Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8338.80  As on Jul 28, 2015 13:49:12 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
50 - - - - - 1,000 1,689.60 1,895.00 25 6450.00 - - 1.00 2,000 - - - - - 50
64,800 -3,275 181 - 1,848.70 -20.00 100 1,840.00 1,842.95 1,175 6500.00 6,400 0.20 0.30 250 0.10 0.20 111.40 47 -925 9,475
- - - - - - 1,000 1,598.00 1,946.55 100 6550.00 - - 3.00 10,000 - - - - - 50
1,625 - - - - - 5,200 1,720.45 1,767.90 6,950 6600.00 - - 0.50 50 - - - - - 1,325
- - - - - - 1,000 1,498.00 1,846.55 100 6650.00 - - 3.00 10,000 - - - - - -
9,225 -1,250 80 114.61 1,653.00 -22.60 750 1,640.00 1,667.45 2,500 6700.00 250 0.15 0.30 375 - 0.30 102.49 72 - 7,550
- - - - - - 1,000 1,406.40 1,750.70 100 6750.00 - - 3.00 10,000 - - - - - -
2,375 -75 6 155.73 1,565.00 - 100 1,537.05 1,567.45 2,500 6800.00 10,000 0.05 0.40 1,000 - - - - - 19,225
25 - - - - - 1,000 1,351.00 1,650.70 100 6850.00 - - 3.00 10,000 - - - - - -
2,075 - 4 164.16 1,475.00 -61.85 4,425 1,428.85 1,442.95 25 6900.00 3,600 0.10 0.50 1,000 -0.20 0.30 89.87 1 -25 45,125
- - - - - - 1,000 1,214.75 1,554.90 100 6950.00 - - 3.00 10,000 - - - - - -
391,550 -12,100 1,616 - 1,347.00 -18.35 50 1,338.60 1,343.00 25 7000.00 6,525 0.20 0.25 4,950 - 0.20 80.63 1,027 -20,625 432,750
350 - - - - - 1,000 1,123.15 1,459.10 100 7050.00 10,000 0.05 3.00 10,000 - - - - - 100
192,300 -1,225 2,820 - 1,245.00 -26.20 50 1,239.80 1,244.20 100 7100.00 1,725 0.20 0.45 4,975 0.15 0.45 80.61 76 -475 439,425
- - - - - - 1,000 1,023.15 1,359.10 100 7150.00 10,000 0.05 1.00 5,000 - - - - - -
32,075 -1,700 445 - 1,145.00 -26.30 1,000 1,143.00 1,144.15 25 7200.00 500 0.60 0.70 3,225 0.05 0.70 77.20 342 - 328,025
- - - - - - 1,000 931.55 1,263.30 100 7250.00 10,000 0.05 1.00 5,000 - - - - - -
19,850 -3,000 205 84.88 1,043.80 -29.10 2,400 1,032.60 1,041.90 500 7300.00 250 0.55 0.70 1,475 -0.10 0.55 69.46 127 -200 291,775
- - - - - - 1,000 831.55 1,163.30 100 7350.00 10,000 0.05 1.45 10,000 - - - - - -
9,275 -3,625 276 - 948.00 -20.95 250 940.00 962.20 2,500 7400.00 4,925 0.70 0.75 250 0.05 0.75 65.33 4,356 -1,950 444,325
- - - - - - 1,000 739.90 1,067.50 100 7450.00 10,000 0.05 1.65 10,000 - - - - - 850
245,025 -22,100 3,232 71.53 846.45 -23.05 25 838.40 843.60 50 7500.00 5,275 0.70 0.75 675 - 0.75 58.37 6,188 -35,125 991,825
- - - - - - 1,000 644.10 971.70 100 7550.00 25 0.55 1.95 10,000 0.95 2.95 66.77 1 - 975
34,550 -18,000 1,051 - 744.00 -24.95 25 724.40 741.90 275 7600.00 3,450 0.60 0.70 5,825 -0.15 0.60 51.02 992 -2,575 533,800
- - - - - - 1,000 544.10 871.70 100 7650.00 25 0.45 0.85 1,000 - - - - - 2,950
35,750 -3,350 249 50.37 644.55 -25.60 325 639.70 641.90 300 7700.00 4,125 0.60 0.65 1,375 -0.20 0.60 44.69 1,422 -4,175 991,950
50 - - - - - 1,000 448.00 591.90 50 7750.00 25 0.65 0.95 25 -0.30 0.60 41.52 2 25 8,825
106,850 -1,475 1,067 46.21 546.00 -29.80 25 540.30 546.00 25 7800.00 12,050 0.65 0.70 2,500 -0.30 0.75 39.08 19,825 -4,400 2,493,350
25 - - - - - 1,000 348.00 676.00 100 7850.00 600 0.70 0.95 12,500 - 0.90 35.18 8 - 32,325
94,625 -21,275 1,837 43.21 448.00 -23.50 25 444.00 446.55 75 7900.00 22,750 0.75 0.80 13,650 -0.55 0.75 32.92 39,496 -66,600 4,998,900
- - - - - - 1,000 377.20 406.15 1,000 7950.00 25 0.65 0.95 1,500 -0.50 0.90 30.39 16 - 22,125
351,525 -25,175 8,013 30.74 341.65 -29.20 50 341.55 342.80 100 8000.00 34,225 0.90 0.95 875 -0.90 0.90 27.24 111,393 -98,025 4,533,150
125 - 4 47.08 324.00 -189.00 100 286.80 297.25 25 8050.00 25 0.95 1.15 875 -1.05 1.15 24.53 3,322 8,550 43,325
228,650 1,075 4,964 26.87 244.55 -27.70 25 244.00 244.95 25 8100.00 2,125 1.45 1.50 8,250 -1.80 1.45 21.81 208,921 374,125 3,470,450
8,350 125 88 37.72 198.30 -33.70 300 194.30 199.75 25 8150.00 1,300 3.05 3.15 50 -2.10 3.05 21.07 28,924 44,500 214,150
694,000 28,275 29,977 22.41 148.80 -31.35 25 148.25 148.95 25 8200.00 1,075 6.45 6.55 450 -1.95 6.50 19.99 431,869 345,675 4,554,225
41,550 1,525 1,462 20.62 105.55 -27.50 150 105.55 107.25 275 8250.00 25 12.85 12.95 150 -0.30 12.90 18.78 126,318 246,750 751,875
1,820,350 306,000 278,833 19.76 68.00 -24.10 125 67.80 68.35 25 8300.00 1,000 25.00 25.15 550 2.55 25.00 18.02 921,081 218,450 5,018,525
779,100 474,425 114,607 19.03 40.00 -20.00 200 39.90 40.25 150 8350.00 25 45.30 45.45 150 5.80 45.45 17.09 219,351 136,075 1,103,875
6,163,475 1,341,025 1,225,755 19.06 22.25 -14.95 7,600 22.25 22.35 25 8400.00 450 74.65 75.00 14,050 10.80 74.95 15.51 889,456 1,241,200 4,679,950
1,677,950 588,975 264,795 19.27 11.20 -9.30 125 11.20 11.25 575 8450.00 150 113.25 113.75 25 17.95 113.55 13.68 46,583 -76,425 431,400
6,327,250 642,750 969,624 20.15 5.90 -4.95 675 5.85 5.95 200 8500.00 75 158.50 158.75 25 24.10 158.50 - 253,021 -726,600 2,751,400
1,147,775 -305,700 165,438 20.49 2.90 -2.30 1,025 2.85 2.95 8,800 8550.00 75 203.10 204.95 350 22.45 202.10 - 6,066 -17,325 307,850
6,033,700 145,250 379,065 21.76 1.65 -1.50 35,150 1.60 1.65 2,825 8600.00 25 251.45 252.00 100 25.85 251.40 - 20,005 -54,975 1,088,300
955,150 -112,075 45,341 23.72 1.20 -0.85 25,525 1.15 1.20 4,675 8650.00 400 300.35 303.05 25 19.75 298.15 - 5,458 -7,650 214,400
5,034,625 -283,200 170,361 25.93 0.95 -0.70 9,325 0.95 1.00 50,000 8700.00 75 351.45 352.00 700 26.60 352.00 - 11,050 -23,375 427,475
569,725 -29,225 8,986 28.60 0.90 -0.50 3,550 0.80 0.90 1,825 8750.00 250 389.05 404.60 200 -2.55 367.10 - 213 -2,500 2,350
3,621,150 -207,500 38,424 30.83 0.80 -0.15 27,825 0.80 0.85 29,825 8800.00 100 450.55 452.00 125 25.55 448.90 - 3,573 -18,175 192,100
255,200 -7,750 1,722 34.27 0.85 -0.15 2,450 0.70 0.85 2,275 8850.00 250 486.55 507.45 250 73.60 464.45 - 8 - 350
2,729,725 -86,775 16,513 37.15 0.75 -0.05 17,800 0.75 0.80 37,575 8900.00 50 550.30 552.10 500 26.70 547.05 - 1,655 -26,000 85,875
66,400 -650 182 40.27 0.70 -0.15 950 0.70 0.80 25 8950.00 350 521.50 602.10 50 53.40 596.20 - 4 - 300
1,932,150 -59,050 30,147 42.45 0.75 -0.10 23,825 0.75 0.80 14,425 9000.00 50 648.45 651.00 25 26.40 648.75 - 4,394 -71,825 284,825
675 - - - - - 25 0.15 0.95 25 9050.00 250 473.60 860.40 250 - - - - - -
548,125 1,275 2,496 46.73 0.65 -0.05 1,225 0.65 0.70 7,475 9100.00 25 746.00 751.20 100 18.40 740.00 - 675 -14,625 102,500
- - - - - - 10,000 0.05 2.95 1,000 9150.00 1,000 569.70 964.35 100 - - - - - -
413,050 -3,750 307 51.47 0.60 -0.15 200 0.50 0.60 5,500 9200.00 225 844.95 850.50 50 24.35 847.95 - 120 -775 50,300
9,550 - - - - - 10,000 0.05 3.00 10,000 9250.00 1,000 665.50 1,068.50 100 - - - - - -
83,750 -1,350 152 54.15 0.40 -0.20 650 0.40 0.50 1,725 9300.00 25 946.90 950.40 125 14.35 937.15 - 179 -3,975 52,850
- - - - - - 10,000 0.05 3.00 10,000 9350.00 1,000 765.50 1,168.50 100 - - - - - -
41,050 25 16 59.65 0.45 -0.20 1,800 0.45 0.55 2,075 9400.00 125 1,042.90 1,049.90 50 21.45 1,043.80 - 25 -375 12,275
- - - - - - 10,000 0.05 3.00 10,000 9450.00 1,000 861.30 1,272.70 100 - - - - - -
156,150 -7,950 1,184 65.74 0.60 0.20 1,000 0.50 0.55 500 9500.00 50 1,147.20 1,149.65 50 24.70 1,145.45 - 4,709 -63,000 330,350
- - - - - - - - 3.00 10,000 9550.00 1,000 961.30 1,372.70 100 - - - - - -
4,100 -25 1 60.29 0.10 -0.90 2,225 0.10 0.50 3,450 9600.00 100 1,242.55 1,251.55 50 18.90 1,228.90 - 6 -100 1,875
- - - - - - - - 3.00 10,000 9650.00 1,000 1,057.10 1,476.90 100 - - - - - -
2,150 -50 2 74.40 0.50 0.40 1,050 0.05 0.50 2,100 9700.00 250 1,342.05 1,349.90 500 173.00 1,338.40 - 18 -50 11,725
- - - - - - - - 3.00 10,000 9750.00 1,000 1,152.90 1,581.10 100 - - - - - -
475 - - - - - 375 0.10 0.65 500 9800.00 7,325 1,412.20 1,463.90 7,325 - - - - - 250
- - - - - - - - 3.00 10,000 9850.00 1,000 1,252.90 1,681.10 100 - - - - - -
10,900 -1,000 60 83.40 0.50 0.40 175 0.20 0.50 325 9900.00 100 1,544.20 1,549.45 250 25.05 1,543.55 - 947 -19,000 186,600
2,025 - - - - - 1,525 0.05 1.00 500 9950.00 1,000 1,348.70 1,785.30 100 - - - - - -
375 - - - - - 175 0.10 0.90 500 10000.00 1,000 1,398.70 1,835.30 100 - - - - - -
- - - - - - - - 1.00 500 10050.00 1,000 1,448.70 1,885.30 100 - - - - - -
- - - - - - - - 1.00 500 10100.00 1,000 1,494.55 1,939.50 100 - - - - - -
- - - - - - - - 1.00 500 10150.00 1,000 1,544.55 1,989.50 100 - - - - - -
Total 42,952,750 43,001,950 Total

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



  •  Highlighted options are in-the-money.