Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7986.15  As on Oct 22, 2014 13:24:05 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
80,750 350 9 80.90 1,949.15 74.15 200 1,935.95 1,946.80 50 6050.00 100 0.25 0.85 50 - - - - - 2,000
860,750 -3,900 200 - 1,893.05 55.15 450 1,895.90 1,899.00 50 6100.00 1,050 0.15 0.50 1,000 -0.55 0.10 56.86 2 -100 27,150
- - - - - - 2,000 1,621.90 2,015.05 2,000 6150.00 - - 1.00 1,000 - - - - - -
56,150 50 17 - 1,790.00 85.00 300 1,779.80 1,799.00 50 6200.00 - - 0.70 1,250 0.05 0.70 63.76 15 - 7,050
- - - - - - 2,000 1,529.90 1,863.00 2,000 6250.00 - - 1.00 1,000 - - - - - -
24,250 -5,450 155 - 1,693.60 53.00 300 1,692.20 1,700.60 100 6300.00 1,800 0.15 0.50 500 -0.45 0.15 52.19 51 1,100 7,600
- - - - - - 2,000 1,429.90 1,763.00 2,000 6350.00 - - 1.00 1,000 - - - - - -
64,350 50 4 - 1,590.35 109.25 100 1,592.05 1,602.05 250 6400.00 200 0.10 0.95 50 - 1.00 58.69 2 50 2,700
- - - - - - 2,000 1,337.90 1,667.00 2,000 6450.00 - - - - - - - - - -
216,000 -500 49 - 1,493.00 50.10 1,000 1,491.40 1,501.00 50 6500.00 400 0.45 0.70 50 -0.10 0.45 50.61 26 -1,000 54,150
- - - - - - 2,000 1,237.95 1,567.00 2,000 6550.00 500 0.20 - - - - - - - 500
92,650 -350 9 - 1,388.00 48.10 450 1,390.75 1,398.40 100 6600.00 500 0.25 0.65 50 0.60 0.90 50.75 4 -100 17,800
- - - - - - 2,000 1,145.95 1,471.00 2,000 6650.00 500 0.20 - - - - - - - 200
204,100 -1,000 23 - 1,293.95 48.95 50 1,292.05 1,299.10 100 6700.00 500 0.20 0.70 2,350 -0.30 0.65 45.53 126 -1,100 42,250
13,400 - - - - - 500 1,242.30 1,360.15 4,000 6750.00 100 0.25 0.95 50 - - - - - 100
42,700 - 1 - 1,190.00 93.50 150 1,192.95 1,198.15 50 6800.00 50 0.30 0.65 50 -0.45 0.55 41.35 204 -9,800 145,000
9,650 - - - - - 2,000 953.95 1,275.00 2,000 6850.00 500 0.20 - - - - - - - -
22,750 - 1 - 1,092.00 87.00 50 1,092.50 1,099.65 50 6900.00 1,000 0.45 0.75 50 -0.25 0.75 38.66 848 -16,500 96,350
23,050 - - - - - 2,000 861.95 1,179.05 2,000 6950.00 10,000 0.05 - - - - - - - -
192,200 -11,250 477 - 992.00 56.25 50 997.00 1,000.00 100 7000.00 39,000 1.00 1.05 150 -0.20 1.05 37.27 4,838 -1,250 1,321,050
250 - - - - - 2,000 770.15 1,083.05 2,000 7050.00 50 0.75 1.35 2,000 - - - - - 850
16,950 -200 7 34.50 899.95 104.95 100 894.80 900.30 200 7100.00 14,850 1.10 1.15 900 -0.20 1.15 34.12 1,531 950 721,700
50 - - - - - 2,000 670.15 983.05 2,000 7150.00 50 0.70 1.35 2,000 - - - - - 950
69,000 -9,000 186 - 790.00 52.30 50 795.25 801.75 100 7200.00 38,750 1.20 1.25 1,250 -0.20 1.25 30.90 8,437 -37,200 639,100
50 - - - - - 2,000 574.30 887.05 2,000 7250.00 500 1.05 1.30 500 -0.70 0.85 27.73 1 - 26,800
62,000 -800 26 25.27 699.80 56.85 10,000 696.60 700.50 500 7300.00 69,450 1.30 1.35 217,950 -0.30 1.30 27.47 13,649 -155,000 1,292,050
- - - - - - 100 474.50 787.05 2,000 7350.00 3,000 1.05 1.40 9,600 -0.25 1.35 25.81 43 -950 49,200
204,250 -1,650 65 - 599.00 58.05 10,250 596.20 600.30 200 7400.00 50 1.25 1.30 31,800 -0.45 1.25 23.88 54,005 -1,101,550 1,627,900
300 - - - - - 500 537.05 554.90 500 7450.00 2,450 1.25 1.40 500 -0.50 1.30 22.09 139 -2,500 45,600
213,900 -8,800 469 - 497.65 55.70 50 499.65 501.40 500 7500.00 13,050 1.40 1.45 200 -0.75 1.40 20.61 28,033 -125,200 3,170,650
350 - - - - - 500 437.60 454.80 500 7550.00 2,000 1.55 1.60 550 -0.90 1.60 19.05 587 750 163,950
207,400 -42,700 2,246 - 401.95 56.55 50 398.90 402.65 50 7600.00 17,950 1.85 1.90 3,850 -1.35 1.90 17.67 39,525 -432,400 4,290,500
950 -100 32 - 343.90 52.55 500 339.10 352.65 500 7650.00 1,250 2.15 2.25 350 -2.30 2.20 16.15 4,278 -20,650 381,100
338,150 -63,150 4,295 - 302.75 53.95 50 303.05 304.20 50 7700.00 10,950 2.90 2.95 550 -3.95 2.95 14.96 121,788 -1,132,400 4,340,100
30,950 -3,700 205 - 242.40 40.15 9,950 241.35 254.25 50 7750.00 850 3.85 3.95 4,100 -6.05 3.95 13.75 16,430 -25,950 495,850
1,322,350 -277,150 18,761 9.73 205.00 48.30 150 204.65 205.00 950 7800.00 1,100 6.25 6.30 700 -9.20 6.30 12.99 225,530 -666,300 5,680,900
229,550 -5,250 3,640 9.83 158.80 42.50 50 158.85 159.90 50 7850.00 200 9.95 10.05 400 -12.95 9.95 12.14 36,201 120,050 833,050
3,276,250 -366,850 116,477 10.14 117.55 37.00 350 117.15 117.60 850 7900.00 400 16.50 16.70 1,300 -20.00 16.65 11.31 314,291 989,300 6,700,700
535,300 -178,300 23,753 9.76 78.80 26.40 50 78.45 78.90 50 7950.00 100 26.35 26.55 200 -29.05 26.50 10.40 41,462 174,950 839,300
5,803,050 -111,050 348,358 9.66 48.20 16.10 2,950 48.00 48.20 50 8000.00 1,550 43.65 43.90 1,550 -40.30 43.90 9.78 295,500 2,358,550 4,851,800
1,220,250 391,350 49,409 9.33 25.20 7.90 400 25.15 25.40 1,500 8050.00 100 69.15 69.65 100 -48.45 69.90 9.04 9,093 171,550 219,750
6,644,200 339,600 253,751 9.46 12.50 3.15 2,000 12.45 12.50 600 8100.00 600 104.00 104.50 50 -55.40 104.00 8.62 49,702 291,700 1,094,050
900,350 334,450 26,093 9.32 4.90 0.25 1,000 4.85 4.95 50 8150.00 50 146.75 148.65 10,250 -73.15 146.75 8.38 189 -1,450 24,950
6,299,950 585,000 130,192 10.04 2.65 -0.25 650 2.65 2.70 50 8200.00 50 192.45 193.95 9,150 -57.75 193.85 - 5,282 -75,750 469,900
334,200 -7,800 6,856 11.16 1.70 -0.40 50 1.70 1.75 2,100 8250.00 500 240.00 254.00 9,950 -93.25 241.90 - 7 -100 4,400
3,619,500 -208,450 59,147 12.45 1.30 -0.30 157,850 1.30 1.35 433,300 8300.00 500 290.20 292.55 500 -58.85 292.00 - 3,047 -47,650 486,750
107,500 -1,250 70 13.89 1.15 -0.10 450 1.15 1.20 550 8350.00 500 332.45 354.45 500 - - - - - 850
2,016,000 14,600 8,064 15.10 0.95 -0.20 6,050 0.95 1.00 23,100 8400.00 100 388.20 392.15 100 -50.60 395.00 - 572 -3,550 173,000
37,700 -250 21 15.35 0.50 -0.70 500 0.60 1.65 500 8450.00 500 402.00 482.25 500 - - - - - 250
2,199,900 -127,450 10,632 17.50 0.75 -0.15 81,850 0.65 0.75 63,900 8500.00 100 489.50 491.10 50 -61.50 490.00 - 541 -5,450 377,550
1,350 - - - - - 5,650 0.45 0.70 50 8550.00 1,000 375.00 730.10 2,000 - - - - - -
671,700 -6,150 250 19.61 0.50 -0.25 9,650 0.45 0.55 400 8600.00 250 588.55 598.00 1,500 -54.90 592.00 - 2 -50 6,150
1,450 - - - - - 500 0.25 0.60 1,900 8650.00 2,000 457.00 834.10 2,000 - - - - - -
289,800 -100 33 21.81 0.40 -0.10 100 0.40 0.60 900 8700.00 1,000 635.80 721.50 1,000 - - - - - -
1,100 - - - - - 10,000 0.05 1.50 200 8750.00 2,000 557.00 934.10 2,000 - - - - - -
182,400 100 69 24.10 0.35 -0.05 8,200 0.30 0.35 1,000 8800.00 1,000 735.80 811.50 1,000 -261.80 783.15 - 4 -100 200
- - - - - - 10,000 0.05 1.00 200 8850.00 2,000 653.00 1,038.10 2,000 - - - - - 5,250
81,050 -1,100 22 25.22 0.20 -0.35 4,000 0.25 0.45 500 8900.00 1,000 835.80 911.50 1,000 - - - - - -
- - - - - - 10,000 0.05 1.00 200 8950.00 2,000 753.00 1,138.10 2,000 - - - - - 9,650
935,700 -2,150 249 29.12 0.35 -0.05 63,150 0.35 0.40 20,900 9000.00 50 989.00 990.50 100 -61.65 988.55 - 255 -10,850 321,400
- - - - - - - - 1.00 200 9050.00 2,000 848.95 1,242.10 2,000 - - - - - 10,350
750 - - - - - - - - - 9100.00 2,000 898.95 1,292.10 2,000 - - - - - -
- - - - - - - - - - 9150.00 2,000 944.95 1,346.10 2,000 - - - - - 9,150
- - - - - - - - - - 9200.00 2,000 994.95 1,396.10 2,000 - - - - - -
- - - - - - - - - - 9250.00 4,500 1,050.00 1,424.00 4,500 - - - - - 10,700
- - - - - - - - - - 9300.00 2,000 1,090.90 1,500.10 2,000 - - - - - -
- - - - - - - - - - 9350.00 2,000 1,140.90 1,550.10 2,000 - - - - - -
- - - - - - - - - - 9400.00 2,000 1,190.90 1,600.10 2,000 - - - - - -
- - - - - - - - - - 9450.00 2,000 1,236.90 1,654.10 2,000 - - - - - -
21,700 50 13 45.48 1.00 0.65 2,100 0.15 1.00 1,900 9500.00 150 1,480.55 1,488.15 100 -55.10 1,487.00 - 107 -3,900 221,800
- - - - - - - - - - 9550.00 2,000 1,336.90 1,754.10 2,000 - - - - - -
- - - - - - - - - - 9600.00 2,000 1,386.90 1,804.10 2,000 - - - - - -
- - - - - - - - - - 9650.00 2,000 1,432.90 1,858.10 2,000 - - - - - -

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



  •  Highlighted options are in-the-money.