Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8937.75  As on Mar 05, 2015 15:30:30 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
58,875 - - - 4,830.00 - 1,500 4,694.65 4,767.90 250 4200.00 - - - - - 0.10 - - - 500
- - - - - - 1,000 4,290.85 5,004.85 100 4300.00 - - - - - - - - - -
- - - - - - 1,000 4,190.65 4,905.85 100 4400.00 - - - - - - - - - -
500 - - - 4,490.00 - 1,500 4,394.65 4,507.55 1,500 4500.00 - - - - - - - - - -
- - - - - - 1,000 3,990.15 4,707.85 100 4600.00 - - - - - - - - - -
- - - - - - 1,000 3,889.95 4,608.85 100 4700.00 - - - - - - - - - -
- - - - - - 1,000 3,789.70 4,509.90 100 4800.00 - - - - - - - - - -
- - - - - - 1,000 3,689.50 4,410.90 100 4900.00 - - - - - - - - - -
345,500 50 79 - 3,955.00 28.70 75 3,955.00 3,974.80 50 5000.00 - - 3.00 3,675 - 3.00 - - - 3,675
- - - - - - 1,000 3,489.00 4,212.90 100 5100.00 - - - - - - - - - -
- - - - - - 1,000 3,388.70 4,113.90 100 5200.00 - - - - - - - - - -
- - - - - - 1,000 3,288.50 4,014.90 100 5300.00 - - - - - - - - - -
- - - - - - 1,000 3,188.20 3,915.90 100 5400.00 - - - - - - - - - -
11,100 - 1 - 3,450.00 15.00 1,500 3,414.65 3,507.55 1,500 5500.00 - - - - - - - - - -
50 - - - 2,620.00 - 1,500 3,314.65 3,407.55 1,500 5600.00 - - - - - - - - - -
- - - - - - 1,500 3,214.65 3,307.55 1,500 5700.00 - - - - - - - - - -
- - - - - - 1,500 3,114.65 3,207.55 1,500 5800.00 - - - - - - - - - -
- - - - - - 1,500 3,014.65 3,107.55 1,500 5900.00 - - - - - - - - - -
30,525 -275 44 - 2,947.55 10.15 250 2,955.05 2,974.85 250 6000.00 500 0.10 3.00 2,000 - 1.00 - - - 550
50 - - - 2,760.00 - 1,500 2,819.65 2,907.55 1,500 6100.00 500 0.10 - - - - - - - -
150 - - - 2,660.00 - 1,500 2,719.65 2,807.55 1,500 6200.00 500 0.10 - - - - - - - -
225 - - - 2,560.00 - 1,500 2,619.65 2,707.55 1,500 6300.00 500 0.10 3.00 2,000 - - - - - -
- - - - - - 1,500 2,519.65 2,607.55 1,500 6400.00 500 0.10 3.00 2,000 - - - - - -
27,100 - - - 2,600.00 - 250 2,450.15 2,507.40 250 6500.00 500 0.20 3.00 2,000 - - - - - -
237,325 200 12 58.84 2,381.05 56.10 100 2,355.30 2,372.85 100 6600.00 250 0.50 0.75 2,700 -0.20 0.50 44.93 24 -500 10,050
150 - - - 2,175.00 - 1,000 1,979.55 2,473.15 2,000 6650.00 500 0.20 - - - - - - - -
302,900 - 17 - 2,273.65 30.65 250 2,255.35 2,268.90 125 6700.00 375 0.35 0.75 125 -0.75 0.35 41.54 37 -675 4,000
- - - - - - 1,000 1,879.55 2,373.00 100 6750.00 500 0.20 - - - - - - - -
59,200 -200 12 62.04 2,190.35 30.35 25 2,153.50 2,184.90 250 6800.00 875 0.55 1.45 1,075 - 1.45 45.61 7 -175 1,375
- - - - - - 1,000 1,788.45 2,340.50 100 6850.00 500 0.20 - - - - - - - -
9,000 - - - 2,151.70 - 1,500 2,034.65 2,107.55 1,500 6900.00 100 0.45 1.35 400 - 1.60 - - - 675
- - - - - - 1,000 1,697.35 2,182.50 100 6950.00 500 0.20 - - - - - - - -
476,725 400 2,129 - 1,973.55 28.55 25 1,964.10 1,982.55 250 7000.00 225 1.05 1.25 275 0.15 1.05 39.87 2,179 -8,925 49,425
- - - - - - 1,000 1,597.35 2,082.00 100 7050.00 500 0.20 - - - - - - - -
9,100 -525 23 - 1,870.10 12.90 50 1,860.10 1,906.70 1,500 7100.00 25 0.80 1.75 2,450 0.50 1.55 39.49 44 -525 9,300
- - - - - - 1,000 1,506.25 1,982.00 100 7150.00 500 0.20 - - - - - - - -
96,250 -325 14 - 1,701.20 -38.90 1,500 1,735.95 1,808.65 1,500 7200.00 2,000 1.30 1.70 4,875 0.05 1.50 37.24 88 -2,025 26,350
- - - - - - 1,000 1,406.25 1,886.50 100 7250.00 7,000 0.25 - - - - - - - -
8,775 200 13 - 1,597.95 -62.15 1,500 1,636.25 1,709.55 1,500 7300.00 500 2.00 2.15 1,000 0.50 2.00 36.39 432 -100 28,550
- - - - - - 1,000 1,315.15 1,786.50 100 7350.00 7,000 0.25 - - - - - - - -
8,125 - - - 1,613.85 - 1,500 1,536.65 1,609.95 1,500 7400.00 2,500 2.00 2.60 5,000 0.10 1.65 33.47 165 -3,050 122,100
- - - - - - 1,000 1,215.15 1,691.00 100 7450.00 7,000 0.25 - - - - - - - -
223,400 -2,925 278 - 1,472.10 26.10 25 1,466.40 1,480.85 250 7500.00 125 2.30 2.55 750 0.55 2.55 33.18 5,083 -9,500 765,875
- - - - - - 1,000 1,124.05 1,591.00 100 7550.00 7,000 0.30 - - -0.10 6.00 - - - 25
82,450 275 58 - 1,367.50 26.10 25 1,369.50 1,374.90 125 7600.00 1,000 2.50 2.80 200 0.40 2.70 31.27 8,698 -5,300 518,100
- - - - - - 1,000 1,024.05 1,495.50 100 7650.00 7,000 0.50 - - - 16.00 - - - 175
19,225 -200 9 - 1,270.00 -0.10 1,500 1,238.75 1,309.80 1,500 7700.00 1,700 2.70 2.80 450 0.35 2.90 29.42 14,874 -11,625 680,325
- - - - - - 1,000 932.95 1,400.15 2,000 7750.00 7,000 0.35 - - - - - - - -
25,175 1,275 177 - 1,142.80 -2.95 1,500 1,137.45 1,208.20 1,500 7800.00 2,550 2.70 2.85 1,050 0.05 2.95 27.34 8,585 6,175 828,700
- - - - - - 1,000 841.85 1,300.15 2,000 7850.00 7,000 0.80 - - - - - - - -
17,500 - 44 - 1,060.65 13.45 25 1,070.60 1,081.05 25 7900.00 500 2.75 2.90 1,050 -0.45 2.80 25.01 28,086 -67,575 929,200
- - - - - - 1,000 741.85 1,204.65 2,000 7950.00 7,000 0.80 - - - - - - - -
765,050 5,750 2,324 - 974.90 22.10 125 973.00 979.80 50 8000.00 125 2.85 2.90 175 -0.65 2.90 23.00 41,080 -1,625 3,224,375
25 - - - 790.00 - 1,000 649.85 986.00 100 8050.00 100 1.00 5.95 500 0.70 4.00 23.04 21 25 2,525
72,800 -975 203 - 872.60 30.50 150 872.00 879.35 25 8100.00 975 3.00 3.20 2,750 -1.00 3.10 21.09 36,207 46,850 1,348,350
- - - - - - 1,000 548.45 888.25 1,000 8150.00 200 1.00 6.00 500 -1.40 6.50 - - - 500
77,675 -3,800 274 - 780.70 23.60 25 776.95 785.00 25 8200.00 50 3.60 3.90 3,050 -1.60 3.90 19.65 58,782 -45,100 1,162,225
- - - - - - 1,000 455.75 788.80 1,500 8250.00 500 4.00 6.90 500 -2.95 4.30 18.85 37 275 2,125
202,475 -7,325 787 - 680.00 31.70 25 676.90 687.25 50 8300.00 50 4.75 5.25 25 -2.40 5.35 18.43 96,647 43,800 1,614,950
25 - - - 360.00 - 1,000 356.00 689.25 1,500 8350.00 975 4.85 6.50 1,000 -7.90 5.05 17.09 376 925 12,425
127,125 -9,700 634 - 581.00 15.00 25 579.25 605.00 25 8400.00 50 7.30 7.65 425 -5.35 7.05 17.00 108,898 88,775 2,086,925
- - - - - - 1,000 269.00 595.65 800 8450.00 500 7.50 13.00 500 -5.10 10.00 17.02 567 -4,125 21,625
643,250 -33,500 4,253 12.89 490.25 27.10 25 488.05 492.90 25 8500.00 4,725 12.00 12.40 25 -7.60 12.00 16.43 247,680 39,525 4,399,000
300 - - - 545.15 - 50 434.05 499.70 1,500 8550.00 50 13.85 16.30 100 -8.80 16.00 16.26 1,872 10,725 31,125
256,950 35,650 3,400 12.02 393.90 17.10 50 394.00 401.40 25 8600.00 850 19.00 19.55 50 -10.90 19.00 15.60 300,959 3,950 3,023,075
12,075 325 51 - 325.85 -1.75 50 341.85 407.75 50 8650.00 50 21.05 26.40 50 -11.80 25.35 15.49 4,661 22,025 93,325
501,125 -21,325 13,473 13.32 310.00 14.95 25 307.50 312.00 75 8700.00 25 31.10 31.95 250 -14.70 31.10 14.98 434,855 320,625 3,412,500
12,925 -600 280 12.86 266.55 15.50 125 260.05 287.70 150 8750.00 50 37.65 40.65 100 -15.90 40.35 14.80 10,164 -11,300 130,525
933,525 -72,050 54,029 13.33 231.05 11.15 250 231.15 233.60 50 8800.00 1,400 50.55 50.90 25 -19.00 50.55 14.45 642,195 23,600 4,055,200
25,600 -2,950 1,862 13.54 197.20 5.55 50 191.80 198.40 25 8850.00 50 61.15 63.00 2,700 -21.30 63.00 14.11 12,268 18,475 100,750
1,527,525 233,650 239,457 13.13 161.70 7.75 100 162.00 163.45 25 8900.00 500 78.10 78.65 150 -23.00 78.65 13.84 665,638 544,450 2,476,325
60,200 6,400 10,627 13.05 132.00 -2.35 75 131.50 134.00 75 8950.00 50 96.95 100.00 75 -20.75 100.00 13.89 8,942 -6,200 90,875
4,316,150 270,825 719,667 13.03 106.30 5.70 1,000 106.30 106.50 925 9000.00 1,300 120.00 120.80 25 -24.60 121.40 13.56 269,826 -228,400 2,068,425
104,200 29,200 13,720 12.88 83.00 3.10 75 81.00 83.00 75 9050.00 50 140.25 154.85 50 -25.70 145.60 13.15 2,404 -14,775 41,025
3,941,175 268,725 738,967 12.64 62.45 1.45 50 62.45 63.00 1,575 9100.00 25 174.10 175.35 25 -28.75 174.10 12.84 57,964 -161,775 415,975
165,175 16,250 16,921 12.50 46.25 0.55 5,425 46.25 48.00 275 9150.00 50 190.05 229.05 125 -29.95 207.40 12.69 255 -3,550 2,575
4,233,275 173,925 539,188 12.53 34.40 0.60 625 34.40 34.50 850 9200.00 125 241.05 245.00 375 -33.70 242.10 12.26 16,404 -14,050 344,750
88,575 950 5,354 12.24 23.30 - 50 20.10 25.00 150 9250.00 1,500 263.00 415.00 100 - 229.30 - - - 75
3,524,325 429,800 427,120 12.41 17.10 0.50 25 16.95 17.00 25 9300.00 50 311.35 327.75 25 -32.90 321.95 11.47 4,948 -18,275 257,675
81,225 6,675 4,331 12.15 10.85 -0.05 925 10.85 11.75 300 9350.00 1,500 345.00 661.00 100 - - - - - -
2,728,550 -805,275 273,514 12.53 8.30 0.80 1,450 8.30 8.40 1,000 9400.00 25 413.25 425.10 25 -26.85 417.25 12.74 1,689 -15,500 72,700
17,825 -1,575 1,069 13.14 6.95 1.60 50 5.05 6.95 50 9450.00 1,500 434.00 762.65 100 - - - - - -
3,073,800 -137,025 167,019 12.98 4.35 0.50 11,500 4.30 4.60 3,325 9500.00 25 504.90 508.85 50 -37.80 506.05 - 6,470 -8,700 774,950
7,775 -1,600 219 12.96 2.80 -1.70 100 2.20 4.00 25 9550.00 1,000 451.15 860.65 100 - - - - - -
516,600 -173,450 34,288 13.84 2.75 0.40 150 2.70 3.00 100 9600.00 25 601.70 610.90 25 -33.80 601.80 - 53 200 3,700
5,550 -50 2 13.49 1.50 -2.50 100 0.50 3.50 100 9650.00 1,000 546.45 962.60 100 - - - - - -
421,625 -23,750 13,424 14.64 1.75 0.10 650 1.75 1.90 950 9700.00 1,975 691.20 730.55 25 -30.20 706.60 - 281 5,025 7,600
50 - - - 11.00 - 7,000 0.35 8.90 1,000 9750.00 1,000 645.45 1,062.60 100 - - - - - -
229,900 -93,050 15,601 15.98 1.50 -0.10 1,125 1.35 1.75 2,000 9800.00 25 799.10 834.60 25 -46.90 788.10 - 7 75 1,625
100 - 4 20.44 5.55 -3.50 100 0.40 5.55 900 9850.00 1,000 741.00 1,167.05 100 - - - - - -
168,600 -1,675 12,367 17.18 1.25 -0.10 700 1.25 1.40 950 9900.00 1,500 853.70 936.70 1,500 - 784.60 - - - 25
- - - - - - 7,000 0.15 - - 9950.00 1,000 841.00 1,267.05 100 - - - - - -
777,600 -1,050 20,066 18.43 1.10 -0.15 2,000 1.05 1.10 400 10000.00 25 997.15 1,003.05 25 -32.10 1,000.60 - 1,826 27,700 511,925
- - - - - - 7,000 0.05 - - 10050.00 1,000 936.55 1,371.50 100 - - - - - -
3,425 850 267 19.47 0.90 0.25 1,400 0.75 0.95 1,575 10100.00 100 1,040.00 1,143.95 1,000 - - - - - -
- - - - - - 7,000 0.05 - - 10150.00 1,000 1,032.10 1,475.95 100 - - - - - -
5,025 5,000 201 21.16 1.00 0.50 5,000 0.15 1.20 2,500 10200.00 100 1,130.00 1,243.95 1,000 - - - - - -
- - - - - - 7,000 0.05 - - 10250.00 1,000 1,132.10 1,575.95 100 - - - - - -
- - - - - - 1,000 0.10 1.50 1,000 10300.00 100 1,230.00 1,343.95 1,000 - - - - - -
- - - - - - 7,000 0.05 - - 10350.00 1,000 1,227.65 1,680.40 100 - - - - - -
- - - - - - 500 0.10 1.50 1,000 10400.00 100 1,325.00 1,443.95 1,000 - - - - - -
- - - - - - 7,000 0.05 - - 10450.00 1,000 1,327.65 1,780.40 100 - - - - - -
525 -25 31 21.67 0.20 - 2,625 0.20 0.70 25 10500.00 1,500 1,422.45 1,535.35 1,500 54.50 1,537.30 45.08 5 100 2,125
- - - - - - 500 0.10 1.00 1,000 10600.00 100 1,525.00 1,643.95 1,000 - - - - - -
- - - - - - 500 0.10 1.00 1,000 10700.00 100 1,625.00 1,743.95 1,000 - - - - - -
- - - - - - 500 0.10 1.00 1,000 10800.00 100 1,725.00 1,843.95 1,000 - - - - - -
- - - - - - 500 0.10 1.00 1,000 10900.00 100 1,815.00 1,943.95 1,000 - - - - - -
6,525 175 50 30.10 0.55 0.05 125 0.40 0.60 1,000 11000.00 250 1,980.05 2,035.30 250 -42.35 1,984.40 - 19 325 30,200

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



  •  Highlighted options are in-the-money.