Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8996.25  As on Mar 03, 2015 15:30:32 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
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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
58,650 - 2 - 4,805.05 52.10 1,500 4,768.00 4,867.95 50 4200.00 - - - - - 0.10 - - - 500
- - - - - - 1,000 4,315.35 5,052.55 100 4300.00 - - - - - - - - - -
- - - - - - 1,000 4,215.20 4,953.60 100 4400.00 - - - - - - - - - -
- - - - - - 1,500 4,468.00 4,576.95 1,500 4500.00 - - - - - - - - - -
- - - - - - 1,000 4,014.80 4,755.70 100 4600.00 - - - - - - - - - -
- - - - - - 1,000 3,914.55 4,656.75 100 4700.00 - - - - - - - - - -
- - - - - - 1,000 3,814.40 4,557.80 100 4800.00 - - - - - - - - - -
- - - - - - 1,000 3,714.15 4,458.85 100 4900.00 - - - - - - - - - -
345,575 -75 32 91.48 4,030.00 59.95 25 4,010.00 4,036.00 100 5000.00 - - - - - 3.00 - - - 3,675
- - - - - - 1,000 3,513.90 4,261.00 100 5100.00 - - - - - - - - - -
- - - - - - 1,000 3,413.65 4,162.05 100 5200.00 - - - - - - - - - -
- - - - - - 1,000 3,313.50 4,063.10 100 5300.00 - - - - - - - - - -
- - - - - - 1,000 3,213.25 3,964.15 100 5400.00 - - - - - - - - - -
11,100 - - - 3,435.00 - 1,500 3,488.00 3,576.95 1,500 5500.00 - - - - - - - - - -
50 - - - 2,620.00 - 1,500 3,388.00 3,476.95 1,500 5600.00 - - - - - - - - - -
- - - - - - 1,500 3,288.00 3,376.95 1,500 5700.00 - - - - - - - - - -
- - - - - - 1,500 3,188.00 3,276.95 1,500 5800.00 - - - - - - - - - -
- - - - - - 1,500 3,088.00 3,176.95 1,500 5900.00 - - - - - - - - - -
30,900 50 2 47.42 3,034.00 80.65 75 2,988.05 3,076.80 50 6000.00 7,000 0.05 1.00 5,000 - 1.00 - - - 550
50 - - - 2,760.00 - 1,500 2,893.00 2,976.95 1,500 6100.00 7,000 0.05 - - - - - - - -
150 - - - 2,660.00 - 1,500 2,793.00 2,876.95 1,500 6200.00 7,000 0.05 3.00 500 - - - - - -
225 - - - 2,560.00 - 1,500 2,693.00 2,776.95 1,500 6300.00 7,000 0.05 - - - - - - - -
- - - - - - 1,500 2,593.00 2,676.95 1,500 6400.00 7,000 0.05 - - - - - - - -
27,125 150 13 - 2,528.70 218.70 25 2,523.75 2,558.05 250 6500.00 7,000 0.05 1.90 3,000 - - - - - -
237,700 -475 161 - 2,422.80 68.95 50 2,425.70 2,445.25 125 6600.00 175 0.70 0.90 1,000 0.10 0.70 45.23 141 -25 11,200
150 - - - 2,175.00 - 1,000 2,057.85 2,727.20 100 6650.00 7,000 0.05 - - - - - - - -
302,975 -325 33 - 2,330.00 56.50 50 2,326.05 2,339.40 125 6700.00 100 0.65 1.00 3,125 -0.20 1.00 44.83 29 -625 5,125
- - - - - - 1,000 1,957.85 2,628.25 100 6750.00 7,000 0.05 - - - - - - - -
59,400 -150 67 - 2,233.00 56.95 25 2,225.45 2,244.85 100 6800.00 875 0.50 1.25 1,300 -0.60 0.55 40.34 6 -100 1,600
- - - - - - 1,000 1,866.85 2,306.50 100 6850.00 7,000 0.05 - - - - - - - -
9,100 - - - 2,090.00 - 1,500 2,108.00 2,176.95 1,500 6900.00 3,000 0.20 1.25 400 - 1.60 - - - 675
- - - - - - 1,000 1,766.85 2,206.50 100 6950.00 7,000 0.05 - - - - - - - -
479,725 -1,300 315 - 2,031.00 44.95 25 2,030.90 2,042.85 25 7000.00 700 0.90 1.05 5,000 -0.15 1.00 38.85 628 -6,350 55,200
- - - - - - 1,000 1,675.80 2,331.45 100 7050.00 7,000 0.05 - - - - - - - -
9,625 75 3 - 1,935.00 89.50 1,500 1,908.90 1,978.15 1,500 7100.00 625 0.90 1.20 700 -0.30 0.90 36.49 3 75 9,825
- - - - - - 1,000 1,575.80 2,232.50 100 7150.00 7,000 0.05 - - - - - - - -
97,825 -250 44 - 1,820.95 60.95 1,500 1,808.15 1,878.20 1,500 7200.00 2,875 1.00 1.25 400 -0.10 1.20 35.67 196 -1,825 29,650
- - - - - - 1,000 1,484.80 2,133.55 100 7250.00 7,000 0.05 - - - - - - - -
8,575 -25 4 - 1,680.10 190.10 25 1,720.90 1,769.10 25 7300.00 2,500 1.10 1.30 1,100 - 1.30 34.03 62 -1,125 28,950
- - - - - - 1,000 1,384.85 2,034.60 100 7350.00 7,000 0.10 - - - - - - - -
8,125 25 4 - 1,613.85 68.35 25 1,630.80 1,665.70 25 7400.00 500 1.25 1.40 1,500 -0.15 1.30 32.09 214 - 125,150
- - - - - - 1,000 1,293.85 1,935.65 100 7450.00 7,000 0.15 - - - - - - - -
234,450 -3,675 882 27.92 1,544.00 51.30 100 1,544.00 1,547.05 50 7500.00 800 1.30 1.35 1,750 -0.25 1.30 30.17 3,854 -6,950 770,725
- - - - - - 1,000 1,203.05 1,836.70 100 7550.00 7,000 0.35 - - -0.10 6.00 - - - 25
82,400 -300 78 27.14 1,444.90 63.15 75 1,433.70 1,442.70 50 7600.00 2,300 1.35 1.40 100 -0.20 1.40 28.51 726 4,175 541,375
- - - - - - 1,000 1,103.05 1,737.75 100 7650.00 7,000 0.35 - - - 16.00 - - - 175
19,425 - - - 1,270.10 - 1,500 1,308.30 1,378.35 1,500 7700.00 4,000 1.30 1.35 1,000 -0.25 1.30 26.37 3,611 -36,700 738,250
- - - - - - 1,000 1,012.00 1,638.75 100 7750.00 7,000 0.35 - - - - - - - -
24,125 25 16 - 1,211.50 25.70 25 1,233.05 1,256.35 75 7800.00 32,075 1.40 1.60 25 -0.35 1.60 25.12 4,771 -35,975 876,575
- - - - - - 1,000 912.00 1,534.00 100 7850.00 7,000 0.55 - - - - - - - -
19,400 125 16 - 1,145.30 78.00 125 1,142.45 1,148.60 75 7900.00 400 2.10 2.30 1,750 -0.50 2.10 24.04 9,862 64,375 887,575
- - - - - - 1,000 821.00 1,440.45 100 7950.00 7,000 0.80 - - - - - - - -
801,025 -1,175 964 21.22 1,048.05 55.20 125 1,042.75 1,049.55 50 8000.00 475 2.70 2.75 925 -0.70 2.75 22.93 34,763 -12,875 3,255,375
25 - - - 790.00 - 1,000 721.30 1,340.75 100 8050.00 100 1.25 - - - 6.00 - - - 1,900
68,750 -200 145 - 940.95 62.30 25 946.10 951.05 25 8100.00 5,000 3.50 3.65 1,000 -0.85 3.55 21.74 30,248 129,225 1,246,475
- - - - - - 1,000 626.35 959.75 450 8150.00 75 3.00 8.00 450 -1.40 6.50 - - - 500
86,775 -12,550 1,079 22.21 855.00 57.55 25 844.15 854.20 25 8200.00 1,775 4.90 4.95 3,050 -1.10 4.90 20.73 45,918 82,650 1,180,600
- - - - - - 1,000 526.40 860.10 400 8250.00 100 5.00 6.00 100 -1.50 5.90 20.30 45 -150 1,750
213,850 -10,350 720 18.08 752.55 45.05 25 749.40 755.35 25 8300.00 25 6.90 6.95 2,500 -1.85 6.90 19.76 80,250 -35,875 1,764,625
25 - - - 360.00 - 1,000 471.45 761.60 750 8350.00 200 6.50 9.00 25 -3.10 8.10 19.23 111 850 10,350
154,175 -8,650 1,015 19.56 660.80 52.40 25 655.05 660.85 50 8400.00 1,075 10.40 10.50 50 -2.85 10.40 19.04 106,755 65,925 2,149,225
- - - - - - 1,000 381.75 664.95 200 8450.00 100 12.00 12.45 50 -3.50 12.00 18.41 666 1,100 25,050
705,675 47,850 5,173 18.03 564.35 50.45 25 560.50 566.00 25 8500.00 25 15.45 15.70 25 -4.35 15.70 18.33 186,504 212,300 4,361,200
300 -50 41 18.42 521.00 90.90 50 478.45 572.50 50 8550.00 50 17.80 19.85 100 -4.35 19.85 18.13 1,399 6,300 27,200
225,875 -20,975 2,833 17.92 475.20 51.50 25 470.55 479.05 50 8600.00 1,300 23.10 23.40 75 -6.45 23.40 17.58 190,594 53,450 3,319,550
11,850 -125 42 15.92 422.85 -5.60 125 389.80 464.30 50 8650.00 50 27.05 28.00 50 -8.10 28.00 17.11 6,676 107,250 186,650
548,050 -29,325 9,769 16.63 384.40 42.00 25 382.15 385.95 25 8700.00 200 34.75 35.20 25 -10.75 34.85 16.87 277,987 563,000 2,782,500
14,700 -4,100 392 16.92 346.20 45.30 50 333.30 346.30 25 8750.00 50 41.20 43.65 200 -13.50 42.00 16.45 5,054 -7,700 117,250
1,078,750 -24,425 24,770 16.16 303.00 37.95 275 303.00 304.60 50 8800.00 2,125 51.90 52.00 2,300 -15.95 51.90 16.22 365,469 479,825 3,983,750
32,650 -13,125 1,361 15.90 264.85 36.00 50 253.05 264.90 75 8850.00 50 60.60 63.10 50 -18.85 61.80 15.74 6,040 19,425 75,250
1,293,125 -230,800 108,013 15.55 228.00 30.20 200 227.00 228.50 50 8900.00 25 75.20 76.00 800 -22.65 75.00 15.44 337,982 292,300 2,458,375
53,350 -13,900 4,891 14.38 186.45 16.90 75 186.35 194.10 50 8950.00 75 90.00 92.00 475 -24.95 92.00 15.32 7,850 40,750 103,225
4,938,625 -472,350 332,163 15.03 163.00 22.35 450 162.50 163.00 4,750 9000.00 100 108.00 109.35 100 -30.30 108.00 14.78 243,613 308,750 1,769,800
66,000 12,725 6,988 14.70 134.00 19.50 1,050 132.40 134.00 425 9050.00 25 127.40 130.00 100 -34.80 128.00 14.38 1,310 14,100 20,150
3,406,375 200,000 484,213 14.36 107.70 14.85 775 107.15 107.85 200 9100.00 25 151.40 152.75 50 -36.55 152.10 14.11 32,920 138,225 379,275
65,350 5,575 5,002 14.14 85.65 10.95 550 83.00 86.00 175 9150.00 2,000 170.85 193.00 25 -42.00 180.00 13.92 31 250 350
4,153,775 272,000 410,314 13.97 67.00 9.20 50 66.25 67.00 11,500 9200.00 25 206.00 209.85 50 -44.15 209.00 13.48 10,885 46,125 309,375
47,100 5,350 3,030 13.62 50.00 4.60 525 50.00 51.00 100 9250.00 500 198.35 510.55 100 - 297.60 - - - 50
2,647,975 267,350 284,404 13.64 38.45 3.65 500 38.50 38.90 800 9300.00 25 272.50 278.00 25 -52.95 273.85 12.10 5,450 63,325 171,400
36,975 -2,125 1,681 13.27 26.95 2.80 25 26.95 27.50 25 9350.00 500 274.90 598.60 100 - - - - - -
3,525,900 195,775 214,739 13.48 20.80 1.15 50 20.65 20.95 450 9400.00 25 354.80 357.25 100 -52.05 356.20 11.38 1,514 21,150 54,725
16,825 -525 249 13.58 15.55 0.20 50 14.05 15.85 50 9450.00 500 362.40 690.70 100 - - - - - -
3,031,850 31,950 149,627 13.48 10.85 0.05 3,350 10.60 10.85 525 9500.00 125 443.20 445.05 25 -49.00 444.40 7.60 5,405 14,600 770,475
9,375 -25 34 13.62 8.00 2.00 100 7.00 8.00 2,875 9550.00 1,000 368.45 824.25 100 - - - - - -
650,850 5,525 47,899 13.49 5.30 -0.15 25 5.15 5.50 200 9600.00 25 533.90 542.35 25 -71.10 535.00 - 1,017 -15,500 3,425
5,575 25 3 14.54 5.50 1.90 525 3.00 5.50 450 9650.00 1,000 467.55 879.35 100 - - - - - -
437,500 21,700 18,975 13.56 2.50 -0.25 900 2.40 2.50 3,125 9700.00 50 630.00 635.70 25 -41.20 640.00 - 29 75 1,100
50 - - - 11.00 - 5,000 0.40 18.80 50 9750.00 1,000 562.90 983.85 100 - - - - - -
278,350 -2,150 4,682 14.42 1.70 -0.15 150 1.65 1.70 350 9800.00 25 727.90 755.00 25 -41.55 734.25 - 8 - 1,300
100 - - - 9.05 - 10,000 0.10 9.45 50 9850.00 1,000 662.80 1,083.85 100 - - - - - -
269,150 -12,500 4,470 15.51 1.35 -0.15 1,500 1.30 1.35 8,350 9900.00 25 799.70 860.05 25 - - - - - -
- - - - - - 10,000 0.10 6.15 1,000 9950.00 1,000 758.10 1,188.35 100 - - - - - -
862,575 -17,200 13,553 16.92 1.30 -0.10 9,175 1.30 1.35 16,725 10000.00 50 930.50 931.60 100 -57.00 930.50 - 1,171 -7,725 445,350
- - - - - - 7,000 0.05 - - 10050.00 1,000 858.10 1,288.35 100 - - - - - -
3,875 - - - 2.00 - 100 0.50 1.55 2,000 10100.00 1,000 953.05 1,080.00 25 - - - - - -
- - - - - - 7,000 0.05 - - 10150.00 1,000 953.60 1,392.85 100 - - - - - -
25 - - - 0.50 - 1,500 0.50 - - 10200.00 1,000 1,053.05 1,180.00 25 - - - - - -
- - - - - - 7,000 0.05 - - 10250.00 1,000 1,049.15 1,497.30 100 - - - - - -
- - - - - - 2,000 0.10 - - 10300.00 1,000 1,148.05 1,280.00 25 - - - - - -
- - - - - - 7,000 0.05 - - 10350.00 1,000 1,149.15 1,597.30 100 - - - - - -
- - - - - - 2,000 0.10 - - 10400.00 1,000 1,243.05 1,380.00 25 - - - - - -
- - - - - - 7,000 0.05 - - 10450.00 1,000 1,244.65 1,701.80 100 - - - - - -
650 100 40 19.36 0.15 -0.85 400 0.15 0.85 325 10500.00 50 1,392.45 1,448.95 75 -96.65 1,418.35 - 8 200 3,600
- - - - - - 2,000 0.10 - - 10600.00 100 1,440.00 1,580.00 25 - - - - - -
- - - - - - 3,000 0.10 3.00 3,000 10700.00 100 1,540.00 1,680.00 25 - - - - - -
- - - - - - 7,000 0.05 - - 10800.00 100 1,640.00 1,780.00 25 - - - - - -
- - - - - - 7,000 0.05 - - 10900.00 100 1,730.00 1,880.00 25 - - - - - -
6,150 -75 81 27.59 0.50 -0.20 3,500 0.50 0.90 2,000 11000.00 25 1,913.80 1,937.30 25 -64.30 1,918.10 - 18 -175 31,050

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



  •  Highlighted options are in-the-money.