Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7954.35  As on Aug 28, 2014 15:30:35 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
2,100 -7,900 180 - 2,199.95 28.60 50 2,198.00 2,297.50 100 5750.00 - - 0.05 1,950 -0.15 0.05 - 1,104 4,950 10,350
2,900 -42,450 862 - 2,149.85 25.40 300 2,150.00 2,158.50 500 5800.00 - - 0.05 450 -0.20 0.05 - 1 - 6,450
- - - - - - 1,000 1,860.10 2,197.40 100 5850.00 - - 0.20 10,000 - - - - - -
3,700 -2,300 97 - 2,050.65 15.65 700 2,012.30 2,049.95 1,900 5900.00 - - 0.05 2,950 -0.05 0.05 - 6 -250 650
- - - - - - 1,000 1,760.10 2,097.40 100 5950.00 - - 0.20 24,000 - - - - - -
16,550 -116,250 2,549 - 1,950.00 23.20 200 1,949.10 1,950.00 3,300 6000.00 - - 0.05 350 -0.10 0.05 - 123 150 79,000
- - - - - - 1,000 1,668.05 2,057.00 100 6050.00 - - 0.20 9,000 - - - - - -
850 -2,450 65 - 1,852.00 21.10 50 1,843.40 1,851.05 50 6100.00 - - 0.05 2,000 -0.05 0.05 - 60 100 3,600
- - - - - - 1,000 1,568.05 1,957.00 100 6150.00 - - 0.20 9,000 - - - - - -
1,000 -5,000 119 - 1,749.95 21.05 500 1,704.05 1,749.95 600 6200.00 - - 0.05 5,700 -0.10 0.05 - 118 4,100 10,150
- - - - - - 1,000 1,476.00 1,805.35 100 6250.00 - - 0.20 9,000 - - - - - -
350 -9,150 188 - 1,653.90 24.70 500 1,615.05 1,653.95 200 6300.00 - - 0.05 1,050 -0.05 0.05 - 84 2,850 6,750
50 - - - - - 1,000 1,377.35 1,704.65 100 6350.00 - - 0.20 9,000 - - - - - -
7,600 -150 131 - 1,551.55 22.95 50 1,549.40 1,556.65 250 6400.00 - - 0.05 10,500 -0.20 0.05 - 243 4,500 23,950
4,250 - - - - - 1,000 1,283.95 1,609.35 100 6450.00 - - 0.20 9,000 - - - - - -
16,850 -44,650 976 - 1,447.00 25.25 150 1,445.00 1,447.00 2,700 6500.00 - - 0.05 10,550 -0.10 0.05 - 551 400 112,600
4,950 - - - - - 1,000 1,191.90 1,513.30 100 6550.00 - - 0.20 9,000 - - - - - -
2,900 -20,700 433 - 1,349.95 27.20 100 1,344.10 1,350.25 300 6600.00 - - 0.05 3,750 -0.05 0.05 - 385 -1,700 63,850
4,550 -1,250 25 - 1,306.00 32.85 250 1,278.95 1,323.40 300 6650.00 - - 0.20 9,000 - - - - - -
10,050 -13,150 342 - 1,257.65 33.90 650 1,245.00 1,258.05 500 6700.00 - - 0.05 17,700 -0.15 0.05 - 802 2,200 140,450
- - - - - - 1,000 999.85 1,302.50 100 6750.00 - - 0.20 9,050 - - - - - 4,900
2,900 -24,350 501 - 1,150.00 29.05 100 1,143.30 1,150.05 50 6800.00 - - 0.05 11,850 - 0.05 - 556 -8,300 115,500
- - - - - - 1,000 1,010.50 1,221.25 100 6850.00 - - 0.20 9,000 - - - - - -
2,050 -18,350 418 - 1,056.50 21.15 50 1,043.90 1,057.05 50 6900.00 - - 0.05 16,400 -0.20 0.05 - 2,075 -2,500 452,450
- - - - - - 500 921.00 1,121.00 100 6950.00 - - 0.20 9,000 - - - - - 1,100
18,700 -204,600 4,230 - 945.00 18.45 250 944.10 949.00 50 7000.00 - - 0.05 4,000 -0.20 0.05 - 3,138 -250 1,680,900
- - - - - - 500 821.00 1,025.00 100 7050.00 - - 0.10 50 -0.55 0.30 - 16 250 3,950
1,750 -7,300 192 - 845.00 18.85 100 843.55 849.10 50 7100.00 - - 0.05 8,350 -0.20 0.05 - 2,711 -1,700 1,088,400
- - - - - - 1,000 711.00 875.00 50 7150.00 - - 0.15 9,000 -0.25 0.05 - 56 -100 11,100
34,400 -45,400 1,060 - 746.25 17.40 100 744.45 748.35 900 7200.00 - - 0.05 5,400 -0.20 0.05 - 3,048 -21,000 1,037,100
50 - 1 - 717.70 213.40 500 631.00 717.65 1,250 7250.00 - - 0.05 350 -0.05 0.05 - 13 -650 36,650
71,550 -251,950 5,339 - 645.50 19.85 50 643.65 645.50 1,900 7300.00 - - 0.05 19,250 -0.25 0.05 - 16,518 142,300 4,488,800
1,350 - - - - - 1,000 585.55 670.00 50 7350.00 - - 0.05 50 -0.30 0.05 - 802 - 254,400
16,500 -111,950 2,659 - 548.00 20.25 100 544.45 547.50 500 7400.00 - - 0.05 177,550 -0.30 0.05 - 14,142 -72,000 2,741,050
1,500 -250 5 - 505.00 60.00 500 490.00 503.50 250 7450.00 - - 0.05 1,700 -0.30 0.05 - 1,731 -4,150 101,100
66,300 -350,000 8,824 - 454.00 24.65 600 454.00 460.05 250 7500.00 - - 0.05 46,900 -0.30 0.05 - 42,900 -25,550 3,430,600
9,950 -8,300 248 - 408.00 48.80 250 403.85 408.00 950 7550.00 - - 0.05 2,200 -0.35 0.05 - 2,474 -3,050 252,150
381,550 -524,350 17,407 - 355.65 27.85 300 355.10 355.55 200 7600.00 - - 0.05 68,300 -0.30 0.05 - 49,826 -42,100 5,108,300
29,700 -13,200 748 - 305.05 23.65 2,000 305.00 305.85 4,000 7650.00 - - 0.05 9,500 -0.45 0.05 - 6,491 19,600 521,800
326,250 -566,150 21,846 - 254.25 27.35 900 254.25 255.20 3,850 7700.00 - - 0.05 41,100 -0.45 0.05 - 53,351 -167,150 4,823,150
43,650 -27,750 1,315 - 205.00 31.40 50 201.10 208.70 1,000 7750.00 - - 0.05 9,200 -0.60 0.05 - 9,776 -24,800 846,100
955,700 -1,074,400 63,889 - 151.60 24.30 100 151.60 152.05 100 7800.00 - - 0.05 76,300 -0.95 0.05 - 140,936 -169,100 5,200,350
103,250 -310,400 21,278 - 98.30 19.30 250 100.45 101.40 1,850 7850.00 - - 0.05 88,550 -2.45 0.05 - 169,991 -276,650 2,148,050
1,813,950 -3,517,050 453,008 - 54.90 17.20 5,900 54.90 54.95 7,650 7900.00 - - 0.05 222,950 -9.45 0.05 - 1,122,505 2,531,700 8,491,200
1,510,000 -1,393,250 865,757 - 3.40 -9.40 5,600 3.35 3.40 3,850 7950.00 - - 0.05 1,232,850 -29.95 0.05 - 910,522 3,371,050 5,096,300
14,457,250 4,024,400 1,203,501 - 0.05 -3.85 - - 0.05 202,600 8000.00 50 37.10 37.70 200 -33.30 37.30 - 278,041 -491,700 431,050
1,350,800 -141,100 91,723 - 0.05 -0.65 7,150 0.05 0.10 106,200 8050.00 200 85.00 86.00 500 -24.20 85.00 - 1,948 -11,800 1,650
3,296,750 167,200 78,482 - 0.05 -0.35 - - 0.05 36,450 8100.00 250 134.50 135.00 50 -31.40 134.50 - 7,689 -48,850 25,000
153,400 -5,250 763 - 0.05 -0.25 - - 0.05 3,750 8150.00 3,000 183.00 184.00 750 -44.60 182.00 - 67 -50 300
1,351,450 -13,400 5,279 - 0.05 -0.15 - - 0.05 26,350 8200.00 250 234.15 243.35 50 -16.25 236.00 - 4,295 -144,050 8,800
8,250 - - - - - - - 0.80 10,000 8250.00 1,000 277.00 302.65 1,000 - - - - - 50
423,800 -2,100 53 - 0.05 -0.10 - - 0.05 3,100 8300.00 500 328.65 351.60 500 -13.00 344.00 - 20 -150 700
5,650 - - - - - - - - - 8350.00 50 325.00 460.00 50 - - - - - 6,250
390,300 - 1 - 0.05 - - - 0.05 19,050 8400.00 500 428.35 452.40 500 -26.40 442.00 - 37 -350 700
3,300 - - - - - - - - - 8450.00 50 488.95 599.50 100 4.80 487.00 - 34 -950 750
946,500 -20,500 1,579 - 0.05 -0.05 - - 0.05 16,050 8500.00 250 534.10 539.95 1,600 -30.40 534.20 - 3,409 -160,150 10,850
1,000 - - - - - - - 0.40 1,000 8550.00 500 510.50 784.25 100 - - - - - 5,350
177,150 - 200 - 0.05 - - - 0.05 8,000 8600.00 500 555.50 767.50 100 - - - - - -
- - - - - - - - 1.00 1,000 8650.00 500 600.50 888.25 100 - - - - - -
78,500 - 17 - 0.05 -0.05 - - 0.05 10,000 8700.00 500 660.50 868.50 100 - - - - - -
85,250 - - - - - - - 0.05 12,300 8750.00 500 700.50 992.20 100 - - - - - -
41,350 - - - - - - - 0.05 1,150 8800.00 500 760.50 968.50 100 - - - - - -
38,800 - - - - - - - 0.05 1,000 8850.00 500 780.50 1,092.20 100 - - - - - -
66,400 - - - - - - - 0.05 1,050 8900.00 500 860.50 1,068.00 100 - - - - - -
8,200 - - - - - - - 3.05 4,500 8950.00 500 900.50 1,196.20 100 - - - - - -
765,700 -1,950 148 - 0.05 - - - 0.05 8,350 9000.00 50 1,039.00 1,039.95 3,950 -25.50 1,040.00 - 1,222 -53,200 8,100
- - - - - - - - 3.05 1,000 9050.00 1,000 907.20 1,296.20 100 - - - - - -
5,600 -900 18 - 0.05 -0.20 - - 0.10 2,000 9100.00 1,000 1,012.00 1,268.00 100 - - - - - -
- - - - - - - - 3.05 1,000 9150.00 1,000 1,003.25 1,400.15 100 - - - - - -
- - - - - - - - 0.10 3,000 9200.00 1,000 1,111.50 1,373.00 100 - - - - - -
100 - - - - - - - 3.05 1,000 9250.00 1,000 1,099.75 1,504.15 100 - - - - - -
250 -50 2 - 0.05 -3.00 - - 1.00 100 9300.00 500 1,301.05 1,394.95 500 -11.95 1,343.05 - 101 -5,050 100
50 - - - - - - - - - 9350.00 1,000 1,199.25 1,604.15 100 - - - - - -
- - - - - - - - 2.50 5,000 9400.00 1,000 1,312.00 1,573.00 100 - - - - - -
- - - - - - - - 3.00 1,000 9450.00 1,000 1,235.50 1,783.60 100 - - - - - -

Top

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



  •  Highlighted options are in-the-money.