Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8638.50  As on Jul 29, 2016 15:30:45 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
2,025 75 3 - 2,098.00 -25.65 75 2,069.10 2,162.90 75 6550.00 1,500 0.10 1.50 1,500 -0.60 2.00 42.57 1 75 75
168,525 600 16 - 2,062.50 -15.05 75 2,069.20 2,074.00 300 6600.00 10,350 0.75 0.85 2,550 0.05 0.85 37.82 2,749 13,950 35,175
- - - - - - 450 1,971.55 2,062.95 450 6650.00 - - - - - - - - - -
57,450 - - - 1,974.90 - 150 1,942.70 2,007.80 300 6700.00 1,500 0.70 0.95 2,550 -0.25 0.95 36.36 24 525 1,575
- - - - - - 450 1,871.55 1,962.95 450 6750.00 - - - - - - - - - -
44,700 - 1 - 1,878.60 -3.40 75 1,866.05 1,881.25 150 6800.00 150 0.80 0.95 75 0.15 0.90 34.29 6 150 900
- - - - - - 450 1,774.05 1,862.95 450 6850.00 - - - - - - - - - -
101,475 - - - 1,762.00 - 150 1,767.15 1,782.10 150 6900.00 150 0.75 1.00 375 - 1.00 32.81 22 - 5,100
- - - - - - 450 1,674.05 1,762.95 450 6950.00 - - - - - - - - - -
1,042,125 24,375 702 - 1,673.00 -7.10 75 1,672.85 1,673.00 750 7000.00 150 0.90 0.95 9,300 -0.10 0.95 30.79 1,681 6,225 173,550
- - - - - - 1,200 1,394.25 1,750.50 75 7050.00 9,975 0.10 - - - - - - - -
149,850 150 12 - 1,574.40 -10.25 150 1,572.90 1,580.40 75 7100.00 750 1.05 1.45 150 0.25 1.35 30.14 84 -1,350 28,875
- - - - - - 1,200 1,302.90 1,654.85 75 7150.00 9,750 0.30 - - - - - - - -
239,550 150 2 - 1,470.10 -16.95 75 1,474.20 1,480.50 75 7200.00 75 1.50 1.55 1,350 0.10 1.55 28.74 352 -1,200 257,550
- - - - - - 1,200 1,202.90 1,554.85 75 7250.00 9,975 0.55 - - - - - - - -
123,150 -5,175 83 - 1,371.05 -10.65 300 1,375.65 1,379.65 150 7300.00 75 1.55 1.80 450 0.20 1.80 27.37 709 4,200 124,125
- - - - - - 1,200 1,111.60 1,459.20 75 7350.00 9,975 0.55 - - - - - - - -
153,225 -300 4 - 1,278.00 -9.30 150 1,277.00 1,283.60 300 7400.00 825 1.75 2.00 1,050 -0.05 1.90 25.66 789 18,075 178,200
- - - - - - 450 1,181.30 1,359.20 75 7450.00 1,500 1.00 - - - 3.50 - - - 1,950
1,807,350 -18,975 979 - 1,181.20 -7.55 75 1,181.05 1,185.35 75 7500.00 75 2.25 2.35 2,250 -0.05 2.25 24.31 5,221 22,275 552,675
- - - - - - 450 1,082.30 1,263.55 75 7550.00 9,750 0.75 - - - - - - - -
444,075 -13,800 321 - 1,073.60 -12.35 75 1,082.80 1,088.30 75 7600.00 75 2.85 3.05 3,000 0.10 3.00 23.33 2,820 -5,775 701,175
- - - - - - 1,200 828.95 1,167.85 75 7650.00 9,750 1.20 - - - - - - - -
775,200 -24,225 466 - 983.50 -4.45 75 981.70 990.00 75 7700.00 5,850 3.60 3.70 975 -0.05 3.70 22.05 3,658 3,600 1,285,050
75 - - - 728.85 - 1,200 728.95 1,067.85 75 7750.00 9,750 2.10 - - - - - - - -
673,650 -20,100 397 - 886.00 -6.40 75 883.20 888.60 150 7800.00 75 4.30 4.70 75 -0.10 4.55 20.72 7,430 123,450 886,800
- - - - - - 1,200 633.30 972.20 75 7850.00 9,750 3.25 - - - - - - - -
376,725 -11,025 205 - 790.90 -5.55 75 786.20 790.90 225 7900.00 75 6.40 6.55 75 -0.30 6.55 19.90 6,515 96,975 859,350
- - - - - - 75 693.60 813.70 75 7950.00 600 5.05 10.35 450 - 7.40 - - - 225
1,513,500 -9,150 823 - 692.40 -4.85 75 689.90 693.20 150 8000.00 1,575 9.05 9.10 450 -0.70 9.05 18.90 28,443 684,150 2,753,550
- - - - - - 450 596.05 776.55 75 8050.00 1,875 7.00 - - - 24.00 - - - 150
464,550 -5,100 165 - 594.05 -7.75 75 594.00 596.85 75 8100.00 150 12.20 12.45 150 -1.55 12.25 17.78 18,212 6,300 1,357,950
825 - - - 550.00 - 75 510.95 580.30 225 8150.00 150 12.70 17.65 600 -268.85 15.00 17.42 1 75 75
527,100 -6,525 459 10.77 500.85 -10.40 75 499.10 502.15 75 8200.00 825 17.20 17.75 225 -2.60 17.20 16.76 34,601 -66,675 1,993,725
4,275 600 8 - 411.35 -48.65 150 414.45 465.55 75 8250.00 150 20.15 22.60 150 -1.25 21.15 16.40 640 16,425 32,025
544,575 -3,600 675 13.44 413.85 -7.25 300 410.55 412.55 75 8300.00 75 26.45 26.60 750 -2.50 27.00 16.24 50,621 259,875 2,121,000
825 75 2 15.58 381.30 2.45 75 350.65 389.05 225 8350.00 75 32.20 33.10 75 -2.50 33.05 15.89 870 15,975 57,000
767,250 -6,150 1,612 13.47 328.00 -9.60 75 326.35 328.00 75 8400.00 300 40.60 41.10 75 -3.40 40.60 15.58 59,199 199,650 2,469,000
2,175 150 17 10.53 270.00 -15.00 75 276.55 333.40 225 8450.00 300 49.50 53.50 225 -3.90 49.80 15.28 1,329 20,025 53,700
1,567,200 17,775 6,161 13.28 248.90 -11.10 75 247.35 248.90 75 8500.00 300 60.15 61.60 75 -2.80 61.60 15.09 86,385 252,450 3,909,000
11,400 -825 81 13.09 212.10 -13.85 225 208.90 216.85 75 8550.00 75 74.10 75.50 75 -3.70 74.80 14.80 3,276 12,975 107,250
1,691,850 -57,675 34,422 13.25 181.00 -10.20 75 180.60 182.00 525 8600.00 1,575 90.50 90.85 300 -3.60 90.50 14.53 109,448 281,025 2,620,275
86,550 20,775 3,131 13.09 150.20 -9.85 150 150.25 152.00 75 8650.00 225 109.05 110.70 75 -2.55 110.00 14.40 4,842 96,225 149,025
2,734,350 361,425 97,907 13.08 123.85 -9.95 75 124.00 124.50 1,800 8700.00 150 130.60 131.25 1,425 -2.20 131.25 14.15 56,761 314,475 1,344,450
113,175 66,825 4,372 13.18 101.75 -7.35 75 100.40 102.00 825 8750.00 75 150.00 158.05 150 3.35 158.50 14.22 55 900 1,500
3,261,000 288,225 101,873 12.94 79.70 -7.85 75 79.40 79.90 1,650 8800.00 1,575 184.00 185.05 525 -0.10 184.05 13.80 7,234 13,725 570,225
84,600 37,875 1,992 12.89 62.40 -6.90 150 62.00 62.40 900 8850.00 75 192.90 264.80 75 - 251.00 - - - 150
2,584,800 345,750 71,791 12.78 47.55 -5.85 4,500 47.55 47.75 75 8900.00 150 250.00 253.00 75 4.55 252.00 13.87 2,259 -11,625 274,275
44,925 18,225 1,429 12.69 35.55 -5.10 450 32.65 36.00 300 8950.00 75 264.50 317.40 75 - - - - - -
4,750,275 386,775 73,305 12.75 26.90 -4.25 75 26.55 26.90 1,425 9000.00 75 327.30 330.00 75 3.00 327.50 13.63 2,210 38,400 964,575
28,350 15,975 796 12.67 19.40 -3.35 225 18.25 19.50 150 9050.00 75 353.40 402.75 75 - - - - - -
932,250 100,950 23,287 12.70 14.10 -2.75 450 13.95 14.40 150 9100.00 75 412.35 415.70 75 7.85 411.55 13.39 96 525 117,150
4,050 3,225 81 12.73 10.10 -2.90 75 8.05 10.50 75 9150.00 75 449.65 488.00 75 - - - - - -
899,250 230,550 20,657 12.78 7.20 -1.30 75 7.25 7.70 3,000 9200.00 150 504.60 508.35 75 6.30 503.65 13.72 240 1,875 209,925
600 75 2 12.81 5.00 -1.75 75 5.00 9.00 300 9250.00 75 518.95 584.90 75 - - - - - -
690,600 209,325 16,978 13.18 4.00 -0.50 1,350 4.00 4.25 900 9300.00 75 602.50 607.00 75 15.55 605.55 16.59 116 -2,550 7,425
825 - - - 4.00 - 9,975 0.75 - - 9350.00 1,200 471.70 871.05 75 - - - - - -
278,850 63,825 8,802 13.82 2.50 -0.20 3,000 2.10 2.80 75 9400.00 300 696.50 702.75 75 18.65 705.35 18.77 20 -75 5,250
- - - - - - 9,750 0.30 - - 9450.00 1,200 567.20 975.40 75 - - - - - -
428,625 34,350 5,205 14.53 1.65 0.10 225 1.60 1.65 75 9500.00 150 795.55 799.15 75 11.25 796.35 17.12 397 3,000 494,550
- - - - - - 300 0.10 - - 9550.00 450 799.55 878.45 450 - - - - - -
31,725 3,750 311 15.52 1.30 -0.15 600 1.30 1.35 300 9600.00 300 892.60 910.90 300 -59.00 901.00 21.51 1 75 300
- - - - - - 9,975 0.05 - - 9650.00 450 899.55 978.45 450 - - - - - -
12,675 5,400 1,564 16.67 1.15 -0.10 75 1.10 1.25 1,050 9700.00 75 994.10 997.25 75 6.80 1,006.80 25.78 12 150 1,650
- - - - - - - - - - 9750.00 450 997.05 1,078.45 450 - - - - - -
15,600 2,700 856 17.74 1.00 -0.50 225 0.90 1.00 2,925 9800.00 75 1,090.35 1,099.10 150 1.30 1,101.30 25.82 28 - 17,325
- - - - - - - - - - 9850.00 450 1,097.05 1,178.45 450 - - - - - -
975 750 10 19.17 1.05 -0.35 1,500 0.75 1.00 9,000 9900.00 75 1,148.75 1,229.40 300 - 1,250.00 - - - 225
- - - - - - - - - - 9950.00 450 1,194.55 1,278.45 450 - - - - - -
589,125 56,625 4,614 20.00 0.80 -0.40 10,050 0.80 0.85 20,775 10000.00 75 1,289.50 1,292.65 150 9.10 1,288.00 17.33 694 31,275 279,375
- - - - - - - - - - 10050.00 1,200 1,154.00 1,588.40 75 - - - - - -
- - - - - - 1,500 0.10 1.25 3,000 10100.00 375 1,199.70 1,431.80 150 - - - - - -
- - - - - - 1,500 0.10 1.50 3,000 10150.00 375 1,394.60 1,478.40 150 -54.30 1,400.00 - 1 75 75
Total 30,827,850 486,579 500,052 27,004,500 Total

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



  •  Highlighted options are in-the-money.