Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8588.25  As on Nov 28, 2014 15:30:30 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
113,000 -175 18 - 5,885.00 66.65 550 5,840.00 5,904.95 25 2700.00 2,500 0.05 1.00 3,175 - 1.00 - - - 5,775
- - - - - - 1,000 5,519.40 5,985.00 100 2800.00 - - - - - - - - - -
- - - - - - 1,000 5,418.50 5,886.00 100 2900.00 - - - - - - - - - -
227,750 -100 35 - 5,606.95 89.80 50 5,591.50 5,607.95 25 3000.00 1,000 0.05 0.75 1,550 - 1.00 - - - 5,250
- - - - - - 1,000 5,216.75 5,687.00 100 3100.00 - - - - - - - - - -
- - - - - - 1,000 5,115.90 5,588.00 100 3200.00 - - - - - - - - - -
- - - - - - 1,000 5,015.00 5,488.00 100 3300.00 - - - - - - - - - -
- - - - - - 1,000 4,914.15 - - 3400.00 - - - - - - - - - -
- - - - - - 1,000 4,813.25 - - 3500.00 1,000 0.05 1.00 1,150 - 1.50 - - - 15,525
- - - - - - 1,000 4,712.40 - - 3600.00 - - - - - - - - - -
- - - - - - 1,000 4,611.60 - - 3700.00 - - - - - - - - - -
- - - - - - 1,000 4,510.75 - - 3800.00 - - - - - - - - - -
- - - - - - 1,000 4,409.85 - - 3900.00 - - - - - - - - - -
141,325 -2,100 339 - 4,588.30 70.45 500 4,553.25 4,642.95 500 4000.00 4,475 0.25 0.75 6,100 -0.65 0.25 90.06 74 775 98,975
- - - - - - 1,000 4,208.10 - - 4100.00 - - - - - - - - - -
- - - - - - 1,000 4,107.20 - - 4200.00 - - - - - - - - - -
- - - - - - 1,000 4,006.35 - - 4300.00 - - 1.90 200 - 1.00 - - - 37,500
- - - - - - 1,000 3,905.45 - - 4400.00 - - - - - - - - - -
500 - - - 3,974.40 - 1,000 3,804.60 - - 4500.00 3,550 0.55 0.80 900 - 0.75 - - - 533,325
- - - - - - 1,000 3,703.70 - - 4600.00 - - - - -119.50 0.50 78.85 160 - 75,000
- - - - - - 1,000 3,602.85 - - 4700.00 - - - - - 100.00 - - - 600
200,000 - - - 3,677.15 - 500 3,733.25 3,852.95 500 4800.00 - - - - - 108.00 - - - 700
291,000 - - - 3,575.00 - 500 3,633.25 3,752.95 500 4900.00 - - - - - - - - - -
678,950 -700 74 - 3,610.00 86.90 25 3,601.00 3,616.40 225 5000.00 2,050 0.60 0.90 1,250 - 0.90 72.83 146 2,425 809,325
127,500 - - - 2,624.65 - 1,000 3,409.00 3,552.95 1,000 5100.00 200 0.10 - - - - - - - -
662,600 - - - 3,325.00 - 1,000 3,303.25 3,452.95 1,000 5200.00 200 0.05 - - - 180.00 - - - 44,000
852,650 - - - 3,118.00 - 1,000 3,203.25 3,352.95 1,000 5300.00 200 0.05 - - - 665.20 - - - 6,500
395,950 - - - 2,651.80 - 100 3,124.50 3,252.95 1,000 5400.00 200 0.10 - - - - - - - -
293,825 - 163 - 3,115.00 85.00 25 3,110.00 3,120.00 25 5500.00 25 0.50 0.65 25 -0.25 0.65 59.14 5 - 215,950
50 - - - 2,610.00 - 1,000 2,695.05 - - 5600.00 200 0.15 - - - - - - - -
- - - - - - 1,000 2,594.20 - - 5700.00 200 0.10 - - - 454.50 - - - 6,500
25 - - - 2,454.05 - 1,000 2,493.80 - - 5800.00 200 0.15 - - - - - - - -
25 - - - 2,275.00 - 1,000 2,393.05 - - 5900.00 200 0.10 - - - 349.00 - - - 500
283,675 - 285 - 2,618.00 93.70 100 2,616.00 2,652.95 1,000 6000.00 200 0.75 0.85 100 0.05 0.85 49.81 384 -1,500 498,625
25 - - - 2,386.50 - 1,000 2,473.25 2,562.95 1,000 6100.00 200 0.30 0.95 500 - - - - - -
1,150 - - - 2,286.80 - 1,000 2,373.25 2,462.95 1,000 6200.00 500 0.20 1.00 5,000 - - - - - -
33,900 - 1 - 2,370.00 98.60 25 2,354.75 2,375.60 250 6250.00 - - - - - - - - - -
300,150 -450 116 - 2,321.25 92.65 25 2,313.45 2,319.30 25 6300.00 25 0.60 0.95 25 -0.25 0.85 43.68 30 - 1,300
25 - - - 2,140.00 - 50 2,181.30 2,331.90 25 6350.00 5,000 0.05 1.05 25 - 0.05 - - - 25
51,025 500 30 52.11 2,239.20 113.30 75 2,206.40 2,220.25 100 6400.00 50 0.25 0.90 100 -0.30 0.25 37.22 10 150 350
- - - - - - 1,000 1,906.20 2,272.50 100 6450.00 5,000 0.05 - - - - - - - -
780,250 1,750 751 - 2,125.25 96.65 25 2,112.50 2,120.45 25 6500.00 325 0.70 0.75 25 0.15 0.75 39.23 1,534 6,150 595,500
- - - - - - 1,000 1,814.80 2,237.00 100 6550.00 5,000 0.05 - - - - - - - -
58,200 -1,400 60 - 2,035.00 101.35 25 2,008.05 2,022.75 25 6600.00 150 0.70 0.90 5,000 0.30 0.95 38.22 66 -1,225 6,175
5,250 - - - 1,455.75 - 1,000 1,714.80 2,137.00 100 6650.00 5,000 0.05 - - - - - - - -
201,750 - 1 - 1,929.70 102.65 25 1,908.15 1,937.30 25 6700.00 25 0.65 0.95 825 0.40 1.00 36.48 1 - 4,175
400 - - - 1,549.25 - 1,000 1,623.40 1,981.00 100 6750.00 5,000 0.05 - - - - - - - -
60,400 - 15 - 1,827.00 101.75 25 1,817.75 1,824.65 250 6800.00 50 1.00 1.10 4,975 0.25 1.10 34.92 15 175 4,925
250 - - - 1,320.35 - 1,000 1,523.40 1,881.00 100 6850.00 5,000 0.05 - - - - - - - -
31,150 -400 34 - 1,724.20 91.05 25 1,703.15 1,724.95 25 6900.00 50 0.90 1.10 4,675 0.50 1.10 33.00 61 1,325 2,550
2,700 - - - 1,222.25 - 1,000 1,432.00 1,785.00 100 6950.00 5,000 0.05 - - - - - - - -
643,450 -8,875 1,622 - 1,627.00 93.20 250 1,619.20 1,625.70 125 7000.00 7,575 1.10 1.20 6,900 0.05 1.10 31.10 4,504 -13,150 792,550
5,450 - - - 1,544.35 - 1,000 1,332.00 1,685.00 100 7050.00 10,000 0.50 - - - - - - - -
13,950 -400 35 - 1,528.00 99.00 25 1,515.60 1,531.45 25 7100.00 300 0.95 1.05 50 0.35 1.15 29.36 155 -700 9,250
2,050 - - - 1,044.75 - 1,000 1,241.20 1,589.50 100 7150.00 10,000 0.60 - - - - - - - -
81,200 -75 11 - 1,438.20 111.10 25 1,418.70 1,427.35 250 7200.00 75 0.95 1.05 1,000 0.10 1.00 27.06 2,226 -3,525 487,050
5,300 - - - 1,140.05 - 1,000 1,149.85 1,494.00 100 7250.00 10,000 0.65 - - - - - - - -
19,000 -350 30 38.62 1,357.00 126.70 1,000 1,274.25 1,364.05 1,000 7300.00 2,000 1.00 1.25 12,525 0.10 1.20 25.76 5,054 -37,925 542,750
4,150 - - - 1,079.15 - 1,000 1,049.85 1,394.00 100 7350.00 30,000 0.85 7.00 50 -29.60 3.05 27.98 2 - -
22,000 175 9 - 1,220.40 84.95 125 1,219.55 1,224.60 25 7400.00 275 1.55 1.75 100 -0.10 1.55 24.66 1,612 -6,675 300,350
4,900 - - - 963.15 - 1,000 961.50 1,298.50 100 7450.00 10,000 1.25 6.00 50 0.40 3.45 26.41 12 - -
720,625 925 2,450 - 1,125.00 86.40 200 1,125.05 1,128.85 25 7500.00 1,250 2.50 2.60 75 -0.30 2.50 24.25 10,954 -950 2,988,875
- - - - - - 1,000 857.85 1,198.50 100 7550.00 10,000 1.55 6.00 50 0.95 4.00 24.90 2 - 50
176,225 625 114 - 1,036.80 95.85 100 1,020.60 1,026.90 25 7600.00 125 2.80 3.05 3,025 -0.25 3.05 22.91 9,902 1,375 457,250
- - - - - - 1,000 766.50 1,102.50 100 7650.00 10,000 1.75 - - - - - - - -
130,050 -100 342 - 924.45 87.65 100 921.05 929.30 50 7700.00 3,900 3.20 6.00 75 -0.70 3.35 21.20 20,486 -35,150 677,000
- - - - - - 1,000 666.50 1,002.50 100 7750.00 10,000 1.75 - - - - - - - -
161,150 150 217 - 833.20 94.05 200 824.50 828.00 25 7800.00 2,250 4.05 4.15 6,300 -0.95 4.20 19.87 19,867 25,450 644,000
500 - - - 285.00 - 1,000 572.00 907.00 100 7850.00 525 3.50 - - - 18.00 - - - 75
1,686,275 -11,875 3,146 - 732.10 81.85 50 730.00 734.40 250 7900.00 5,375 5.10 5.15 425 -2.05 5.10 18.39 37,435 46,500 1,017,175
- - - - - - 1,000 540.50 827.00 100 7950.00 100 5.00 5.70 25 -179.45 5.70 17.67 23 400 400
2,934,800 -85,175 9,604 - 635.20 84.65 200 635.10 635.30 50 8000.00 525 6.75 6.95 350 -3.10 6.85 17.17 97,976 -51,150 3,097,075
350 - - - 430.00 - 1,000 481.50 698.50 100 8050.00 75 7.40 8.00 50 -5.05 7.95 16.53 52 575 975
472,050 -87,300 7,105 - 535.25 91.55 50 531.50 535.20 100 8100.00 725 9.30 9.40 875 -4.25 9.40 15.95 75,950 93,800 1,338,900
475 - - - 400.00 - 1,000 430.00 598.00 100 8150.00 100 10.55 11.45 50 -5.20 11.45 15.45 1,830 -10,325 16,025
1,085,875 -80,400 7,063 - 435.00 76.75 25 435.25 440.10 25 8200.00 50 13.75 14.10 125 -7.20 13.75 14.88 147,705 -8,725 2,210,750
1,200 175 73 13.45 410.00 106.00 100 359.85 515.15 100 8250.00 25 16.50 17.95 200 -10.30 16.55 14.30 5,686 33,100 85,750
792,675 -111,300 18,700 8.95 350.60 75.85 675 347.00 351.40 50 8300.00 525 21.80 22.00 425 -12.10 22.00 14.13 262,827 274,225 3,081,900
10,925 -200 73 14.68 330.75 94.30 300 300.40 309.25 50 8350.00 1,200 27.50 28.55 50 -16.00 27.55 13.71 5,176 21,625 72,825
1,455,800 -76,875 21,121 9.48 260.95 63.35 25 260.70 265.00 1,600 8400.00 1,500 35.80 35.95 75 -19.75 35.50 13.45 323,123 1,182,875 3,731,150
113,400 8,825 2,645 10.42 224.70 61.95 50 221.40 226.30 100 8450.00 50 44.15 45.35 100 -23.65 45.45 13.20 15,447 54,050 227,325
4,693,150 -386,800 118,123 10.84 189.90 56.95 275 187.00 189.80 125 8500.00 75 57.25 57.45 250 -29.65 57.25 12.89 434,252 1,165,225 4,206,725
99,975 18,875 10,487 10.40 152.10 46.55 200 151.80 153.70 50 8550.00 25 71.50 71.60 25 -35.80 71.60 12.58 25,428 176,875 232,250
3,987,950 318,950 327,334 10.40 121.50 41.45 250 121.05 123.00 925 8600.00 25 89.55 90.00 1,900 -41.65 89.80 12.36 382,120 1,282,625 1,997,550
148,850 106,225 19,571 10.44 95.30 35.30 300 95.30 97.00 75 8650.00 50 111.10 112.85 50 -508.55 112.00 12.23 9,478 75,375 75,375
3,795,650 566,750 453,042 10.41 72.50 29.20 500 73.00 73.55 25 8700.00 25 136.55 137.60 25 -52.95 137.60 12.08 77,820 491,850 790,275
145,375 94,650 12,989 10.40 54.00 23.25 300 53.70 54.80 100 8750.00 300 160.45 189.10 125 -72.00 168.00 12.08 357 4,225 11,425
3,528,125 1,658,600 385,134 10.44 39.50 18.15 25 39.15 39.50 75 8800.00 100 200.00 202.80 50 -67.90 201.00 12.00 28,762 189,925 570,700
55,850 44,075 4,835 10.33 27.30 12.95 25 26.25 29.60 75 8850.00 100 217.15 325.00 500 -693.10 235.00 11.62 2 50 7,050
1,869,825 1,000,125 217,681 10.46 19.40 9.40 75 19.35 19.40 1,050 8900.00 125 278.55 281.90 25 -73.45 278.65 12.25 2,134 28,250 34,925
55,125 55,100 3,354 10.33 12.50 5.30 50 12.40 13.80 25 8950.00 1,000 250.00 382.15 500 - 889.35 - - - 5,000
2,721,650 430,300 141,647 10.54 8.80 3.50 50 8.70 8.85 1,900 9000.00 50 366.40 367.95 25 -81.20 365.00 12.59 11,309 69,850 599,075
4,525 4,525 250 10.59 5.75 -17.30 300 5.55 6.80 125 9050.00 500 245.00 639.20 100 - 700.65 - - - 6,750
234,675 143,725 37,232 10.97 4.35 1.45 200 4.35 4.50 50 9100.00 25 432.55 485.90 50 -60.80 440.00 - 80 2,000 2,475
- - - - - - 6,000 1.70 8.00 5,000 9150.00 100 338.50 776.60 100 - 1,041.50 - - - 8,150
101,625 93,975 9,938 11.69 2.50 0.55 2,975 2.50 2.75 4,825 9200.00 25 527.50 592.35 50 -1,302.60 540.00 - 2 - -
- - - - - - 5,000 0.15 - - 9250.00 500 607.00 876.60 100 - 1,258.55 - - - 11,800
14,650 14,650 4,488 12.59 1.65 -16.80 125 1.20 1.80 225 9300.00 1,000 618.80 698.60 1,000 -1,304.10 640.00 - 82 2,000 2,000
- - - - - - 25 0.20 - - 9350.00 50 535.00 937.85 100 - 958.00 - - - 16,650
125 125 88 13.26 1.00 -38.80 1,000 0.85 1.55 500 9400.00 1,000 717.70 798.35 1,000 -1,162.25 745.00 - 42 25 25
- - - - - - 5,000 0.05 - - 9450.00 100 633.00 1,037.85 100 - - - - - -
307,625 99,525 13,801 14.81 1.05 - 350 1.05 1.15 225 9500.00 425 853.50 856.15 100 -82.45 855.00 21.35 2,454 17,675 276,200
- - - - - - - - - - 9550.00 500 728.50 1,142.15 100 - 1,064.50 - - - 250
- - - - - - 200 0.10 1.25 5,000 9600.00 500 778.50 1,192.15 100 - - - - - -
- - - - - - - - - - 9650.00 500 824.00 1,246.45 100 - 1,279.00 - - - 8,600
- - - - - - 500 0.10 - - 9700.00 500 874.00 1,296.45 100 - - - - - -
- - - - - - - - - - 9750.00 25 926.20 1,161.85 25 -147.30 1,162.40 41.13 2 25 25
- - - - - - 200 0.20 - - 9800.00 500 974.00 1,396.45 100 - - - - - -
- - - - - - - - - - 9850.00 500 1,021.00 1,430.00 500 - 1,435.25 - - - 9,150
- - - - - - 200 0.15 3.00 2,500 9900.00 - - 1,500.75 100 - - - - - -
- - - - - - - - - - 9950.00 - - 1,550.75 100 - - - - - -
33,925 23,000 1,588 20.03 0.50 -0.55 300 0.45 0.70 25 10000.00 250 1,349.00 1,353.50 125 -84.70 1,350.00 29.45 954 4,125 390,425
- - - - - - - - - - 10050.00 - - 1,655.05 100 - - - - - -
- - - - - - 500 0.05 1.00 5,000 10100.00 - - 1,705.05 100 - - - - - -
- - - - - - 500 0.05 1.00 5,000 10200.00 - - 1,809.35 100 - - - - - -
- - - - - - 500 0.05 1.00 5,000 10300.00 - - 1,909.35 100 - - - - - -
- - - - - - 500 0.05 1.00 5,000 10400.00 - - 2,013.65 100 - - - - - -
750 750 34 23.33 0.15 -0.05 500 0.20 0.90 625 10500.00 1,000 1,777.05 1,896.75 1,000 -101.60 1,842.00 33.76 338 7,750 11,325
- - - - - - 10,000 0.05 1.00 5,000 10600.00 - - 2,218.00 100 - - - - - -

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



  •  Highlighted options are in-the-money.