Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7489.10  As on Feb 05, 2016 15:30:45 IST
View Options Contracts for: OR
Filter by: Expiry Date
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
8,175 - - - 1,625.00 24.45 2,100 1,706.70 1,720.35 75 5800.00 825 0.65 1.00 5,025 -0.25 0.95 42.82 31 75 1,200
- - - - - - 1,500 1,373.90 - - 5850.00 9,975 0.05 - - - - - - - -
4,575 75 1 - 1,571.40 -75.65 5,400 1,598.65 1,621.40 75 5900.00 450 0.65 1.20 975 0.15 0.65 38.70 6 - 2,850
- - - - - - 1,500 1,281.35 - - 5950.00 9,975 0.05 - - - - - - - -
255,150 8,475 362 - 1,513.00 108.45 375 1,511.95 1,518.50 150 6000.00 1,725 0.65 0.80 4,950 -0.35 0.65 36.27 491 -825 135,600
- - - - - - 1,500 1,181.35 - - 6050.00 10,050 0.05 - - - - - - - -
1,125 - 1 - 1,387.00 101.00 6,750 1,399.15 1,422.95 75 6100.00 7,500 0.80 1.00 75 -0.30 0.70 34.13 1 - 2,325
- - - - - - 1,500 1,089.05 - - 6150.00 75 0.30 - - - - - - - -
75 - - - 1,346.10 - 6,750 1,298.75 1,327.20 2,700 6200.00 75 0.80 1.20 75 -0.05 1.20 33.70 151 -5,625 10,725
- - - - - - 1,500 996.70 - - 6250.00 75 0.50 - - - - - - - -
6,975 -7,650 160 - 1,173.25 79.40 750 1,216.05 1,228.15 7,350 6300.00 2,775 1.45 1.50 4,725 -0.20 1.45 31.93 607 3,150 151,875
- - - - - - 1,500 896.70 - - 6350.00 75 0.50 - - - - - - - -
300 - - - 1,170.50 - 6,750 1,100.10 1,130.75 75 6400.00 9,000 1.75 1.80 525 -0.15 1.80 30.24 2,843 -34,200 234,750
- - - - - - 1,500 804.25 - - 6450.00 75 0.60 - - - - - - - -
582,075 -11,250 663 22.06 1,024.85 118.25 150 1,018.20 1,026.05 2,475 6500.00 21,600 2.10 2.15 5,400 -0.35 2.15 28.35 6,267 41,625 692,700
75 - - - 770.00 - 1,500 711.75 999.90 3,000 6550.00 600 1.00 2.50 75 - 3.00 - - - 675
17,100 375 90 - 909.50 97.25 75 910.30 931.90 6,825 6600.00 750 2.40 2.75 150 -0.95 2.50 26.32 3,570 -16,575 701,325
- - - - - - 1,500 612.15 - - 6650.00 600 2.00 - - - - - - - -
46,125 -825 44 - 823.65 97.65 150 820.30 824.65 75 6700.00 975 3.05 3.20 2,925 -1.95 3.20 24.60 9,561 -97,200 685,500
- - - - - - 1,500 516.40 - - 6750.00 2,025 3.85 4.35 75 -2.75 4.25 24.35 70 3,300 4,950
257,925 -600 66 20.62 728.40 95.00 600 723.15 728.80 225 6800.00 2,250 4.70 4.85 75 -3.35 4.85 23.49 20,416 -26,625 1,925,775
- - - - - - 1,500 421.75 - - 6850.00 75 4.50 10.00 975 -6.40 5.60 22.65 12 300 1,200
56,775 450 60 - 625.45 85.85 150 624.75 632.95 375 6900.00 4,575 7.55 7.60 1,425 -5.80 7.55 22.46 30,196 1,425 1,360,875
- - - - - - 1,500 331.75 - - 6950.00 75 9.40 12.80 975 -6.65 10.00 22.24 157 -1,875 7,725
795,525 -6,975 949 19.86 535.70 95.00 300 530.05 537.20 600 7000.00 150 11.60 11.80 75 -9.40 11.60 21.37 86,322 158,175 3,437,025
- - - - - - 900 471.30 - - 7050.00 75 14.00 14.80 75 -10.50 14.80 20.98 642 14,775 33,600
518,625 -2,025 478 18.26 439.90 90.00 75 435.60 440.75 150 7100.00 525 17.40 17.70 4,275 -14.00 17.60 20.20 112,048 -456,075 2,228,550
225 - - - 284.10 - 75 194.00 410.60 900 7150.00 375 21.00 22.00 150 -16.85 21.70 19.61 1,427 15,900 53,175
764,850 -4,725 3,575 17.07 347.65 83.70 75 347.05 349.90 225 7200.00 900 26.65 26.90 2,700 -21.70 26.90 19.05 178,983 241,350 4,487,025
10,425 75 10 16.10 301.50 71.00 300 298.55 325.35 675 7250.00 75 33.00 33.95 75 -25.60 33.00 18.41 10,420 137,850 238,800
912,375 -202,875 15,414 16.82 264.60 72.60 150 261.50 265.65 375 7300.00 75 41.25 41.40 150 -31.95 41.25 17.92 227,716 130,875 3,881,700
36,300 -2,400 316 16.26 224.00 65.65 300 217.80 229.45 375 7350.00 1,050 51.00 51.40 450 -37.50 50.15 17.21 14,063 130,125 263,475
2,520,075 -54,375 94,252 16.45 190.35 63.95 225 188.30 190.35 600 7400.00 750 63.65 64.75 4,275 -43.95 64.75 17.08 291,577 877,650 5,226,225
140,475 -4,575 8,772 16.04 156.00 55.95 225 154.60 156.90 75 7450.00 75 79.50 81.45 375 -51.25 80.65 16.71 13,719 173,775 268,950
4,305,075 -107,025 281,783 15.88 126.55 48.65 75 126.85 127.60 75 7500.00 675 98.60 99.00 150 -59.00 99.00 16.25 134,900 964,650 3,697,500
215,100 -37,800 16,889 15.64 100.00 40.70 6,975 100.00 101.25 150 7550.00 225 120.00 123.70 75 -62.00 121.00 15.84 923 -3,075 37,500
5,608,800 187,800 303,744 15.48 77.60 34.50 8,325 77.60 77.95 750 7600.00 225 147.90 150.55 300 -68.95 148.15 15.66 24,452 23,925 1,333,725
198,900 -750 5,746 15.18 57.80 26.90 150 57.00 58.50 75 7650.00 75 176.40 185.20 150 -70.60 179.40 15.57 114 600 13,650
4,585,950 31,500 235,061 15.06 42.70 21.70 75 42.65 42.90 75 7700.00 450 211.05 216.65 75 -79.35 214.15 15.51 4,027 -12,000 914,325
155,025 41,100 3,344 15.00 31.00 16.90 150 28.30 31.40 75 7750.00 600 239.40 256.90 300 -79.50 250.00 15.09 144 9,075 10,125
4,334,100 382,050 161,716 14.81 21.40 12.00 3,375 21.25 21.40 600 7800.00 225 290.00 292.70 75 -93.50 292.00 15.35 1,814 -1,125 765,600
107,175 25,800 1,966 14.55 14.00 7.55 3,975 14.00 15.00 375 7850.00 750 321.60 530.60 825 - 435.65 - - - 225
2,217,450 95,850 69,795 14.75 9.95 5.30 300 9.60 9.95 1,500 7900.00 150 376.25 381.60 75 -102.40 379.10 15.25 467 3,900 517,050
33,600 1,725 550 14.70 6.50 3.15 600 4.65 7.00 600 7950.00 750 411.15 687.85 825 - - - - - -
3,690,675 -102,750 57,647 15.07 4.80 2.05 900 4.85 4.90 1,050 8000.00 75 474.00 477.90 75 -101.00 477.00 17.52 793 -6,825 1,216,275
8,775 1,275 86 15.25 3.30 1.40 1,050 2.50 3.30 75 8050.00 975 486.10 785.85 975 - - - - - -
1,997,775 16,500 15,998 15.42 2.25 0.60 1,575 2.15 2.30 150 8100.00 225 567.95 573.95 300 -98.15 569.75 16.24 404 -4,425 596,700
525 525 56 14.82 1.05 -192.65 75 1.10 1.95 75 8150.00 1,050 548.45 882.35 1,050 - 703.50 - - - 300
988,425 -42,975 11,935 16.65 1.55 0.10 3,075 1.50 1.55 3,975 8200.00 150 665.05 668.60 300 -91.95 666.60 14.48 287 -2,925 395,700
- - - - - - 9,975 0.35 - - 8250.00 1,500 638.85 996.35 1,500 - - - - - -
1,045,275 -14,400 8,550 17.94 1.15 -0.10 975 1.15 1.20 10,200 8300.00 150 762.70 768.70 375 -103.50 762.90 - 119 -375 190,875
150 - - - 8.50 - 9,975 0.35 - - 8350.00 1,500 735.15 1,100.10 1,500 - - - - - -
414,300 -98,100 8,789 19.62 1.05 -0.15 1,125 1.05 1.10 2,775 8400.00 75 860.80 868.15 150 -108.00 863.25 - 113 -6,075 202,200
- - - - - - 9,975 0.35 - - 8450.00 1,500 835.15 1,200.10 1,500 - - - - - -
1,015,050 -13,125 12,767 21.07 0.90 -0.25 13,050 0.90 1.00 13,650 8500.00 150 960.70 968.95 225 -104.00 961.45 - 529 9,375 596,250
- - - - - - 9,975 0.15 - - 8550.00 1,500 931.45 1,303.80 1,500 - - - - - -
296,550 675 1,111 22.69 0.85 -0.10 900 0.85 0.90 300 8600.00 75 1,059.30 1,068.45 150 -103.45 1,061.55 - 275 13,050 96,300
- - - - - - 9,975 0.15 - - 8650.00 1,500 1,027.70 1,407.50 1,500 - - - - - -
42,150 150 13 24.08 0.75 -0.15 1,950 0.70 0.85 375 8700.00 75 1,158.70 1,173.75 6,225 -69.55 1,192.15 43.48 8 - 31,875
- - - - - - 9,975 0.15 - - 8750.00 1,500 1,127.70 1,507.50 1,500 - - - - - -
69,300 150 3 25.36 0.65 -0.20 900 0.65 0.75 300 8800.00 1,350 1,257.35 1,273.10 3,450 -109.50 1,275.50 38.66 6 -225 103,650
- - - - - - 9,975 0.05 - - 8850.00 1,500 1,224.00 1,611.25 1,500 - - - - - -
27,075 150 10 26.27 0.50 -0.30 1,950 0.50 0.80 375 8900.00 1,350 1,357.00 1,367.20 75 -130.00 1,362.05 - 7 - 45,675
- - - - - - 9,975 0.05 - - 8950.00 1,500 1,320.30 1,714.95 1,500 - - - - - -
125,025 1,875 4,260 27.54 0.45 -0.15 60,675 0.45 0.50 9,750 9000.00 75 1,460.00 1,463.95 75 -94.15 1,462.00 26.33 328 -7,050 678,000
- - - - - - 9,975 0.05 3.00 14,850 9050.00 1,350 1,420.40 1,814.85 1,350 - - - - - -
28,800 225 660 29.90 0.60 -0.05 75 0.50 0.60 225 9100.00 75 1,557.65 1,567.75 150 -116.25 1,577.00 47.06 3 -150 44,250
- - - - - - 9,975 0.05 - - 9150.00 1,500 1,516.55 1,918.65 1,500 - - - - - -
4,950 1,200 2,005 30.21 0.40 -0.10 1,200 0.35 0.40 825 9200.00 375 1,656.00 1,666.50 375 -125.05 1,674.85 48.23 25 -1,275 35,250
- - - - - - 9,975 0.05 - - 9250.00 1,500 1,612.85 2,022.40 1,500 - - - - - -
4,725 225 18 31.28 0.35 -0.10 300 0.30 0.40 150 9300.00 75 1,755.35 1,769.05 75 -110.95 1,774.05 50.13 4 -75 57,000
- - - - - - 9,975 0.05 - - 9350.00 1,500 1,712.85 2,122.40 1,500 - - - - - -
29,250 3,075 1,530 33.11 0.40 - 4,275 0.35 0.40 375 9400.00 75 1,855.10 1,862.75 150 -114.70 1,856.10 - 171 6,225 491,325
- - - - - - 9,975 0.05 - - 9450.00 1,500 1,812.85 2,222.40 1,500 - - - - - -
Total 38,485,275 38,109,900 Total

Top

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



  •  Highlighted options are in-the-money.