Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7722.80  As on May 05, 2016 10:11:05 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
300 - - - - - 300 2,266.20 2,400.85 75 5450.00 - - - - - - - - - -
385,275 -2,850 60 - 2,243.00 26.35 75 2,228.10 2,234.20 150 5500.00 300 0.75 0.85 1,800 0.10 0.80 52.83 67 600 44,625
- - - - - - 1,200 1,971.85 2,300.85 75 5550.00 - - - - - - - - - -
75 - - - - - 5,925 2,092.80 2,157.05 5,850 5600.00 1,500 0.15 1.00 1,500 - - - - - 750
- - - - - - 1,200 1,871.85 2,200.85 75 5650.00 - - - - - - - - - -
- - - - - - 5,850 1,985.60 2,057.05 5,850 5700.00 1,500 0.15 1.00 1,500 - - - - - -
- - - - - - 1,200 1,771.85 2,100.85 75 5750.00 - - - - - - - - - -
- - - - - - 5,850 1,888.10 1,957.05 5,850 5800.00 1,500 0.15 1.00 1,500 - - - - - -
- - - - - - 1,200 1,671.85 2,000.85 75 5850.00 - - - - - - - - - -
- - - - - - 5,850 1,751.05 1,857.05 5,850 5900.00 19,950 0.10 1.00 1,500 - - - - - -
- - - - - - 1,200 1,579.60 1,959.00 75 5950.00 9,975 0.05 - - - - - - - -
282,375 -75 2 - 1,740.15 23.45 150 1,731.00 1,734.90 75 6000.00 675 0.85 0.90 900 0.05 0.90 41.03 5 -150 27,750
- - - - - - 1,200 1,487.35 1,808.60 75 6050.00 9,975 0.05 - - - - - - - -
975 - - - - - 6,000 1,617.05 1,652.60 8,250 6100.00 675 0.40 1.50 750 - - - - - 1,050
- - - - - - 1,200 1,387.35 1,708.60 75 6150.00 9,975 0.05 - - - - - - - -
1,275 - - - - - 6,000 1,516.95 1,552.80 8,250 6200.00 600 0.30 1.60 150 - - - - - 2,925
- - - - - - 1,200 1,295.10 1,612.45 75 6250.00 9,975 0.05 - - - - - - - -
1,275 - - - - - 6,000 1,413.50 1,454.65 5,550 6300.00 600 0.30 1.45 75 - - - - - 1,800
- - - - - - 1,200 1,195.10 1,512.45 75 6350.00 9,975 0.05 - - - - - - - -
10,125 - - - - - 150 1,327.65 1,342.25 75 6400.00 150 0.85 1.45 75 - - - - - 5,925
- - - - - - 1,200 1,102.85 1,416.35 75 6450.00 9,975 0.05 - - - - - - - -
383,550 -150 20 - 1,242.35 20.80 75 1,233.80 1,237.10 75 6500.00 150 1.50 1.55 75 -0.15 1.55 31.30 24 225 294,300
- - - - - - 1,200 1,010.60 1,320.20 75 6550.00 9,975 0.35 - - - - - - - -
36,975 -75 3 - 1,139.85 19.40 75 1,134.60 1,142.95 75 6600.00 375 1.55 1.85 75 -0.30 1.70 29.25 8 -150 96,825
- - - - - - 1,200 910.60 1,220.20 75 6650.00 9,975 0.65 - - - - - - - -
61,500 - 1 - 1,039.40 8.80 75 1,036.00 1,042.35 150 6700.00 525 2.10 2.20 3,225 -0.20 2.15 27.71 226 75 137,925
- - - - - - 1,200 818.35 1,124.10 75 6750.00 9,975 0.65 - - - - - - - -
361,725 -450 13 - 934.65 10.85 75 936.70 943.05 75 6800.00 150 2.65 2.70 750 -0.25 2.70 26.10 270 2,700 316,125
- - - - - - 1,200 726.20 1,027.95 75 6850.00 9,750 1.65 - - - - - - - -
154,050 - 2 - 837.50 9.70 75 838.20 842.25 225 6900.00 375 4.05 4.10 1,125 -0.35 4.10 25.08 1,151 14,475 387,900
- - - - - - 4,050 721.05 864.65 4,275 6950.00 225 4.05 5.50 300 - - - - - 2,475
1,478,175 -150 40 - 747.00 18.95 150 742.30 744.85 75 7000.00 750 6.45 6.55 525 -0.40 6.50 24.46 6,287 168,825 3,878,925
675 - - - - - 300 691.35 827.85 4,200 7050.00 225 6.10 7.75 600 -4.05 3.95 21.13 58 1,050 4,500
388,500 -75 6 - 648.00 15.30 150 646.65 648.55 150 7100.00 75 9.15 9.20 600 -0.55 9.20 23.23 3,001 2,400 824,100
1,200 - - - - - 300 595.55 674.55 4,200 7150.00 225 9.35 10.50 75 -1.20 10.50 - 1 - 2,625
507,150 -150 84 - 554.90 13.45 150 550.85 553.50 75 7200.00 150 13.35 13.50 750 -1.20 13.40 22.08 6,408 10,425 2,612,625
600 - - - - - 300 502.00 575.75 75 7250.00 225 15.75 16.65 225 -1.25 16.00 21.23 11 525 11,925
444,450 225 22 - 461.05 9.35 75 457.50 460.05 75 7300.00 1,500 19.20 19.35 525 -1.85 19.40 20.85 8,064 19,575 2,068,875
1,125 - - - - - 150 411.25 435.05 3,600 7350.00 1,125 23.00 24.00 225 -3.55 22.30 20.06 46 -450 20,250
992,850 -1,575 102 12.60 372.30 15.35 150 368.25 370.25 150 7400.00 300 28.45 28.50 150 -2.90 28.55 19.76 13,300 107,775 3,019,500
1,275 - - - - - 300 323.50 336.40 450 7450.00 225 34.90 35.75 225 -3.95 34.70 19.29 130 1,050 20,100
1,150,200 3,525 474 14.69 286.05 8.10 75 284.90 286.20 75 7500.00 375 43.90 44.00 225 -4.50 43.90 19.06 24,956 82,725 3,724,200
1,725 - 7 13.90 245.50 9.90 75 244.90 249.70 1,050 7550.00 75 54.05 54.60 225 -5.45 54.00 18.55 504 11,325 60,600
869,700 4,125 1,102 14.70 209.00 7.30 75 209.50 210.45 75 7600.00 150 66.60 66.85 75 -6.00 66.75 18.36 28,466 235,050 3,339,300
6,000 1,200 52 15.25 181.00 10.80 75 175.30 178.25 600 7650.00 300 81.65 82.40 225 -7.35 81.60 18.01 1,799 -20,400 128,625
1,752,675 88,350 11,896 14.65 145.00 5.65 225 145.00 145.60 75 7700.00 300 100.15 100.25 375 -7.70 100.15 17.80 37,252 266,175 4,323,675
129,675 18,075 1,101 15.00 119.10 5.75 75 117.70 118.65 150 7750.00 525 121.60 122.00 450 -9.15 121.00 17.50 1,087 11,025 131,850
3,749,625 365,625 43,384 14.73 94.00 4.00 300 94.00 94.20 225 7800.00 75 146.35 146.75 75 -8.65 147.00 17.51 20,909 -89,025 2,896,725
238,200 13,725 966 14.95 74.80 5.00 75 74.00 74.20 150 7850.00 75 174.20 176.10 225 -10.35 174.00 17.25 118 -3,975 117,000
3,847,200 208,950 35,771 14.74 56.75 2.75 225 56.70 56.80 150 7900.00 150 206.50 207.00 75 -10.90 207.00 17.32 3,433 -5,400 1,947,675
289,650 2,175 748 14.94 43.10 2.25 75 42.70 43.20 75 7950.00 225 239.85 242.80 75 -20.65 233.00 16.42 15 -75 67,125
5,676,225 120,000 29,255 14.79 31.90 1.35 750 31.85 32.05 450 8000.00 150 279.60 280.50 75 -15.40 279.00 17.82 1,134 -2,625 1,241,775
201,375 2,850 416 14.87 23.60 1.65 75 23.05 23.45 450 8050.00 75 307.55 323.15 150 - - - - - 5,100
5,385,600 78,825 18,364 14.93 17.00 0.70 1,875 16.90 17.05 300 8100.00 75 363.25 365.65 75 -16.60 362.00 18.60 189 -150 388,275
97,575 7,725 246 15.17 12.45 0.80 1,125 11.95 12.60 225 8150.00 1,425 400.80 414.50 300 - - - - - 1,275
5,349,675 -2,325 12,252 15.39 9.30 0.35 2,025 9.25 9.30 900 8200.00 75 453.80 455.90 75 -17.45 452.75 19.91 151 4,800 284,025
70,950 -300 20 15.69 7.15 0.30 150 6.85 7.15 1,125 8250.00 3,000 431.05 611.50 75 - - - - - 675
3,560,175 22,875 8,299 15.96 5.20 0.10 1,275 5.20 5.25 5,850 8300.00 225 548.30 552.25 75 -15.65 550.00 18.84 34 - 361,950
24,150 150 4 16.08 3.70 -0.10 225 3.60 3.95 1,125 8350.00 3,150 521.10 602.80 300 - - - - - 900
2,010,750 35,700 3,926 16.45 2.85 0.05 7,875 2.80 2.85 1,050 8400.00 150 645.20 649.55 75 -10.65 650.00 25.31 40 -900 256,575
54,600 - - - - - 600 2.25 2.60 300 8450.00 4,200 621.05 717.85 4,200 - - - - - 375
1,977,300 -9,075 3,092 17.30 1.75 - 1,725 1.75 1.80 4,875 8500.00 150 743.60 747.20 75 -22.90 732.90 21.20 33 -75 481,575
2,175 - - - - - 9,750 0.75 2.00 1,050 8550.00 4,275 721.05 878.95 4,275 - - - - - 375
784,725 -1,125 532 18.48 1.35 - 10,350 1.30 1.35 6,525 8600.00 150 841.70 846.25 150 -10.30 844.00 28.97 10 300 58,500
- - - - - - 9,975 0.10 2.90 3,000 8650.00 4,275 821.05 968.95 4,275 - - - - - -
395,175 750 67 19.54 1.00 0.10 4,050 0.95 1.00 19,275 8700.00 150 939.85 945.65 450 -6.15 940.00 30.01 3 - 24,150
- - - - - - 10,950 0.05 2.90 9,000 8750.00 4,275 911.05 1,068.95 4,275 - - - - - -
92,775 -450 21 20.40 0.70 -0.05 11,775 0.70 0.75 675 8800.00 150 1,038.65 1,045.00 75 0.75 1,039.30 32.28 2 - 34,725
- - - - - - 9,975 0.05 - - 8850.00 1,200 902.25 1,289.40 75 - - - - - -
74,850 -75 6 22.03 0.70 -0.05 450 0.65 0.70 300 8900.00 150 1,138.05 1,143.40 75 -6.85 1,140.00 35.15 3 - 46,125
- - - - - - 19,950 0.05 - - 8950.00 1,200 1,002.25 1,389.40 75 - - - - - -
642,150 -225 16 23.44 0.65 -0.05 75 0.65 0.70 32,475 9000.00 75 1,238.45 1,242.50 75 -14.50 1,241.15 38.20 6 -225 672,150
- - - - - - - - - - 9050.00 1,200 1,098.35 1,493.30 75 - - - - - -
34,650 - - - - - 10,200 0.40 0.50 5,700 9100.00 300 1,336.75 1,342.65 75 - - - - - 121,875
- - - - - - - - - - 9150.00 1,200 1,194.50 1,597.15 75 - - - - - -
84,150 -150 76 24.93 0.35 - 30,525 0.30 0.40 27,075 9200.00 375 1,436.50 1,443.00 525 -14.55 1,437.45 41.27 7 - 264,825
- - - - - - - - - - 9250.00 1,200 1,294.50 1,697.15 75 - - - - - -
825 - - - - - 300 0.35 0.55 4,800 9300.00 1,200 1,534.80 1,553.10 75 - - - - - 1,350
- - - - - - - - - - 9350.00 1,200 1,390.60 1,801.05 75 - - - - - -
2,925 -525 20 27.76 0.35 -0.05 75 0.35 0.40 225 9400.00 2,775 1,634.20 1,644.15 300 0.85 1,645.00 49.71 13 -300 6,750
- - - - - - - - - - 9450.00 1,200 1,490.60 1,901.05 75 - - - - - -
225 - - - - - 225 0.25 0.40 375 9500.00 3,000 1,733.20 1,752.70 75 - - - - - 5,400
Total 44,053,125 34,779,300 Total

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



  •  Highlighted options are in-the-money.