Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7748.70  As on Jul 28, 2014 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
14,150 -2,700 65 - 2,570.00 -25.00 500 2,570.00 2,740.55 2,000 5150.00 10,000 0.05 0.15 600 0.10 0.15 141.16 310 -1,900 2,600
119,950 -5,600 112 - 2,532.70 -43.40 250 2,501.25 2,536.00 100 5200.00 1,800 0.20 0.45 200 -0.25 0.20 141.22 50 -2,500 24,700
- - - - - - 2,000 2,308.55 2,640.55 2,000 5250.00 10,000 0.05 - - - - - - - -
41,450 -2,050 44 - 2,440.90 -31.40 750 2,371.35 2,468.20 750 5300.00 10,000 0.05 0.15 700 -0.05 0.10 127.83 4,123 - 8,650
- - - - - - 2,000 2,208.55 2,540.55 2,000 5350.00 10,000 0.05 - - - 0.45 - - - 200
10,850 -50 2 - 2,325.00 -56.50 750 2,271.35 2,368.20 750 5400.00 9,950 0.05 0.15 2,650 - 0.10 121.93 433 - 3,150
- - - - - - 2,000 2,108.55 2,440.55 2,000 5450.00 10,000 0.05 - - - - - - - -
327,950 -13,500 279 - 2,232.05 -40.50 300 2,227.45 2,233.90 50 5500.00 450 0.10 0.15 32,850 - 0.10 116.12 4,469 -18,650 38,550
- - - - - - 2,000 2,008.55 2,340.55 2,000 5550.00 10,000 0.05 - - - - - - - -
11,650 -550 76 - 2,140.00 -14.00 50 2,128.55 2,134.15 50 5600.00 10,000 0.05 0.15 1,450 - 0.10 110.40 3,159 50 4,150
- - - - - - 2,000 1,908.55 2,240.55 2,000 5650.00 10,000 0.05 - - - - - - - -
13,300 -300 21 - 2,030.45 -42.20 50 2,028.90 2,031.10 200 5700.00 60,000 0.05 0.15 3,750 0.05 0.15 108.14 711 -50 5,600
- - - - - - 2,000 1,808.55 2,140.55 2,000 5750.00 10,000 0.05 - - - 0.15 - - - 300
7,950 -15,100 306 - 1,926.85 -46.55 400 1,920.45 1,936.30 50 5800.00 1,950 0.10 0.15 10,200 - 0.10 99.23 2,887 -150 12,900
- - - - - - 2,000 1,708.55 2,040.55 2,000 5850.00 10,000 0.05 - - - 0.75 - - - 100
9,800 -4,050 139 - 1,840.00 -42.30 750 1,781.30 1,869.65 750 5900.00 39,900 0.05 0.50 2,000 -0.15 0.05 89.08 1,666 100 6,650
- - - - - - 2,000 1,616.30 1,999.00 2,000 5950.00 10,000 0.05 - - - - - - - -
263,200 -74,450 1,537 - 1,734.35 -42.25 50 1,730.40 1,736.45 200 6000.00 550 0.45 0.55 950 0.10 0.50 101.59 991 -3,050 308,900
- - - - - - 2,000 1,516.30 1,899.00 2,000 6050.00 10,000 0.05 - - - 0.80 - - - 1,600
41,700 -8,950 201 - 1,634.00 -37.95 250 1,625.05 1,635.70 100 6100.00 250 0.10 0.30 450 0.15 0.30 91.09 52 -1,350 59,100
- - - - - - 2,000 1,424.10 1,748.35 2,000 6150.00 10,000 0.05 - - - 0.80 - - - 23,750
14,050 -2,550 66 - 1,535.00 -41.15 50 1,530.50 1,536.55 50 6200.00 200 0.40 0.50 2,350 0.25 0.50 89.65 50 -2,400 55,950
- - - - - - 2,000 1,331.90 1,652.25 2,000 6250.00 10,000 0.05 - - - 10.00 - - - 300
18,450 -8,000 161 - 1,440.00 -33.00 250 1,382.40 1,454.20 200 6300.00 350 0.20 0.40 2,100 -0.05 0.20 76.93 1,327 -3,050 28,900
- - - - - - 2,000 1,231.90 1,552.25 2,000 6350.00 10,000 0.05 - - - 0.15 - - - 150
24,800 -15,000 310 - 1,335.75 -42.90 150 1,329.25 1,336.95 50 6400.00 250 0.45 0.60 150 -0.30 0.45 77.17 100 100 38,550
- - - - - - 2,000 1,139.70 1,456.15 2,000 6450.00 - - - - - - - - - -
190,250 -15,550 315 - 1,233.00 -43.15 50 1,233.50 1,234.00 50 6500.00 450 0.30 0.45 1,550 -0.20 0.45 71.49 197 -8,050 186,300
- - - - - - 2,000 1,047.50 1,360.05 2,000 6550.00 200 0.80 - - - 2.50 - - - 1,200
103,650 -1,450 92 - 1,131.05 -44.10 50 1,133.00 1,133.95 100 6600.00 700 0.40 0.50 200 -0.30 0.45 65.85 196 -400 150,050
550 - - - 1,005.00 - 2,000 947.50 1,250.00 50 6650.00 - - - - - - - - - -
184,800 -75,200 1,590 - 1,033.00 -43.40 150 1,031.70 1,035.80 50 6700.00 350 0.50 0.55 2,000 -0.20 0.55 61.55 1,254 -44,650 496,450
- - - - - - 2,000 855.30 1,163.95 2,000 6750.00 - - - - - - - - - -
78,800 -10,400 273 - 935.60 -37.40 150 929.70 937.65 50 6800.00 6,050 0.50 0.60 850 -0.45 0.55 55.90 733 -17,350 266,550
- - - - - - 50 810.00 1,063.95 2,000 6850.00 - - 0.75 1,000 - - - - - -
36,550 -800 81 - 832.05 -46.00 50 833.55 837.80 50 6900.00 4,950 0.45 0.60 700 -0.20 0.60 50.78 8,388 -50,050 486,600
450 - - - 820.00 - 50 720.00 967.85 2,000 6950.00 50 0.10 0.50 50 -0.80 0.10 40.22 1 - 5,850
710,150 -52,350 1,220 - 733.00 -47.95 100 734.00 736.70 100 7000.00 4,850 0.65 0.70 3,000 -0.65 0.65 45.58 8,440 -94,550 2,641,050
100 - 4 - 697.00 76.75 50 630.00 871.75 2,000 7050.00 1,000 0.65 0.75 350 -0.40 0.75 43.48 159 - 19,000
32,550 -11,400 310 - 641.70 -37.10 1,500 617.00 637.95 50 7100.00 2,000 0.65 0.75 2,450 -0.65 0.65 39.92 4,068 -53,100 1,496,950
100 - - - 351.05 - 50 510.00 771.75 2,000 7150.00 1,050 0.65 0.75 500 -0.75 0.65 37.10 127 -4,750 42,900
95,150 -11,800 455 - 536.00 -46.30 50 531.30 538.10 50 7200.00 250 0.75 0.95 100 -0.65 0.75 34.89 19,038 -29,300 3,280,250
900 -50 2 - 498.05 30.35 50 420.00 695.10 2,000 7250.00 350 0.75 0.80 250 -0.75 0.80 32.28 593 -3,050 84,200
153,550 -48,350 1,714 - 435.00 -47.75 3,850 435.00 438.70 100 7300.00 2,000 0.80 0.85 100 -0.65 0.85 29.62 17,839 -110,350 3,603,000
1,700 -600 18 - 390.70 -62.60 50 330.00 583.50 2,000 7350.00 4,450 0.95 1.00 700 -0.70 1.00 27.30 704 -11,400 163,500
366,000 -81,000 3,770 - 339.00 -43.55 50 335.70 338.40 50 7400.00 6,050 0.95 1.00 250 -0.85 0.95 24.12 40,257 -209,950 4,316,650
19,050 -2,750 80 - 284.55 -46.35 100 280.05 479.95 100 7450.00 11,000 1.05 1.25 10,000 -0.75 1.10 21.59 4,053 14,850 270,350
838,050 -329,400 14,367 - 237.00 -45.45 450 237.00 238.55 100 7500.00 10,000 1.20 1.30 7,300 -1.15 1.30 19.00 98,037 -407,600 4,765,550
45,150 -20,600 606 - 187.95 -45.40 100 186.00 188.90 50 7550.00 1,800 1.40 1.55 5,500 -1.75 1.40 15.99 24,815 -181,000 400,950
1,925,650 -294,500 36,486 - 140.25 -47.50 200 139.45 140.25 600 7600.00 8,950 2.40 2.45 16,000 -1.95 2.40 14.12 245,474 271,950 4,928,250
174,300 -13,350 4,144 - 89.80 -42.05 50 89.80 90.00 450 7650.00 10,650 4.50 4.60 3,100 -0.80 4.60 12.31 160,450 -159,800 1,766,600
4,528,500 918,800 402,207 - 50.10 -43.40 1,500 50.10 50.85 100 7700.00 400 13.25 13.45 50 1.45 13.45 12.22 687,847 -65,950 6,368,850
1,879,300 717,250 169,743 7.81 24.50 -33.35 400 24.50 24.75 800 7750.00 700 33.35 34.00 500 10.20 33.40 12.81 226,757 -19,550 1,232,250
6,663,800 1,270,500 829,053 9.75 10.60 -20.05 10,600 10.50 10.60 50 7800.00 100 66.00 67.00 5,100 22.45 66.95 14.45 512,341 -447,000 3,307,450
1,987,850 21,000 198,426 10.47 3.50 -10.25 250 3.40 3.45 50 7850.00 500 107.40 108.60 500 33.20 108.65 16.55 16,852 -62,600 192,450
5,100,300 -439,500 344,662 12.08 1.60 -5.15 4,050 1.55 1.60 550 7900.00 50 155.90 157.95 100 38.20 157.40 20.73 42,211 -134,450 321,300
796,150 -119,450 25,094 14.45 1.15 -2.25 650 1.15 1.25 8,550 7950.00 100 117.45 243.15 50 51.20 204.70 23.41 392 400 2,300
7,501,200 -213,050 109,611 16.77 0.90 -1.45 4,600 0.80 0.90 2,400 8000.00 50 254.00 255.85 50 43.60 255.60 28.17 4,937 -34,100 405,700
104,050 -15,800 622 18.70 0.65 -0.80 1,300 0.65 0.75 50 8050.00 100 190.15 431.05 100 76.30 297.30 23.35 64 - 9,850
1,922,450 -174,300 8,579 20.88 0.55 -0.65 50 0.55 0.65 4,050 8100.00 50 352.45 356.00 50 35.90 346.50 24.94 141 -1,100 13,200
28,600 -1,050 39 21.35 0.25 - 10,000 0.05 0.25 550 8150.00 100 280.15 534.00 100 - 310.00 - - - 450
1,699,100 -45,150 2,635 24.56 0.35 -0.30 30,950 0.30 0.40 1,250 8200.00 100 451.10 454.30 50 42.05 452.00 39.64 288 -3,950 51,100
22,650 -50 2 24.63 0.15 -0.30 400 0.10 0.40 1,500 8250.00 50 370.00 652.50 2,000 - - - - - -
604,950 -17,800 832 29.67 0.40 -0.10 4,300 0.30 0.40 50 8300.00 750 512.25 589.15 750 27.00 573.05 64.58 1 - 950
13,850 - - - 0.10 - - - 1.00 2,000 8350.00 50 470.00 756.40 2,000 - - - - - -
884,650 -21,750 814 32.60 0.25 -0.25 4,950 0.25 0.35 6,600 8400.00 750 612.20 689.10 750 59.35 631.55 - 2 -100 50
7,850 -50 1,019 36.50 0.40 0.25 50 0.05 0.95 2,000 8450.00 50 591.00 840.50 50 - 810.50 - - - 50
1,321,750 -19,250 9,813 36.09 0.20 -0.20 9,950 0.20 0.30 19,700 8500.00 50 751.45 755.55 50 45.75 754.00 61.81 1,098 -40,300 332,500
- - 40 38.17 0.20 0.05 - - 1.50 2,000 8550.00 2,000 573.70 940.80 2,000 - - - - - -
63,150 -1,150 41 40.21 0.20 0.10 3,000 0.15 0.20 4,250 8600.00 750 812.10 888.95 750 - - - - - -
50 - - - 0.50 - - - - - 8650.00 2,000 669.80 1,044.70 2,000 - - - - - -
137,850 -1,200 24 43.10 0.15 -0.05 9,800 0.10 0.15 3,100 8700.00 750 912.10 988.95 750 - - - - - -
- - - - - - - - - - 8750.00 2,000 765.90 1,148.60 2,000 - - - - - -
65,400 - - - 0.10 -0.05 - - 0.15 2,150 8800.00 100 950.00 1,124.90 3,000 - 955.00 - - - 250
- - - - - - - - - - 8850.00 2,000 865.90 1,248.60 2,000 - - - - - -
103,300 - - - 0.15 - 20,000 0.10 0.15 800 8900.00 750 1,102.05 1,188.95 750 1.15 1,142.35 - - - 550
- - - - - - - - - - 8950.00 2,000 962.00 1,352.50 2,000 - - - - - -
111,050 -6,400 252 52.68 0.10 -0.10 27,500 0.10 0.15 4,350 9000.00 100 1,250.20 1,259.75 50 41.80 1,254.00 91.64 380 -16,500 110,550
1,000 - - - 0.75 - 500 0.25 - - 9050.00 2,000 1,058.10 1,456.40 2,000 - - - - - -
11,100 -50 1 56.24 0.10 -0.15 9,350 0.05 1.00 1,000 9100.00 750 1,292.05 1,389.75 750 - - - - - -
2,150 - - - 0.25 - 2,100 0.20 0.70 500 9150.00 100 1,159.10 1,555.00 100 - - - - - -
100 - - - 0.60 - 100 0.10 - - 9200.00 - - - - - - - - - -

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



  •  Highlighted options are in-the-money.