Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8484.90  As on Jul 03, 2015 15:30:36 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 1,801.50 2,156.15 100 6450.00 100 0.10 1.75 1,000 - 0.10 - - - 100
69,750 -25 85 - 1,965.00 41.55 50 1,967.55 1,975.80 175 6500.00 825 0.50 0.65 75 -0.25 0.50 35.64 85 375 4,725
- - - - - - 1,000 1,642.10 2,056.15 100 6550.00 10,000 0.05 - - - - - - - -
2,125 - - - 1,770.00 - 1,000 1,836.60 1,912.25 2,000 6600.00 1,000 0.25 1.10 3,000 - 1.25 - - - 1,750
- - - - - - 1,000 1,550.55 1,940.00 100 6650.00 10,000 0.05 - - - - - - - -
10,600 - - - 1,493.00 - 1,000 1,736.60 1,812.25 2,000 6700.00 5,000 0.15 1.25 3,000 - 1.10 - - - 7,025
- - - - - - 1,000 1,458.95 1,840.00 100 6750.00 10,000 0.05 2.00 200 - - - - - -
3,000 - 1 - 1,654.45 65.35 1,000 1,636.60 1,682.00 200 6800.00 100 0.85 3.85 25 0.20 1.05 32.62 214 - 20,850
- - - - - - 1,000 1,358.95 1,744.50 100 6850.00 10,000 0.05 2.00 200 - - - - - -
2,075 - - - 1,496.00 - 1,000 1,536.60 1,612.25 2,000 6900.00 25 1.00 1.25 3,000 0.30 1.50 32.00 1 25 41,550
- - - - - - 1,000 1,267.40 1,648.50 100 6950.00 10,000 0.05 2.00 200 - - - - - -
536,150 -500 296 - 1,474.70 51.75 125 1,473.45 1,478.00 75 7000.00 2,825 1.40 1.50 1,450 -0.10 1.40 29.83 4,643 1,750 521,050
350 - - - 1,350.00 - 1,000 1,167.60 1,548.50 100 7050.00 10,000 0.25 - - - 0.75 - - - 100
614,350 -450 32 - 1,360.00 42.05 25 1,371.65 1,382.00 100 7100.00 5,000 1.55 1.70 300 - 1.70 28.59 1,138 -15,500 453,950
- - - - - - 1,000 1,076.30 1,453.00 100 7150.00 10,000 0.50 - - - - - - - -
146,850 25 49 - 1,270.00 38.00 100 1,274.30 1,282.60 75 7200.00 925 2.15 2.25 75 0.10 2.15 27.47 1,331 -575 379,925
- - - - - - 1,000 976.45 1,353.00 100 7250.00 10,000 0.65 - - - - - - - -
27,000 - 1 - 1,141.05 20.85 100 1,177.65 1,185.45 75 7300.00 4,125 2.85 2.90 1,100 0.05 2.85 26.51 3,406 -23,400 643,550
- - - - - - 1,000 884.90 1,257.00 100 7350.00 25 1.25 - - - - - - - -
15,875 150 23 - 1,066.45 35.55 100 1,079.95 1,089.95 25 7400.00 150 4.10 5.95 1,000 0.10 4.10 25.85 4,462 1,325 600,050
- - - - - - 1,000 795.95 1,157.00 100 7450.00 10,000 1.50 - - - 11.15 - - - 850
434,150 325 451 - 988.60 55.20 25 988.00 990.70 100 7500.00 2,250 5.25 5.30 575 0.05 5.25 24.72 15,466 23,050 1,238,700
- - - - - - 1,000 696.35 1,061.50 100 7550.00 10,000 1.25 - - - 14.95 - - - 975
67,600 -175 29 - 894.70 54.85 25 888.40 896.10 100 7600.00 7,225 7.25 7.30 650 0.20 7.30 23.92 31,750 -57,600 953,675
- - - - - - 1,000 602.60 927.00 100 7650.00 300 4.05 10.85 300 0.25 8.30 23.35 10 50 2,325
67,500 -1,825 299 - 788.00 43.00 100 790.35 797.80 100 7700.00 500 9.90 10.00 6,925 -0.15 9.90 23.00 55,939 -104,725 1,862,475
50 - - - 680.00 - 1,000 508.50 826.65 100 7750.00 300 9.55 13.75 300 1.10 12.75 23.02 109 -225 9,400
202,000 -5,375 297 - 700.95 59.55 50 694.55 701.65 25 7800.00 500 13.85 14.20 375 -0.25 14.10 22.30 70,988 80,225 3,428,675
- - - - - - 1,000 423.20 751.95 100 7850.00 300 15.05 18.45 300 -0.60 15.75 21.62 195 450 30,075
156,475 -2,025 552 - 605.00 56.60 225 605.00 607.80 125 7900.00 900 19.35 19.55 400 -0.80 19.55 21.49 119,968 -84,350 5,360,500
- - - - - - 1,000 360.50 656.00 100 7950.00 25 22.95 23.00 25 -1.20 22.95 21.07 307 -200 24,125
853,425 -23,425 4,003 - 513.90 55.30 125 510.15 514.60 100 8000.00 225 26.55 26.75 925 -1.75 26.65 20.58 249,775 385,875 5,468,300
100 - - - 305.00 - 1,000 281.00 570.30 100 8050.00 50 30.05 33.85 300 -2.40 31.00 20.10 711 -2,525 28,625
536,575 -12,200 3,294 - 425.00 55.40 300 423.00 426.00 25 8100.00 25 36.35 36.75 25 -3.50 36.30 19.65 232,179 -96,800 3,253,625
11,625 -100 14 - 380.45 52.90 50 364.00 395.00 400 8150.00 250 42.30 45.00 75 -4.35 44.00 19.46 2,298 11,450 63,425
924,375 -55,400 12,957 - 338.75 48.65 25 338.75 341.95 25 8200.00 175 50.65 50.95 125 -6.70 50.60 18.90 345,022 492,650 4,438,575
44,650 -5,050 293 8.29 300.35 46.55 100 289.00 302.00 25 8250.00 200 60.05 60.90 25 -7.85 60.90 18.71 4,191 9,150 123,425
1,633,125 -123,950 46,721 10.31 263.85 49.30 250 260.25 263.85 75 8300.00 25 71.25 71.40 975 -10.40 71.40 18.33 371,342 500,300 4,108,225
35,000 -3,875 1,410 10.62 225.00 41.75 25 220.00 229.00 25 8350.00 275 85.00 86.30 100 -12.85 85.00 18.13 10,699 34,950 167,175
2,904,675 -95,150 164,072 11.17 191.70 39.10 25 191.25 193.75 375 8400.00 75 101.10 101.60 25 -15.80 101.10 17.99 360,615 450,625 3,079,575
88,200 -33,550 10,525 11.98 165.00 40.20 75 159.00 165.00 75 8450.00 50 119.50 120.50 100 -19.90 119.05 17.81 11,259 56,525 146,950
4,598,850 967,400 448,962 11.99 135.50 35.30 1,200 135.50 135.85 50 8500.00 175 141.10 141.70 400 -21.10 141.10 17.84 158,200 732,100 2,027,950
114,150 -8,750 17,154 12.11 110.50 31.35 75 108.85 110.00 25 8550.00 300 160.00 168.80 25 -24.45 163.30 17.62 870 5,000 9,800
2,940,950 219,100 461,090 12.03 87.10 26.30 75 87.05 87.85 25 8600.00 100 188.85 190.95 250 -28.95 190.00 17.64 38,723 258,450 856,825
84,525 26,525 15,573 12.03 68.00 22.40 25 67.50 68.30 200 8650.00 750 179.55 256.80 750 -189.90 219.10 17.65 10 75 300
3,659,150 91,900 375,182 12.02 52.00 18.05 25 51.90 52.00 1,675 8700.00 100 251.00 252.50 400 -39.25 251.00 17.72 6,361 15,725 397,950
53,925 8,725 8,241 11.94 38.55 13.85 50 38.25 40.00 50 8750.00 1,000 179.05 512.50 100 - 375.00 - - - 200
2,610,375 254,625 251,649 11.97 28.50 10.55 50 28.05 28.50 200 8800.00 50 324.75 325.05 175 -45.60 325.05 18.38 3,315 22,950 366,425
21,525 -6,650 2,551 11.88 20.10 6.45 25 19.05 20.50 400 8850.00 200 310.00 605.00 100 - 435.00 - - - 300
1,521,925 98,325 136,087 11.86 14.10 4.85 25 14.10 14.15 25 8900.00 25 408.40 410.05 25 -52.35 410.00 19.70 1,544 3,825 123,000
11,525 2,725 412 11.80 9.50 3.35 25 9.15 9.80 25 8950.00 1,000 323.50 714.80 100 - 520.00 - - - 200
2,317,000 84,750 73,467 12.10 7.20 2.20 675 7.15 7.20 575 9000.00 50 498.40 501.30 100 -55.10 498.35 20.98 2,360 9,125 654,225
- - 80 12.18 5.00 -61.95 3,000 3.00 5.40 25 9050.00 1,000 419.75 828.40 100 - - - - - -
649,000 5,875 30,653 12.68 4.15 0.95 5,400 4.00 4.20 4,000 9100.00 100 592.70 596.50 25 -57.10 593.35 22.96 194 -250 98,100
- - - - - - 10,000 0.75 14.65 1,000 9150.00 1,000 514.95 911.55 100 - - - - - -
438,250 17,675 18,928 13.44 2.65 0.65 1,500 2.60 2.65 2,850 9200.00 25 688.20 694.80 25 -54.25 692.10 25.41 127 -2,300 43,625
9,500 - - - 3.75 - 25 0.55 8.50 500 9250.00 1,000 614.75 1,011.55 100 - - - - - -
77,700 10,450 1,627 13.90 1.50 0.20 1,000 1.45 1.70 1,200 9300.00 125 785.95 792.60 50 -29.75 816.60 32.33 10 -250 57,175
- - - - - - 18,000 0.25 6.50 500 9350.00 1,000 710.25 1,115.75 100 - - - - - -
45,050 - 278 14.54 0.95 -0.15 450 0.95 1.30 4,775 9400.00 100 883.35 895.60 175 -116.00 885.00 29.04 15 325 11,600
- - - - - - 10,000 0.15 5.90 500 9450.00 1,000 805.90 1,220.00 100 - - - - - -
137,650 -8,575 2,080 15.74 0.85 -0.05 675 0.85 0.95 750 9500.00 25 987.95 988.35 25 -55.25 988.00 32.10 1,023 -8,050 438,975
- - - - - - 10,000 0.05 - - 9550.00 1,000 905.90 1,320.00 100 - - - - - -
9,050 -75 43 16.60 0.65 -0.35 1,000 0.60 0.80 25 9600.00 100 1,081.75 1,095.80 125 -33.20 1,100.00 36.98 7 -50 2,350
- - - - - - 10,000 0.05 - - 9650.00 1,000 1,001.70 1,424.20 100 - - - - - -
5,075 -75 19 17.02 0.40 -0.05 200 0.45 0.70 100 9700.00 125 1,181.05 1,192.75 100 -38.85 1,203.75 40.12 5 -100 10,775
- - - - - - 20,000 0.05 - - 9750.00 1,000 1,101.70 1,524.20 100 - - - - - -
650 175 12 17.75 0.30 -0.10 975 0.30 0.90 275 9800.00 1,000 1,235.55 1,327.90 4,000 -198.65 1,263.85 32.45 8 200 450
- - - - - - 10,000 0.05 - - 9850.00 1,000 1,197.45 1,628.40 100 - - - - - -
21,100 875 1,265 19.89 0.50 0.05 3,325 0.50 0.55 2,900 9900.00 100 1,382.35 1,390.30 50 -50.10 1,382.50 39.94 128 100 238,350
2,025 - - - 0.05 -0.75 1,000 0.10 1.00 500 9950.00 1,000 1,301.50 1,728.40 100 - - - - - -
Total 28,716,600 41,802,875 Total

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



  •  Highlighted options are in-the-money.