Option Chain (Equity Derivatives)

Underlying Index: NIFTY 6840.80  As on Apr 23, 2014 15:30:35 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
6,100 -78,050 1,636 - 2,336.00 9.60 150 2,307.85 2,335.95 1,350 4500.00 - - 0.10 9,950 -0.05 0.05 - 4,824 100 44,750
- - - - - - 1,000 2,074.25 2,363.50 100 4550.00 - - 0.10 10,000 - 0.05 - 400 - -
150 -29,900 610 - 2,240.00 19.20 1,950 2,127.30 2,239.00 150 4600.00 - - 0.05 3,400 -0.10 0.05 - 1 -50 4,100
- - - - - - 1,000 1,974.25 2,263.50 100 4650.00 - - 0.10 10,000 - - - - - -
200 -2,800 64 - 2,129.95 -8.15 200 2,124.85 2,142.20 100 4700.00 - - 0.05 1,900 - 0.05 - 4,012 300 4,250
- - - - - - 1,000 1,874.25 2,163.50 100 4750.00 - - 0.10 9,900 -0.05 0.10 - 2 100 700
1,150 -1,850 43 - 2,040.50 14.50 500 2,029.15 2,045.35 450 4800.00 - - 0.05 3,600 -0.05 0.05 - 137 2,700 5,300
- - - - - - 1,000 1,774.25 2,063.50 100 4850.00 - - 0.10 10,000 - - - - - -
2,200 -3,450 81 - 1,945.00 9.90 3,000 1,815.10 1,938.00 1,300 4900.00 - - 0.05 1,700 -0.05 0.05 - 30 - 4,000
- - - - - - 1,000 1,674.25 1,963.50 100 4950.00 - - 0.10 10,000 - - - - - -
5,950 -162,350 3,497 - 1,838.80 12.15 100 1,836.00 1,837.95 500 5000.00 - - 0.05 700 -0.05 0.05 - 201 -2,000 47,600
- - - - - - 1,000 1,574.25 1,863.50 100 5050.00 - - 0.10 10,000 -0.30 0.05 - 280 2,000 2,000
1,150 -1,250 44 - 1,742.40 16.55 100 1,678.50 1,796.05 100 5100.00 - - 0.05 4,900 -0.05 0.05 - 5 - 5,650
- - - - - - 1,000 1,483.90 1,763.50 100 5150.00 - - 0.10 10,000 - - - - - -
550 -20,050 405 - 1,637.85 20.10 50 1,635.00 1,643.80 50 5200.00 - - 0.05 7,200 -0.05 0.05 - 65 -2,250 15,050
850 - - - 1,345.65 - 1,000 1,390.75 1,670.00 100 5250.00 - - 0.10 10,000 - - - - - -
1,350 -7,400 254 - 1,538.40 7.75 1,000 1,533.60 1,537.75 500 5300.00 - - 0.05 4,700 -0.05 0.05 - 643 1,150 21,400
7,700 -250 5 - 1,478.00 127.05 1,000 1,288.25 1,489.90 250 5350.00 - - 0.05 5,000 - - - - - -
2,700 -30,950 638 - 1,439.40 15.65 50 1,431.00 1,435.00 400 5400.00 - - 0.05 20,050 -0.05 0.05 - 1,034 -900 85,600
6,000 - - - 1,382.90 - 1,000 1,195.25 1,470.50 100 5450.00 - - 0.10 15,000 -0.05 0.05 - 9,200 - 800
9,250 -161,400 3,588 - 1,338.00 11.45 500 1,330.60 1,338.00 800 5500.00 - - 0.10 37,250 -0.10 0.05 - 416 2,050 239,900
- - - - - - 200 1,200.50 1,354.50 100 5550.00 - - 0.10 10,000 -1.35 0.05 - 10 -500 -
35,800 -57,600 1,210 - 1,242.25 17.30 100 1,240.25 1,242.75 200 5600.00 - - 0.25 950 -0.10 0.10 - 241 350 209,350
- - - - - - 200 1,100.50 1,249.50 100 5650.00 - - 0.05 450 - 0.05 - - - 3,400
12,100 -22,500 481 - 1,137.85 15.35 1,000 1,135.00 1,136.50 250 5700.00 - - 0.05 100 -0.20 0.05 - 2,160 600 135,400
50 50 1 - 1,149.50 662.75 100 1,032.00 1,110.00 50 5750.00 - - 0.05 2,450 - 0.30 - - - 2,650
21,250 -64,800 1,418 - 1,036.50 12.20 300 1,036.40 1,036.50 950 5800.00 - - 0.05 20,850 -0.20 0.05 - 1,549 50 684,850
100 - - - 980.00 - 100 950.50 1,044.00 100 5850.00 - - 0.10 15,000 - 0.05 - 2,000 - 1,750
24,150 -45,300 1,008 - 936.15 8.35 500 932.60 936.50 750 5900.00 - - 0.05 18,600 -0.20 0.05 - 2,049 300 1,052,250
650 -200 7 - 894.40 12.40 100 848.00 886.50 400 5950.00 - - 0.10 15,900 -0.60 0.10 - 62 100 5,900
87,150 -229,800 4,689 - 836.80 10.80 50 836.05 836.90 50 6000.00 - - 0.05 49,200 -0.20 0.05 - 8,328 5,000 1,753,900
2,400 -1,450 29 - 786.80 14.80 100 781.25 786.50 950 6050.00 - - 0.05 50 -0.05 0.10 - 56 - 5,050
23,000 -170,900 3,605 - 742.00 15.30 500 732.10 742.00 200 6100.00 - - 0.05 26,800 -0.20 0.05 - 9,450 1,250 1,229,200
15,600 -250 71 - 691.00 8.15 400 691.00 694.00 1,000 6150.00 - - 0.05 2,100 -0.05 0.05 - 3 - 43,600
194,950 -143,550 3,061 - 636.50 6.90 900 636.50 636.90 100 6200.00 - - 0.05 35,700 -0.20 0.05 - 12,099 -72,250 1,745,050
2,800 -7,950 207 - 590.20 24.65 1,000 587.50 587.95 450 6250.00 - - 0.05 4,350 0.05 0.25 - - - 88,350
244,850 -300,950 9,891 - 541.85 12.60 50 541.65 541.80 4,000 6300.00 - - 0.05 28,800 -0.15 0.05 - 11,860 -142,850 1,380,100
5,500 -7,900 201 - 487.00 19.05 1,000 481.25 486.50 300 6350.00 - - 0.05 5,600 -0.30 0.05 - 836 500 256,600
102,250 -220,550 5,721 - 440.00 12.60 50 435.25 436.90 50 6400.00 - - 0.05 21,750 -0.25 0.05 - 9,427 -221,050 2,591,200
5,450 -5,100 233 - 393.00 25.40 250 391.25 393.00 250 6450.00 - - 0.05 9,950 -0.25 0.05 - 1,242 -700 255,150
144,750 -233,950 7,789 - 336.95 9.45 600 334.00 336.80 50 6500.00 - - 0.05 48,700 -0.30 0.05 - 22,671 32,150 3,872,500
10,900 -24,350 800 - 281.95 1.85 2,500 281.85 285.85 250 6550.00 - - 0.05 25,200 -0.40 0.05 - 3,647 51,350 665,100
332,750 -335,950 12,488 - 242.75 15.70 13,100 241.00 242.60 500 6600.00 - - 0.05 50,900 -0.45 0.05 - 45,391 -81,700 6,294,050
30,400 -25,750 1,280 - 192.50 14.05 900 192.00 192.50 2,000 6650.00 - - 0.05 79,000 -0.50 0.05 - 4,320 -129,800 916,050
629,300 -1,122,700 65,663 - 136.90 9.60 950 136.80 136.90 23,700 6700.00 - - 0.05 91,050 -1.15 0.05 - 155,636 -108,550 5,793,150
97,850 -403,400 27,660 - 85.95 5.65 5,000 83.15 85.95 1,600 6750.00 - - 0.05 389,500 -2.80 0.05 - 192,240 1,868,000 3,885,800
615,250 -3,220,800 552,742 - 36.50 -3.15 7,700 36.50 36.55 1,150 6800.00 - - 0.05 289,850 -11.10 0.05 - 1,212,687 2,992,000 9,094,100
6,244,200 3,578,050 956,843 - 0.05 -11.75 - - 0.05 386,600 6850.00 5,300 4.70 5.00 1,150 -24.10 5.00 - 762,852 -1,373,100 499,250
8,260,000 2,862,900 832,751 - 0.05 -1.90 - - 0.05 614,450 6900.00 2,150 53.00 53.15 500 -13.95 53.00 - 207,683 -1,212,750 127,000
1,599,900 446,800 31,616 - 0.05 -0.40 - - 0.05 201,800 6950.00 200 97.20 112.45 2,500 -8.10 110.10 - 1,096 100 15,700
3,418,400 -264,350 30,139 - 0.05 -0.30 - - 0.05 98,850 7000.00 7,500 150.15 151.50 1,000 -15.85 150.15 - 10,556 -205,600 25,500
269,300 -350 1,579 - 0.05 -0.25 - - 0.05 10,250 7050.00 200 208.15 210.50 4,950 19.50 211.50 - 13 - 5,750
1,743,900 3,250 5,014 - 0.05 -0.20 - - 0.05 44,050 7100.00 2,500 250.15 256.00 50 -12.40 250.30 - 1,311 -37,500 5,100
68,250 -100 224 - 0.05 -0.25 - - 0.10 41,000 7150.00 50 303.00 311.65 2,500 - 420.00 - - - 50
616,350 2,100 791 - 0.05 -0.15 - - 0.05 38,950 7200.00 100 353.15 359.00 500 -12.45 359.90 - 471 -2,850 18,600
150 - 15 - 0.05 -0.25 - - 0.50 500 7250.00 2,500 400.15 411.65 2,500 - 740.35 - - - 9,550
291,550 -100 692 - 0.05 -0.15 - - 0.05 8,850 7300.00 2,500 450.15 461.65 2,500 -5.90 467.00 - 87 -2,050 950
- - 1 - 0.05 -3.15 - - 0.05 1,050 7350.00 500 496.10 550.00 50 - 665.15 - - - 9,050
57,150 50 122 - 0.05 -0.05 - - 0.05 4,300 7400.00 500 546.10 564.85 1,000 -5.75 553.25 - 55 -200 -
1,600 1,600 500 - 0.05 -0.95 - - 0.05 2,600 7450.00 500 596.10 650.00 50 - 828.15 - - - 9,650
455,400 3,000 860 - 0.05 -0.10 - - 0.05 55,000 7500.00 50 654.50 660.00 50 -6.75 659.50 - 2,036 -80,750 13,700
150 - 130 - 0.05 -0.15 - - 0.50 5,000 7550.00 500 696.10 799.50 100 - - - - - -
5,950 - - - 0.10 - - - 0.05 1,050 7600.00 500 746.10 839.50 100 - - - - - -
- - - - - - - - 0.50 500 7650.00 500 796.10 939.50 100 - 1,144.40 - - - 3,450
8,100 - - - 0.05 - - - 0.05 8,050 7700.00 500 846.10 939.50 100 - - - - - -
50 - - - 1.50 - - - 0.50 500 7750.00 500 896.10 1,088.50 100 - - - - - -
2,100 - - - 0.15 - - - 0.25 1,000 7800.00 500 946.10 1,061.50 100 28.25 950.00 - 20 - 1,000
1,000 1,000 220 - 3.00 2.95 - - 0.10 5,000 7850.00 100 964.00 1,187.80 100 - 1,100.00 - - - 8,700
50 - 1,200 - 0.05 - - - 0.05 16,000 7900.00 200 952.15 1,168.50 100 - - - - - -
- - - - - - - - 0.50 500 7950.00 1,000 947.75 1,295.00 100 - - - - - -
4,550 - 100 - 0.05 -0.05 - - 0.05 3,500 8000.00 200 1,052.20 1,260.00 100 - 1,238.00 - - - 50
150 - - - 1.00 - - - 0.10 10,000 8050.00 1,000 1,047.20 1,395.50 100 - - - - - -
10,750 10,000 2,020 - 0.05 -0.05 - - 0.05 30,000 8100.00 200 1,151.50 1,373.50 100 - - - - - -
- - - - - - - - 0.10 10,000 8150.00 1,000 1,144.25 1,496.00 100 - - - - - -
- - - - - - - - 0.10 10,000 8200.00 1,000 1,190.75 1,548.50 100 - - - - - -
- - - - - - - - 0.10 10,000 8250.00 1,000 1,240.75 1,598.50 100 - - - - - -
- - - - - - - - 0.10 10,000 8300.00 1,000 1,290.75 1,652.00 100 - - - - - -

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



  •  Highlighted options are in-the-money.