Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9966.40  As on Jul 24, 2017 15:30:30 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
454,350 -53,850 766 - 2,155.00 48.50 150 2,152.05 2,154.95 75 7800.00 300 0.45 0.55 2,925 0.15 0.50 95.39 397 -18,900 26,700
- - - - - - 75 2,021.00 2,169.00 75 7850.00 - - - - - - - - - -
32,250 -450 6 - 2,054.25 47.90 150 2,050.10 2,062.85 75 7900.00 150 0.25 0.55 300 - 0.30 86.72 7 -525 12,525
- - - - - - 75 1,921.00 2,069.00 75 7950.00 - - - - - - - - - -
814,800 -463,200 7,027 - 1,954.95 51.05 150 1,954.60 1,960.00 75 8000.00 1,200 0.45 0.60 525 -0.15 0.45 85.49 866 -9,525 357,450
- - - - - - 75 1,821.00 1,969.00 75 8050.00 - - 1.50 1,500 - - - - - -
27,375 -2,400 58 - 1,853.10 51.60 375 1,853.00 1,859.50 225 8100.00 450 0.25 0.85 300 -0.25 0.25 76.87 31 150 14,775
- - - - - - 75 1,721.00 1,869.00 75 8150.00 - - 3.00 3,000 - - - - - -
54,600 -2,475 57 - 1,738.00 33.60 300 1,752.15 1,759.50 225 8200.00 600 0.65 0.75 150 -0.15 0.70 80.10 76 -975 57,975
- - - - - - 75 1,621.00 1,769.00 75 8250.00 5,025 0.05 2.00 3,000 - - - - - -
58,050 -19,125 275 - 1,648.00 49.40 75 1,655.00 1,659.45 150 8300.00 1,575 0.70 0.80 675 -0.05 0.70 75.59 432 -6,300 217,650
- - - - - - 75 1,521.00 1,669.00 75 8350.00 5,025 0.05 3.00 3,000 - - - - - -
181,950 -22,500 319 - 1,554.00 54.40 75 1,551.20 1,557.65 75 8400.00 75 0.60 0.70 2,025 0.05 0.70 71.11 369 -23,775 210,000
- - - - - - 75 1,421.00 1,569.00 75 8450.00 5,025 0.05 3.00 3,000 - - - - - -
258,450 -81,300 1,172 - 1,453.75 47.95 150 1,453.85 1,459.35 75 8500.00 3,750 0.85 0.90 1,275 0.10 0.85 68.06 2,954 21,600 961,425
75 - - - 938.65 - 75 1,321.00 1,469.00 75 8550.00 5,025 0.05 3.00 3,000 - - - - - -
105,150 -9,150 132 - 1,344.60 48.35 375 1,349.80 1,360.90 75 8600.00 1,725 0.70 0.80 75 0.05 0.70 62.25 338 -525 214,575
375 - - - 848.00 - 75 1,221.00 1,369.00 75 8650.00 5,025 0.05 2.90 7,500 - 3.00 - - - 375
153,975 -22,650 415 - 1,252.95 51.30 600 1,249.95 1,264.00 75 8700.00 75 0.55 0.90 1,500 0.15 0.80 58.70 288 -14,625 429,825
- - - - - - 75 1,121.00 1,269.00 75 8750.00 5,025 0.05 2.90 7,500 - - - - - -
184,950 -35,925 520 - 1,148.00 41.70 75 1,151.05 1,158.30 75 8800.00 75 0.65 0.75 14,550 - 0.75 53.90 469 -23,325 508,200
- - - - - - 75 1,021.00 1,169.00 75 8850.00 5,025 0.05 2.90 7,500 - - - - - -
88,125 -35,550 483 - 1,055.60 53.85 150 1,053.15 1,059.20 75 8900.00 75 0.75 0.85 75 -0.05 0.85 50.23 1,580 -69,675 372,450
- - - - - - 75 921.00 1,069.00 75 8950.00 5,025 0.05 2.45 7,500 - 2.80 - - - 150
400,275 -415,575 6,581 - 952.25 49.85 75 952.90 957.30 150 9000.00 300 1.00 1.05 4,500 -0.05 1.05 46.97 6,154 -84,975 2,325,825
- - - - - - 75 821.05 937.85 75 9050.00 5,625 0.05 1.25 1,050 - - - - - -
88,575 -25,725 438 - 854.20 53.50 75 851.60 858.35 75 9100.00 75 1.00 1.10 75 -0.35 1.00 42.23 6,381 -13,800 1,632,150
75 -150 2 - 800.00 251.50 75 721.05 806.45 75 9150.00 5,025 0.15 1.20 1,050 - - - - - -
204,075 -26,325 502 - 752.10 45.55 150 752.65 756.45 600 9200.00 14,025 1.00 1.10 450 -0.35 1.05 37.99 10,013 -133,575 2,032,725
375 - - - 418.70 1.20 75 581.15 748.85 75 9250.00 525 1.15 1.25 75 -0.35 1.20 36.36 247 -9,750 56,325
338,400 -77,925 1,182 - 658.30 55.40 75 653.50 656.45 1,500 9300.00 225 1.25 1.30 7,500 -0.25 1.25 34.26 17,630 -216,375 2,275,800
4,575 150 2 - 590.00 88.70 75 490.75 624.65 600 9350.00 75 1.25 1.50 3,000 -0.25 1.30 32.14 332 -6,075 83,925
425,775 -61,950 1,574 - 553.50 46.85 150 553.25 556.45 975 9400.00 15,675 1.15 1.25 6,525 -0.35 1.25 29.67 18,232 -298,200 4,019,700
20,475 -375 19 - 503.25 105.75 75 470.05 514.00 75 9450.00 3,000 1.50 1.55 1,800 -0.30 1.50 28.08 2,839 -8,100 312,900
675,150 -220,350 3,985 - 457.55 46.80 75 456.10 460.00 75 9500.00 6,825 1.75 1.90 9,225 -0.25 1.80 26.42 44,660 -91,650 4,749,225
56,550 -3,675 186 - 405.15 52.25 75 402.45 408.20 75 9550.00 1,500 1.95 2.00 3,750 -0.60 1.95 24.30 7,087 -88,425 348,300
887,925 -101,700 3,607 - 357.80 47.90 225 355.55 359.55 75 9600.00 525 2.35 2.45 225 -0.50 2.35 22.51 84,924 91,350 4,623,375
126,825 -15,300 289 - 311.65 53.45 75 306.45 313.60 300 9650.00 225 2.35 3.15 75 -1.60 2.35 19.95 12,235 1,200 576,375
1,203,525 -203,175 9,260 - 260.40 49.00 300 257.25 259.85 150 9700.00 750 3.60 3.70 450 -2.25 3.60 18.84 127,774 342,000 5,044,275
217,125 -22,425 1,381 - 212.55 43.25 150 212.15 215.80 75 9750.00 75 4.70 4.80 225 -3.65 4.85 17.14 43,889 -74,100 696,900
1,814,925 -549,675 42,122 - 166.25 43.95 300 164.90 167.55 225 9800.00 75 7.35 7.65 75 -6.25 7.50 15.85 287,900 -619,500 5,843,850
676,350 -820,650 29,372 - 118.55 39.05 75 117.50 118.95 75 9850.00 450 11.05 11.90 4,125 -11.45 11.00 14.15 126,057 -458,925 1,761,150
2,988,825 -1,712,625 263,424 6.50 77.35 27.60 75 76.95 77.85 75 9900.00 2,850 19.50 20.00 6,600 -19.15 19.50 13.31 433,372 1,399,875 5,980,875
2,567,475 476,400 153,037 8.37 44.00 15.40 150 43.30 44.00 975 9950.00 1,575 33.60 34.60 300 -30.15 35.00 12.85 123,116 1,424,925 2,124,150
6,501,000 -283,725 442,625 9.19 22.00 6.55 450 22.00 22.60 300 10000.00 300 57.55 58.75 450 -42.45 58.20 12.29 188,336 1,077,225 2,560,200
1,836,300 1,030,500 109,832 9.85 9.95 2.95 1,125 9.50 9.95 750 10050.00 300 81.00 99.55 150 -47.50 94.00 13.00 917 15,075 16,650
3,572,025 468,825 140,856 10.51 4.25 0.85 2,700 4.20 4.50 5,100 10100.00 75 138.25 139.60 150 -48.35 139.05 15.22 8,212 49,200 138,825
443,625 57,450 20,493 11.44 2.00 0.15 525 1.95 2.00 150 10150.00 5,025 115.10 339.90 3,000 -2.90 235.10 - - - 300
1,972,125 253,200 77,089 13.04 1.35 -0.05 450 1.35 1.50 2,775 10200.00 75 232.30 235.95 75 -51.20 236.00 20.68 1,337 -29,100 51,300
34,575 21,000 903 14.98 1.15 -0.10 3,000 1.10 1.50 1,500 10250.00 75 211.00 439.90 3,000 - - - - - -
289,050 -13,950 6,717 16.47 0.85 - 3,525 0.65 0.95 75 10300.00 75 329.90 335.75 75 -45.65 336.95 27.51 22 -150 8,325
5,325 -1,800 116 18.57 0.85 0.10 600 0.35 - - 10350.00 75 301.00 459.00 75 - - - - - -
281,850 -6,750 2,014 20.30 0.75 0.10 3,750 0.50 0.70 75 10400.00 375 430.00 434.40 75 -45.45 439.15 34.93 29 - 21,600
- - - - - - - - - - 10450.00 1,200 346.70 559.00 75 - - - - - -
879,075 -57,150 7,376 24.07 0.70 0.10 75 0.65 0.75 6,225 10500.00 75 531.05 534.50 225 -49.55 534.35 37.00 768 -30,900 432,150
- - - - - - 6,000 0.05 1.50 3,000 10550.00 75 501.00 659.00 75 - - - - - -
1,500 525 9 26.51 0.45 -0.35 675 0.35 0.80 6,000 10600.00 75 626.55 638.15 75 -24.30 653.45 55.54 7 - 1,725
- - - - - - 6,000 0.05 1.50 3,000 10650.00 75 601.00 759.00 75 - - - - - -
- - - - - - - - 0.80 3,000 10700.00 150 693.50 798.30 75 -69.35 744.25 55.64 15 -75 225
- - - - - - 6,000 0.05 1.50 3,000 10750.00 75 701.00 859.00 75 - - - - - -
5,325 150 5 29.11 0.10 -1.65 75 0.10 0.95 1,275 10800.00 150 826.40 839.85 150 -84.35 828.00 43.39 4 - 2,550
- - - - - - 6,000 0.05 1.50 3,000 10850.00 75 801.00 959.00 75 - - - - - -
450 - 2 33.32 0.15 -1.35 150 0.10 0.95 6,000 10900.00 75 893.65 997.80 75 - - - - - -
375 - - - 0.70 - 375 0.10 1.50 3,000 10950.00 75 901.00 1,059.00 75 - - - - - -
760,950 -12,000 5,559 42.41 0.70 0.10 7,425 0.60 0.70 1,800 11000.00 150 1,033.45 1,036.00 75 -48.30 1,034.80 62.60 4,723 -301,050 462,750
- - - - - - - - - - 11050.00 75 1,001.00 1,159.00 75 - - - - - -
1,500 - - - 0.05 - - - 1.80 1,050 11100.00 75 1,130.00 1,139.85 75 - 1,212.45 - - - 75
- - - - - - - - - - 11150.00 75 1,101.00 1,259.00 75 - - - - - -
- -225 47 44.44 0.25 0.20 - - 0.80 300 11200.00 75 1,232.65 1,238.50 375 -33.35 1,244.00 81.56 982 -71,775 35,700
- - - - - - - - - - 11250.00 75 1,201.05 1,358.95 75 - - - - - -
- - - - - - - - 2.40 1,050 11300.00 75 1,326.70 1,333.90 75 -68.05 1,325.30 54.58 75 -5,100 8,325
- - - - - - - - - - 11350.00 75 1,301.05 1,458.95 75 - - - - - -
- - - - - - - - 2.75 1,050 11400.00 75 1,425.05 1,433.40 75 -32.75 1,437.00 83.73 4 -300 2,625
Total 31,696,800 1,341,836 1,566,080 51,615,225 Total

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



  •  Highlighted options are in-the-money.