Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8027.70  As on Sep 01, 2014 15:30:29 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
200 - - - 4,347.00 - 1,000 4,192.75 4,532.75 100 3600.00 1,150 0.10 - - - 0.05 - - - 4,000
- - - - - - 1,000 4,092.75 4,433.80 100 3700.00 150 0.10 - - 0.05 0.30 - - - 500
- - - - - - 1,000 3,992.75 4,333.80 100 3800.00 100 0.10 - - -0.05 0.30 - - - 600
- - - - - - 1,000 3,892.75 4,233.80 100 3900.00 - - - - -0.10 0.30 - - - 500
156,250 -850 18 - 4,034.00 73.90 200 3,991.70 4,075.70 100 4000.00 10,000 0.05 - - -0.15 0.30 - - - 100
- - - - - - 1,000 3,692.75 4,033.80 100 4100.00 - - - - - 0.50 - - - 250
- - - - - - 1,000 3,592.75 3,933.80 100 4200.00 - - - - -62.70 3.05 102.22 1 - -
- - - - - - 1,000 3,492.75 3,833.80 100 4300.00 - - - - - 0.50 - - - 50
- - - - - - 1,000 3,392.75 3,733.80 100 4400.00 - - - - - - - - - -
- - - - - - 50 3,451.00 3,633.75 100 4500.00 10,000 0.05 0.90 50 - 0.35 - - - 50
- - - - - - 1,000 3,192.75 3,533.80 100 4600.00 - - 1.00 1,000 - - - - - -
- - - - - - 1,000 3,092.75 3,433.80 100 4700.00 - - 1.00 1,000 - - - - - -
- - - - - - 1,000 2,992.75 3,333.80 100 4800.00 - - 1.00 1,000 - - - - - -
- - - - - - 1,000 2,892.75 3,233.80 100 4900.00 - - 1.00 1,000 -178.95 0.50 66.36 135 - -
46,700 300 38 - 3,037.10 84.05 150 3,038.00 3,062.40 250 5000.00 10,000 0.05 1.00 850 0.10 0.15 57.81 18 500 1,700
- - - - - - 1,000 2,692.75 3,033.80 100 5100.00 - - 1.00 1,000 - - - - - -
27,700 -50 1 - 2,830.00 69.05 50 2,701.00 2,900.00 50 5200.00 - - 1.00 1,000 - - - - - -
- - - - - - 1,000 2,492.75 2,833.80 100 5300.00 - - 1.00 1,000 - - - - - -
- - - - - - 1,000 2,392.75 2,733.80 100 5400.00 - - 1.00 1,000 - - - - - -
24,900 -50 1 - 2,510.35 48.10 250 2,533.85 2,552.05 50 5500.00 1,000 0.20 0.40 1,000 0.30 0.40 50.94 591 1,000 1,000
300 - - - 2,170.00 - 50 2,360.85 2,505.40 100 5600.00 - - 1.00 1,000 - - - - - -
15,000 - - - 2,255.15 - 100 2,337.60 2,360.90 250 5700.00 - - 1.00 1,000 - - - - - -
199,700 - 4 - 2,251.60 89.15 100 2,239.35 2,254.05 50 5800.00 1,000 0.30 0.35 2,000 -0.65 0.35 43.87 845 6,400 7,450
13,900 1,500 31 - 2,125.15 63.00 100 2,079.80 2,151.65 200 5900.00 2,500 0.20 0.55 1,000 -490.35 0.30 41.20 648 200 200
- - - - - - 1,000 1,842.75 2,183.80 100 5950.00 - - 1.00 1,000 - - - - - -
836,500 6,450 272 - 2,047.00 83.90 400 2,048.00 2,050.00 300 6000.00 10,950 0.50 0.55 1,800 -0.10 0.50 41.03 107 2,750 74,950
- - - - - - 1,000 1,742.75 2,083.80 100 6050.00 10,000 0.05 1.00 1,000 - - - - - -
44,000 - - - 1,864.00 -1.30 50 1,861.95 1,956.15 50 6100.00 2,000 0.50 0.55 600 -0.05 0.50 38.93 1,266 - 9,200
- - - - - - 1,000 1,650.80 2,044.10 100 6150.00 10,000 0.05 1.00 1,000 - - - - - -
17,500 50 5 - 1,829.10 61.70 50 1,768.65 1,938.75 100 6200.00 700 0.50 0.55 800 -0.10 0.50 36.86 225 -150 4,050
- - - - - - 1,000 1,550.80 1,944.10 100 6250.00 10,000 0.05 1.00 1,000 - - - - - -
21,100 100 2 - 1,747.25 79.45 50 1,685.15 1,764.20 50 6300.00 2,950 0.55 0.60 150 -0.05 0.55 35.14 80 100 4,650
- - - - - - 1,000 1,458.80 1,791.85 100 6350.00 10,000 0.05 1.00 1,000 - - - - - -
88,400 1,000 20 - 1,652.00 90.10 300 1,646.75 1,656.60 50 6400.00 1,000 0.55 0.60 400 -0.10 0.50 32.79 63 650 14,700
- - - - - - 1,000 1,366.85 1,695.85 100 6450.00 10,000 0.05 1.50 1,000 - - - - - -
194,850 6,100 207 - 1,548.00 80.15 100 1,551.50 1,554.80 50 6500.00 5,450 0.60 0.70 600 -0.20 0.60 31.36 263 1,250 77,650
9,350 - - - 1,329.75 - 1,000 1,268.90 1,594.65 100 6550.00 10,000 0.15 1.80 1,000 - - - - - -
119,950 -150 33 - 1,456.00 94.55 300 1,450.55 1,455.95 50 6600.00 550 0.70 0.75 1,750 -0.10 0.70 29.83 203 -3,450 51,550
- - - - - - 1,000 1,175.05 1,499.90 100 6650.00 10,000 0.15 2.00 1,000 - - - - - -
209,650 -100 12 - 1,356.30 91.10 50 1,351.65 1,357.10 100 6700.00 50 0.75 0.85 1,600 -0.05 0.85 28.40 89 1,350 59,150
- - - - - - 1,000 1,083.05 1,403.90 100 6750.00 10,000 0.15 2.00 1,000 - - - - - -
53,350 -100 29 - 1,252.80 84.50 250 1,253.15 1,256.50 50 6800.00 50 0.90 0.95 400 -0.05 0.95 26.71 135 -350 57,000
100 - - - 1,082.75 - 1,000 1,050.50 1,303.90 100 6850.00 10,000 0.35 2.50 1,000 - 2.00 - - - 50
27,950 100 22 - 1,149.65 80.65 250 1,153.60 1,158.00 100 6900.00 1,000 0.95 1.05 6,800 -0.15 1.00 24.82 1,231 7,350 63,950
- - - - - - 1,000 960.50 1,207.95 100 6950.00 10,000 0.35 2.50 1,000 - - - - - -
477,700 19,850 797 - 1,059.15 88.00 50 1,057.95 1,060.55 100 7000.00 5,050 1.30 1.35 700 -0.15 1.35 23.63 3,375 -9,950 781,800
50 - - - 674.50 - 1,000 860.50 1,107.95 100 7050.00 10,000 0.65 - - -48.00 0.60 20.56 1 - -
24,300 50 22 - 967.85 100.85 100 956.35 969.00 50 7100.00 2,000 1.65 1.75 5,000 0.05 1.75 22.29 1,464 7,550 600,000
- - - - - - 1,000 760.50 1,011.95 100 7150.00 50 1.30 1.70 2,000 -17.30 1.70 21.15 125 2,950 3,000
169,500 2,050 84 - 859.50 87.30 100 859.10 863.65 50 7200.00 50 2.15 2.30 100 -0.60 2.15 20.75 6,832 73,300 812,150
- - - - - - 1,000 670.50 916.00 100 7250.00 10,000 0.90 - - -63.00 1.20 18.18 1 - 100
157,750 550 90 - 764.00 88.10 100 761.15 765.30 50 7300.00 1,100 3.45 3.55 1,000 -0.65 3.50 20.01 11,836 135,250 918,850
- - - - - - 1,000 560.50 816.00 100 7350.00 50 3.70 5.00 50 -1.35 4.40 19.59 104 3,750 5,200
427,800 -850 300 - 663.95 84.75 50 664.00 668.55 50 7400.00 1,950 4.95 5.05 50 -1.55 4.95 18.79 33,072 28,850 1,533,000
- - - - - - 1,000 480.50 720.00 100 7450.00 50 5.65 6.20 50 -2.30 6.15 18.32 83 1,350 15,200
773,800 -18,950 1,418 - 567.85 81.30 250 567.50 570.20 100 7500.00 450 7.20 7.45 1,750 -3.50 7.15 17.59 46,995 83,800 2,337,100
- - - - - - 100 441.00 619.00 100 7550.00 50 9.00 9.05 350 -4.65 9.05 17.16 1,328 38,400 59,150
756,450 36,900 3,734 - 470.85 76.75 100 473.05 476.00 550 7600.00 450 11.20 11.40 650 -6.25 11.35 16.69 58,211 212,600 2,571,900
5,400 -250 13 - 420.35 74.50 100 361.05 458.90 100 7650.00 200 13.00 15.25 250 -8.05 14.05 16.15 2,422 62,350 118,600
679,000 -27,150 3,851 10.01 380.50 73.20 200 381.50 385.05 200 7700.00 1,350 17.50 18.00 900 -10.20 18.00 15.76 101,265 846,400 3,437,250
16,950 2,000 57 10.50 334.00 68.35 100 320.55 372.15 150 7750.00 100 22.50 23.70 100 -13.70 22.50 15.26 5,191 87,350 153,300
1,235,650 -8,150 5,899 12.55 296.30 69.05 500 295.30 296.30 150 7800.00 9,350 29.25 29.35 500 -16.35 29.25 14.97 130,560 1,023,150 3,903,700
11,450 350 113 12.39 253.85 59.05 100 253.20 257.25 100 7850.00 400 37.60 38.30 100 -20.05 37.60 14.65 6,689 -10,500 172,400
1,475,450 -120,100 22,402 12.72 216.90 60.50 100 216.00 216.90 150 7900.00 50 48.40 48.75 350 -24.65 48.75 14.44 148,315 759,450 4,254,250
73,700 -25,350 2,334 12.36 178.60 52.55 250 176.15 181.25 50 7950.00 200 60.00 61.55 200 -32.85 60.00 13.91 13,245 107,550 376,150
3,799,850 149,600 131,672 12.57 147.70 49.15 100 147.20 147.70 1,050 8000.00 300 77.90 77.95 3,000 -35.50 77.90 13.89 208,187 1,756,350 3,429,900
188,200 97,600 12,682 12.41 117.65 43.15 1,900 117.05 117.80 100 8050.00 100 95.65 97.85 100 -37.85 97.85 13.72 5,423 101,450 106,250
4,037,950 409,150 181,776 12.12 90.30 34.80 8,900 90.30 90.80 250 8100.00 50 119.30 120.00 1,750 -49.10 119.00 13.27 43,535 577,500 874,650
93,900 40,150 6,955 11.92 67.65 27.25 100 67.65 69.20 250 8150.00 50 145.20 183.65 100 -59.00 146.00 13.11 199 7,900 9,000
4,419,800 1,008,750 169,103 11.84 49.85 20.90 10,950 49.50 49.85 4,550 8200.00 100 174.55 177.00 50 -61.05 177.05 13.00 9,222 125,300 504,250
101,500 41,700 3,036 11.60 34.60 14.40 250 34.50 36.00 200 8250.00 500 154.00 393.00 100 - - - - - -
3,001,850 1,113,200 124,862 11.71 24.90 11.00 100 24.60 24.75 50 8300.00 250 248.00 249.85 50 -72.35 248.00 12.61 1,034 13,500 55,500
39,350 39,250 885 11.37 15.55 2.95 1,850 15.55 16.75 50 8350.00 500 220.50 493.00 100 - - - - - -
2,653,850 1,910,100 89,183 11.54 10.80 4.25 500 10.80 11.00 3,300 8400.00 50 333.10 334.30 250 -80.70 335.00 13.29 2,574 84,650 135,400
2,500 2,500 55 11.31 6.35 -30.50 150 6.60 7.25 50 8450.00 500 300.50 597.00 100 - 565.35 - - - 5,250
817,250 155,850 41,309 11.67 4.60 1.40 8,100 4.55 4.60 300 8500.00 650 423.05 426.55 100 -77.05 427.50 14.09 1,891 13,000 283,900
200 - 1 13.38 5.90 4.25 10,000 2.10 5.50 2,000 8550.00 500 405.50 701.00 100 - - - - - -
166,850 96,000 8,484 12.15 2.20 0.25 1,000 2.15 2.50 700 8600.00 50 517.50 547.85 50 -29.25 550.75 22.65 20 900 1,000
- - 1 10.15 0.30 -0.45 10,000 0.35 - - 8650.00 500 490.50 801.00 100 - - - - - -
30,600 24,450 1,443 13.13 1.40 0.20 600 1.30 1.55 400 8700.00 50 550.00 750.00 50 - - - - - -
- - 1 10.50 0.10 -0.65 10,000 0.15 3.00 1,000 8750.00 100 594.00 902.00 200 - - - - - -
18,850 17,100 476 14.48 1.15 -0.05 350 1.10 1.20 100 8800.00 50 660.00 850.00 50 - - - - - -
- - 1 11.85 0.10 -0.65 10,000 0.15 2.50 1,000 8850.00 500 690.50 1,009.05 100 - - - - - -
12,950 10,100 205 15.85 1.00 - 50 0.85 1.00 13,900 8900.00 50 753.00 950.00 50 - - - - - -
- - - - - - 10,000 0.05 2.00 1,000 8950.00 500 790.50 1,109.05 100 - - - - - -
205,200 108,000 6,332 16.72 0.70 0.15 34,500 0.60 0.70 6,700 9000.00 50 914.60 918.75 250 -82.05 918.00 21.66 1,243 40,500 297,400
- - - - - - 50 0.20 1.50 1,000 9050.00 1,000 819.75 1,213.05 100 - - - - - -
- - - - - - 50 0.05 1.30 1,000 9100.00 2,000 925.65 1,173.00 50 - - - - - -
- - - - - - - - 1.20 1,000 9150.00 1,000 919.75 1,313.05 100 - - - - - -
- - - - - - 20,000 0.10 1.00 1,000 9200.00 2,000 1,026.65 1,274.00 50 - - - - - -
50 50 1 21.26 1.00 0.90 - - 1.00 950 9250.00 2,950 1,091.00 1,189.50 500 -160.45 1,185.00 35.37 101 3,500 3,500
- - - - - - - - 1.00 1,000 9300.00 50 1,122.00 1,368.85 50 - 1,340.00 - - - 50
- - - - - - - - 1.00 1,000 9350.00 1,000 1,111.75 1,521.10 100 - - - - - -
- - - - - - - - 1.00 1,000 9400.00 50 1,225.00 1,474.00 50 - - - - - -
- - - - - - - - 1.00 1,000 9450.00 1,000 1,211.75 1,621.10 100 - - - - - -
- - - - - - 10,000 0.05 1.00 1,000 9500.00 50 1,351.00 1,571.00 200 - 1,523.05 - - - 1,150
- - - - - - - - 1.00 1,000 9600.00 1,000 1,357.70 1,775.10 100 - - - - - -
250 - - - 0.70 - - - 1.00 1,000 9700.00 1,000 1,453.70 1,879.15 100 - - - - - -
- - - - - - - - 1.00 1,000 9800.00 1,000 1,553.70 1,979.15 100 - - - - - -
150 - - - 0.70 - - - 1.00 1,000 9900.00 1,000 1,649.70 2,083.15 100 - - - - - -
50 50 1 31.73 1.00 0.75 10,000 0.05 1.00 1,000 10000.00 50 1,906.20 1,934.50 250 -59.10 1,927.00 48.79 31 1,500 5,250
50 - - - 0.70 - - - 1.00 1,000 10100.00 1,000 1,845.65 2,265.00 100 - - - - - -

Top

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



  •  Highlighted options are in-the-money.