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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
29 Sep 2026
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10 each side · 21 displayed strikes. Live single-stock chains are not supported; historical stock routes remain available separately.

Underlying
BANKNIFTY
56573.10
Data mode
Snapshot
As of 09 Sep 2026 · 11:48 IST
ATM strike
56600
Nearest listed strike
PCR (OI)
0.88
Whole expiry
Max Pain
57500
Whole expiry
ATM IV
0.2250
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.

Calls · Strike · Puts

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

21 of 144 strikes

CallsStrikePuts
OIVolumeBidAskLTPIVDeltaThetaBidAskLTPIVDeltaThetaVolumeOI
7808401548.501560.751565.5023.83%0.796-93.0655600207.45208.35208.1523.95%-0.211-28.8710050041010
282018301468.201479.701475.3523.68%0.780-93.5955700226.00226.85224.0523.76%-0.227-29.3011007041790
174021601387.951401.251405.1523.51%0.763-93.9855800246.85248.10246.5023.61%-0.244-29.72134100103860
168039901312.901323.851311.7523.41%0.744-94.3955900269.90270.90270.7023.47%-0.262-30.0211328045900
1077301436101239.951245.601247.9023.26%0.725-94.5456000294.20295.25295.0523.32%-0.281-30.15935130788580
519088201166.601175.101178.3023.18%0.705-94.6956100320.25321.30321.4023.17%-0.300-30.1113482055650
7890253501093.801102.251094.6022.99%0.685-94.4256200347.80348.60348.5522.99%-0.321-29.8523025081870
15660886201026.901030.651029.7522.86%0.663-94.0956300378.70380.05379.8022.88%-0.342-29.55321510109500
47670338790959.70962.85962.4022.72%0.641-93.5356400411.15412.50411.9522.74%-0.365-28.98512370117180
2201401083930895.40898.00895.8022.61%0.618-92.8356500446.30447.50447.4522.62%-0.387-28.241831710645180
69930469620834.05836.60838.1522.53%0.595-91.9856600483.00484.25484.1522.47%-0.411-27.23676140129360
101010283380772.95775.70773.5022.38%0.571-90.7556700523.35525.25524.5022.39%-0.435-26.12446790138660
175290443220716.25718.95718.1022.29%0.546-89.4456800564.35566.40566.2022.23%-0.459-24.62525480161760
171780410370662.20664.00660.8022.20%0.521-87.8856900608.75610.50611.9022.10%-0.484-22.95423870132180
9390001400160609.95611.90612.0022.10%0.496-86.0957000655.70657.20655.8521.97%-0.510-21.05980220918810
169980372420559.65561.70560.0021.99%0.471-84.0257100705.65707.70706.7021.87%-0.535-19.0013563093240
234540288690512.55514.10512.0521.88%0.445-81.7657200757.55760.00759.9521.75%-0.561-16.67168150150180
203700339240467.90469.45468.0021.79%0.420-79.3057300813.40816.55811.5021.69%-0.586-14.27129600126660
240240243840426.45427.90427.6521.71%0.395-76.7257400868.70873.65869.6521.53%-0.612-11.4385380169680
2228100878760386.30387.55386.7021.59%0.370-73.8357500931.70934.70933.6521.50%-0.636-8.754004701823370
295890250380351.40352.95352.0521.58%0.346-71.1157600992.60997.95992.3021.37%-0.661-5.632097095430

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 is a model-derived one-standard-deviation distribution to expiry: 54985–58207. Open-interest concentration: put 56000.0, call 57500.0.

Model
Black-Scholes-Merton · European exercise
Risk-free rate
0.0650 fixed documented assumption
Dividend / carry
put_call_parity 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