	0.5
55000.0	1.8	40.0	40.0	0.05	-72.8	-97.59	951.48 K	-237360	1684208	165.02	2.779416241E7	500.0	Position UnWinding	Bearish	0.18	0.04	0.5
55100.0	1.35	29.75	29.75	0.05	-55.05	-97.61	382.14 K	78810	576417	148.39	9529366.94	500.0	Short Build Up	Bearish	0.13	0.01	0.5
55200.0	1.2	22.6	22.6	0.05	-41.65	-97.2	345.48 K	6300	440372	88.42	7293327.69	500.0	Short Build Up	Bearish	0.16	0.02	0.5
55300.0	0.95	17.35	17.4	0.05	-32.6	-97.17	368.55 K	-4650	386560	51.51	6413615.16	500.0	Position UnWinding	Bearish	0.12	0.01	0.5
55400.0	0.85	17.0	17.05	0.05	-25.8	-96.81	247.83 K	-88980	313787	71.83	5215545.11	500.0	Position UnWinding	Bearish	0.26	0.01	0.5
55500.0	0.75	14.5	14.55	0.05	-20.9	-96.54	611.43 K	-117360	788007	81.9	1.31211833E7	500.0	Position UnWinding	Bearish	0.36	0.02	0.5
55600.0	0.6	12.35	12.4	0.05	-17.95	-96.77	384.84 K	3390	317155	70.03	5290434.9	500.0	Short Build Up	Bearish	0.31	0.01	0.5
55700.0	0.65	9.75	10.6	0.05	-15.7	-96.02	509.94 K	21690	255839	34.81	4275297.74	500.0	Short Build Up	Bearish	0.19	0.01	0.5
55800.0	0.5	8.65	9.55	0.05	-13.6	-96.45	289.92 K	-72000	192556	21.62	3223562.49	500.0	Position UnWinding	Bearish	0.38	0.01	0.5
55900.0	0.35	10.0	10.0	0.05	-12.55	-97.29	233.25 K	4860	135727	35.53	2276236.71	500.0	Short Build Up	Bearish	0.44	0.01	0.5
56000.0	0.25	7.0	7.8	0.05	-11.8	-97.93	889.83 K	-291060	475993	25.23	7997033.98	500.0	Position UnWinding	Bearish	0.36	0.02	0.5
56100.0	0.2	5.0	7.5	0.05	-10.45	-98.12	113.28 K	-98610	77542	-10.75	1305082.44	500.0	Position UnWinding	Bearish	0.44	0.02	0.5
56200.0	0.2	2.25	7.1	0.05	-9.85	-98.01	219.24 K	-44070	75614	-13.17	1274898.85	500.0	Position UnWinding	Bearish	0.37	0.03	0.5
56300.0	0.15	5.0	6.6	0.05	-9.35	-98.42	206.7 K	-26760	56835	-16.9	959979.83	500.0	Position UnWinding	Bearish	0.46	0.03	0.5
56400.0	0.3	4.05	6.5	0.05	-8.7	-96.67	108.99 K	-194310	54142	-33.04	916119.47	500.0	Position UnWinding	Bearish	0.88	0.04	0.5
56500.0	0.2	5.0	6.3	0.05	-8.45	-97.69	729.15 K	-407430	310009	30.68	5254849.44	500.0	Position UnWinding	Bearish	0.43	0.02	0.5
56600.0	0.3	4.9	5.45	0.05	-7.75	-96.27	115.53 K	-149760	47140	-36.36	800465.05	500.0	Position UnWinding	Bearish	0.94	0.03	0.5
56700.0	0.2	7.5	7.5	0.05	-7.6	-97.44	107.97 K	-183390	38867	-45.07	661152.95	500.0	Position UnWinding	Bearish	0.94	0.03	0.5
56800.0	0.25	6.65	6.65	0.05	-7.0	-96.55	112.68 K	-190710	28795	-56.81	490686.07	500.0	Position UnWinding	Bearish	0.64	0.03	0.5
56900.0	0.2	5.4	5.4	0.05	-6.65	-97.08	84.54 K	-78840	17535	-64.58	299332.12	500.0	Position UnWinding	Bearish	0.61	0.05	0.5
57000.0	0.2	3.45	4.25	0.05	-6.3	-96.92	836.28 K	-368700	226384	-2.15	3871289.71	500.0	Position UnWinding	Bearish	0.26	0.03	0.5
57100.0	0.2	4.05	4.05	0.05	-5.95	-96.75	67.32 K	-60030	12987	-66.22	222474.9	500.0	Position UnWinding	Bearish	0.58	0.02	0.5
57200.0	0.2	5.0	5.0	0.05	-5.6	-96.55	92.28 K	-59760	14391	-64.21	246957.48	500.0	Position UnWinding	Bearish	0.56	0.02	0.5
57300.0	0.25	5.0	5.0	0.05	-5.2	-95.41	112.5 K	-25560	16632	-34.66	285913.06	500.0	Position UnWinding	Bearish	0.44	0.04	0.5
57400.0	0.35	2.15	3.55	0.05	-4.75	-93.14	98.22 K	-67470	16591	-49.56	285705.97	500.0	Position UnWinding	Bearish	0.88	0.03	0.5
57500.0	0.3	3.55	3.9	0.05	-5.0	-94.34	1237.26 K	-236880	213881	1.0	3689559.86	500.0	Position UnWinding	Bearish	0.48	0.06	0.5
57600.0	0.15	4.0	4.0	0.05	-4.65	-96.87	94.35 K	-108120	22884	-25.15	395448.93	500.0	Position UnWinding	Bearish	0.48	0.02	0.5
57700.0	0.2	4.0	4.0	0.05	-4.25	-95.51	172.11 K	-69540	23825	49.58	412423.72	500.0	Position UnWinding	Bearish	0.64	0.03	0.5
57800.0	0.25	2.95	3.35	0.05	-3.75	-93.75	92.22 K	-132270	25717	-6.27	445947.53	500.0	Position UnWinding	Bearish	0.98	0.02	0.5
57900.0	0.3	3.4	3.85	0.05	-3.5	-92.11	65.85 K	-64410	13390	-39.73	232591.77	500.0	Position UnWinding	Bearish	1.98	0.03	0.5
58000.0	0.15	2.2	3.45	0.05	-3.5	-95.89	571.2 K	-715200	142251	-7.57	2475232.98	500.0	Position UnWinding	Bearish	0.41	0.07	0.5
58100.0	0.3	3.85	4.45	0.05	-2.9	-90.62	36.54 K	-43920	7459	-58.23	130014.14	500.0	Position UnWinding	Bearish	0.92	0.04	0.5
58200.0	0.15	1.3	3.05	0.05	-3.6	-96.0	62.31 K	-20760	6304	-44.39	110070.39	500.0	Position UnWinding	Bearish	0.67	0.05	0.5
58300.0	0.2	1.95	3.2	0.05	-2.95	-93.65	36.33 K	-53490	8351	-22.48	146063.76	500.0	Position UnWinding	Bearish	1.17	0.04	0.5
58400.0	0.15	3.0	10.3	0.05	-2.8	-94.92	40.02 K	-20070	5302	27.61	92893.3	500.0	Position UnWinding	Bearish	0.65	0.03	0.5
58500.0	0.25	1.9	2.85	0.05	-2.6	-91.23	271.29 K	-199650	51696	-20.63	907287.8	500.0	Position UnWinding	Bearish	0.31	0.06	0.5
58600.0	0.15	0.85	2.6	0.05	-2.75	-94.83	53.22 K	-27780	14319	-34.05	251733.02	500.0	Position UnWinding	Bearish	0.24	0.01	0.5
58700.0	0.15	4.2	4.2	0.05	-2.6	-94.55	21.96 K	-21570	2406	-77.76	42370.6	500.0	Position UnWinding	Bearish	0.48	0.02	0.5
58800.0	0.2	2.25	2.5	0.05	-2.0	-90.91	32.22 K	-17460	4396	-29.59	77547.04	500.0	Position UnWinding	Bearish	0.43	0.01	0.5
58900.0	0.4	2.6	4.9	0.05	-2.2	-84.62	15.21 K	-3150	957	-57.41	16910.6	500.0	Position UnWinding	Bearish	1.09	0.03	0.5
59000.0	0.15	1.9	2.6	0.05	-2.2	-93.62	361.11 K	-239130	50765	-26.46	898561.9	500.0	Position UnWinding	Bearish	0.37	0.04	0.5
59100.0	0.1	1.75	4.65	0.05	-2.2	-95.65	9810	-6630	780	-61.95	13829.65	500.0	Position UnWinding	Bearish	0.64	0.0	0.5
59200.0	0.1	4.6	5.35	0.05	-2.0	-95.24	29.55 K	-10980	4128	78.01	73314.72	500.0	Position UnWinding	Bearish	0.05	0.0	0.5
59300.0	0.4	1.05	4.35	0.1	-2.35	-85.45	21.0 K	-7860	797	-40.61	14178.94	500.0	Position UnWinding	Bearish	0.06	0.01	0.5
59400.0	0.15	0.95	4.6	0.05	-1.9	-92.68	36.51 K	19170	4407	-16.85	78534.58	500.0	Short Build Up	Bearish	0.1	0.0	0.5
59500.0	0.15	1.4	3.85	0.05	-1.6	-91.43	220.98 K	-72660	16593	-2.71	296191.11	500.0	Position UnWinding	Bearish	0.13	0.04	0.5
59600.0	0.1	1.0	6.4	0.05	-1.9	-95.0	6990	-5670	1011	-1.27	18077.0	500.0	Position UnWinding	Bearish	0.06	0.0	0.5
59700.0	0.15	0.7	2.85	0.1	-1.6	-91.43	5700	-3270	297	-60.87	5319.38	500.0	Position UnWinding	Bearish	0.08	0.04	0.5
59800.0	0.15	0.75	4.7	0.05	-1.7	-91.89	34.17 K	13950	3263	234.67	58539.91	500.0	Short Build Up	Bearish	0.01	0.0	0.5
59900.0	0.1	1.6	4.0	0.1	-1.9	-95.0	9090	-6900	886	-41.52	15921.64	500.0	Position UnWinding	Bearish	0.06	0.0	0.5
60000.0	0.45	1.2	3.0	0.05	-1.2	-72.73	409.38 K	-170940	29317	-37.42	527713.91	500.0	Position UnWinding	Bearish	0.44	0.16	0.5
60100.0	0.15	1.85	2.5	0.05	-1.9	-92.68	44.91 K	-25470	1496	0.47	26973.07	500.0	Position UnWinding	Bearish	0.01	0.0	0.5
60200.0	0.05	0.7	4.65	0.05	-1.9	-97.44	9900	-690	788	-7.18	14231.54	500.0	Position UnWinding	Bearish	0.02	0.0	0.5
60300.0	0.05	1.4	4.1	0.05	-1.45	-96.67	5670	-1230	128	-72.35	2315.55	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
60400.0	1.0	0.35	1.5	0.05	-1.3	-56.52	3780	-3480	263	-44.51	4765.59	500.0	Position UnWinding	Bearish	0.01	0.0	0.5
60500.0	0.1	1.6	2.35	0.05	-1.85	-94.87	196.98 K	-36750	4663	-24.47	84634.87	500.0	Position UnWinding	Bearish	0.04	0.0	0.5
60600.0	0.4	0.6	3.85	0.25	-1.0	-71.43	2700	-150	33	-69.72	599.95	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
60700.0	0.15	0.75	4.65	0.05	-1.2	-88.89	15.96 K	-600	1532	994.29	27898.37	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
60900.0	0.25	1.7	1.8	0.25	-2.25	-90.0	660	300	69	0.0	1260.65	500.0	Short Build Up	Bearish	0.0	0.0	0.5
61000.0	0.15	2.35	2.35	0.05	-1.6	-91.43	356.04 K	-48750	9814	-38.95	179599.54	500.0	Position UnWinding	Bearish	0.12	0.03	0.5
61100.0	0.05	0.5	0.5	0.05	-1.65	-97.06	1440	-180	28	-86.92	513.24	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
61300.0	0.05	1.75	2.0	0.05	-1.4	-96.55	240	0	6	-53.85	110.34	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
61500.0	0.2	0.8	10.0	0.1	-1.05	-84.0	163.05 K	-7230	5249	8.54	96845.86	500.0	Position UnWinding	Bearish	0.03	0.03	0.5
61600.0	0.35	1.05	3.9	0.35	-0.7	-66.67	7170	-1200	136	0.0	2513.33	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
61700.0	1.45	0.95	3.5	0.05	0.5	52.63	210	-90	80	1233.33	1480.82	500.0	Short Covering	Bullish	0.0	0.0	0.5
61800.0	1.25	1.1	2.35	0.1	-0.95	-43.18	600	-180	51	920.0	945.55	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
61900.0	1.5	2.8	2.8	0.1	0.25	20.0	270	60	19	-71.21	352.84	500.0	Position Build Up	Bullish	0.0	0.0	0.5
62000.0	0.05	0.4	1.0	0.05	-0.65	-92.86	205.89 K	-21720	13336	-21.34	248050.98	500.0	Position UnWinding	Bearish	0.25	0.07	0.5
62100.0	0.35	0.25	0.35	0.25	-0.4	-53.33	90	-30	6	-62.5	111.78	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
62200.0	1.75	1.3	3.0	0.05	0.0	0.0	120	90	18	100.0	335.89	500.0	Short Build Up	Bearish	0.0	0.0	0.5
62500.0	0.2	0.45	2.65	0.05	-0.75	-78.95	16.23 K	-7410	653	115.51	12243.86	500.0	Position UnWinding	Bearish	0.14	0.04	0.5
62600.0	0.05	0.05	0.05	0.05	-3.95	-98.75	60	30	1	0.0	18.78	500.0	Short Build Up	Bearish	0.0	0.0	0.5
62700.0	1.05	1.4	1.4	0.1	-0.35	-25.0	8850	-840	102	5000.0	1918.65	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
63000.0	0.05	0.6	0.75	0.05	-0.7	-93.33	152.01 K	-20580	9684	66.16	183028.36	500.0	Position UnWinding	Bearish	0.28	0.16	0.5
63100.0	0.3	1.1	1.1	0.3	-0.6	-66.67	330	-600	43	0.0	814.0	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
63200.0	1.05	3.3	3.4	0.45	0.25	31.25	2190	390	168	320.0	3185.34	500.0	Position Build Up	Bullish	0.0	0.0	0.5
63300.0	1.9	1.9	1.9	1.9	-0.2	-9.52	570	30	1	0.0	18.99	500.0	Short Build Up	Bearish	0.0	0.0	0.5
63400.0	1.85	0.1	1.85	0.1	-1.15	-38.33	120	90	4	0.0	76.08	500.0	Short Build Up	Bearish	0.0	0.0	0.5
63500.0	0.05	0.45	1.0	0.05	-0.6	-92.31	24.51 K	-6120	741	-9.63	14116.14	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
63800.0	0.2	1.05	2.0	0.2	-0.8	-80.0	2160	1260	120	11900.0	2296.81	500.0	Short Build Up	Bearish	0.0	0.0	0.5
63900.0	0.4	1.5	2.85	0.35	-1.4	-77.78	2700	-210	91	-20.18	1744.49	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
64000.0	0.25	0.35	2.3	0.05	-0.3	-54.55	22.41 K	-9870	1041	173.95	19987.36	500.0	Position UnWinding	Bearish	0.03	0.06	0.5
64200.0	0.05	0.8	1.95	0.05	-0.65	-92.86	5370	-1650	130	-49.02	2503.81	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
64500.0	0.05	0.4	0.5	0.05	-0.35	-87.5	58.68 K	-540	2180	1.82	42183.13	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
65000.0	0.4	0.55	2.2	0.1	-0.25	-38.46	93.99 K	2040	4052	33.73	79014.6	500.0	Short Build Up	Bearish	0.48	0.33	0.5
65500.0	0.05	0.15	1.2	0.05	-0.25	-83.33	39.96 K	-7620	1859	-7.42	36529.51	500.0	Position UnWinding	Bearish	0.0	0.0	0.5
66000.0	0.05	0.15	0.5	0.05	-0.3	-85.71	60.21 K	-5070	2851	-71.72	56449.96	500.0	Position UnWinding	Bearish	0.04	0.05	0.5
67500.0	0.45	0.7	2.7	0.1	-0.25	-35.71	20.07 K	-8130	653	-58.03	13223.39	500.0	Position UnWinding	Bearish	0.06	0.01	0.5
69000.0	0.05	1.3	2.0	0.05	-1.2	-96.0	15.36 K	-930	534	-27.35	11053.91	500.0	Position UnWinding	Bearish	0.06	0.01	0.5

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