Skip to content
MarketDeckF&O

Derivatives book

Option Chain

Inspect the option book, compare strikes and analyze market structure.

Snapshot · 09 Sep 11:48 IST · Not live
Underlying
15 Sep 2026
Apply
View

10 each side · 21 displayed strikes. Live single-stock chains are not supported; historical stock routes remain available separately.

Underlying
NIFTY
23523.10
Data mode
Snapshot
As of 09 Sep 2026 · 11:48 IST
ATM strike
23500
Nearest listed strike
PCR (OI)
0.82
Whole expiry
Max Pain
23600
Whole expiry
ATM IV
Unavailable
Derived by inversion
IV rank / percentile
Unavailable
Historical context

Snapshot — not live. Stored as of 09 Sep 2026 · 11:48 IST. It is read-only analytical context; this stored expiry has passed.

Calls · Strike · Puts

Displayed rows share the same strike window as the open-interest views.

21 of 87 strikes

CallsStrikePuts
OIVolumeBidAskLTPIVDeltaThetaBidAskLTPIVDeltaThetaVolumeOI
207350510900593.55595.55596.452300010.9011.0011.00276069308525465
364011375542.70546.55548.952305012.8512.9512.9089294401242670
72670202930499.15500.55503.002310015.5515.6515.65185640005277155
1937083395452.50453.90456.002315019.0019.1019.10116937601762540
200980884000407.55408.30408.002320023.4023.5023.50258971706081205
72995477230361.50362.55364.802325029.2529.3029.40158868452323815
4624753549845319.20320.05320.602330036.7536.9036.80349194956408545
3229202255435279.75280.50281.352335045.7045.7545.75258917104089995
143949014301235241.00241.50241.002340057.8057.8557.85564398907532265
124293020025005204.35204.85204.302345071.9572.1572.15610861555724550
845767098639320171.25171.60171.302350088.5588.6589.0015825556516590080
475839056974450142.35142.65142.0023550108.05108.35108.35680376455543785
869316571226415114.65114.85114.8523600131.10131.35132.15566482805799885
40996803729940591.5091.7091.4523650158.45158.90158.95186193151809470
79866154728750072.4072.5572.2023700187.90188.40187.95187275403697980
36130902234687055.6555.8055.4023750221.80222.30222.5039795601278225
100131203935633042.2042.3542.2523800259.05259.80259.0060710002412865
41487551772933532.3032.4032.0023850297.00297.75298.55954785423150
77895352925422524.4024.4524.3023900338.85339.70340.0020414552144870
22059051376193018.3018.3518.3523950384.60385.60382.80432835201045
117740353814492513.9514.0013.9524000430.00431.40428.5517424552417090

Max Pain and PCR (OI) are computed over every strike in the expiry, not only the displayed window. A dash means IV could not be derived; Greeks remain unavailable when IV is unavailable rather than using a guessed volatility.

Additional context

Expected range unavailable: neither at-the-money leg produced a usable implied volatility (the contract has expired; an expired option has no implied volatility). Open-interest concentration: put 23500.0, call 24000.0.

Model
Black-Scholes-Merton · European exercise
Risk-free rate
0.0650 fixed documented assumption
Dividend / carry
assumed_carry via put-call parity
Day count
ACT/365 to 15:30 IST on expiry
IV / Greeks
IV derived by model inversion · vega per volatility point · theta per calendar day