Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7964.80  As on Sep 30, 2014 15:30:37 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
87,150 1,600 36 - 1,917.10 -8.25 100 1,908.75 1,916.15 50 6050.00 350 0.10 0.50 1,000 -0.10 0.10 30.47 13 650 1,350
937,200 2,250 150 - 1,865.10 -16.10 50 1,860.10 1,869.05 100 6100.00 1,850 0.35 0.40 1,800 -0.10 0.40 33.31 1,630 7,550 19,100
- - - - - - 2,000 1,606.40 1,997.75 2,000 6150.00 1,000 0.10 0.50 1,000 - - - - - -
57,650 50 7 - 1,769.10 -8.80 50 1,761.35 1,768.95 50 6200.00 2,800 0.35 0.40 700 -0.05 0.40 31.49 125 2,150 5,650
- - - - - - 2,000 1,514.40 1,982.20 2,000 6250.00 1,000 0.10 0.50 1,000 - - - - - -
32,450 - 11 - 1,662.70 -29.55 50 1,663.75 1,669.20 100 6300.00 1,800 0.35 0.45 200 -0.20 0.35 29.32 481 5,800 12,050
- - - - - - 2,000 1,414.40 1,829.75 2,000 6350.00 1,000 0.10 0.50 1,000 0.15 0.50 29.42 163 8,150 8,150
64,950 - 3 50.90 1,636.00 111.20 50 1,564.90 1,586.70 250 6400.00 4,600 0.40 0.50 1,000 -0.15 0.45 28.23 422 5,400 11,200
- - - - - - 2,000 1,322.40 1,729.75 2,000 6450.00 1,000 0.10 - - - - - - - -
229,450 450 21 - 1,446.05 -27.00 50 1,459.65 1,471.65 50 6500.00 1,000 0.45 0.50 300 -0.15 0.50 26.73 667 8,350 43,550
- - - - - - 2,000 1,222.40 1,633.80 2,000 6550.00 1,000 0.10 - - - - - - - -
97,450 - 5 40.16 1,425.85 37.35 50 1,357.70 1,371.45 50 6600.00 50 0.50 0.55 1,000 -0.25 0.50 24.96 182 2,550 28,250
- - - - - - 2,000 1,130.35 1,537.85 2,000 6650.00 1,000 0.10 - - - - - - - -
214,800 100 29 - 1,250.10 -23.70 100 1,268.05 1,272.60 50 6700.00 100 0.50 0.55 1,900 -0.45 0.50 23.20 1,647 3,400 49,600
17,550 - - - - - 500 1,222.55 1,243.70 100 6750.00 1,000 0.15 - - - - - - - -
44,850 -50 17 - 1,162.80 -5.85 50 1,165.25 1,174.80 50 6800.00 150 0.85 0.95 200 -0.25 0.90 22.86 320 10,500 35,800
18,500 - - - - - 2,000 938.65 1,341.85 2,000 6850.00 5,000 0.50 - - - - - - - -
25,800 - 38 - 1,051.50 -37.80 100 1,071.30 1,074.05 50 6900.00 100 1.35 1.40 50 -0.20 1.35 22.09 714 -3,800 55,800
32,400 - - - - - 2,000 846.60 1,245.90 2,000 6950.00 10,000 0.60 - - - - - - - -
274,700 12,150 965 - 975.00 -10.05 50 973.65 978.20 50 7000.00 100 1.70 1.80 100 -0.25 1.65 21.05 5,548 77,200 762,050
9,850 - - - - - 2,000 754.80 1,145.90 2,000 7050.00 10,000 1.20 - - - - - - - -
27,400 3,050 103 - 881.05 10.05 50 868.55 881.05 50 7100.00 100 2.05 2.15 50 -0.10 2.15 19.45 6,795 71,300 531,950
- - - - - - 2,000 654.80 1,049.95 2,000 7150.00 10,000 1.20 - - - - - - - -
91,000 -6,650 255 - 781.05 -34.95 500 776.35 782.60 100 7200.00 250 2.70 3.10 100 0.15 3.00 18.40 8,358 94,800 576,900
- - - - - - 2,000 558.75 949.95 2,000 7250.00 250 1.90 5.50 1,000 - - - - - 1,400
70,850 -150 108 - 682.05 -13.30 50 679.05 685.05 200 7300.00 900 3.95 4.20 1,050 0.10 4.15 17.16 28,272 -68,000 724,950
- - - - - - 100 465.80 853.95 2,000 7350.00 10,000 2.00 9.00 500 -0.05 6.95 17.85 5 -150 4,950
252,350 10,050 642 - 587.05 -3.95 100 582.00 584.90 50 7400.00 1,850 6.00 6.35 50 -0.55 6.00 16.25 45,959 -44,650 1,397,850
- - - - - - 100 371.30 758.00 2,000 7450.00 50 7.50 10.30 50 -1.35 8.00 16.13 398 3,400 15,900
335,400 -4,550 1,199 - 490.00 -5.75 50 487.60 491.85 50 7500.00 250 10.20 10.45 600 -1.10 10.45 15.75 81,526 524,300 3,053,800
- - - - - - 100 286.80 658.00 2,000 7550.00 2,700 13.50 15.00 1,050 -0.40 14.10 15.65 1,123 15,550 34,650
395,050 -23,000 2,123 - 400.00 -7.00 100 395.90 399.70 50 7600.00 500 17.40 18.20 5,850 -1.45 17.90 15.35 135,371 101,750 2,956,800
350 350 9 - 336.80 -33.85 1,000 201.00 420.00 500 7650.00 50 21.50 24.25 100 -0.80 24.05 15.27 3,777 40,400 136,450
510,450 5,350 1,574 - 311.05 -7.25 50 312.00 314.40 100 7700.00 7,550 30.40 30.80 200 -2.00 30.40 15.13 185,838 863,850 4,093,550
- - 10 14.01 303.85 -6.90 1,000 120.00 350.00 500 7750.00 100 39.40 40.15 100 -1.85 39.75 14.91 6,795 -1,450 174,600
641,600 -10,150 6,785 8.97 234.90 -8.90 200 232.30 235.45 50 7800.00 100 49.50 50.50 150 -2.10 50.00 14.81 257,843 713,250 5,809,900
6,500 650 132 10.44 199.00 -3.80 50 193.30 203.00 100 7850.00 50 60.05 63.50 50 -0.55 63.80 14.65 12,501 33,200 288,650
1,024,650 -30,700 39,157 10.19 164.65 -6.60 50 164.05 165.85 150 7900.00 50 77.65 78.80 50 -1.20 78.05 14.47 403,800 1,482,000 5,305,250
70,450 -6,100 4,654 10.31 133.45 -7.50 800 133.45 135.80 50 7950.00 50 95.10 96.00 50 -2.80 94.75 14.30 17,212 -23,150 230,500
3,156,750 354,050 260,557 10.33 107.00 -6.05 1,100 105.10 107.50 150 8000.00 1,300 117.00 117.95 200 -1.05 117.00 14.27 300,381 640,950 3,951,550
203,850 16,300 15,022 10.42 83.45 -5.25 500 81.00 83.95 50 8050.00 50 134.00 146.05 50 0.80 146.05 14.12 4,516 13,800 83,050
4,609,200 304,450 414,566 10.37 61.15 -6.75 2,600 61.00 62.20 100 8100.00 50 169.30 171.60 50 1.65 172.15 14.27 60,029 -45,850 1,415,800
298,450 38,400 16,148 10.33 44.50 -6.10 1,000 44.50 45.80 300 8150.00 1,950 194.25 204.95 50 -8.70 203.00 14.16 285 -2,500 33,650
5,612,450 532,550 341,280 10.37 32.30 -5.10 50 32.15 32.70 600 8200.00 50 236.80 239.95 200 0.55 237.75 14.47 15,499 -67,450 964,350
235,650 8,700 10,466 10.48 22.70 -4.10 50 22.70 23.55 100 8250.00 50 276.35 463.80 2,000 21.15 300.95 17.74 79 2,150 5,650
4,293,000 653,200 219,182 10.47 15.60 -3.35 400 15.55 15.70 9,300 8300.00 300 317.75 321.00 100 0.80 318.05 15.00 5,289 -22,500 731,800
102,300 36,150 5,541 10.70 11.00 -2.40 100 10.55 11.00 1,000 8350.00 5,000 201.00 555.75 2,000 -223.00 305.15 - 11 550 550
2,502,400 112,700 100,456 10.66 7.30 -1.85 6,600 7.30 7.45 250 8400.00 50 406.55 412.90 50 3.25 407.00 16.23 878 14,800 228,500
36,450 12,200 1,253 10.85 5.00 -1.15 50 4.75 5.20 100 8450.00 1,000 295.00 638.50 100 -37.65 394.20 - 2 100 300
2,624,050 -229,600 83,063 11.01 3.45 -1.15 1,050 3.30 3.45 900 8500.00 300 501.25 504.30 50 7.40 501.00 17.92 1,945 2,050 476,650
1,100 600 17 11.43 2.65 -0.65 5,000 1.05 4.00 500 8550.00 1,000 380.00 745.75 2,000 - - - - - -
1,093,150 108,450 22,614 11.39 1.60 -0.65 4,000 1.55 1.70 2,150 8600.00 350 598.75 605.05 100 -19.00 594.00 18.86 67 100 8,050
1,950 1,000 80 12.30 1.70 - 1,000 1.70 4.80 1,000 8650.00 2,000 474.65 849.75 2,000 - - - - - -
276,750 39,550 12,571 12.20 1.00 -0.40 10,100 0.90 1.00 4,800 8700.00 500 647.00 741.00 500 - - - - - -
1,150 - - - - - 10,000 0.30 6.95 500 8750.00 2,000 574.45 949.75 2,000 - - - - - -
251,900 36,500 7,381 13.41 0.80 -0.35 8,550 0.80 0.90 5,000 8800.00 500 747.00 831.00 500 - - - - - 200
- - - - - - 10,000 0.25 5.95 500 8850.00 2,000 670.40 1,053.75 2,000 - - - - - 5,250
83,700 5,700 874 14.83 0.85 -0.15 700 0.75 0.90 7,050 8900.00 500 847.00 931.00 500 - - - - - -
- - - - - - 10,000 0.15 - - 8950.00 2,000 766.35 1,157.75 2,000 - - - - - 18,100
810,600 159,750 16,521 16.10 0.80 -0.15 15,300 0.70 0.80 19,000 9000.00 50 993.85 997.85 200 15.20 993.15 28.06 797 24,600 377,950
- - - - - - 1,000 0.10 - - 9050.00 2,000 866.30 1,257.75 2,000 - - - - - 18,500
750 - - - - - 2,000 0.20 1.00 5,000 9100.00 500 1,047.00 1,131.00 500 - - - - - -
- - - - - - - - - - 9150.00 2,000 962.30 1,361.75 2,000 - - - - - 9,150
- - - - - - - - - - 9200.00 500 1,137.00 1,231.00 500 - - - - - -
- - - - - - - - - - 9250.00 2,000 1,062.30 1,461.75 2,000 - - - - - 18,100
- - - - - - - - - - 9300.00 500 1,227.00 1,331.00 500 - - - - - -
- - - - - - - - - - 9350.00 2,000 1,158.30 1,565.75 2,000 - - - - - -
- - - - - - - - - - 9400.00 500 1,327.00 1,431.00 500 - - - - - -
- - - - - - - - - - 9450.00 2,000 1,254.30 1,669.75 2,000 - - - - - -
21,750 50 230 20.18 0.25 -0.50 7,150 0.25 0.65 1,900 9500.00 50 1,485.05 1,500.40 50 -5.60 1,480.00 34.02 38 300 122,450
- - - - - - - - - - 9550.00 2,000 1,354.30 1,769.75 2,000 - - - - - -
- - - - - - - - - - 9600.00 2,000 1,401.65 1,818.70 50 - - - - - -
- - - - - - - - - - 9650.00 2,000 1,450.30 1,873.75 2,000 - - - - - -

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



  •  Highlighted options are in-the-money.