Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8460.15  As on Jul 02, 2015 13:31:36 IST
View Options Contracts for: OR
Filter by: Expiry Date
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
- - - - - - 1,000 1,801.50 2,176.45 100 6450.00 100 0.10 1.00 100 -1.50 1.00 38.14 4 100 150
70,425 725 340 - 1,927.00 -4.30 250 1,928.10 1,935.50 950 6500.00 2,050 0.50 0.60 100 -0.15 0.50 34.69 292 1,850 5,125
- - - - - - 1,000 1,663.05 2,076.45 100 6550.00 10,000 0.05 - - - - - - - -
2,125 - - - - - 2,050 1,815.65 1,866.80 4,925 6600.00 500 0.50 1.95 3,000 - - - - - 1,750
- - - - - - 1,000 1,571.50 1,921.50 100 6650.00 10,000 0.05 - - - - - - - -
10,600 - - - - - 2,525 1,716.15 1,766.70 4,925 6700.00 500 0.50 1.80 100 - - - - - 7,025
- - - - - - 1,000 1,471.50 1,821.50 100 6750.00 10,000 0.05 - - - - - - - -
3,000 - - - - - 3,750 1,612.05 1,666.50 4,850 6800.00 1,600 0.80 1.00 600 -0.15 0.85 30.99 79 -950 20,850
- - - - - - 1,000 1,379.95 1,725.70 100 6850.00 10,000 0.05 - - - - - - - -
2,075 - - - - - 2,525 1,520.80 1,566.60 4,925 6900.00 50 1.10 1.25 825 -0.05 1.15 30.15 77 -50 38,475
- - - - - - 1,000 1,288.40 1,629.95 100 6950.00 20,000 0.10 - - - - - - - -
536,525 2,475 272 - 1,444.00 7.80 25 1,432.75 1,441.35 50 7000.00 1,200 1.45 1.50 2,525 0.05 1.50 29.18 3,172 -1,000 498,250
350 - - - - - 1,000 1,188.70 1,529.95 100 7050.00 10,000 0.35 - - - - - - - 100
615,175 -125 12 - 1,340.00 -0.90 25 1,332.85 1,340.00 25 7100.00 2,250 1.60 1.65 4,800 0.10 1.70 27.72 1,097 -8,300 467,950
- - - - - - 1,000 1,097.15 1,434.15 100 7150.00 10,000 0.35 - - - - - - - -
146,800 -100 18 - 1,240.70 -4.30 250 1,233.70 1,241.30 700 7200.00 150 1.95 2.00 2,125 -0.30 1.95 26.28 2,302 4,950 377,475
- - - - - - 1,000 997.40 1,334.15 100 7250.00 10,000 0.65 - - - - - - - -
27,000 - - - - - 250 1,136.25 1,143.15 75 7300.00 700 2.40 2.50 2,375 -0.35 2.45 25.13 3,486 -3,400 675,925
- - - - - - 1,000 905.90 1,238.40 100 7350.00 10,000 0.85 - - - - - - - -
15,775 - 8 - 1,047.90 -0.10 25 1,039.85 1,048.30 25 7400.00 75 3.45 3.55 75 -0.60 3.45 24.35 4,307 -7,550 587,125
- - - - - - 1,000 815.20 1,142.60 100 7450.00 4,800 2.10 - - - - - - - 850
433,775 275 61 - 943.75 -6.05 25 945.85 950.35 25 7500.00 425 4.80 4.85 1,300 -0.85 4.80 23.52 16,031 -2,300 1,308,475
- - - - - - 1,000 715.40 1,042.60 100 7550.00 500 3.95 - - - - - - - 975
67,725 - - - - - 25 846.95 856.25 25 7600.00 25 6.85 6.90 700 -1.20 6.90 22.76 24,320 -42,350 1,023,600
- - - - - - 1,000 617.95 947.00 100 7650.00 1,750 7.65 8.15 100 -1.30 7.50 22.07 13 - 2,250
69,175 -1,025 122 - 748.05 -5.70 150 749.90 756.45 25 7700.00 250 9.85 9.95 2,625 -1.40 9.90 22.10 38,305 -49,450 2,039,925
50 - - - - - 1,000 556.50 846.85 100 7750.00 1,375 11.45 12.30 25 -2.20 11.65 21.70 21 -75 9,000
212,575 -8,050 494 - 670.00 9.85 25 654.70 659.85 25 7800.00 200 14.05 14.20 1,750 -2.05 14.05 21.37 70,318 74,800 3,588,350
- - - - - - 1,000 439.40 771.10 100 7850.00 50 16.10 16.85 75 -2.00 16.90 21.08 382 -2,800 29,525
175,700 -2,550 205 - 561.00 -16.80 100 561.35 565.50 25 7900.00 800 19.55 19.65 1,075 -2.75 19.65 20.59 119,788 -25,375 5,489,350
- - - - - - 500 362.00 706.00 500 7950.00 50 22.40 24.05 25 -3.75 22.60 20.05 324 100 24,100
921,750 -4,225 2,139 - 471.95 -4.95 25 470.55 472.40 25 8000.00 9,875 27.00 27.05 375 -3.35 27.00 19.73 269,263 -320,225 5,438,850
100 - - - - - 150 414.45 489.00 150 8050.00 50 31.45 32.35 25 -3.85 32.10 19.35 818 -2,150 31,025
547,925 500 1,890 - 383.20 -7.80 50 382.25 383.95 50 8100.00 50 37.60 37.75 675 -4.80 37.70 18.91 208,953 671,850 3,253,975
11,700 - 2 - 326.15 -22.25 50 341.35 349.95 225 8150.00 50 44.75 45.65 50 -3.90 45.70 18.58 1,122 350 53,725
1,010,175 -27,075 8,433 - 301.75 -7.70 25 301.80 302.80 25 8200.00 25 54.20 54.35 125 -4.25 54.50 18.38 207,171 466,100 4,027,600
50,250 -2,275 183 - 259.75 -10.35 50 262.65 265.25 25 8250.00 50 64.65 65.60 200 -4.25 65.00 18.31 2,602 4,725 119,725
1,769,325 -57,675 30,539 6.08 225.95 -7.90 50 225.70 226.80 50 8300.00 600 77.70 77.90 1,700 -4.00 77.70 17.98 236,490 318,700 3,808,575
37,575 2,100 807 8.49 193.60 -7.05 1,750 192.45 193.60 75 8350.00 50 93.10 94.25 100 -2.55 94.60 18.07 3,530 23,550 146,925
3,044,525 165,225 125,407 9.36 161.85 -5.95 75 161.95 162.45 100 8400.00 50 111.45 111.90 175 -2.85 111.50 17.93 210,311 561,550 2,761,925
125,225 31,450 7,670 9.86 133.50 -5.25 100 133.35 133.50 25 8450.00 25 132.10 132.85 25 -2.35 133.00 17.96 7,238 43,400 108,825
3,870,250 523,750 306,528 10.20 108.20 -6.10 525 108.00 108.40 575 8500.00 25 155.10 155.50 50 -2.15 155.50 17.90 60,622 132,125 1,352,475
122,675 18,300 8,106 10.42 85.55 -4.65 50 85.50 86.30 50 8550.00 25 180.05 184.45 25 -3.10 180.00 17.87 97 500 2,100
2,879,425 231,525 320,704 10.63 66.75 -5.15 50 66.75 66.80 200 8600.00 25 210.15 210.95 25 0.50 211.60 18.19 10,822 22,125 583,425
57,700 4,075 3,278 10.68 50.60 -4.10 50 50.70 51.05 25 8650.00 25 224.10 261.45 1,750 - - - - - 225
3,734,200 472,100 226,291 10.83 37.90 -3.60 425 37.85 38.00 25 8700.00 100 277.80 279.35 25 0.65 279.05 18.89 2,915 -2,650 383,325
49,150 13,050 1,400 10.87 27.25 -3.55 1,750 27.25 28.10 50 8750.00 250 221.00 494.90 100 - - - - - 200
2,346,675 65,275 139,842 11.03 20.15 -2.10 125 20.15 20.20 125 8800.00 25 357.55 358.95 25 0.45 359.95 20.31 1,714 -3,950 348,800
27,025 6,475 1,076 11.24 15.00 -0.70 75 14.30 15.00 75 8850.00 1,000 217.00 585.05 100 - - - - - 300
1,497,000 -29,625 60,773 11.31 10.45 -1.10 125 10.45 10.50 1,500 8900.00 25 445.80 448.00 50 -0.95 446.70 22.05 519 -425 119,675
7,675 100 69 11.33 7.10 -1.40 25 7.20 8.00 200 8950.00 1,000 307.50 702.00 100 - - - - - 200
2,226,825 3,750 40,007 11.70 5.55 -0.50 3,575 5.50 5.60 3,725 9000.00 25 538.70 541.55 25 5.25 543.00 24.58 970 -2,025 645,800
- - - - - - 25 2.60 5.45 25 9050.00 1,000 399.55 807.40 100 - - - - - -
648,850 2,725 13,536 12.46 3.40 -0.40 3,500 3.40 3.45 2,750 9100.00 200 632.90 636.15 25 9.80 634.45 26.20 644 -150 98,225
- - - - - - 25 1.50 5.00 200 9150.00 1,000 495.00 890.50 100 - - - - - -
427,025 21,425 5,496 13.18 2.20 -0.25 3,700 2.10 2.15 50 9200.00 25 727.60 734.60 50 5.90 727.90 27.88 13 -50 45,925
9,500 - - - - - 700 0.10 24.60 500 9250.00 1,000 594.00 990.50 100 - - - - - -
67,025 -75 22 14.03 1.50 -0.15 250 1.50 1.75 1,375 9300.00 25 825.50 833.10 50 -10.50 834.85 31.70 5 - 57,425
- - - - - - 10,000 0.05 14.70 500 9350.00 1,000 689.75 1,094.75 100 - - - - - -
45,150 - 1 15.29 1.35 0.05 500 1.15 1.50 350 9400.00 50 923.40 932.35 125 - - - - - 11,275
- - - - - - 10,000 0.05 8.90 500 9450.00 1,000 789.75 1,194.75 100 - - - - - -
137,625 -16,225 858 16.21 1.00 0.35 1,250 1.00 1.05 100 9500.00 25 1,026.95 1,029.75 50 3.35 1,030.00 35.86 492 -11,125 432,125
- - - - - - - - - - 9550.00 1,000 885.50 1,298.95 100 - - - - - -
9,125 - - - - - 25 0.35 1.35 200 9600.00 25 1,121.20 1,132.25 25 - - - - - 2,400
- - - - - - - - - - 9650.00 1,000 981.25 1,403.20 100 - - - - - -
5,075 -100 4 17.92 0.65 - 100 0.50 0.65 100 9700.00 25 1,219.20 1,232.65 100 32.70 1,237.70 42.19 4 - 10,875
- - - - - - - - - - 9750.00 1,000 1,081.25 1,503.20 100 - - - - - -
525 - 2 19.32 0.70 0.10 175 0.20 0.55 50 9800.00 4,025 1,284.70 1,359.85 4,025 - - - - - 250
- - - - - - - - - - 9850.00 1,000 1,177.05 1,607.40 100 - - - - - -
19,625 -25 305 19.86 0.50 - 1,250 0.45 0.50 2,975 9900.00 25 1,423.05 1,430.15 175 6.95 1,430.00 45.35 486 -4,025 235,900
2,025 - - - - - 1,525 0.05 2.50 200 9950.00 25 1,401.00 1,700.50 100 - - - - - -
Total 28,097,550 40,278,675 Total

Top

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



  •  Highlighted options are in-the-money.