Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7849.80  As on Apr 29, 2016 15:30:45 IST
View Options Contracts for: OR
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Futures contracts
CALLS   PUTS
Chart OI Chng in OI Volume IV LTP Net Chng Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Strike Price Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Net Chng LTP IV Volume Chng in OI OI Chart
150 150 4 38.64 2,440.00 803.95 150 2,418.40 2,470.00 75 5450.00 - - 2.95 150 - - - - - -
409,875 4,500 155 - 2,375.00 4.20 150 2,373.40 2,381.05 300 5500.00 75 0.60 0.65 375 -0.15 0.65 47.36 151 3,150 33,750
- - - - - - 1,200 2,116.00 2,452.00 75 5550.00 - - - - - - - - - -
- - - - - - 75 2,151.00 2,674.25 150 5600.00 300 0.30 3.05 600 - - - - - -
- - - - - - 1,200 2,016.00 2,352.00 75 5650.00 - - - - - - - - - -
- - - - - - 75 2,051.00 2,575.30 150 5700.00 300 0.30 3.05 750 - - - - - -
- - - - - - 1,200 1,916.00 2,252.00 75 5750.00 - - - - - - - - - -
- - - - - - 75 1,951.00 2,476.35 150 5800.00 300 0.40 3.05 900 - - - - - -
- - - - - - 1,200 1,816.00 2,152.00 75 5850.00 - - - - - - - - - -
- - - - - - 75 1,851.00 2,377.40 150 5900.00 300 0.40 2.50 450 - - - - - -
- - - - - - 1,200 1,716.00 2,052.00 75 5950.00 - - - - - - - - - -
278,175 2,475 133 - 1,882.95 5.90 150 1,878.30 1,883.85 75 6000.00 1,200 0.80 0.85 300 0.05 0.80 37.90 107 75 21,600
- - - - - - 1,200 1,624.00 2,011.00 150 6050.00 9,975 0.05 - - - - - - - -
600 450 6 60.25 1,821.95 -77.10 1,200 1,564.00 1,899.90 3,000 6100.00 300 0.45 1.20 300 -40.45 0.55 34.50 7 525 525
- - - - - - 1,200 1,524.00 1,911.00 150 6150.00 9,975 0.05 - - - - - - - -
900 600 21 - 1,689.75 -110.25 1,200 1,471.00 1,799.90 3,000 6200.00 300 0.75 1.00 300 - 1.00 34.60 30 450 750
- - - - - - 1,200 1,432.00 1,760.00 75 6250.00 9,975 0.05 - - - - - - - -
900 825 11 50.34 1,615.50 -88.50 1,200 1,381.00 1,699.90 3,000 6300.00 150 1.00 1.25 1,275 -1.25 1.25 33.36 21 825 1,425
- - - - - - 1,200 1,340.00 1,664.00 75 6350.00 9,975 0.05 - - - - - - - -
10,575 - 6 46.64 1,514.65 14.65 1,200 1,281.00 1,599.90 3,000 6400.00 300 0.95 1.25 225 0.10 1.00 30.50 26 -525 6,300
- - - - - - 1,200 1,240.00 1,564.00 75 6450.00 9,975 0.05 - - - - - - - -
394,500 75 141 - 1,376.95 -4.75 150 1,380.45 1,385.35 150 6500.00 2,100 1.35 1.45 150 -0.50 1.45 29.73 1,121 -13,050 305,625
- - - - - - 1,200 1,148.50 1,467.50 75 6550.00 9,975 0.60 - - - - - - - -
53,475 -150 12 - 1,231.45 -46.10 75 1,281.90 1,287.50 75 6600.00 1,050 1.65 1.95 150 -0.60 1.70 28.20 360 225 75,000
- - - - - - 1,200 1,056.50 1,371.50 75 6650.00 9,975 0.65 - - - - - - - -
75,750 -1,125 26 - 1,158.40 -41.60 75 1,180.65 1,192.70 75 6700.00 1,125 1.90 2.15 225 -0.75 1.90 26.49 1,177 -32,775 112,200
- - - - - - 1,200 956.50 1,271.50 75 6750.00 9,975 0.80 - - - - - - - -
379,500 -18,225 299 - 1,086.10 1.15 225 1,083.40 1,089.15 75 6800.00 2,100 2.40 2.90 375 -0.35 2.60 25.45 3,125 -150 301,800
- - - - - - 1,200 864.50 1,175.50 75 6850.00 9,975 0.80 - - - - - - - -
151,575 300 29 - 981.20 -6.10 150 985.60 992.85 150 6900.00 7,500 3.35 3.55 2,175 0.10 3.55 24.39 5,263 115,275 233,625
- - - - - - 75 871.00 1,081.50 75 6950.00 75 4.00 4.45 1,200 -260.05 4.90 24.50 40 3,000 3,000
1,600,050 55,050 1,265 - 886.55 1.15 75 889.35 893.35 75 7000.00 2,175 5.60 5.65 300 0.70 5.65 23.91 28,134 361,950 3,454,650
300 300 7 34.59 889.20 513.55 1,200 645.00 949.00 75 7050.00 300 3.95 7.95 300 -308.90 2.30 19.73 10 300 300
410,700 2,625 181 - 790.35 5.00 75 790.65 795.90 75 7100.00 525 7.15 7.40 525 0.90 7.15 22.50 16,860 175,500 669,675
375 375 5 - 743.25 414.90 1,200 551.00 853.50 75 7150.00 75 8.00 9.50 75 -353.80 8.05 21.77 25 900 900
515,775 -8,175 317 - 695.05 4.90 75 695.45 699.60 150 7200.00 675 10.00 10.40 900 1.40 10.30 21.60 48,407 1,323,975 2,230,575
- - - - - - 1,200 461.00 756.90 3,000 7250.00 75 10.10 12.40 75 0.60 10.60 20.44 75 2,700 4,425
502,950 7,875 538 - 599.00 3.10 150 600.65 603.85 75 7300.00 600 13.60 13.95 825 0.75 13.70 20.31 64,912 1,334,325 2,002,125
900 750 10 24.45 588.45 63.45 1,200 367.00 655.00 75 7350.00 75 15.35 18.95 375 1.20 16.90 19.97 125 4,500 5,700
1,026,750 -16,950 577 9.31 504.60 -1.80 150 506.30 509.90 225 7400.00 525 18.75 19.10 975 0.20 19.00 19.16 112,949 732,150 2,645,850
825 750 11 - 451.60 1.60 1,200 281.00 561.00 75 7450.00 300 21.05 24.30 300 7.95 23.00 18.71 377 5,250 6,525
1,344,450 -66,975 2,681 13.77 415.25 -1.75 75 417.05 419.85 75 7500.00 75 27.80 27.90 900 -1.50 27.80 18.26 123,744 418,500 3,045,000
975 900 12 17.99 390.00 -90.00 975 362.85 477.90 3,000 7550.00 300 32.50 35.40 150 -1.95 33.00 17.70 953 12,975 14,100
837,675 -67,725 6,110 14.17 329.10 -1.40 75 330.95 334.35 75 7600.00 75 40.65 41.00 1,275 -3.85 40.60 17.37 136,620 582,150 2,472,900
675 450 13 16.13 300.10 45.05 150 284.65 381.05 225 7650.00 75 46.00 51.00 75 -4.80 49.55 17.01 1,910 9,300 32,175
1,448,550 155,625 12,261 14.50 251.95 -2.15 75 252.05 254.00 75 7700.00 150 60.50 60.90 600 -4.80 60.90 16.74 191,187 441,900 4,244,775
15,525 2,025 180 14.14 213.75 -5.85 225 213.45 247.95 450 7750.00 225 73.00 74.25 75 -5.15 73.50 16.37 7,266 36,150 83,625
1,702,425 259,125 58,186 14.27 181.85 -4.85 300 181.65 183.75 75 7800.00 75 87.80 87.90 900 -6.45 87.90 15.94 244,531 620,100 3,657,375
97,275 32,100 4,993 13.58 146.35 -11.00 525 146.35 153.00 300 7850.00 225 105.55 108.05 75 -8.55 105.55 15.60 8,832 48,225 108,900
2,604,900 1,096,125 178,737 14.20 124.90 -4.65 375 123.90 124.95 75 7900.00 75 126.75 127.00 225 -7.60 126.80 15.36 124,578 -55,425 2,598,675
179,625 62,625 8,840 14.13 101.00 -4.20 225 98.10 102.00 22,725 7950.00 75 148.10 162.00 75 -3.75 155.90 15.70 1,652 -8,175 69,225
3,497,025 875,925 251,417 14.00 79.80 -4.50 1,575 79.80 79.95 225 8000.00 300 178.70 181.00 75 -7.75 178.65 14.93 35,156 45,300 1,357,200
71,775 15,600 3,745 14.03 63.00 -3.50 150 61.05 63.50 75 8050.00 150 189.20 279.90 225 2.40 215.80 15.56 58 300 5,025
3,568,050 1,079,850 181,717 13.92 48.00 -3.65 7,650 47.70 48.00 5,325 8100.00 150 243.80 247.50 75 -4.40 248.25 15.27 7,016 -29,775 455,100
58,350 18,375 3,640 13.81 35.85 -3.35 150 35.10 35.50 75 8150.00 225 269.30 295.00 225 -8.55 275.00 13.65 6 300 375
3,992,100 719,250 154,524 13.82 26.80 -2.80 300 26.80 27.20 2,850 8200.00 75 320.15 324.90 150 -4.85 325.95 15.46 2,385 -70,125 270,600
42,000 19,050 964 13.83 19.70 -2.75 600 17.40 20.00 75 8250.00 3,000 265.10 546.00 150 - - - - - -
3,060,450 408,750 98,353 13.94 14.60 -1.65 150 14.50 14.80 1,725 8300.00 75 406.75 410.95 75 -4.25 406.85 14.73 2,531 -34,950 367,050
22,575 15,525 536 13.66 9.55 -2.60 300 9.15 10.95 150 8350.00 3,000 340.10 624.50 150 -828.35 424.05 - 7 525 525
1,442,700 313,275 53,127 13.81 6.95 -1.30 750 6.95 7.30 450 8400.00 75 497.70 501.50 225 -2.55 498.70 15.09 364 3,000 295,875
33,975 16,800 509 14.41 5.95 0.90 600 4.60 6.40 300 8450.00 75 471.00 599.00 75 -788.75 553.70 17.91 5 375 375
1,842,750 460,050 36,784 14.16 3.70 -0.55 1,050 3.60 3.70 2,925 8500.00 300 593.15 597.15 75 -2.90 594.00 15.67 1,364 36,300 520,875
2,175 375 10 14.59 3.00 -2.05 225 1.65 4.80 150 8550.00 75 571.00 699.00 75 -730.20 649.40 19.05 5 375 375
738,525 157,950 17,493 15.01 2.45 -0.15 75 2.30 2.45 2,475 8600.00 150 690.25 695.55 75 37.40 731.75 28.47 8 225 58,875
- - - - - - 9,975 0.75 6.00 600 8650.00 75 671.00 799.00 75 - - - - - -
262,725 4,950 2,233 15.69 1.55 -0.15 450 1.50 1.55 3,825 8700.00 150 785.75 793.70 75 0.65 792.45 19.57 41 2,100 24,900
- - - - - - 9,975 0.15 - - 8750.00 1,200 687.65 1,036.00 75 - - - - - -
90,375 12,375 3,068 16.65 1.15 -0.10 525 1.05 1.15 1,800 8800.00 150 885.75 893.75 150 37.15 925.05 32.37 20 -150 35,100
- - - - - - 9,975 0.10 - - 8850.00 1,200 783.70 1,136.00 75 - - - - - -
76,425 15,675 1,294 17.53 0.85 -0.10 2,175 0.80 0.90 4,875 8900.00 150 984.90 992.15 150 -0.55 990.20 22.78 32 -675 44,325
- - - - - - 9,975 0.05 - - 8950.00 1,200 883.65 1,240.50 75 - - - - - -
594,000 17,250 4,370 18.71 0.75 -0.15 300 0.75 0.80 7,050 9000.00 75 1,084.65 1,089.45 75 0.85 1,087.40 22.84 350 10,950 659,250
- - - - - - 9,975 0.05 - - 9050.00 1,200 979.70 1,344.00 75 - - - - - -
49,125 15,600 1,275 19.46 0.55 -0.15 5,625 0.50 0.55 13,350 9100.00 225 1,182.35 1,188.50 75 -0.70 1,188.65 26.20 36 900 124,275
- - - - - - 10,950 0.05 - - 9150.00 1,200 1,075.75 1,444.00 75 - - - - - -
34,650 1,350 1,233 20.80 0.55 - 1,875 0.45 0.55 13,200 9200.00 225 1,281.65 1,288.80 75 1.05 1,288.10 28.03 79 1,725 185,400
- - - - - - 10,950 0.05 - - 9250.00 1,200 1,175.75 1,548.00 75 - - - - - -
375 375 20 22.11 0.55 -1.75 150 0.45 0.55 1,500 9300.00 225 1,380.10 1,630.75 75 142.30 1,402.15 37.44 18 150 600
- - - - - - 9,975 0.05 - - 9350.00 1,200 1,271.85 1,652.00 75 - - - - - -
2,025 2,025 61 22.08 0.30 -0.70 8,325 0.30 0.45 150 9400.00 225 1,479.25 1,574.95 75 30.30 1,485.30 30.09 112 -2,400 8,100
- - - - - - 9,975 0.05 - - 9450.00 1,200 1,367.90 1,752.00 75 - - - - - -
- - - - - - 7,500 0.15 3.00 3,000 9500.00 225 1,576.60 1,594.95 225 7.90 1,580.00 - 17 300 4,125
Total 33,528,825 32,861,400 Total

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Note : 10% interest rate is applied while computing implied volatility.



  •  Highlighted options are in-the-money.