Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7879.40  As on Oct 20, 2014 15:30:07 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
84,050 -350 31 64.03 1,844.00 128.25 200 1,829.00 1,835.15 200 6050.00 10,000 0.05 1.00 1,000 - - - - - 2,000
868,950 -23,200 526 - 1,785.00 77.75 100 1,784.40 1,791.45 250 6100.00 8,850 0.10 0.65 1,950 -0.45 0.10 48.64 157 -350 27,450
- - - - - - 2,000 1,539.45 1,928.40 2,000 6150.00 10,000 0.05 1.00 1,000 - - - - - -
56,250 -50 2 - 1,685.00 73.40 50 1,677.55 1,690.75 50 6200.00 10,000 0.05 0.70 3,100 -0.20 0.50 52.66 18 -50 7,050
- - - - - - 2,000 1,447.35 1,776.90 2,000 6250.00 10,000 0.05 1.00 1,000 - - - - - -
32,600 450 16 - 1,581.75 78.45 50 1,582.10 1,585.50 100 6300.00 650 0.15 0.70 2,950 -0.10 0.15 44.38 11 -200 7,850
- - - - - - 2,000 1,355.30 1,680.90 2,000 6350.00 20,000 0.05 1.00 1,000 - - - - - -
64,250 - 3 - 1,481.10 80.10 50 1,481.05 1,494.60 250 6400.00 7,000 0.10 1.00 900 0.05 1.00 49.81 2 100 2,650
- - - - - - 2,000 1,255.30 1,580.90 2,000 6450.00 10,000 0.05 1.00 1,000 - - - - - -
216,700 250 58 - 1,387.00 81.60 50 1,383.10 1,394.60 250 6500.00 9,300 0.35 0.70 700 -0.60 0.35 41.72 44 450 55,100
- - - - - - 2,000 1,163.20 1,484.85 2,000 6550.00 10,000 0.05 - - - - - - - 500
93,400 - - - - - 50 1,279.55 1,286.30 50 6600.00 5,000 0.15 0.60 500 - - - - - 17,900
- - - - - - 2,000 1,063.20 1,384.85 2,000 6650.00 10,000 0.05 - - - - - - - 200
206,950 - 1 56.39 1,205.00 95.50 50 1,180.55 1,189.65 50 6700.00 800 0.55 0.60 1,500 -0.45 0.55 37.42 74 -2,500 39,500
13,400 -4,150 83 56.06 1,157.10 104.25 500 1,130.40 1,144.00 1,000 6750.00 10,000 0.05 - - - - - - - 100
42,900 -350 23 - 1,087.50 72.70 50 1,082.70 1,087.95 50 6800.00 550 0.75 0.95 650 -0.35 0.95 36.50 37 -350 156,300
9,650 - - - - - 2,000 879.10 1,192.75 2,000 6850.00 10,000 0.10 - - - - - - - -
22,850 -150 15 - 988.00 72.50 50 983.40 990.60 50 6900.00 10,200 1.05 1.15 150 -0.55 1.05 33.71 173 -3,450 122,000
23,050 - - - - - 2,000 779.10 1,092.75 2,000 6950.00 8,000 0.15 1.75 1,000 - - - - - -
220,100 -5,050 407 - 886.65 78.60 50 887.00 889.50 200 7000.00 3,900 1.35 1.40 1,200 -0.75 1.40 31.48 7,413 -20,350 1,328,500
250 - - - - - 2,000 687.15 996.70 2,000 7050.00 50 1.00 2.00 1,000 - - - - - 850
18,600 -50 3 - 794.25 89.15 50 784.05 791.60 250 7100.00 200 1.45 1.65 1,950 -0.75 1.60 28.85 7,610 -76,350 703,450
50 - - - - - 2,000 591.35 900.70 2,000 7150.00 50 1.20 1.75 3,000 - - - - - 950
79,600 -3,700 107 - 683.75 68.25 50 684.50 691.40 300 7200.00 4,300 1.90 1.95 13,300 -1.55 1.90 26.25 11,338 -99,700 700,950
50 - - - - - 2,000 492.05 800.70 2,000 7250.00 50 2.05 2.40 50 -1.80 2.35 25.16 291 -2,800 27,000
66,600 300 82 - 591.00 79.70 250 586.90 591.90 250 7300.00 10,400 2.30 2.40 700 -2.85 2.30 23.50 16,790 -174,600 1,512,300
- - - - - - 100 397.00 704.60 100 7350.00 50 2.30 2.55 50 -3.95 2.50 21.97 1,008 -7,050 50,700
208,950 9,750 562 - 489.60 73.30 50 488.00 492.85 50 7400.00 900 3.15 3.20 100 -5.75 3.15 21.01 37,183 -219,400 3,332,350
300 -200 11 23.41 455.00 83.00 1,000 322.50 608.60 2,000 7450.00 50 3.05 3.90 2,900 -7.90 3.50 19.49 2,837 -10,350 74,000
247,250 -12,100 1,400 - 392.00 71.55 50 390.10 394.55 50 7500.00 550 4.55 4.60 150 -10.30 4.55 18.59 92,223 -336,750 4,032,350
850 -500 10 24.24 367.00 77.00 1,000 301.00 448.50 500 7550.00 500 5.65 5.90 50 -13.80 5.65 17.65 5,101 -115,650 182,200
375,000 -14,850 4,937 9.90 299.00 62.25 50 293.60 298.35 50 7600.00 350 7.50 7.70 12,650 -18.85 7.55 16.49 182,279 -7,750 5,336,000
1,550 150 189 16.88 260.70 59.70 100 228.55 259.00 500 7650.00 50 10.25 10.40 400 -26.00 10.25 15.53 18,861 127,150 604,050
693,600 -397,650 19,438 12.52 204.70 45.50 100 204.20 206.45 50 7700.00 50 15.45 15.70 1,450 -32.45 15.70 15.03 288,570 145,700 5,929,400
40,400 -4,750 964 12.17 163.00 37.60 50 161.00 163.70 50 7750.00 200 21.80 22.20 150 -42.60 21.70 14.26 26,387 192,750 583,200
2,050,050 -274,000 101,451 12.23 124.70 27.15 500 123.05 124.70 150 7800.00 150 32.95 33.05 50 -50.30 33.05 13.80 419,936 75,800 5,873,050
264,500 -149,950 14,887 12.12 88.50 13.45 50 88.20 91.00 50 7850.00 50 47.00 48.55 500 -55.40 48.90 13.22 33,663 70,100 385,850
4,840,400 -366,400 495,213 12.11 61.25 9.20 50 61.25 61.85 50 7900.00 50 67.00 67.10 100 -66.50 67.10 12.66 487,789 1,764,150 5,311,300
590,250 -11,150 41,415 12.18 40.35 3.25 250 40.05 40.35 5,000 7950.00 750 92.45 94.55 1,000 -69.70 94.50 12.27 6,318 44,700 258,950
6,946,150 134,200 520,826 12.31 26.00 1.15 100 25.65 26.00 2,250 8000.00 150 127.55 127.80 100 -74.55 127.80 12.32 90,573 94,000 2,367,550
661,500 98,900 25,966 12.17 14.30 -2.15 100 14.30 14.95 950 8050.00 400 165.95 168.80 250 -76.00 167.45 12.41 533 -2,550 54,600
6,674,400 201,700 318,044 12.51 8.80 -2.10 250 8.70 9.00 700 8100.00 50 207.50 210.00 250 -78.10 209.85 11.97 12,511 -250,000 882,450
546,550 55,600 12,409 12.72 5.00 -2.25 150 4.90 5.10 300 8150.00 50 246.00 405.10 50 -71.30 260.95 14.83 68 -1,000 27,150
5,553,400 -244,350 164,198 13.47 3.40 -1.40 50 3.35 3.40 4,200 8200.00 50 301.10 304.15 100 -77.90 301.25 - 2,101 -37,650 746,950
379,800 -91,250 9,486 14.05 2.30 -1.50 50 2.25 2.40 100 8250.00 1,000 220.00 509.00 100 -57.60 342.40 - 117 -100 4,800
4,313,800 12,800 57,799 14.94 1.65 -0.60 53,100 1.65 1.70 1,900 8300.00 50 398.70 405.00 50 -78.10 403.00 16.26 5,564 -107,150 671,950
110,850 -2,200 2,123 15.87 1.50 -0.20 4,000 1.05 1.50 1,350 8350.00 1,000 305.00 600.00 500 - - - - - 850
2,172,700 -124,150 21,038 16.80 1.10 -0.30 15,250 1.05 1.15 10,000 8400.00 50 497.65 502.00 50 -67.70 498.00 - 437 -9,600 185,350
40,150 -350 183 18.82 1.35 0.30 250 1.15 1.35 50 8450.00 1,000 422.00 713.10 2,000 - - - - - 250
2,365,200 -117,800 28,466 18.72 0.80 -0.25 10,950 0.75 0.80 4,650 8500.00 250 596.75 601.80 100 -58.35 601.00 16.90 1,571 -27,300 401,200
1,350 - - - - - 10,000 0.05 0.85 50 8550.00 1,000 450.00 813.10 2,000 - - - - - -
687,950 350 2,939 20.54 0.55 -0.15 16,200 0.55 0.70 1,300 8600.00 100 670.60 728.35 50 -104.45 675.55 - 18 -850 6,250
1,450 - - - - - 10,000 0.05 0.65 50 8650.00 2,000 543.95 917.05 2,000 - - - - - -
310,650 -4,700 568 22.20 0.40 -0.15 2,650 0.40 0.45 1,650 8700.00 3,000 610.10 918.70 3,000 - - - - - -
1,100 - - - - - 800 0.10 - - 8750.00 2,000 639.95 1,021.00 2,000 - - - - - -
183,450 -8,850 3,097 25.11 0.45 0.05 8,550 0.35 0.40 500 8800.00 3,000 710.10 1,018.70 3,000 - - - - - 200
- - - - - - 10,000 0.05 - - 8850.00 2,000 739.95 1,121.00 2,000 - - - - - 5,250
82,150 - - - - - 10,000 0.30 0.60 500 8900.00 3,000 810.10 1,118.70 3,000 - - - - - -
- - - - - - 10,000 0.05 - - 8950.00 2,000 836.00 1,224.95 2,000 - - - - - 9,650
955,550 6,600 5,014 29.02 0.40 - 9,750 0.35 0.40 6,950 9000.00 100 1,095.00 1,098.00 200 -57.10 1,099.00 - 1,111 -43,850 345,300
- - - - - - - - - - 9050.00 100 933.00 1,328.00 100 - - - - - 10,350
750 - - - - - - - 3.00 3,000 9100.00 3,000 999.95 1,324.70 2,000 - - - - - -
- - - - - - - - - - 9150.00 100 1,033.00 1,428.00 100 - - - - - 9,150
- - - - - - - - - - 9200.00 2,000 1,092.65 1,419.30 2,000 - - - - - -
- - - - - - - - - - 9250.00 100 1,129.00 1,532.00 100 - - - - - 10,700
- - - - - - - - - - 9300.00 3,000 1,186.65 1,523.70 2,000 - - - - - -
- - - - - - - - - - 9350.00 2,000 1,224.10 1,636.85 2,000 - - - - - -
- - - - - - - - - - 9400.00 2,000 1,286.65 1,618.40 2,000 - - - - - -
- - - - - - - - - - 9450.00 2,000 1,324.10 1,736.85 2,000 - - - - - -
20,550 -1,450 70 41.81 0.70 0.20 5,000 0.05 0.70 1,200 9500.00 100 1,587.20 1,595.50 50 -71.55 1,592.00 - 137 -5,100 229,700
- - - - - - - - - - 9550.00 2,000 1,420.10 1,840.80 2,000 - - - - - -
- - - - - - - - - - 9600.00 2,000 1,496.95 1,824.40 2,000 - - - - - -
- - - - - - - - - - 9650.00 2,000 1,520.10 1,940.80 2,000 - - - - - -

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



  •  Highlighted options are in-the-money.