Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8243.80  As on Dec 19, 2014 11:57:36 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
90,275 - 37 467.59 5,560.00 83.85 75 5,555.00 5,561.85 50 2700.00 - - 0.25 1,075 - - - - - 4,700
- - - - - - 1,000 5,041.55 5,695.75 100 2800.00 - - 3.00 25 - - - - - -
- - - - - - 1,000 4,941.20 5,596.20 100 2900.00 - - 3.00 25 - - - - - -
191,150 - 308 391.63 5,252.05 77.55 250 5,252.15 5,261.85 50 3000.00 - - 0.25 300 - - - - - 4,725
- - - - - - 8,300 4,662.40 4,768.30 7,300 3500.00 400 0.10 - - - - - - - 15,525
111,975 -25 193 272.61 4,252.45 71.15 975 4,252.75 4,259.40 50 4000.00 5,350 0.10 - - - - - - - 93,475
- - - - - - 1,000 3,536.15 4,201.65 100 4300.00 - - 1.25 200 - - - - - 37,500
500 - - - - - 7,550 3,651.05 3,849.95 8,750 4500.00 5,000 0.20 - - - - - - - 533,325
- - - - - - 1,000 3,235.05 3,902.75 100 4600.00 - - - - - - - - - 75,000
- - - - - - 1,000 3,134.70 3,803.20 100 4700.00 - - - - - - - - - 600
200,000 - - - - - 500 3,358.95 3,501.45 500 4800.00 - - - - - - - - - 700
436,125 -4,550 485 203.89 3,257.00 79.65 50 3,256.00 3,261.40 100 5000.00 5,000 0.35 0.50 25 -0.20 0.10 127.64 20 -500 804,125
662,600 - - - - - 500 2,930.00 3,091.45 1,000 5200.00 - - - - - - - - - 44,000
852,650 - - - - - 500 2,830.00 2,991.45 1,000 5300.00 - - - - - - - - - 6,500
277,675 - 392 190.24 2,765.00 79.15 3,275 2,754.25 2,766.50 600 5500.00 - - 0.50 25 0.65 0.75 123.85 79 - 215,900
- - - - - - 1,000 2,131.10 2,807.10 100 5700.00 - - - - - - - - - 6,500
25 - - - - - 1,000 2,106.50 2,439.50 100 5900.00 - - - - - - - - - 500
200,450 -50,000 2,256 142.30 2,260.00 78.65 100 2,257.00 2,260.00 500 6000.00 1,725 0.30 0.65 75 - 0.65 91.07 2,074 -49,775 447,350
273,150 - 69 76.17 1,955.20 78.20 100 1,954.60 1,961.85 50 6300.00 1,000 0.15 0.95 100 - - - - - 2,250
25 - - - - - 1,000 1,665.00 2,069.00 100 6350.00 - - - - - - - - - 25
50,225 - 5 88.40 1,847.75 60.75 1,450 1,850.20 1,859.35 50 6400.00 875 0.10 0.80 25 -0.40 0.10 67.42 5 125 775
499,450 -28,475 1,575 98.20 1,754.95 79.35 150 1,756.65 1,759.85 100 6500.00 4,850 0.40 0.55 100 -0.25 0.40 73.77 290 -1,350 575,800
53,850 -450 24 87.45 1,650.20 82.20 175 1,655.05 1,659.60 75 6600.00 1,025 0.20 0.85 75 -0.40 0.20 63.26 14 50 2,750
170,450 -6,075 350 86.66 1,555.00 77.70 375 1,554.15 1,561.25 250 6700.00 100 0.50 0.95 200 0.20 0.95 69.00 115 2,150 3,850
52,075 -175 8 94.43 1,460.00 82.30 25 1,455.40 1,460.25 250 6800.00 450 0.30 0.90 275 0.15 0.90 64.17 2 -25 4,500
17,225 -4,025 229 - 1,340.10 60.00 150 1,355.30 1,361.85 50 6900.00 1,625 0.25 1.00 25 -0.75 0.25 52.58 37 -275 1,625
488,875 -2,575 930 62.23 1,260.00 80.65 350 1,256.05 1,261.85 25 7000.00 1,200 0.80 0.90 25 -0.30 0.80 55.09 544 1,550 891,425
- - - - - - 1,000 998.00 1,328.00 100 7050.00 15,000 0.20 - - - - - - - -
13,800 -25 21 65.95 1,152.80 194.80 25 1,155.25 1,159.90 650 7100.00 1,000 0.65 0.85 100 -0.10 0.90 51.13 12 -50 26,150
2,050 - - - - - 1,000 906.50 1,232.00 100 7150.00 5,000 0.25 - - - - - - - -
71,350 -5,025 444 65.23 1,057.20 80.60 350 1,053.55 1,060.85 200 7200.00 1,150 0.75 0.85 475 -0.15 0.75 45.88 88 -1,075 511,950
5,300 - - - - - 1,000 806.50 1,132.00 100 7250.00 5,000 0.25 - - - - - - - -
15,500 -225 21 56.91 954.00 73.40 4,000 947.50 959.10 475 7300.00 1,000 0.90 1.05 3,525 -0.40 0.95 42.86 336 -1,250 571,900
4,150 - - - - - 1,000 714.50 1,018.35 100 7350.00 5,000 0.25 - - - - - - - -
19,850 -42,600 2,230 56.14 857.90 86.40 300 855.60 861.40 100 7400.00 1,425 1.15 1.25 5,000 -0.20 1.15 39.52 2,195 2,775 338,975
2,450 - - - - - 1,000 619.00 922.45 100 7450.00 9,750 0.40 4.50 250 - - - - - 50
523,175 - 1,794 46.23 754.25 73.30 500 760.35 764.50 25 7500.00 22,425 1.25 1.30 23,225 -0.45 1.30 35.75 10,574 -15,225 2,718,250
- - - - - - 1,000 519.50 822.45 100 7550.00 1,250 1.05 1.70 4,000 - - - - - 1,700
84,325 -17,450 767 43.92 655.95 80.60 25 655.50 660.35 25 7600.00 116,550 1.40 1.45 241,550 -0.45 1.40 31.69 11,756 -28,925 771,975
- - - - - - 1,000 423.50 744.50 100 7650.00 900 0.95 1.25 400 -5.95 1.20 28.86 32 -400 12,300
64,825 -11,250 810 19.33 554.55 77.75 25 553.60 560.95 350 7700.00 4,825 1.50 1.55 2,050 -0.60 1.55 27.52 18,738 182,900 1,672,600
- - - - - - 1,000 324.50 644.50 100 7750.00 1,975 1.55 1.70 1,025 -0.80 1.60 25.53 2,238 -2,225 58,525
97,100 350 759 25.17 457.95 81.30 25 456.05 460.45 600 7800.00 4,300 1.60 1.65 1,125 -1.00 1.60 23.37 42,381 -328,850 2,576,350
500 - - - - - 1,000 229.00 548.00 100 7850.00 25 1.95 2.00 2,725 -1.55 1.95 21.74 10,383 39,700 275,750
1,402,400 -11,525 3,110 24.58 361.00 80.10 100 358.05 363.15 50 7900.00 5,275 2.30 2.35 575 -2.45 2.30 19.92 144,409 -444,250 2,691,400
2,550 75 52 - 295.00 67.75 1,500 295.60 324.60 100 7950.00 5,900 2.50 2.55 1,400 -3.45 2.50 17.93 41,762 -140,850 1,089,050
2,989,400 680,125 70,961 21.17 264.00 78.30 125 264.00 264.95 75 8000.00 40,525 4.00 4.05 1,075 -6.15 4.05 17.01 297,331 1,098,125 6,268,475
183,525 -70,850 7,809 15.76 211.50 69.15 25 211.95 213.35 50 8050.00 500 5.75 5.80 50 -10.05 5.85 15.55 55,316 -46,675 746,400
1,555,500 -894,825 127,424 15.89 166.20 63.05 25 165.90 166.40 100 8100.00 25 8.75 8.85 775 -17.20 8.80 14.23 451,279 327,500 4,745,400
550,700 -137,950 34,466 13.86 120.95 51.00 200 120.55 120.95 25 8150.00 50 13.70 13.85 25 -27.10 13.75 12.82 123,808 528,475 1,499,350
4,157,725 -1,106,375 606,710 13.53 84.00 40.00 125 83.60 83.95 350 8200.00 200 25.05 25.20 375 -37.30 25.10 12.26 729,357 1,444,575 4,549,875
1,531,575 301,400 198,809 12.85 51.45 26.75 50 51.45 51.85 50 8250.00 25 41.60 41.95 75 -50.95 41.85 11.42 123,642 528,900 1,404,250
5,107,975 82,600 909,828 12.73 29.50 15.80 400 29.35 29.50 500 8300.00 50 67.25 67.65 50 -63.05 67.65 10.52 252,932 606,275 2,386,750
1,706,800 556,650 175,591 12.36 14.40 7.45 25 14.30 14.50 550 8350.00 25 101.80 102.60 25 -73.70 102.45 8.91 5,924 15,100 524,975
5,157,675 226,650 394,184 12.73 7.15 3.00 2,675 7.10 7.15 3,425 8400.00 50 141.15 142.20 25 -76.40 141.55 - 34,094 -122,900 1,812,900
1,017,350 68,400 49,320 13.56 4.00 0.85 475 4.00 4.10 1,500 8450.00 800 186.85 201.40 100 -70.80 197.00 - 2,716 -21,625 184,450
5,482,625 46,575 192,953 14.70 2.55 0.10 3,875 2.50 2.55 8,200 8500.00 50 233.50 234.35 50 -79.85 234.00 - 14,009 -40,700 1,785,775
483,150 -11,175 9,715 16.22 1.75 -0.35 5,850 1.75 1.90 1,475 8550.00 50 277.05 291.15 200 -80.45 289.00 - 760 -17,500 120,725
3,470,375 -179,225 34,707 17.94 1.55 -0.20 1,800 1.55 1.60 2,150 8600.00 75 333.00 335.60 250 -73.80 338.10 - 2,050 -18,950 528,975
495,775 -22,225 3,900 19.81 1.40 -0.35 2,875 1.40 1.50 1,500 8650.00 25 377.55 384.85 250 -74.65 380.00 - 153 -25 140,175
3,095,150 -113,325 21,775 21.35 1.30 -0.35 317,950 1.25 1.30 21,150 8700.00 1,000 433.00 434.55 300 -78.15 435.00 - 1,657 -30,950 333,900
280,925 -2,250 447 23.16 1.15 -0.45 1,500 1.15 1.25 875 8750.00 475 466.90 495.10 25 - - - - - 16,550
3,031,850 -175,600 19,318 24.77 1.10 -0.45 21,325 1.05 1.10 3,375 8800.00 550 530.25 534.15 25 -75.50 536.45 - 1,377 -29,400 213,925
128,600 -650 46 26.63 1.10 -0.40 350 1.10 1.25 675 8850.00 1,000 407.00 785.50 100 - - - - - 7,050
879,200 -20,600 4,631 28.11 1.00 -0.45 825 1.00 1.05 6,300 8900.00 1,425 627.75 636.75 475 -73.00 635.00 - 132 -1,700 21,600
26,775 -10,000 402 29.90 1.00 -0.15 25 0.60 1.00 225 8950.00 1,000 502.50 889.50 100 - - - - - 5,000
2,077,300 -8,275 1,141 31.26 0.85 -0.35 4,475 0.85 0.95 2,425 9000.00 50 728.60 733.00 25 -78.40 733.00 - 1,025 -19,850 437,750
5,100 - - - - - 5,000 0.05 1.00 1,100 9050.00 1,000 602.00 989.50 100 - - - - - 5,500
332,075 25 4 34.45 0.85 -0.10 2,000 0.60 0.90 10,025 9100.00 7,625 799.50 863.25 6,725 - - - - - 850
- - - - - - - - - - 9150.00 1,000 698.00 1,094.00 100 - - - - - 8,150
144,975 - 1 36.96 0.70 - 1,000 0.60 0.70 5,100 9200.00 8,100 893.95 966.45 8,100 - - - - - -
- - - - - - - - - - 9250.00 500 971.85 1,198.00 100 - - - - - 11,300
82,075 - 1 36.79 0.30 -0.20 575 0.30 0.70 5,000 9300.00 7,800 993.90 1,066.85 8,050 - - - - - 1,800
- - - - - - - - - - 9350.00 1,000 911.65 1,298.00 100 - - - - - 3,650
300 - - - - - 75 0.15 0.65 700 9400.00 8,100 1,035.30 1,156.00 4,000 - - - - - 25
- - - - - - - - - - 9450.00 1,000 1,007.50 1,402.00 100 - - - - - -
982,150 -4,250 315 40.03 0.10 -0.10 128,550 0.10 0.15 19,450 9500.00 25 1,228.85 1,232.20 25 -77.10 1,233.25 - 642 -12,725 241,100
- - - - - - - - - - 9550.00 1,000 1,107.50 1,502.00 100 - - - - - 250
- - - - - - - - - - 9600.00 1,000 1,153.40 1,556.00 100 - - - - - -
- - - - - - - - - - 9650.00 1,000 1,203.40 1,606.00 100 - - - - - 8,600
- - - - - - - - - - 9700.00 1,000 1,253.40 1,656.00 100 - - - - - -
- - - - - - - - - - 9750.00 1,000 1,299.30 1,710.50 100 - - - - - 25
- - - - - - - - - - 9800.00 1,000 1,349.30 1,760.50 100 - - - - - -
- - - - - - - - - - 9850.00 1,000 1,399.30 1,810.50 100 - - - - - -
- - - - - - - - - - 9900.00 1,000 1,445.15 1,860.50 100 - - - - - -
- - - - - - - - - - 9950.00 1,000 1,495.15 1,914.50 100 - - - - - -
31,475 - 6 51.37 0.10 -0.05 - - 0.10 3,350 10000.00 125 1,728.20 1,734.15 200 -63.90 1,743.00 - 241 -1,450 284,700
- - - - - - - - - - 10050.00 1,000 1,591.05 2,014.50 100 - - - - - -
- - - - - - - - - - 10100.00 1,000 1,641.05 2,068.50 100 - - - - - -
- - - - - - - - - - 10200.00 1,000 1,741.05 2,168.50 100 - - - - - -
- - - - - - - - - - 10300.00 1,000 1,836.95 2,272.50 100 - - - - - -
- - - - - - - - - - 10400.00 1,000 1,936.95 2,372.50 100 - - - - - -
3,900 - - - - - - - 0.15 200 10500.00 1,025 2,228.45 2,235.65 25 -59.80 2,240.00 - 78 -1,625 8,575
- - - - - - - - - - 10600.00 1,000 2,136.95 2,572.50 100 - - - - - -

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



  •  Highlighted options are in-the-money.