Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7824.85  As on Jul 24, 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
16,850 - - - - - 1,000 2,422.30 2,678.20 50 5150.00 9,950 0.05 0.10 50 -0.10 0.05 87.41 1,202 - 4,550
128,800 -500 12 - 2,628.85 54.85 250 2,611.30 2,629.65 250 5200.00 18,600 0.10 0.50 950 0.20 0.50 96.48 573 -100 25,100
- - - - - - 1,000 2,295.50 2,868.45 100 5250.00 1,000 0.05 - - -0.15 0.20 92.67 428 450 450
43,700 -100 5 - 2,472.10 -6.40 150 2,491.65 2,571.20 500 5300.00 - - 0.20 2,300 - 0.20 90.62 205 - 8,650
- - - - - - 1,000 2,195.50 2,769.45 100 5350.00 200 0.10 - - - - - - - 200
10,900 - - - - - 1,000 2,225.50 2,474.90 3,000 5400.00 - - 0.15 450 - - - - - 3,950
- - - - - - 1,000 2,095.50 2,670.35 100 5450.00 1,000 0.05 - - -0.15 0.05 76.23 84 - -
343,350 -750 28 - 2,314.90 63.10 250 2,314.80 2,320.80 100 5500.00 12,000 0.05 0.10 6,900 -0.05 0.10 78.23 14,928 -650 40,400
- - - - - - 1,000 1,995.50 2,571.30 100 5550.00 - - - - - - - - - -
12,200 -50 26 - 2,169.25 35.80 50 2,195.30 2,245.40 100 5600.00 10,000 0.05 0.15 9,000 - 0.10 74.49 1,034 700 9,200
- - - - - - 1,000 1,895.50 2,472.20 100 5650.00 - - - - - - - - - -
11,800 - 1 - 2,107.50 118.15 100 2,107.90 2,117.60 100 5700.00 1,000 0.05 0.10 5,550 -0.05 0.10 70.81 2,052 -50 9,200
- - - - - - 1,000 1,802.50 2,373.20 100 5750.00 300 0.10 0.50 300 -0.35 0.15 71.21 71 - 300
24,550 - 3 - 2,018.30 40.40 150 1,992.60 2,020.40 500 5800.00 4,900 0.05 0.15 1,850 -0.10 0.10 67.19 2,506 - 15,400
- - - - - - 1,000 1,710.50 2,274.10 100 5850.00 100 0.10 0.75 100 - - - - - 100
13,850 - 9 - 1,917.85 33.20 50 1,889.60 1,917.30 50 5900.00 2,450 0.05 0.10 6,150 -0.15 0.15 65.68 1,077 - 8,150
- - - - - - 1,000 1,611.50 1,983.50 100 5950.00 - - - - - - - - - -
352,750 -11,400 281 - 1,829.00 45.80 250 1,817.65 1,826.85 100 6000.00 250 0.30 0.50 4,700 0.05 0.45 68.34 195 - 311,950
- - - - - - 1,000 1,517.50 1,883.50 100 6050.00 10,000 0.05 0.50 1,600 - - - - - 1,600
50,800 -150 52 - 1,718.95 38.00 50 1,718.95 1,720.95 50 6100.00 11,350 0.10 0.15 850 -0.20 0.10 56.63 210 -100 62,400
- - - - - - 1,000 1,425.50 1,733.00 100 6150.00 10,000 0.05 0.50 200 - - - - - 23,750
17,450 -700 33 - 1,621.00 37.45 100 1,614.00 1,625.10 50 6200.00 5,600 0.10 0.15 2,150 -0.15 0.15 54.97 1,331 -700 59,750
- - - - - - 1,000 1,325.50 1,637.00 100 6250.00 10,000 0.05 2.00 10,000 - - - - - 300
30,250 -1,650 70 - 1,527.25 46.85 200 1,518.70 1,523.35 100 6300.00 3,550 0.10 0.20 1,000 - 0.20 52.76 2,117 -850 36,200
- - - - - - 1,000 1,232.50 1,537.00 100 6350.00 10,000 0.05 2.75 7,000 - - - - - 150
65,300 -8,150 170 - 1,429.00 50.55 100 1,419.15 1,424.40 250 6400.00 600 0.20 0.30 400 -0.40 0.20 49.24 165 -7,200 47,700
- - - - - - 1,000 1,140.50 1,441.00 100 6450.00 10,000 0.05 2.50 5,000 - - - - - -
214,250 700 184 - 1,320.00 43.60 50 1,320.90 1,322.80 50 6500.00 5,350 0.65 0.75 350 - 0.75 52.06 607 -17,350 204,800
- - - - - - 1,000 1,040.50 1,345.00 100 6550.00 2,500 0.10 2.50 4,800 2.35 2.50 57.96 4 - 1,000
109,050 -800 36 - 1,222.00 39.30 150 1,220.50 1,223.55 150 6600.00 350 0.75 0.80 300 -0.05 0.75 48.22 296 -12,050 152,500
550 - - - - - 1,000 947.50 1,239.50 100 6650.00 2,500 0.10 2.50 5,000 - - - - - -
265,800 -2,200 89 - 1,126.55 48.45 50 1,120.90 1,123.70 250 6700.00 200 0.80 0.90 2,700 -0.15 0.90 45.33 1,676 -11,500 548,900
- - - - - - 1,000 851.50 1,148.50 100 6750.00 2,500 0.20 1.00 5,000 - - - - - -
92,650 -4,000 117 - 1,021.90 38.85 150 1,022.05 1,028.30 50 6800.00 10,000 0.90 1.00 2,750 -0.15 0.95 41.76 1,126 -22,950 294,200
- - - - - - 1,000 830.50 1,052.50 100 6850.00 2,500 0.30 2.00 2,500 - - - - - -
38,350 -650 18 - 928.00 51.65 200 921.85 929.65 50 6900.00 500 0.50 0.85 2,150 -0.30 0.85 37.68 2,517 -8,300 557,450
450 - - - - - 1,000 761.00 952.50 100 6950.00 50 1.10 1.45 850 - - - - - 5,850
809,400 -5,400 286 - 826.85 43.05 50 824.65 826.85 50 7000.00 250 1.50 1.60 550 0.05 1.60 36.45 9,201 -165,400 2,770,550
100 - - - - - 1,000 671.00 856.50 100 7050.00 50 0.85 1.70 1,900 0.10 1.45 32.61 49 - 19,500
48,800 -1,950 58 - 732.40 78.05 100 712.00 730.70 50 7100.00 3,000 1.65 1.85 200 - 1.85 32.98 10,752 -50,950 1,727,450
100 - - - - - 1,000 561.00 756.50 100 7150.00 4,200 1.70 2.10 500 -0.15 2.00 31.07 142 -450 48,300
117,800 -4,650 195 - 628.55 49.20 450 624.75 630.25 100 7200.00 650 2.00 2.10 9,850 -0.10 2.00 29.26 23,270 -116,700 3,340,700
950 - - - - - 100 525.05 663.00 100 7250.00 500 2.05 2.20 500 -0.35 2.00 27.31 273 -1,150 90,600
247,450 -52,600 3,278 - 530.25 44.55 250 528.05 530.40 50 7300.00 950 2.05 2.15 1,200 -0.30 2.15 25.53 36,187 -109,200 3,846,950
2,400 - - - - - 100 425.05 567.45 2,000 7350.00 5,000 1.40 2.20 600 -0.90 1.80 23.36 741 -9,550 196,700
577,250 -94,050 3,750 - 430.00 40.80 50 429.00 430.40 50 7400.00 6,050 2.35 2.40 5,950 -0.85 2.35 21.74 55,683 -256,600 4,730,050
29,250 -4,050 112 - 372.70 27.50 100 330.40 386.60 50 7450.00 2,050 2.30 2.85 3,000 -1.30 2.60 19.60 10,561 -96,050 282,650
1,442,250 -228,600 18,042 - 331.00 36.30 1,000 330.00 330.95 50 7500.00 50 3.00 3.05 950 -2.20 3.05 18.27 171,470 -436,400 5,587,900
74,850 -7,300 396 - 280.00 37.15 1,650 282.00 375.30 100 7550.00 1,200 3.50 3.75 100 -3.00 3.50 16.58 29,306 -111,950 758,900
2,669,350 -317,750 38,983 - 233.75 35.30 50 233.65 236.55 250 7600.00 1,650 4.60 4.70 9,250 -5.15 4.60 15.07 314,605 -286,650 5,739,950
205,000 -11,900 1,607 - 181.05 28.75 50 181.00 187.65 50 7650.00 900 6.35 6.50 350 -8.20 6.35 13.59 65,689 61,900 929,850
4,121,400 -457,150 207,591 - 139.60 28.85 100 138.25 139.60 150 7700.00 750 10.50 10.55 650 -13.00 10.50 12.60 595,556 232,950 7,220,100
1,080,050 -207,350 35,534 8.85 97.30 22.20 400 96.90 98.90 400 7750.00 300 17.30 18.35 100 -17.70 18.15 11.83 102,310 312,050 1,192,750
4,938,400 252,300 688,245 9.07 62.50 15.15 550 61.75 62.40 200 7800.00 40,200 30.00 30.85 6,600 -27.05 30.00 11.07 487,137 1,835,150 4,896,800
1,269,650 -9,400 119,090 9.63 36.35 10.35 550 36.00 36.35 1,550 7850.00 4,550 51.45 53.00 1,000 -33.15 52.55 10.96 16,784 154,000 312,350
5,662,150 219,800 518,252 10.01 19.75 5.95 300 19.10 19.25 250 7900.00 50 83.50 84.95 750 -37.30 83.45 11.35 68,802 380,200 782,900
1,220,750 521,850 77,311 9.83 8.10 1.55 1,650 8.10 8.70 2,200 7950.00 50 115.00 226.35 100 -49.25 119.55 10.39 129 2,100 3,100
8,435,050 352,650 153,579 10.54 4.60 0.95 8,700 4.25 4.60 200 8000.00 100 167.20 168.50 1,400 -41.50 167.20 12.69 7,309 35,200 543,350
161,250 67,450 4,027 11.06 1.95 -0.10 1,550 1.95 2.20 50 8050.00 100 190.05 432.50 100 -105.00 210.00 9.23 16 350 10,050
2,243,300 179,500 27,993 12.64 1.70 0.35 300 1.60 1.70 2,900 8100.00 50 263.10 268.40 50 -44.35 263.05 14.46 322 400 24,000
29,200 1,250 125 13.21 0.90 -0.05 950 0.65 1.20 100 8150.00 100 283.00 532.50 100 -166.00 310.00 13.24 3 - 450
1,753,200 273,900 8,781 14.32 0.70 -0.05 200 0.75 0.85 3,900 8200.00 50 360.50 366.35 50 -42.00 361.55 16.94 112 -250 56,100
22,800 400 11 13.94 0.20 -0.25 500 0.25 1.15 500 8250.00 100 350.50 539.50 50 - - - - - -
647,750 -14,650 1,556 17.06 0.50 -0.05 500 0.50 0.60 9,900 8300.00 750 419.15 498.95 750 -41.55 473.45 30.89 7 - 950
13,850 - 1 18.63 0.50 -1.20 200 0.20 0.75 2,000 8350.00 100 445.50 639.50 50 - - - - - -
929,050 -19,450 550 19.66 0.40 -0.05 16,050 0.25 0.50 3,000 8400.00 750 518.95 598.80 750 -129.00 554.05 - 6 100 250
7,900 - 2 19.13 0.15 -2.35 150 0.15 0.95 500 8450.00 100 540.50 759.00 100 - - - - - 50
1,375,300 -68,000 2,298 22.30 0.35 -0.10 2,500 0.20 0.50 300 8500.00 50 660.30 663.35 50 -42.30 663.35 32.08 366 -13,550 374,350
- - - - - - 200 0.10 1.50 500 8550.00 1,000 590.00 952.50 100 - - - - - -
59,600 -1,700 259 24.31 0.25 -0.10 8,000 0.20 0.45 5,000 8600.00 750 718.85 798.85 750 - - - - - -
50 - - - - - 200 0.10 1.00 500 8650.00 1,000 690.00 1,052.50 100 - - - - - -
140,900 -500 1,741 26.45 0.20 -0.10 1,900 0.20 0.30 250 8700.00 750 818.85 898.70 750 - - - - - -
- - - - - - 200 0.10 0.75 500 8750.00 1,000 786.00 1,157.50 100 - - - - - -
65,900 - - - - - 5,250 0.15 0.30 100 8800.00 100 910.00 996.20 750 - - - - - 150
- - - - - - 200 0.10 0.75 500 8850.00 1,000 882.00 1,261.50 100 - - - - - -
104,300 - 15 30.80 0.15 0.05 5,500 0.15 0.30 250 8900.00 100 1,010.00 1,098.70 750 - - - - - 550
- - - - - - 200 0.10 0.75 500 8950.00 1,000 982.00 1,361.50 100 - - - - - -
118,950 -4,350 561 33.26 0.15 -0.10 500 0.15 0.25 8,050 9000.00 50 1,158.75 1,163.70 50 -36.05 1,160.00 45.22 191 -8,850 127,850
1,000 - 10 40.28 0.75 0.25 500 0.60 - - 9050.00 1,000 1,078.00 1,469.50 100 - - - - - -
11,150 - - - - - 1,300 0.20 0.70 500 9100.00 100 1,200.00 1,299.10 750 - - - - - -
2,150 - - - - - 2,100 0.15 0.60 500 9150.00 1,000 1,174.00 1,569.50 100 - - - - - -
600 -500 22 43.30 0.60 0.10 100 0.20 0.75 500 9200.00 1,000 1,060.30 1,708.30 100 - - - - - -
- - - - - - 200 0.10 0.75 500 9250.00 1,000 1,110.60 1,757.80 100 - - - - - -
- - - - - - 200 0.10 0.75 500 9300.00 1,000 1,160.80 1,807.30 100 - - - - - -

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



  •  Highlighted options are in-the-money.