Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8319.00  As on May 28, 2015 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
- - - - - - 1,000 1,681.00 1,820.00 200 6550.00 - - - - - - - - - -
400 - - - 1,130.25 - 1,000 1,502.15 1,839.50 100 6600.00 - - - - - - - - - -
- - - - - - 1,000 1,452.15 1,800.05 100 6650.00 - - - - - - - - - -
525 -825 35 - 1,582.90 -42.45 2,500 1,552.10 1,640.60 2,500 6700.00 - - 0.05 50 -0.05 0.05 - 28 250 33,425
- - - - - - 1,000 1,360.50 1,704.25 100 6750.00 - - 0.30 1,000 - - - - - -
25 -125 6 - 1,511.00 -23.35 2,500 1,452.10 1,540.60 2,500 6800.00 - - 0.10 12,000 - 0.15 - - - 4,525
775 -250 48 - 1,436.00 -85.50 1,000 1,268.85 1,606.35 200 6850.00 - - 0.05 100 -0.95 0.05 - 52 575 1,100
1,575 -17,425 749 - 1,385.50 -21.50 350 1,402.00 1,414.90 25 6900.00 - - 0.20 6,000 - 0.10 - 1 25 25,250
- - - - - - 1,000 1,168.85 1,508.40 100 6950.00 - - 0.30 1,000 - - - - - -
54,500 -77,775 4,714 - 1,315.00 -11.75 125 1,308.65 1,314.90 50 7000.00 - - 0.05 30,675 - 0.05 - 214 -4,200 163,500
1,525 -23,900 1,019 - 1,264.00 -2.75 200 1,257.90 1,357.50 100 7050.00 - - 0.05 175 -0.45 0.05 - 109 -2,125 1,050
4,700 -156,225 7,594 - 1,215.00 -12.35 75 1,215.00 1,220.80 25 7100.00 - - 0.05 45,650 - 0.05 - 56 -225 333,775
- - - - - - 200 1,157.90 1,312.55 100 7150.00 - - 0.50 500 - - - - - -
1,625 -83,725 4,570 - 1,114.90 -7.60 6,100 1,109.15 1,114.90 25 7200.00 - - 0.05 51,050 -0.05 0.05 - 5,440 73,175 292,475
- - - - - - 200 1,057.90 1,216.75 100 7250.00 - - 0.05 75 -2.75 0.05 - 17 - 2,050
3,000 -10,275 464 - 1,006.80 -22.85 200 1,007.90 1,014.90 75 7300.00 - - 0.05 13,375 -0.25 0.05 - 19,302 1,325 1,347,225
- - - - - - 200 957.90 1,120.90 100 7350.00 - - 1.00 500 - 1.50 - - - 250
1,100 -4,325 253 - 905.85 -5.15 200 907.90 914.90 25 7400.00 - - 0.05 11,550 -0.20 0.05 - 1,289 -13,150 391,250
- - - - - - 200 857.90 1,020.90 100 7450.00 - - 1.00 500 - 3.50 - - - 400
15,050 -159,150 8,940 - 814.80 -14.95 100 808.05 814.80 25 7500.00 - - 0.05 5,800 -0.40 0.05 - 17,293 -83,025 1,732,000
- - - - - - 200 757.90 925.10 100 7550.00 - - 0.65 25 - 0.15 - - - 2,400
1,900 -17,400 1,043 - 709.75 -16.85 100 708.05 714.90 25 7600.00 - - 0.05 9,075 -0.30 0.05 - 4,840 -41,150 465,700
100 - - - 333.30 - 100 650.00 823.25 100 7650.00 - - 1.00 500 -0.05 0.10 - 44 -325 16,200
1,825 -87,425 5,949 - 615.00 -4.95 200 607.90 614.90 25 7700.00 - - 0.05 9,350 -0.45 0.05 - 43,393 -23,300 1,787,275
- - - - - - 200 557.90 729.25 100 7750.00 - - 0.40 25 -0.45 0.05 - 655 -1,725 23,425
4,675 -123,225 7,328 - 520.75 -10.70 200 507.90 531.45 500 7800.00 - - 0.05 9,125 -0.50 0.05 - 44,407 -129,225 2,675,250
- - - - - - 200 457.90 631.50 100 7850.00 - - 0.05 1,600 -0.50 0.05 - 492 -525 26,675
29,350 -37,600 4,348 - 419.60 -11.20 550 419.05 419.60 1,650 7900.00 - - 0.05 38,075 -0.50 0.05 - 26,112 -84,400 2,049,225
2,300 -200 103 - 334.00 -35.05 200 357.90 367.00 325 7950.00 - - 0.05 75 -0.55 0.05 - 1,724 1,625 74,125
84,550 -30,325 9,287 - 319.75 -11.30 50 319.50 319.75 4,675 8000.00 - - 0.05 45,000 -0.60 0.05 - 46,715 -235,725 3,886,925
2,000 -550 71 - 268.70 -10.90 200 257.90 279.90 1,000 8050.00 - - 0.05 6,575 -0.70 0.05 - 7,859 -43,125 141,050
123,325 -125,275 14,595 - 214.25 -16.65 5,975 214.25 214.30 50 8100.00 - - 0.05 30,225 -1.10 0.05 - 180,447 326,675 4,712,300
7,225 -9,025 872 - 170.00 -7.20 50 162.90 169.95 1,000 8150.00 - - 0.05 47,450 -1.60 0.05 - 191,567 476,400 980,975
247,050 -685,050 248,299 - 116.00 -15.90 5,700 116.00 119.00 400 8200.00 - - 0.05 82,000 -3.40 0.05 - 1,321,466 752,950 5,649,975
84,875 -83,975 392,593 - 58.50 -27.05 1,700 58.50 58.70 150 8250.00 - - 0.05 146,875 -7.40 0.05 - 1,203,845 1,116,125 2,411,300
832,800 -1,338,550 2,738,400 - 10.30 -38.45 3,125 9.50 10.30 425 8300.00 - - 0.05 444,225 -18.10 0.05 - 2,753,492 1,238,250 6,460,300
4,580,150 2,671,675 1,729,434 - 0.05 -23.20 - - 0.05 64,225 8350.00 275 28.50 28.95 150 -10.25 28.55 - 589,858 -666,325 151,275
5,859,800 1,209,125 1,908,454 - 0.05 -8.15 - - 0.05 40,975 8400.00 475 79.50 79.70 1,575 5.40 79.70 - 525,783 -1,171,475 798,825
1,601,925 465,825 321,741 - 0.05 -2.05 - - 0.05 58,050 8450.00 500 119.50 120.70 50 5.50 119.50 - 11,345 -59,425 26,825
5,565,900 157,775 278,520 - 0.05 -0.85 - - 0.05 211,375 8500.00 50 180.10 180.45 425 16.30 180.45 - 56,895 -335,050 482,125
596,300 -52,375 35,592 - 0.05 -0.60 - - 0.05 4,075 8550.00 200 218.00 222.10 200 6.30 220.00 - 137 -1,400 900
2,777,275 -207,950 64,815 - 0.05 -0.50 - - 0.05 40,550 8600.00 150 271.10 275.05 100 12.60 275.50 - 24,886 -279,250 35,050
147,225 -2,175 3,288 - 0.05 -0.50 - - 0.05 10,100 8650.00 250 319.10 340.00 1,000 6.95 325.60 - 55 -225 775
3,597,475 342,250 90,448 - 0.05 -0.50 - - 0.05 26,050 8700.00 1,400 378.10 381.60 50 15.55 381.65 - 7,764 -98,750 41,950
59,600 -2,425 1,135 - 0.05 -0.45 - - 0.05 100 8750.00 200 418.00 422.10 25 18.50 418.50 - 21 -100 700
3,493,275 -148,950 86,244 - 0.05 -0.45 - - 0.05 4,200 8800.00 25 480.20 481.50 25 17.15 481.00 - 5,710 -37,475 68,175
16,200 375 193 - 0.05 -0.35 - - 0.05 25 8850.00 1,000 507.55 540.05 1,000 68.65 561.15 - 14 -275 25
1,363,350 -9,175 16,577 - 0.05 -0.40 - - 0.05 1,275 8900.00 25 580.00 582.10 50 18.35 581.75 - 3,113 -51,150 17,800
3,675 1,000 86 - 0.05 -0.45 - - 0.05 975 8950.00 1,000 601.55 649.05 1,000 -79.00 601.00 - 8 -200 -
1,752,850 -71,675 20,953 - 0.05 -0.35 - - 0.05 9,875 9000.00 25 680.05 689.90 175 16.15 682.35 - 10,386 -191,425 25,175
- - - - - - - - 0.10 10,000 9050.00 1,000 516.55 910.30 100 - - - - - -
623,625 1,150 7,481 - 0.05 -0.35 - - 0.05 4,500 9100.00 25 776.85 782.55 25 14.60 778.15 - 3,129 -57,600 11,250
- - - - - - - - 2.85 500 9150.00 1,000 616.55 1,010.30 100 - - - - - -
877,900 950 11,884 - 0.05 -0.30 - - 0.05 2,700 9200.00 25 868.10 884.25 125 17.65 881.20 - 2,002 -36,275 2,475
- - - - - - - - - - 9250.00 1,000 712.40 1,114.50 100 - - - - - -
493,775 -2,725 5,962 - 0.10 -0.30 - - 0.05 1,800 9300.00 7,500 967.30 983.00 25 16.20 985.10 - 784 -17,825 575
- - - - - - - - - - 9350.00 1,000 808.20 1,218.65 100 - - - - - -
695,675 -1,300 6,174 - 0.05 -0.30 - - 0.05 2,125 9400.00 200 1,066.75 1,084.35 200 24.55 1,087.00 - 327 -6,825 1,050
- - - - - - - - - - 9450.00 1,000 908.20 1,318.65 100 - - - - - -
417,125 13,175 4,144 - 0.05 -0.35 - - 0.05 500 9500.00 1,500 1,168.00 1,174.70 225 11.50 1,175.00 - 7,562 -150,775 11,425
- - - - - - - - - - 9550.00 1,000 1,004.05 1,422.85 100 - - - - - -
75,900 1,775 100 - 0.10 -0.25 - - 0.05 1,000 9600.00 25 1,254.05 1,302.95 2,500 20.00 1,300.00 - 40 -325 650
- - - - - - - - - - 9650.00 1,000 1,104.05 1,522.65 100 - - - - - -
34,575 125 52 - 0.05 -0.35 - - 0.05 150 9700.00 500 1,343.10 1,402.90 500 12.00 1,375.00 - 131 -3,150 225
- - - - - - - - - - 9750.00 1,000 1,199.90 1,627.00 100 - - - - - -
30,775 -50 77 - 0.05 -0.45 - - 0.05 125 9800.00 1,000 1,443.05 1,502.95 2,500 -18.15 1,485.20 - 5 - -
- - - - - - - - - - 9850.00 1,000 1,295.70 1,731.15 100 - - - - - -
3,350 - - - 0.30 - - - 0.05 275 9900.00 1,000 1,543.05 1,602.95 2,500 -16.90 1,619.10 - 12 - -
- - - - - - - - - - 9950.00 1,000 1,395.70 1,831.15 100 - - - - - -
45,025 1,575 406 - 0.05 -0.05 - - 0.05 2,675 10000.00 500 1,665.30 1,674.00 500 11.65 1,673.95 - 5,682 -84,375 39,475
- - - - - - - - - - 10050.00 1,000 1,491.55 1,935.35 100 - - - - - -
- - - - - - - - - - 10100.00 1,000 1,743.05 1,813.25 1,000 - - - - - -
- - - - - - - - - - 10150.00 1,000 1,591.55 2,035.35 100 - - - - - -
- - - - - - - - - - 10200.00 1,000 1,843.05 1,913.25 1,000 - - - - - -
- - - - - - - - - - 10250.00 1,000 1,687.35 2,139.50 100 - - - - - -
- - - - - - - - - - 10300.00 1,000 1,943.05 2,013.25 1,000 - - - - - -
- - - - - - - - - - 10350.00 1,000 1,783.20 2,243.65 100 - - - - - -
- - - - - - - - - - 10400.00 1,000 2,043.05 2,113.25 1,000 - - - - - -
- - - - - - - - - - 10450.00 1,000 1,883.20 2,343.65 100 - - - - - -
1,625 - - - 0.20 - - - 1.00 500 10500.00 500 2,143.10 2,202.85 500 24.00 2,190.00 - 937 -21,350 125

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



  •  Highlighted options are in-the-money.