Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7655.05  As on Sep 04, 2015 15:30:45 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
20,175 250 21 - 2,358.95 -167.10 1,000 2,269.65 2,348.90 25 5300.00 175 0.25 5.00 500 1.05 2.65 66.33 8 - 625
- - - - - - 1,000 2,180.50 2,272.75 1,500 5400.00 10,025 0.05 - - - - - - - -
45,775 2,275 416 - 2,135.00 -184.95 400 2,138.80 2,148.90 25 5500.00 900 1.40 2.45 525 -0.55 1.40 56.05 151 2,925 7,825
50 - - - 2,180.00 - 1,500 1,972.40 2,072.75 1,500 5600.00 10,000 0.05 - - - - - - - -
- - - - - - 1,500 1,872.40 1,972.75 1,500 5700.00 10,000 0.05 - - - - - - - -
- - - - - - 1,500 1,772.40 1,872.75 1,500 5800.00 10,000 0.15 - - - - - - - -
- - - - - - 1,500 1,672.40 1,772.75 1,500 5900.00 10,000 0.15 - - - - - - - -
182,850 -4,775 1,280 - 1,648.45 -181.90 25 1,643.80 1,650.95 125 6000.00 25 3.50 3.60 25 1.35 3.70 48.31 4,447 1,300 168,325
- - - - - - 1,500 1,484.75 1,576.90 1,500 6100.00 500 2.55 4.05 250 0.60 3.60 45.30 24 -250 400
50 - - - 1,651.00 - 1,500 1,385.25 1,474.45 1,500 6200.00 1,000 3.50 4.40 250 0.50 3.50 42.35 25 175 400
- - - - - - 1,000 981.00 2,197.20 100 6250.00 1,000 1.00 - - 0.05 0.40 31.85 40 - -
50 - - - 1,545.00 - 1,500 1,289.65 1,377.60 1,500 6300.00 200 3.75 4.25 50 0.75 4.25 41.72 550 8,825 11,800
- - - - - - 1,000 1,127.00 1,439.00 100 6350.00 8,000 1.20 - - - - - - - -
- - - - - - 2,500 1,197.25 1,278.75 1,500 6400.00 1,000 5.30 6.20 325 2.10 5.95 39.96 14,537 45,800 86,150
- - - - - - 1,000 1,035.00 1,342.50 100 6450.00 8,000 1.30 - - - - - - - -
153,450 475 239 - 1,154.85 -172.40 100 1,150.55 1,155.00 500 6500.00 400 9.00 9.15 75 4.35 9.00 39.79 41,399 145,100 692,450
- - - - - - 1,000 944.00 1,242.50 100 6550.00 2,000 6.50 - - - 5.10 - - - 400
2,250 - - - 1,190.75 - 1,500 1,008.75 1,083.05 1,500 6600.00 50 11.05 12.00 125 5.75 11.50 38.50 40,624 41,075 338,075
- - - - - - 25 921.00 1,146.50 25 6650.00 5,000 8.45 - - - - - - - -
2,075 625 25 - 964.30 -65.70 1,500 911.00 986.45 1,500 6700.00 750 14.80 15.00 50 6.80 14.25 36.97 47,272 7,450 309,550
- - - - - - 25 821.00 999.00 25 6750.00 200 8.25 24.30 25 10.75 18.75 37.57 2 - 50
14,550 275 94 - 870.00 -171.60 25 861.50 870.40 25 6800.00 2,425 19.00 19.50 25 8.95 19.00 36.01 87,506 72,475 619,425
- - - - - - 25 731.00 899.00 25 6850.00 500 12.20 - - - 12.10 - - - 125
2,925 1,175 48 - 778.45 -152.10 25 768.00 795.35 1,500 6900.00 25 25.00 25.90 25 11.55 25.40 35.11 69,666 47,650 371,125
- - - - - - 25 631.05 778.95 25 6950.00 25 12.20 - - - - - - - -
795,075 113,100 7,832 - 681.80 -165.90 25 681.10 682.95 250 7000.00 1,000 34.00 34.25 650 15.65 34.40 34.40 262,379 128,550 2,403,075
200 - - - 920.00 - 25 551.05 698.95 25 7050.00 1,000 39.60 40.60 1,000 17.25 40.75 34.28 397 7,450 9,350
417,950 11,075 1,277 14.69 594.65 -161.85 25 593.00 600.05 125 7100.00 4,925 45.65 46.00 1,225 20.05 45.65 33.57 183,476 297,275 1,493,275
75 - - - 900.00 - 25 461.05 628.95 25 7150.00 300 52.55 57.95 250 23.95 53.90 33.50 315 3,100 11,800
143,025 31,650 3,237 22.30 512.80 -153.25 25 510.35 513.00 25 7200.00 100 60.50 60.80 75 26.00 60.80 32.90 319,477 494,775 3,527,125
- - - - - - 375 439.20 538.95 25 7250.00 300 40.60 70.20 25 31.00 70.00 32.59 934 3,475 20,775
116,275 -425 2,719 22.67 428.00 -149.50 25 427.65 433.05 125 7300.00 9,800 78.05 79.00 550 32.65 78.05 31.86 376,091 752,875 2,766,075
- - - - - - 25 311.05 468.95 25 7350.00 300 86.20 90.00 25 33.20 85.95 30.94 317 300 12,400
233,025 80,100 10,299 23.33 352.00 -133.60 400 352.00 353.05 400 7400.00 25 99.80 101.00 25 41.65 100.00 30.88 366,357 229,725 3,371,775
- - - - - - 25 272.15 367.95 25 7450.00 75 114.00 123.85 300 57.25 123.85 32.11 898 1,850 8,125
939,875 116,900 26,148 23.43 281.50 -129.70 400 281.00 284.00 25 7500.00 200 128.00 129.70 25 52.10 128.00 30.01 571,179 302,300 4,516,550
750 500 39 23.40 249.00 -127.85 25 232.90 431.25 25 7550.00 50 138.05 145.15 50 59.95 145.20 29.71 9,649 77,500 85,050
768,525 398,775 73,248 23.55 219.95 -112.95 75 218.00 220.00 200 7600.00 25 162.70 164.70 25 64.10 162.75 29.21 406,744 -300,575 3,087,000
44,350 42,275 6,255 23.23 190.00 -111.20 1,250 190.00 192.00 50 7650.00 75 184.00 185.00 100 71.50 184.00 28.99 13,504 128,975 155,925
1,633,775 828,375 267,794 22.87 162.10 -101.25 75 162.10 163.50 75 7700.00 25 205.45 205.80 50 77.85 205.80 28.59 320,294 -37,775 2,105,175
44,900 8,275 5,573 22.30 135.00 -94.35 100 135.00 140.00 50 7750.00 1,000 221.05 234.40 50 84.20 230.65 28.34 5,010 -12,350 33,175
2,333,750 755,750 431,862 22.23 114.00 -86.20 725 114.00 114.90 25 7800.00 25 255.80 257.90 350 91.50 254.70 27.71 219,255 -346,525 4,255,325
80,625 13,975 7,687 21.89 93.50 -77.80 50 93.45 100.50 200 7850.00 25 283.55 292.40 100 100.50 283.60 27.48 1,414 -10,300 135,625
2,142,175 369,750 457,453 21.71 76.50 -67.65 25 75.70 76.50 1,100 7900.00 25 314.50 317.00 25 108.45 314.70 27.29 89,840 -411,450 2,274,550
61,050 -10,675 7,033 21.57 62.00 -58.90 100 58.00 62.00 200 7950.00 50 346.45 361.55 400 120.00 348.30 27.20 628 -6,425 39,225
3,844,425 358,500 674,982 21.36 49.25 -49.70 500 49.20 49.50 400 8000.00 100 388.45 389.50 350 128.80 388.00 27.83 60,452 -246,875 4,126,275
89,500 10,450 5,234 21.30 39.25 -41.60 150 38.00 39.25 75 8050.00 25 407.65 429.05 400 144.90 430.40 28.71 140 -975 25,975
3,306,500 319,175 445,003 21.05 30.10 -33.75 8,600 30.10 30.50 50 8100.00 50 464.45 470.35 50 145.10 468.00 28.56 18,021 -101,350 1,250,275
105,075 17,150 4,277 21.16 24.00 -26.70 50 23.00 24.10 175 8150.00 25 401.05 511.95 75 133.10 510.15 29.02 42 -25 4,650
4,359,775 -102,575 420,412 20.92 17.90 -21.10 500 17.65 17.85 100 8200.00 25 552.70 556.25 25 159.80 556.00 30.06 10,981 -775 1,451,700
177,050 -27,225 10,916 21.42 15.10 -15.55 550 14.45 15.15 1,000 8250.00 150 586.45 601.80 25 153.15 598.35 30.23 516 -375 18,300
3,114,000 251,200 266,241 21.09 10.80 -11.95 650 10.80 11.15 150 8300.00 25 640.50 645.65 175 170.60 645.00 31.20 5,135 -56,225 855,925
89,575 35,550 3,877 21.77 9.50 -7.95 25 9.25 9.60 25 8350.00 25 596.50 798.95 25 212.75 756.75 45.30 75 -1,250 2,025
2,779,350 59,325 167,481 21.75 7.15 -6.40 7,800 7.15 7.40 25 8400.00 125 735.15 740.95 50 179.75 741.40 33.64 2,954 -32,050 770,525
31,900 -1,500 616 21.88 5.55 -4.45 225 5.55 6.25 25 8450.00 50 722.05 878.95 25 205.60 845.60 46.92 1 - 1,575
4,750,425 41,725 134,812 22.47 4.85 -3.60 2,475 4.85 5.00 4,050 8500.00 100 829.95 832.55 25 176.75 835.80 35.32 3,128 8,075 880,575
33,875 -1,225 197 23.18 4.40 -2.55 100 3.75 4.40 2,950 8550.00 25 781.00 998.95 25 - 799.80 - - - 5,850
1,480,025 -126,400 59,470 23.28 3.40 -1.65 25,875 3.30 3.40 225 8600.00 125 926.50 931.90 25 185.45 928.45 36.16 900 -2,375 334,700
30,975 5,625 431 23.84 3.00 -0.95 225 3.05 3.80 1,000 8650.00 25 851.00 1,161.00 100 - 660.00 - - - 50
1,727,450 144,475 102,896 23.76 2.20 -0.85 1,450 2.15 2.20 9,000 8700.00 125 1,023.55 1,029.10 200 179.20 1,026.00 38.23 1,822 16,700 243,000
4,200 325 50 25.49 2.75 -0.75 25 2.05 3.35 200 8750.00 1,000 884.50 1,261.50 100 - 949.00 - - - 25
1,659,025 -38,300 68,535 26.10 2.50 -0.40 1,775 2.30 2.55 250 8800.00 125 1,122.75 1,129.50 50 187.65 1,128.70 41.93 1,899 -6,050 267,350
1,725 -100 4 27.04 2.50 -0.50 550 2.05 3.00 25 8850.00 1,000 980.50 1,364.00 100 - 870.00 - - - 300
1,815,875 -94,925 67,502 28.12 2.60 -0.20 3,475 2.45 2.65 50 8900.00 25 1,216.55 1,231.05 50 189.50 1,230.40 45.26 899 -5,725 129,275
800 - 10 25.92 1.05 -1.70 5,000 1.10 2.00 250 8950.00 1,000 1,076.50 1,468.00 100 - 950.00 - - - 200
2,665,000 7,675 50,343 29.12 2.10 -0.25 6,850 2.10 2.20 6,750 9000.00 225 1,322.35 1,326.90 25 183.70 1,323.50 45.50 2,643 -12,325 784,175
250 250 10 30.70 2.50 -130.30 5,000 0.50 1.50 250 9050.00 1,000 1,176.50 1,569.00 100 - - - - - -
918,900 -500 18,388 30.88 2.10 - 75 2.00 2.10 3,450 9100.00 50 1,424.05 1,426.90 25 213.30 1,438.30 53.27 273 75 49,500
- - - - - - 2,000 0.50 3.95 50 9150.00 1,000 1,273.00 1,673.00 100 - - - - - -
349,600 -27,225 10,572 32.10 1.85 0.10 3,550 1.85 1.95 200 9200.00 125 1,519.90 1,540.40 200 174.30 1,519.55 49.05 21 - 47,925
- - - - - - 8,000 0.40 10.50 1,200 9250.00 1,000 1,369.00 1,776.00 100 - - - - - -
158,800 400 6,011 33.19 1.60 0.10 4,000 1.50 1.80 100 9300.00 125 1,618.45 1,624.05 100 182.80 1,622.80 52.92 21 250 60,600
- - 601 33.62 1.45 -70.95 10,000 0.15 7.00 700 9350.00 1,000 1,469.00 1,769.00 100 - - - - - -
143,025 -1,475 2,173 34.28 1.40 0.05 1,650 1.40 1.50 1,175 9400.00 125 1,713.50 1,725.50 125 - 1,384.85 - - - 10,400
- - - - - - 10,000 0.05 - - 9450.00 1,000 1,565.00 1,869.00 100 - - - - - -
130,975 -7,950 3,621 35.41 1.25 0.05 3,050 1.10 1.25 900 9500.00 150 1,819.20 1,827.35 125 182.40 1,824.20 58.44 1,041 -17,625 358,225
- - - - - - 10,000 0.05 - - 9550.00 1,000 1,661.50 1,972.50 100 - - - - - -
26,150 -1,100 44 35.45 0.85 0.10 100 0.65 1.45 1,000 9600.00 1,500 1,867.90 1,951.80 1,500 - 1,740.00 - - - 575
- - - - - - 10,000 0.05 - - 9650.00 1,000 1,761.50 2,072.50 100 - - - - - -
1,950 - - - 1.40 - 2,000 0.30 1.30 50 9700.00 1,500 1,967.30 2,048.90 1,500 - 1,934.40 - - - 2,450
- - - - - - 10,000 0.05 - - 9750.00 1,000 1,861.50 2,176.50 100 - - - - - -
1,300 - 4 30.22 0.05 -0.95 3,000 0.10 1.75 100 9800.00 1,500 2,067.30 2,149.40 1,500 - 1,850.00 - - - 800
- - - - - - 10,000 0.05 - - 9850.00 1,000 1,961.50 2,384.00 100 - - - - - -
23,400 -1,300 354 38.12 0.55 -0.05 175 0.55 0.60 550 9900.00 125 2,210.80 2,237.45 125 187.10 2,218.00 65.11 172 -1,850 75,525
- - - - - - 10,000 0.05 - - 9950.00 1,000 2,061.50 2,484.00 100 - - - - - -
25,000 1,825 614 38.75 0.45 -0.20 4,875 0.45 0.60 1,425 10000.00 25 2,309.95 2,319.20 25 185.15 2,312.15 64.33 349 2,825 66,675
- - - - - - - - - - 10050.00 1,000 2,046.80 2,476.50 100 - - - - - -
- - - - - - - - - - 10100.00 1,000 2,360.00 2,447.60 1,500 - - - - - -
- - - - - - - - - - 10150.00 1,000 1,683.85 2,899.00 100 - - - - - -
- - - - - - - - - - 10200.00 1,500 2,452.25 2,547.60 1,500 - - - - - -
- - - - - - - - - - 10300.00 1,000 2,550.00 2,647.60 1,500 - - - - - -
- - - - - - - - - - 10400.00 1,000 2,650.00 2,747.60 1,500 - - - - - -
- - - - - - - - - - 10500.00 1,000 2,740.00 2,847.60 1,500 - 2,560.60 - - - 18,850
- - - - - - - - - - 10600.00 1,000 2,840.00 2,947.60 1,500 - - - - - -
- - - - - - - - - - 10700.00 1,000 2,940.00 3,047.60 1,500 - - - - - -
- - - - - - - - - - 10800.00 1,000 3,040.00 3,147.60 1,500 - - - - - -
- - - - - - - - - - 10900.00 1,000 3,140.00 3,247.60 1,500 - - - - - -
800 - 2 45.46 0.10 - 875 0.10 1.00 500 11000.00 25 3,302.05 3,332.05 25 175.75 3,307.00 82.47 69 150 20,125
- - - - - - - - - - 11100.00 1,500 3,332.25 3,447.60 1,500 - 3,208.00 - - - 25
- - - - - - - - - - 11200.00 1,500 3,432.25 3,547.60 1,500 - - - - - -
- - - - - - - - - - 11300.00 1,500 3,532.25 3,647.60 1,500 - - - - - -
- - - - - - - - - - 11400.00 1,500 3,632.25 3,747.60 1,500 - 3,434.20 - - - 550
Total 44,026,275 44,783,050 Total

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



  •  Highlighted options are in-the-money.