Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8477.35  As on Nov 21, 2014 15:30:06 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
49,950 -550 44 109.95 2,243.00 93.80 550 2,221.15 2,234.70 75 6250.00 500 0.05 - - -0.15 0.10 73.26 2 - -
711,950 -19,625 876 125.73 2,202.40 87.35 150 2,180.55 2,184.70 150 6300.00 425 0.40 2.50 200 -0.20 0.40 80.16 2 - 4,375
50 - - - 2,060.00 - 1,000 1,816.95 2,224.50 100 6350.00 500 0.05 0.60 25 - 0.50 - - - 25
85,125 25 16 120.68 2,103.00 127.80 150 2,077.05 2,085.30 100 6400.00 175 0.20 0.75 100 0.60 0.75 80.98 15 -25 750
50 - - - 1,709.60 - 1,000 1,725.35 2,138.00 100 6450.00 100 0.05 - - - - - - - -
308,375 -8,525 482 - 1,985.00 85.00 25 1,980.00 1,984.80 75 6500.00 1,600 0.45 0.65 50 - 0.65 75.83 190 75 19,850
- - - - - - 1,000 1,625.35 2,038.00 100 6550.00 100 0.05 - - - - - - - -
70,175 -9,400 404 - 1,882.00 84.00 250 1,879.55 1,885.10 75 6600.00 1,650 0.40 0.75 4,675 0.15 0.75 72.90 380 3,200 14,400
- -5,000 200 - 1,821.00 536.65 100 1,536.70 1,931.00 100 6650.00 5,000 0.05 - - - - - - - -
156,175 -20,800 849 103.85 1,803.40 105.40 150 1,778.05 1,785.30 75 6700.00 100 0.55 0.65 5,900 0.05 0.65 67.94 403 -7,150 4,525
- -100 4 - 1,723.00 425.35 100 1,446.60 1,830.50 100 6750.00 5,000 0.05 - - - - - - - -
51,250 -325 30 101.56 1,706.30 85.75 250 1,679.55 1,685.75 50 6800.00 25 0.60 1.00 1,200 0.05 0.65 64.06 33 -100 11,075
75 -250 10 90.98 1,650.00 -70.75 1,000 1,347.60 1,729.95 100 6850.00 5,000 0.05 - - - - - - - -
19,825 -600 45 91.38 1,602.40 116.40 150 1,578.05 1,590.00 25 6900.00 50 0.40 0.60 50 -0.05 0.60 59.73 63 -1,000 16,800
- -300 12 90.49 1,554.00 368.75 100 1,257.60 1,638.50 100 6950.00 5,000 0.05 - - - - - - - -
160,850 -10,625 715 - 1,486.80 78.90 625 1,480.00 1,484.95 25 7000.00 6,175 0.60 0.70 8,400 0.05 0.70 56.85 926 -1,275 272,025
50 -1,450 59 136.96 1,539.50 14.55 1,000 1,150.65 1,538.25 50 7050.00 10,000 0.05 - - - - - - - -
15,425 -375 20 - 1,387.00 81.00 25 1,368.00 1,416.80 1,000 7100.00 625 0.65 0.80 2,875 - 0.70 53.06 251 -5,775 24,000
5,225 - - - 1,383.60 - 1,000 1,108.00 1,443.00 100 7150.00 10,000 0.05 - - - - - - - -
86,025 -1,975 113 68.22 1,297.00 85.05 50 1,272.70 1,288.45 25 7200.00 1,700 0.65 0.80 550 0.15 0.80 50.02 618 -7,675 149,575
20,750 - - - 949.00 - 1,000 1,065.50 1,345.50 100 7250.00 10,000 0.05 - - - 0.60 - - - 1,000
19,750 -2,275 179 - 1,182.35 71.35 125 1,172.55 1,184.15 25 7300.00 10,000 0.55 0.65 300 -0.05 0.70 45.57 924 6,400 454,050
- - - - - - 1,000 867.50 1,250.00 100 7350.00 10,000 0.05 - - - - - - - -
58,675 -1,325 67 63.93 1,102.00 86.00 125 1,072.55 1,085.30 25 7400.00 1,000 0.70 0.75 925 -0.15 0.75 42.19 2,983 -48,100 842,450
- - - - - - 1,000 775.95 1,160.50 100 7450.00 25 0.30 0.90 1,000 -0.05 0.65 39.70 24 - 925
184,050 -8,175 486 - 980.65 68.70 250 979.15 984.85 125 7500.00 1,175 0.75 0.90 400 -0.10 0.80 38.77 2,945 -52,925 1,621,900
- - - - - - 1,000 675.95 1,065.00 100 7550.00 1,000 0.55 1.15 2,000 - 1.50 - - - 9,425
207,650 -7,200 703 - 883.55 71.70 250 878.00 884.90 25 7600.00 6,200 1.00 1.15 500 -0.20 1.00 36.00 4,551 -31,500 1,191,300
- - - - - - 1,000 630.50 969.00 100 7650.00 500 1.00 1.25 1,000 -0.30 1.00 34.11 3 25 107,600
158,650 -10,250 1,215 - 785.00 68.30 50 782.10 785.85 100 7700.00 2,075 1.20 1.25 50 -0.20 1.15 32.80 31,384 -6,100 1,674,150
- - - - - - 1,000 655.50 941.00 100 7750.00 950 0.60 1.05 25 -0.60 0.75 29.29 108 -100 10,050
310,875 -11,075 1,371 - 682.00 68.80 25 681.20 685.80 25 7800.00 375 1.40 1.45 500 -0.05 1.40 29.74 50,909 11,500 2,109,525
350 -75 4 - 637.00 62.00 1,000 525.50 852.00 100 7850.00 450 1.40 1.65 1,975 - 1.45 27.92 728 -525 77,075
462,000 -81,575 7,027 - 588.00 75.40 50 585.00 587.85 25 7900.00 225 1.50 1.55 25 - 1.50 26.08 54,318 -64,550 1,558,750
1,300 - 3 - 516.60 77.15 100 510.20 578.50 100 7950.00 1,975 1.65 1.70 25 -0.05 1.65 24.43 2,016 -5,125 181,000
1,278,625 -71,525 6,263 - 480.00 63.45 25 480.90 483.00 25 8000.00 375 1.70 1.80 200 -0.05 1.75 22.63 86,717 -390,050 5,141,650
10,625 -225 135 24.17 445.00 90.75 25 432.00 498.15 50 8050.00 1,025 1.90 2.00 25 -0.15 2.00 21.04 10,055 -27,800 191,850
740,000 -42,525 5,227 - 386.75 67.35 25 383.90 387.20 25 8100.00 25 2.65 2.75 100 -0.20 2.75 20.01 160,814 -583,500 4,204,500
26,400 -325 91 - 340.00 69.20 500 327.00 384.70 50 8150.00 675 3.00 3.15 600 -0.65 3.15 18.29 28,058 -95,975 415,625
958,525 -82,425 12,141 - 288.00 65.85 50 285.40 288.00 100 8200.00 1,325 4.00 4.10 8,200 -1.55 4.00 16.82 369,157 -768,300 4,582,200
33,725 -3,100 880 17.08 248.95 72.50 100 235.00 248.70 50 8250.00 400 4.75 5.10 625 -3.05 4.85 15.09 127,835 -614,550 1,136,750
1,395,550 -318,450 88,095 - 190.00 59.90 25 190.00 190.80 25 8300.00 25 7.15 7.25 4,700 -7.70 7.25 13.97 793,592 -177,675 6,672,750
210,950 -84,575 18,982 - 141.00 49.55 50 135.30 142.65 50 8350.00 200 9.30 9.90 275 -14.65 9.90 12.36 257,237 489,275 1,731,800
3,529,600 -1,331,625 682,022 8.85 99.85 41.15 50 98.30 99.90 150 8400.00 950 16.00 16.35 175 -23.90 16.25 11.34 1,382,402 1,286,075 6,384,175
1,029,425 -96,000 186,926 8.32 60.30 26.30 50 59.20 60.90 575 8450.00 175 27.15 28.25 1,625 -34.95 27.15 10.35 287,630 810,450 1,442,775
5,120,700 -897,700 1,609,803 8.34 32.00 14.75 125 31.95 32.00 115,550 8500.00 25 45.35 45.95 400 -48.20 46.00 9.57 809,191 1,834,900 3,148,750
2,455,050 108,800 325,601 7.73 12.15 5.85 25 12.15 12.20 200 8550.00 800 73.10 74.50 25 -58.65 73.10 8.40 14,833 141,425 156,425
4,078,350 -4,250 670,517 8.28 5.10 1.70 3,725 5.10 5.20 25 8600.00 50 113.25 114.90 25 -63.10 114.85 8.83 71,456 210,000 406,175
798,725 460,025 88,235 8.07 1.30 -0.05 1,475 1.30 1.60 25 8650.00 250 158.55 163.55 150 -64.80 160.35 8.69 34 200 650
1,324,975 -3,625 108,935 10.15 1.35 0.15 15,025 1.30 1.50 300 8700.00 50 205.10 210.10 25 -67.80 209.70 10.14 3,821 -9,100 47,300
93,950 -2,550 3,666 11.79 1.15 -0.05 225 1.00 1.25 5,000 8750.00 100 221.20 286.00 100 - - - - - -
741,575 -49,925 17,434 12.57 0.65 -0.15 350 0.65 0.70 625 8800.00 25 305.10 309.45 75 -65.40 305.00 - 650 5,850 14,250
- - - - - - 1,000 0.10 1.00 2,000 8850.00 1,000 310.20 392.00 25 - 918.45 - - - 15,550
160,625 -14,900 845 15.01 0.40 -0.10 1,025 0.40 1.50 5,000 8900.00 1,000 373.75 440.95 1,000 -117.10 390.00 - 41 25 2,025
- - - - - - - - 3.05 1,000 8950.00 1,000 400.00 494.00 25 -576.05 438.50 - 40 -1,000 -
494,500 -2,700 5,259 17.55 0.30 -0.15 1,925 0.30 0.45 700 9000.00 25 503.60 508.45 25 -67.85 508.00 16.14 4,690 -69,300 358,150
- - - - - - 1,000 0.05 - - 9050.00 250 439.10 818.90 250 -464.25 535.50 - 380 -9,500 -
- - - - - - - - - - 9100.00 1,000 573.20 640.35 1,000 - - - - - -
- - - - - - - - - - 9150.00 100 534.65 926.00 25 - 1,096.95 - - - 4,050
50 - - - 6.35 - - - - - 9200.00 1,000 673.20 740.35 1,000 - - - - - -
- - - - - - - - - - 9250.00 500 632.50 1,028.35 100 - 1,016.25 - - - 2,400
- - - - - - - - - - 9300.00 1,000 773.20 840.35 1,000 - - - - - -
- - - - - - - - - - 9350.00 500 728.00 1,132.55 100 - 1,006.50 - - - 4,000
- - - - - - - - - - 9400.00 1,000 873.20 940.35 1,000 - - - - - -
- - - - - - - - - - 9450.00 500 824.00 1,236.75 100 - - - - - -
24,850 -5,025 339 30.36 0.20 - 1,050 0.20 0.50 13,250 9500.00 25 1,002.65 1,008.40 25 -88.00 992.15 - 320 -5,225 270,275
- - - - - - - - - - 9550.00 500 924.00 1,336.75 100 - - - - - -
- - - - - - - - - - 9600.00 100 1,035.50 1,344.60 100 - - - - - -
- - - - - - - - - - 9650.00 500 1,020.00 1,441.00 100 - - - - - -
- - - - - - - - - - 9700.00 500 1,070.00 1,491.00 100 - - - - - -
- - - - - - 10,000 0.05 - - 9750.00 500 1,120.00 1,541.00 100 - - - - - -
- - - - - - - - - - 9800.00 500 1,165.50 1,595.20 100 - - - - - -
- - - - - - - - - - 9850.00 500 1,215.50 1,645.20 100 - - - - - -
- - - - - - 10,000 0.05 - - 9900.00 500 1,204.00 1,751.65 100 - - - - - -
- - - - - - - - - - 9950.00 500 1,254.00 1,801.25 100 - - - - - -

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



  •  Highlighted options are in-the-money.