Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7780.30  As on Sep 03, 2015 09:54:05 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
19,925 - - - - - 1,000 2,466.10 2,487.80 1,750 5300.00 500 0.15 3.05 100 - - - - - 625
- - - - - - 1,000 2,308.95 2,408.25 1,500 5400.00 10,000 0.05 - - - - - - - -
42,325 - 6 - 2,279.85 63.05 100 2,274.05 2,284.30 125 5500.00 2,000 0.65 2.50 325 - - - - - 4,900
50 - - - - - 1,500 2,110.50 2,208.25 1,500 5600.00 10,000 0.05 - - - - - - - -
- - - - - - 1,500 2,010.50 2,108.25 1,500 5700.00 10,000 0.05 - - - - - - - -
- - - - - - 1,500 1,910.50 2,008.25 1,500 5800.00 10,000 0.05 - - - - - - - -
- - - - - - 1,500 1,810.50 1,908.25 1,500 5900.00 2,000 0.10 3.00 4,000 - - - - - -
192,375 575 174 - 1,779.55 63.75 25 1,776.60 1,787.15 1,350 6000.00 300 2.00 2.10 900 -0.80 2.00 46.00 552 -4,525 159,050
- - - - - - 2,500 1,618.60 1,711.25 1,500 6100.00 1,000 1.55 3.00 500 - - - - - 650
50 - - - - - 1,500 1,522.60 1,613.05 1,500 6200.00 1,000 2.05 2.95 500 -2.10 2.10 41.14 1 - 275
- - - - - - 1,000 889.40 2,090.10 100 6250.00 10,000 0.05 - - - - - - - -
50 - - - - - 1,500 1,426.15 1,514.25 1,500 6300.00 550 2.20 3.00 250 - - - - - 2,975
- - - - - - 1,000 1,203.70 1,991.05 100 6350.00 10,000 0.05 - - - - - - - -
- - - - - - 1,500 1,333.15 1,413.30 1,500 6400.00 1,375 2.70 2.85 1,300 -2.40 2.75 37.23 373 -4,150 25,950
- - - - - - 1,000 1,111.45 1,891.45 100 6450.00 10,000 0.05 - - - - - - - -
154,400 325 30 - 1,283.35 48.35 75 1,280.60 1,286.40 1,000 6500.00 25 3.95 4.00 4,650 -2.65 3.95 36.63 4,876 -13,625 529,075
- - - - - - 1,000 1,020.70 1,791.15 100 6550.00 275 4.00 6.00 500 -2.45 5.10 36.78 16 125 125
2,250 - - - - - 2,500 1,159.80 1,216.20 6,300 6600.00 1,525 5.65 5.75 2,350 -3.60 5.65 35.95 5,523 -8,075 269,425
- - - - - - 1,000 919.20 1,690.05 100 6650.00 400 5.10 - - - - - - - -
1,450 - - - - - 2,500 1,062.45 1,116.55 6,300 6700.00 1,275 8.20 8.35 100 -4.65 8.25 35.31 6,114 -15,975 308,800
- - - - - - 1,000 830.95 1,587.55 100 6750.00 7,500 6.15 15.00 125 - - - - - 175
14,300 - 1 - 981.60 31.15 75 987.45 997.35 150 6800.00 75 11.20 11.25 500 -6.10 11.25 34.40 7,325 16,650 540,175
- - - - - - 1,000 739.70 1,483.75 100 6850.00 400 12.10 - - - - - - - -
1,750 - - - - - 25 890.20 903.50 25 6900.00 75 15.10 15.20 50 -7.60 15.05 33.41 8,341 13,850 319,425
- - - - - - 1,000 639.30 1,378.50 100 6950.00 200 13.00 - - - - - - - -
673,550 2,525 247 - 802.00 37.80 50 801.50 806.20 125 7000.00 100 20.50 20.60 175 -9.25 20.45 32.58 28,884 119,275 2,141,575
200 - - - - - 2,525 545.55 842.70 2,525 7050.00 25 22.95 24.45 50 -7.55 23.00 32.10 8 -100 1,525
407,200 -1,925 114 - 701.05 27.30 25 709.60 717.40 25 7100.00 50 28.15 28.30 100 -11.30 28.25 31.87 20,386 36,500 1,179,475
75 - - - - - 2,525 465.55 746.60 2,525 7150.00 25 31.70 33.60 50 -11.50 35.15 32.42 12 - 10,350
112,450 25 55 20.12 627.70 53.45 50 622.85 628.75 25 7200.00 25 38.75 38.95 725 -14.55 38.70 31.27 36,367 167,375 2,347,550
- - - - - - 2,525 555.30 595.15 25 7250.00 75 44.20 45.85 500 -16.10 45.10 31.14 32 400 17,175
123,675 -250 74 18.12 529.70 33.95 25 536.95 543.95 25 7300.00 250 52.05 52.20 250 -18.25 52.10 30.60 32,014 130,300 1,668,125
- - - - - - 2,525 469.45 510.60 25 7350.00 25 58.85 71.75 300 -19.20 59.95 30.12 48 -125 12,950
155,100 25 221 23.41 458.40 38.75 25 452.70 457.60 25 7400.00 250 68.00 68.15 425 -23.05 68.05 29.76 52,117 -6,425 2,942,625
- - - - - - 2,525 388.45 426.95 25 7450.00 25 76.40 79.15 2,525 -23.70 78.15 29.62 180 1,725 6,400
850,750 -10,600 2,225 24.00 379.70 29.25 50 377.80 379.20 50 7500.00 100 88.65 88.85 225 -28.65 88.65 28.93 72,551 66,250 3,964,775
225 - - - - - 175 325.50 355.50 150 7550.00 400 100.45 101.60 25 -34.80 99.05 28.42 98 525 5,925
352,750 1,050 2,657 23.71 305.75 24.90 150 304.80 306.20 75 7600.00 100 114.60 115.00 175 -34.05 114.85 28.06 51,796 9,825 3,158,475
675 - 13 22.50 267.00 22.65 50 270.90 274.70 25 7650.00 25 129.20 130.45 25 -37.65 129.95 27.81 450 2,050 19,825
809,575 42,350 13,836 23.27 239.30 18.35 125 239.10 240.05 25 7700.00 50 147.00 147.10 25 -39.45 147.10 27.25 50,645 167,525 2,394,800
45,800 4,000 777 22.96 210.65 18.00 2,450 207.95 211.05 25 7750.00 50 166.10 167.00 25 -45.40 166.60 27.01 1,048 6,500 66,375
1,518,150 127,700 36,614 22.84 181.75 11.60 200 181.55 182.00 25 7800.00 50 187.45 188.15 150 -45.80 187.95 26.60 43,393 74,175 4,626,300
54,250 3,800 502 22.68 156.75 9.25 25 155.05 156.45 50 7850.00 25 210.40 213.05 25 -57.85 207.70 26.22 256 2,050 134,150
1,725,250 85,625 47,480 22.41 132.45 5.95 225 132.40 132.80 150 7900.00 50 236.75 237.10 1,225 -49.45 237.10 25.99 13,532 -28,325 2,437,325
67,400 3,650 620 22.33 111.65 3.20 25 111.35 112.50 50 7950.00 50 262.20 266.30 25 -50.30 265.45 26.83 109 300 42,700
3,774,400 289,000 86,278 22.00 92.90 2.35 250 92.50 92.85 125 8000.00 100 296.05 297.20 100 -56.25 295.30 25.65 9,070 10,025 4,479,325
76,475 3,525 807 21.85 76.00 -0.75 25 75.45 76.00 25 8050.00 125 321.95 328.95 50 -53.90 330.25 26.32 14 - 27,150
2,887,900 105,300 59,293 21.54 61.50 -0.85 25 61.40 61.50 5,275 8100.00 50 362.30 363.70 50 -59.65 361.45 25.34 2,466 -9,675 1,431,025
82,000 625 508 21.47 48.75 -2.35 25 48.90 49.10 25 8150.00 50 389.60 401.80 50 -71.20 391.80 24.70 2 - 4,675
3,848,800 99,700 64,558 21.17 39.20 -2.40 475 39.15 39.40 400 8200.00 50 439.75 440.90 1,175 -61.65 439.95 25.35 1,896 2,250 1,458,425
197,550 10,625 1,463 20.89 30.75 -2.95 2,525 30.05 30.75 50 8250.00 25 457.00 482.00 25 -80.20 469.80 24.53 2 - 18,675
2,883,900 41,075 44,880 20.95 24.00 -2.75 1,250 23.90 24.05 25 8300.00 25 517.55 521.30 25 -57.75 520.15 25.30 473 -2,550 968,575
53,625 1,075 122 20.78 18.15 -3.15 25 18.50 18.70 25 8350.00 2,500 553.85 765.75 25 - - - - - 3,275
2,463,650 32,375 31,094 21.00 14.65 -2.35 1,550 14.60 14.75 3,750 8400.00 25 607.75 611.85 250 -74.40 605.00 26.33 353 -5,725 817,200
29,800 600 54 21.10 11.50 -2.10 25 11.25 11.75 25 8450.00 2,525 510.40 869.60 50 - - - - - 1,575
4,566,300 39,500 23,232 21.16 8.85 -1.75 1,475 8.80 8.85 3,425 8500.00 200 698.90 703.00 50 -66.20 702.20 27.84 404 -2,050 885,600
35,325 450 36 21.59 7.50 -1.20 25 6.40 7.40 450 8550.00 25 602.55 972.95 50 - - - - - 5,850
1,761,300 27,000 13,169 21.18 5.10 -1.15 9,825 5.05 5.10 2,075 8600.00 25 792.20 798.50 25 -51.30 802.30 31.68 95 -1,550 355,775
24,625 400 20 22.24 4.85 -0.75 225 4.15 4.70 1,000 8650.00 1,000 703.50 1,073.05 100 - - - - - 50
1,559,600 4,275 11,574 21.61 3.25 -0.45 7,975 3.20 3.25 15,100 8700.00 100 888.95 894.50 25 -58.35 887.15 29.57 21 250 226,575
3,875 - - - - - 5,000 2.05 4.30 200 8750.00 1,000 796.60 1,176.95 100 - - - - - 25
1,748,200 24,975 8,744 23.10 2.85 -0.20 16,925 2.80 2.85 15,025 8800.00 50 987.15 992.10 25 -35.65 1,008.90 39.27 23 -325 272,275
1,675 - - - - - 5,000 2.05 3.50 100 8850.00 1,000 892.10 1,280.80 100 - - - - - 300
1,918,150 475 5,312 24.71 2.60 -0.20 11,900 2.60 2.65 7,575 8900.00 125 1,086.65 1,091.20 25 -65.05 1,084.55 33.68 41 -650 138,850
525 - - - - - 5,000 1.05 4.40 100 8950.00 1,000 992.15 1,380.80 100 - - - - - 200
2,668,625 -2,925 2,103 26.23 2.35 -0.05 6,000 2.35 2.40 4,275 9000.00 250 1,186.70 1,193.60 25 -38.00 1,209.00 44.86 392 -7,300 780,250
- - - - - - 5,000 0.55 4.00 100 9050.00 1,000 1,088.00 1,484.70 100 - - - - - -
931,175 950 1,375 27.51 2.05 - 3,000 2.05 2.10 6,750 9100.00 125 1,286.15 1,290.30 25 -6.15 1,312.00 48.44 4 - 51,500
- - - - - - 5,000 0.35 9.90 1,500 9150.00 2,000 1,187.45 1,584.70 100 - - - - - -
382,275 1,350 1,548 28.84 1.85 0.20 4,675 1.85 1.90 950 9200.00 1,000 1,383.90 1,390.00 1,000 -46.15 1,380.00 47.74 842 -7,100 40,950
- - - - - - 10,000 0.05 6.95 5,000 9250.00 1,000 1,284.00 1,688.60 100 - - - - - -
160,325 - 81 29.98 1.65 0.15 1,100 1.60 1.70 3,300 9300.00 850 1,482.05 1,487.45 25 -41.90 1,481.95 42.22 18 100 60,500
- - - - - - 10,000 0.05 5.00 5,000 9350.00 1,000 1,380.15 1,792.45 100 - - - - - -
145,175 300 635 30.84 1.35 0.15 925 1.25 1.35 250 9400.00 25 1,579.50 1,590.60 25 - - - - - 10,400
- - - - - - 10,000 0.05 - - 9450.00 1,000 1,480.15 1,892.45 100 - - - - - -
140,925 -375 174 31.81 1.15 -0.25 525 1.05 1.20 4,050 9500.00 25 1,680.05 1,688.05 25 -51.20 1,701.40 55.25 27 -400 383,600
- - - - - - 10,000 0.05 - - 9550.00 1,000 1,576.25 1,996.35 100 - - - - - -
29,700 - - - - - 4,450 0.60 0.90 3,000 9600.00 2,500 1,747.35 1,803.45 3,375 - - - - - 625
- - - - - - 10,000 0.05 - - 9650.00 1,000 1,672.35 2,100.25 100 - - - - - -
1,950 - - - - - 10,000 0.05 1.20 50 9700.00 1,275 1,872.55 1,892.30 1,200 - - - - - 2,450
- - - - - - 10,000 0.05 - - 9750.00 1,000 1,772.35 2,200.25 100 - - - - - -
1,300 - - - - - 10,000 0.05 1.30 3,000 9800.00 1,350 1,972.55 1,990.20 1,000 - - - - - 800
- - - - - - 10,000 0.05 - - 9850.00 1,000 1,872.35 2,300.25 100 - - - - - -
22,575 - 1 35.80 0.70 0.10 100 0.65 0.70 1,350 9900.00 75 2,078.05 2,081.85 25 -43.20 2,085.30 57.78 1 - 74,350
- - - - - - 10,000 0.05 - - 9950.00 1,000 1,972.30 2,400.25 100 - - - - - -
24,025 475 21 34.82 0.35 -0.20 425 0.50 0.70 1,075 10000.00 75 2,177.55 2,186.45 1,525 -48.40 2,191.00 62.72 53 1,075 63,775
- - - - - - - - - - 10050.00 1,000 2,072.30 2,500.25 100 - - - - - -
- - - - - - - - - - 10100.00 2,500 2,221.75 2,309.50 1,500 - - - - - -
- - - - - - - - - - 10150.00 1,000 1,792.45 - - - - - - - -
- - - - - - - - - - 10200.00 1,500 2,316.75 2,409.50 1,500 - - - - - -
- - - - - - - - - - 10300.00 2,500 2,411.75 2,509.50 1,500 - - - - - -
- - - - - - - - - - 10400.00 1,000 2,511.75 2,609.50 1,500 - - - - - -
- - - - - - - - - - 10500.00 100 2,672.70 2,702.40 4,650 - - - - - 18,850
- - - - - - - - - - 10600.00 2,500 2,701.75 2,809.50 1,500 - - - - - -
- - - - - - - - - - 10700.00 2,500 2,801.75 2,909.50 1,500 - - - - - -
- - - - - - - - - - 10800.00 2,500 2,901.75 3,009.50 1,500 - - - - - -
- - - - - - - - - - 10900.00 2,500 3,001.75 3,109.50 1,500 - - - - - -
800 - - - - - 175 0.10 - - 11000.00 1,100 3,167.40 3,178.85 425 -47.35 3,184.90 80.75 9 - 19,975
- - - - - - - - - - 11100.00 1,500 3,196.75 3,309.50 1,500 - - - - - 25
- - - - - - - - - - 11200.00 1,500 3,296.75 3,409.50 1,500 - - - - - -
- - - - - - - - - - 11300.00 1,500 3,396.75 3,509.50 1,500 - - - - - -
- - - - - - - - - - 11400.00 400 3,562.60 3,602.60 4,550 - - - - - 550
Total 39,752,525 41,944,025 Total

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



  •  Highlighted options are in-the-money.