Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8342.15  As on Mar 26, 2015 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
3,350 -8,025 361 - 4,155.25 -188.75 - - 4,156.00 2,975 4200.00 - - - - - 0.10 - - - 500
- - - - - - - - - - 4300.00 - - - - - - - - - -
- - - - - - - - - - 4400.00 - - - - - - - - - -
500 - 20 - 3,960.00 -530.00 200 3,690.00 3,940.00 3,000 4500.00 - - - - - - - - - -
- - - - - - - - - - 4600.00 - - - - - - - - - -
- - - - - - - - - - 4700.00 - - - - - - - - - -
- - - - - - - - - - 4800.00 - - - - - - - - - -
- - - - - - - - - - 4900.00 - - - - - - - - - -
56,050 -44,250 2,789 - 3,337.95 -187.25 250 3,336.15 3,342.00 25 5000.00 - - 1.00 3,400 -2.00 1.00 - 11 - 3,675
- - - - - - - - - - 5100.00 - - - - - - - - - -
- - - - - - - - - - 5200.00 - - - - - - - - - -
- - - - - - - - - - 5300.00 - - - - - - - - - -
- - - - - - - - - - 5400.00 - - - - - - - - - -
3,725 -1,125 48 - 2,840.00 -205.00 - - - - 5500.00 - - - - - - - - - -
50 - - - 2,620.00 - - - - - 5600.00 - - - - - - - - - -
- - - - - - - - - - 5700.00 - - - - - - - - - -
- - - - - - - - - - 5800.00 - - - - - - - - - -
- - - - - - - - 2,551.00 100 5900.00 - - - - - - - - - -
10,200 -7,200 916 - 2,243.80 -299.90 250 2,236.05 2,356.85 50 6000.00 - - 0.20 2,000 -0.95 0.05 - 138 600 1,150
50 - - - 2,760.00 - - - 2,351.00 100 6100.00 - - - - - - - - - -
100 - - - 2,355.00 - - - 2,251.00 100 6200.00 - - - - - - - - - -
75 -100 7 - 2,050.00 -200.00 - - 2,151.00 100 6300.00 - - 0.20 2,000 -54.15 0.20 - 3 75 75
- - - - - - - - 2,113.50 100 6400.00 - - 0.20 1,000 - - - - - -
5,775 -11,975 552 - 1,838.00 -197.45 250 1,821.15 1,837.95 650 6500.00 - - 0.30 1,000 - - - - - -
33,250 -63,000 4,704 - 1,742.55 -195.10 25 1,738.20 1,742.55 200 6600.00 - - 0.10 6,725 - 0.10 - 317 4,575 5,800
150 - - - 2,175.00 - - - 1,809.00 100 6650.00 - - - - - - - - - -
24,000 -45,450 3,329 - 1,638.00 -198.15 250 1,637.90 1,638.00 25 6700.00 - - 0.10 8,950 -0.15 0.05 - 397 1,875 6,500
- - - - - - - - 1,713.50 100 6750.00 - - - - - - - - - -
11,700 -11,625 869 - 1,538.00 -196.85 250 1,450.15 1,649.85 175 6800.00 - - 0.10 8,675 -0.05 0.05 - 265 3,400 6,650
- - - - - - - - 1,617.50 100 6850.00 - - - - - - - - - -
300 -5,500 224 - 1,572.00 -54.65 75 1,435.00 1,444.45 25 6900.00 - - 0.10 10,000 -0.15 0.05 - 30 - 375
- - - - - - - - 1,517.50 100 6950.00 - - - - - - - - - -
3,225 -80,750 3,949 - 1,336.80 -195.30 250 1,260.15 1,336.80 300 7000.00 - - 0.05 3,050 -0.10 0.05 - 78 -1,475 59,225
- - - - - - 25 1,155.00 1,421.50 100 7050.00 - - - - - - - - - -
900 -2,450 118 - 1,298.10 -125.30 3,000 1,160.10 1,325.00 25 7100.00 - - 0.05 500 -0.15 0.10 - 60 25 6,175
- - - - - - - - 1,321.50 100 7150.00 - - - - - - - - - -
10,400 -6,500 548 - 1,137.60 -139.60 250 1,137.70 1,138.00 25 7200.00 - - 0.05 500 - 0.05 - 63 250 25,000
- - - - - - - - 1,226.00 100 7250.00 - - - - - - - - - -
275 -6,725 286 - 1,114.25 -120.25 25 1,000.00 1,149.90 3,000 7300.00 - - 0.05 500 - 0.10 - 330 150 32,450
- - - - - - - - 1,130.00 100 7350.00 - - - - - - - - - -
600 -2,300 124 - 950.00 -181.05 3,000 850.10 1,049.90 3,000 7400.00 - - 0.05 500 -0.25 0.05 - 208 -625 68,925
- - - - - - - - 1,030.00 100 7450.00 - - - - - - - - - -
15,800 -56,575 3,478 - 838.00 -191.85 25 837.00 838.00 25 7500.00 - - 0.05 28,775 -0.30 0.05 - 8,814 -65,900 663,850
- - - - - - 100 779.75 934.00 100 7550.00 - - 0.15 7,500 -0.10 6.00 - - - 25
12,375 -24,750 1,897 - 738.00 -196.75 650 738.00 743.70 50 7600.00 - - 0.05 1,000 -0.25 0.10 - 6,595 54,000 478,500
- - - - - - 100 679.75 834.00 100 7650.00 - - - - - 16.00 - - - 175
1,075 -3,250 164 - 645.15 -186.40 100 629.75 687.25 1,500 7700.00 - - 0.05 1,000 -0.25 0.10 - 1,353 -25 687,550
- - - - - - 100 579.75 738.00 100 7750.00 - - - - - - - - - -
1,525 -8,925 439 - 529.60 -195.60 100 529.75 536.15 250 7800.00 - - 0.05 4,775 -0.25 0.05 - 2,962 16,425 691,950
- - - - - - 100 479.75 642.50 100 7850.00 - - - - - - - - - -
3,475 -1,625 253 - 442.50 -195.55 100 429.75 439.00 25 7900.00 - - 0.05 11,000 -0.25 0.10 - 13,404 1,600 711,075
- - - - - - 100 379.75 542.85 2,000 7950.00 - - 3.00 1,000 - - - - - -
116,075 -107,350 13,612 - 339.55 -191.05 25 339.35 340.50 25 8000.00 - - 0.05 13,875 -0.30 0.05 - 58,016 1,350 2,732,700
25 - 1 - 372.20 -113.80 100 279.75 447.05 2,000 8050.00 - - 0.10 14,475 - 0.40 - - - 8,600
16,625 -16,050 2,153 - 237.30 -191.85 100 229.75 238.00 50 8100.00 - - 0.05 7,200 -0.25 0.05 - 20,829 163,850 848,725
75 75 24 - 236.00 -144.45 100 179.75 202.40 1,500 8150.00 - - 0.10 14,950 -0.30 0.10 - 2 - 1,225
12,625 -14,725 2,401 - 135.00 -194.70 175 133.00 138.00 50 8200.00 - - 0.05 32,225 -0.30 0.05 - 30,914 -143,500 1,716,650
2,000 1,975 145 - 82.00 -213.65 100 79.75 99.00 2,000 8250.00 - - 0.05 5,050 -0.30 0.10 - 5,015 1,050 21,000
167,900 5,400 99,718 - 40.65 -191.05 475 40.65 40.70 25 8300.00 - - 0.05 206,400 -0.45 0.05 - 346,480 939,350 2,911,125
1,962,925 1,962,675 303,730 - 0.05 -198.30 - - 0.05 456,500 8350.00 14,500 1.00 1.20 700 0.30 1.00 - 662,063 131,225 508,700
3,458,375 3,291,275 1,223,670 - 0.05 -132.65 - - 0.05 40,700 8400.00 8,600 59.05 59.35 2,050 56.95 59.35 - 2,187,843 -2,133,875 2,872,775
3,343,800 3,284,475 1,292,920 - 0.05 -84.30 - - 0.05 100,650 8450.00 5,600 98.25 98.50 4,975 92.75 98.25 - 1,190,770 -1,624,975 792,950
7,215,675 5,496,925 2,908,898 - 0.05 -49.40 - - 0.05 207,075 8500.00 900 158.20 159.00 50 141.10 159.70 - 1,222,601 -4,000,125 1,854,075
2,697,200 908,775 870,758 - 0.05 -23.60 - - 0.05 71,425 8550.00 2,300 197.15 202.55 475 162.20 202.55 - 190,988 -871,600 110,050
7,421,300 2,372,100 1,184,979 - 0.05 -8.85 - - 0.05 163,250 8600.00 2,050 249.10 254.00 25 176.10 249.10 - 320,444 -2,300,925 981,125
1,481,825 34,475 148,300 - 0.05 -2.15 - - 0.05 22,300 8650.00 25 297.60 300.15 25 184.55 297.95 - 15,522 -141,800 42,275
3,660,425 -175,475 134,712 - 0.05 -0.80 - - 0.05 38,125 8700.00 1,000 358.55 358.90 7,275 195.40 358.90 - 70,211 -592,500 619,075
762,000 -30,525 16,127 - 0.05 -0.50 - - 0.05 5,475 8750.00 300 402.00 409.65 550 192.15 402.00 - 3,980 -58,850 35,850
3,893,950 -167,625 56,830 - 0.05 -0.40 - - 0.05 37,825 8800.00 250 454.00 454.15 25 192.65 454.00 - 47,461 -572,000 631,250
421,475 -18,400 3,952 - 0.05 -0.35 - - 0.05 20,100 8850.00 150 497.00 502.00 25 190.60 502.45 - 1,364 -24,150 11,350
3,071,125 -31,275 23,410 - 0.05 -0.35 - - 0.05 61,200 8900.00 300 558.55 559.00 2,875 196.00 559.00 - 18,667 -124,750 376,450
174,850 -8,275 5,676 - 0.05 -0.35 - - 0.05 2,925 8950.00 25 605.05 614.85 1,500 209.40 616.40 - 237 -4,475 29,175
3,906,500 -182,200 53,644 - 0.05 -0.25 - - 0.05 20,175 9000.00 525 659.00 659.50 1,275 193.00 659.50 - 20,690 -138,575 422,325
113,475 -2,650 2,736 - 0.05 -0.30 - - 0.05 3,050 9050.00 50 705.15 716.65 1,500 209.50 720.00 - 30 -325 11,175
2,538,050 -46,150 18,918 - 0.05 -0.30 - - 0.05 17,575 9100.00 25 752.55 762.85 1,000 198.35 756.10 - 5,841 -100,375 21,625
141,725 -2,450 1,370 - 0.10 -0.20 - - 0.10 4,950 9150.00 75 801.15 825.65 1,500 298.30 810.00 - 27 -375 1,175
3,078,250 5,250 58,037 - 0.05 -0.25 - - 0.05 22,550 9200.00 1,100 845.90 853.00 125 182.70 846.30 - 3,364 -54,925 27,075
70,150 -300 14 - 0.10 0.05 - - 0.05 4,200 9250.00 2,000 702.90 904.10 25 - 437.40 - - - 25
1,765,025 -6,750 35,326 - 0.05 -0.35 - - 0.05 11,500 9300.00 50 951.20 960.05 1,025 192.90 959.25 - 5,165 -68,425 19,175
54,350 - 43 - 0.10 0.05 - - 0.05 100 9350.00 2,000 798.70 - - - - - - - -
1,626,250 28,025 13,585 - 0.05 -0.30 - - 0.05 1,425 9400.00 125 1,054.15 1,062.35 250 190.45 1,059.60 - 664 -9,275 18,250
19,175 -2,850 114 - 0.05 -0.35 - - 0.05 9,675 9450.00 2,000 898.70 - - - - - - - -
1,624,525 84,850 35,118 - 0.05 -0.25 - - 0.05 8,975 9500.00 175 1,158.00 1,159.85 25 190.00 1,158.00 - 15,112 -318,800 19,675
7,625 -150 39 - 0.10 0.05 - - 0.10 500 9550.00 2,000 994.55 - - - - - - - -
304,275 -3,850 1,739 - 0.10 -0.20 - - 0.05 2,125 9600.00 1,000 1,239.95 1,250.00 75 217.40 1,245.55 - 99 -2,175 1,525
5,500 - - - 0.05 - - - 0.05 500 9650.00 2,000 1,094.55 - - - - - - - -
315,250 -1,775 2,428 - 0.05 -0.25 - - 0.05 2,725 9700.00 3,750 1,240.10 1,422.55 750 88.20 1,247.25 - 222 -5,550 925
50 - - - 0.75 - - - 0.10 50 9750.00 2,000 1,190.35 - - - - - - - -
206,300 300 769 - 0.05 -0.35 - - 0.05 50 9800.00 2,000 1,240.35 1,524.90 3,000 - - - - - -
100 - - - 5.55 - - - 2.90 1,000 9850.00 2,000 1,286.20 - - - - - - - -
151,775 - 204 - 0.05 -0.10 - - 0.05 50 9900.00 2,000 1,336.20 1,624.90 3,000 - 1,241.45 - - - 25
- - - - - - - - 2.90 1,000 9950.00 2,000 1,386.20 - - - - - - - -
502,875 -6,425 4,177 - 0.10 -0.15 - - 0.10 29,500 10000.00 3,000 1,649.00 1,652.00 5,000 193.00 1,651.00 - 11,111 -266,275 53,000
- - - - - - - - 2.95 7,000 10050.00 2,000 1,482.00 - - - - - - - -
1,475 - - - 0.10 - - - 0.20 2,000 10100.00 2,000 1,532.00 - - - - - - - -
- - - - - - - - 2.95 7,000 10150.00 2,000 1,582.00 - - - - - - - -
5,025 - - - 1.00 - - - 1.00 2,000 10200.00 2,000 1,627.85 - - - - - - - -
- - - - - - - - 2.95 7,000 10250.00 2,000 1,677.85 - - - - - - - -
- - - - - - - - 2.95 7,000 10300.00 2,000 1,727.85 - - - - - - - -
- - - - - - - - 2.95 7,000 10350.00 2,000 1,773.65 - - - - - - - -
- - - - - - - - 2.95 7,000 10400.00 2,000 1,823.65 - - - - - - - -
- - - - - - - - 2.95 7,000 10450.00 2,000 1,873.65 - - - - - - - -
325 -200 9 - 0.05 -0.05 - - 0.05 625 10500.00 25 2,125.00 - - 339.95 2,289.95 - 49 -50 650
- - - - - - - - - - 10600.00 2,000 2,023.65 - - - - - - - -
- - - - - - - - - - 10700.00 2,000 2,123.65 - - - - - - - -
- - - - - - - - - - 10800.00 2,000 2,223.65 - - - - - - - -
- - - - - - - - - - 10900.00 1,000 2,177.15 - - - - - - - -
6,125 - - - 0.10 - - - - - 11000.00 100 2,580.00 2,658.00 825 204.00 2,659.00 - 627 -14,575 1,325

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



  •  Highlighted options are in-the-money.