Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7928.90  As on Sep 16, 2014 15:30:07 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
200 - - - - - 1,000 4,221.30 4,666.50 100 3600.00 900 0.05 - - 2.05 3.05 199.54 3 - 3,800
- - - - - - 1,000 4,120.85 4,576.65 100 3700.00 50 0.05 0.50 300 - - - - - 400
- - - - - - 1,000 4,020.30 4,477.70 100 3800.00 50 0.05 0.50 550 - - - - - 550
- - - - - - 1,000 3,919.80 4,378.60 100 3900.00 50 0.05 0.50 500 - - - - - 400
153,300 -250 14 232.67 3,938.35 -113.15 100 3,936.10 4,074.15 50 4000.00 3,850 0.05 2.00 5,000 - - - - - 4,100
- - - - - - 1,000 3,718.80 4,180.60 100 4100.00 - - 0.50 250 - - - - - 250
- - - - - - 1,000 3,618.25 4,081.65 100 4200.00 - - - - - - - - - -
- - - - - - 1,000 3,517.80 3,982.60 100 4300.00 - - 0.50 50 - - - - - 50
- - - - - - 1,000 3,417.25 3,883.55 100 4400.00 - - - - - - - - - -
- - - - - - 50 3,375.00 3,575.00 50 4500.00 - - 0.50 50 - - - - - 50
- - - - - - 1,000 3,216.20 3,685.50 100 4600.00 - - - - - - - - - -
- - - - - - 1,000 3,115.75 3,586.55 100 4700.00 - - - - - - - - - -
- - - - - - 1,000 3,015.20 3,487.50 100 4800.00 - - - - - - - - - -
- - - - - - 1,000 2,914.75 3,388.55 100 4900.00 - - - - - - - - - -
44,350 -300 13 153.74 2,954.65 -96.45 250 2,934.65 3,013.70 50 5000.00 50 1.00 2.00 5,000 - - - - - 3,300
- - - - - - 1,000 2,713.70 3,190.50 100 5100.00 - - - - - - - - - -
27,600 - 1 155.17 2,765.00 -157.00 1,000 2,681.20 2,875.00 50 5200.00 50 0.05 - - - - - - - 50
- - - - - - 1,000 2,512.70 2,992.50 100 5300.00 - - - - - - - - - -
- - - - - - 1,000 2,412.25 2,893.45 100 5400.00 - - - - - - - - - -
21,650 -500 10 165.95 2,501.00 -49.00 500 2,410.00 2,652.35 100 5500.00 2,550 0.05 1.00 500 - - - - - 2,550
300 - - - - - 1,000 2,211.20 2,481.50 100 5600.00 - - 1.00 500 - - - - - -
14,900 - - - - - 50 2,153.00 2,327.15 100 5700.00 10,000 0.05 1.00 500 0.85 1.50 82.98 2 - 11,650
197,850 -550 19 86.59 2,143.95 -137.65 100 2,145.00 2,158.75 100 5800.00 4,200 0.15 0.20 4,000 - 0.20 65.13 509 -19,400 10,050
13,500 - 5 152.64 2,124.75 -32.15 100 2,037.20 2,247.85 100 5900.00 9,950 0.15 0.30 1,950 -0.20 0.20 61.84 483 - 10,100
- - - - - - 1,000 1,863.50 2,205.50 100 5950.00 - - 1.00 500 - - - - - -
804,200 -4,000 210 79.91 1,945.00 -109.80 150 1,944.40 1,947.00 100 6000.00 400 0.20 0.25 1,850 -0.20 0.20 58.59 338 -50 59,000
- - - - - - 1,000 1,763.50 2,105.50 100 6050.00 - - - - - - - - - -
40,300 -150 7 111.42 1,876.10 -91.80 100 1,817.30 2,052.35 100 6100.00 150 0.25 0.30 150 - 0.30 57.37 15 - 6,650
- - - - - - 1,000 1,671.50 2,065.65 100 6150.00 - - - - - - - - - -
15,150 - - - - - 50 1,721.00 1,952.35 100 6200.00 300 0.25 0.30 300 - 0.30 54.11 308 - 1,350
- - - - - - 1,000 1,571.50 1,965.65 100 6250.00 1,000 0.05 - - - - - - - -
20,200 - - - - - 50 1,620.00 1,851.90 100 6300.00 100 0.30 0.50 100 - 0.40 52.26 400 - 3,700
- - - - - - 1,000 1,479.50 1,813.30 100 6350.00 10,000 0.05 - - - - - - - -
80,500 -450 10 88.89 1,568.10 -91.60 100 1,537.40 1,552.55 50 6400.00 50 0.40 0.70 50 0.15 0.75 52.19 10 -250 9,850
- - - - - - 1,000 1,387.50 1,717.30 100 6450.00 10,000 0.05 - - - - - - - -
165,300 -6,050 176 71.33 1,454.10 -98.45 100 1,445.85 1,450.50 50 6500.00 500 0.65 0.70 350 0.20 0.65 48.07 274 -3,800 48,800
9,350 - - - - - 1,000 1,287.50 1,617.30 100 6550.00 10,000 0.05 - - - - - - - -
118,950 -150 10 65.30 1,353.00 -109.10 50 1,343.70 1,350.80 100 6600.00 100 0.50 0.60 100 - 0.50 43.55 562 -250 39,000
- - - - - - 1,000 1,195.50 1,521.35 100 6650.00 10,000 0.05 - - - - - - - -
205,850 -1,850 83 51.27 1,246.55 -111.70 50 1,245.55 1,250.25 50 6700.00 100 0.85 1.00 550 0.50 1.00 43.48 406 -2,050 46,800
- - - - - - 1,000 1,095.50 1,421.35 100 6750.00 5,000 0.05 - - - - - - - -
47,800 -2,800 60 55.38 1,152.50 -98.85 100 1,137.80 1,151.10 50 6800.00 50 0.80 1.00 700 0.45 1.00 40.53 87 -1,150 40,250
100 - - - - - 1,000 1,003.50 1,324.40 100 6850.00 10,000 0.05 - - - - - - - 50
24,400 -650 17 41.65 1,046.80 -119.35 50 1,045.95 1,051.35 100 6900.00 400 0.75 0.95 500 0.10 0.75 35.52 165 -4,800 39,550
- - - - - - 1,000 911.50 1,229.40 100 6950.00 10,000 0.10 - - - - - - - -
390,750 -33,450 905 43.52 948.20 -107.65 50 947.80 952.35 400 7000.00 5,150 1.10 1.25 4,100 0.55 1.25 34.29 9,668 -1,000 619,300
50 - - - - - 1,000 812.00 1,129.40 100 7050.00 10,000 0.20 - - - - - - - -
19,500 -100 2 81.44 943.55 -33.00 100 818.50 854.00 50 7100.00 1,900 1.45 1.50 150 0.80 1.50 31.48 19,406 -130,500 412,950
- - - - - - 1,000 720.00 1,033.45 100 7150.00 50 0.30 2.00 50 - - - - - 1,650
147,400 -11,250 267 34.80 750.00 -111.90 250 748.25 753.80 50 7200.00 300 1.55 1.60 5,500 0.75 1.55 28.17 16,940 -46,650 695,200
- - - - - - 1,000 624.00 937.00 100 7250.00 16,000 0.30 - - - - - - - 100
102,400 -40,750 1,419 35.63 656.45 -96.00 250 645.50 655.35 50 7300.00 5,000 1.50 1.85 100 0.60 1.55 24.71 11,662 99,100 920,300
- - - - - - 1,000 524.00 837.00 100 7350.00 3,000 0.50 3.00 5,000 - - - - - 3,700
312,550 -12,350 390 27.07 551.00 -108.65 50 549.05 554.10 100 7400.00 5,550 1.85 1.95 5,450 0.60 1.90 21.91 15,943 -48,700 1,107,050
- - - - - - 1,000 428.00 741.00 100 7450.00 600 1.50 - - 1.60 2.90 21.63 33 -400 11,850
504,200 -31,450 3,204 22.70 452.40 -106.60 150 450.00 454.75 50 7500.00 1,950 2.30 2.45 200 0.55 2.30 18.99 24,340 -86,650 1,999,250
- - - - - - 100 370.50 641.00 100 7550.00 1,000 2.00 4.95 50 0.70 2.70 17.62 1,898 -38,550 58,350
485,500 -89,300 3,920 20.14 354.00 -103.40 50 352.45 354.00 200 7600.00 4,750 3.25 3.70 50 0.90 3.25 16.49 44,469 66,500 2,661,500
3,600 -50 2 21.90 313.50 -146.50 1,000 282.55 359.95 50 7650.00 100 4.25 4.75 50 1.55 4.20 15.04 1,488 3,200 80,400
328,650 -30,450 3,313 16.76 258.45 -103.70 50 256.75 257.95 50 7700.00 350 6.30 6.35 50 3.00 6.30 14.24 109,688 68,900 2,966,550
10,200 -1,300 158 15.28 210.00 -94.00 2,000 181.00 239.95 1,000 7750.00 50 8.75 9.60 500 4.70 9.00 13.30 20,133 188,050 489,050
783,500 193,700 14,953 14.10 167.25 -96.95 50 165.65 168.00 50 7800.00 50 15.40 15.60 2,150 9.00 15.60 12.94 284,562 638,550 5,076,650
10,050 2,300 300 14.14 123.75 -96.05 50 123.60 129.55 200 7850.00 400 24.00 24.95 500 14.95 24.95 12.29 58,820 323,850 1,140,150
1,965,750 626,250 72,007 13.22 92.70 -85.40 150 92.40 92.70 450 7900.00 200 39.20 39.75 100 22.65 39.75 12.02 487,577 476,200 5,916,750
327,850 290,450 15,876 13.09 63.60 -73.55 100 63.00 64.35 500 7950.00 50 58.50 59.45 750 33.25 59.45 11.52 62,247 -47,550 1,016,050
4,930,500 2,283,000 458,920 12.81 41.85 -60.10 50 40.90 41.90 150 8000.00 250 85.25 85.95 5,000 45.25 85.95 10.96 579,944 -884,150 6,519,250
990,950 632,450 78,352 12.75 25.20 -46.55 9,050 25.20 25.80 100 8050.00 950 115.30 117.50 9,250 57.65 117.50 9.96 38,864 -38,800 492,000
6,653,000 1,259,000 699,606 13.14 15.00 -33.50 7,500 15.00 15.50 1,200 8100.00 50 155.90 157.60 50 71.65 155.75 8.95 254,802 -743,650 2,589,300
1,276,150 216,200 91,299 13.55 9.85 -20.10 600 9.40 9.75 500 8150.00 250 197.80 199.15 100 83.20 198.15 - 5,337 -71,500 209,900
7,286,850 530,400 407,625 13.97 6.05 -11.30 900 6.05 6.15 9,450 8200.00 50 243.15 245.65 50 93.55 243.70 - 40,639 -177,150 1,091,950
751,950 -219,200 52,091 14.10 3.40 -5.35 50 3.30 3.50 8,200 8250.00 400 280.00 294.45 50 97.80 290.00 - 460 -7,850 14,600
5,354,800 -700,300 221,975 14.78 2.20 -2.55 650 2.15 2.20 2,550 8300.00 50 338.10 340.50 50 102.95 340.00 - 4,656 -23,450 398,100
345,150 -92,300 9,935 15.39 1.50 -1.15 50 1.45 1.50 4,600 8350.00 50 265.55 399.95 350 26.35 310.75 - 10 - 3,600
3,015,450 -196,600 86,320 16.18 1.05 -0.65 5,250 1.05 1.20 50 8400.00 50 436.65 437.75 50 103.75 436.75 - 1,255 -5,650 335,200
75,600 -4,450 1,053 16.89 0.75 -0.60 100 0.70 0.80 3,000 8450.00 1,000 350.50 490.00 50 - - - - - 5,750
1,641,800 -235,550 26,150 17.61 0.60 -0.10 4,450 0.55 0.60 1,100 8500.00 50 535.30 538.50 100 104.45 536.15 - 2,294 -5,500 405,400
7,950 -400 182 19.32 0.65 -0.15 450 0.50 0.65 550 8550.00 1,000 310.60 680.00 100 - - - - - -
286,150 -364,300 14,684 20.47 0.50 0.10 13,000 0.45 0.55 50 8600.00 200 632.75 639.45 50 103.35 634.25 - 71 -800 13,450
4,250 - - - - - 10,000 0.05 2.50 1,000 8650.00 1,000 410.25 780.00 100 - - - - - -
243,850 -45,200 2,610 20.58 0.25 -0.10 12,900 0.20 0.30 46,700 8700.00 250 732.20 738.15 50 27.20 652.20 - 2 - 850
50 - - - - - 50 0.10 2.00 1,000 8750.00 1,000 506.20 884.50 100 - - - - - -
256,700 -22,000 772 23.82 0.30 -0.05 1,000 0.25 0.35 77,950 8800.00 50 751.00 925.00 50 - - - - - -
500 - 10 22.61 0.10 0.05 10,000 0.05 2.00 1,000 8850.00 1,000 606.20 984.50 100 - - - - - -
45,250 - - - - - 10,100 0.15 0.40 1,000 8900.00 50 851.00 1,025.00 50 - - - - - -
- - - - - - 10,000 0.05 2.00 1,000 8950.00 1,000 702.15 1,088.50 100 - - - - - -
717,800 -26,350 1,113 27.40 0.20 -0.10 305,700 0.20 0.25 24,400 9000.00 100 1,031.45 1,033.00 50 104.50 1,034.50 - 311 9,550 360,050
- - - - - - - - - - 9050.00 1,000 798.10 1,192.50 100 - - - - - -
- - - - - - - - 1.75 3,000 9100.00 1,000 848.10 1,242.50 100 - - - - - -
- - - - - - - - - - 9150.00 1,000 898.10 1,292.50 100 - - - - - -
- - - - - - - - - - 9200.00 1,000 944.05 1,346.50 100 - - - - - -
50 - - - - - 50 0.05 - - 9250.00 50 1,282.65 1,396.50 100 - - - - - 3,500
1,900 - - - - - 1,900 0.05 0.30 800 9300.00 1,000 1,044.00 1,446.50 100 - - - - - 50
- - - - - - - - - - 9350.00 1,000 1,090.05 1,500.50 100 - - - - - -
- - - - - - - - - - 9400.00 1,000 1,140.05 1,550.50 100 - - - - - -
- - - - - - - - - - 9450.00 1,000 1,190.05 1,600.50 100 - - - - - -
- - - - - - - - - - 9500.00 100 1,241.05 1,650.75 2,000 - - - - - 1,150
- - - - - - - - - - 9550.00 1,000 1,286.00 1,704.50 100 - - - - - -
- - - - - - - - - - 9600.00 1,000 1,336.00 1,754.50 100 - - - - - -
- - - - - - - - - - 9650.00 1,000 1,386.00 1,804.50 100 - - - - - -
250 - - - - - 250 0.05 1.00 500 9700.00 1,000 1,432.00 1,858.50 100 - - - - - -
- - - - - - - - - - 9800.00 1,000 1,532.00 1,958.50 100 - - - - - -
150 - - - - - 150 0.05 1.00 500 9900.00 1,000 1,627.95 2,062.50 100 - - - - - -
700 - - - - - 650 0.05 0.75 500 10000.00 100 2,026.45 2,038.55 100 104.90 2,030.40 - 78 2,500 15,650
- - - - - - - - - - 10100.00 1,000 1,823.95 2,266.50 100 - - - - - -

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



  •  Highlighted options are in-the-money.