Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8907.85  As on Feb 21, 2017 15:30:29 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
150 -75 1 202.36 2,516.70 92.45 75 2,491.00 2,507.00 75 6400.00 75 0.05 0.50 1,500 -0.95 0.05 129.42 3 -150 300
- - - - - - 2,025 2,163.75 - - 6450.00 - - 2.50 9,975 - - - - - -
212,925 -45,600 635 - 2,405.00 41.75 300 2,398.10 2,406.35 225 6500.00 - - 0.20 2,775 0.05 0.20 137.20 32 -750 16,800
- - - - - - 2,025 2,063.75 - - 6550.00 - - 2.80 9,975 - - - - - -
- - - - - - 225 2,277.85 2,326.65 225 6600.00 2,700 0.05 0.45 2,700 - 0.30 - - - 2,700
- - - - - - 2,025 1,963.75 - - 6650.00 - - 2.85 9,975 - - - - - -
- - - - - - 225 2,177.85 2,226.65 1,725 6700.00 825 0.05 0.40 3,000 - 0.05 - - - 825
- - - - - - 2,025 1,872.65 2,308.20 2,025 6750.00 - - 2.85 9,975 - - - - - -
10,050 -9,075 122 - 2,063.50 0.60 225 2,094.50 2,106.80 75 6800.00 150 0.10 0.35 300 -0.35 0.10 112.51 39 - 3,600
- - - - - - 2,025 1,772.65 2,208.20 2,025 6850.00 - - 2.80 9,975 - - - - - -
150 - - - 1,485.65 - 225 1,977.85 2,026.70 225 6900.00 75 0.20 0.50 600 -0.15 0.20 112.90 260 -150 300
- - - - - - 2,025 1,681.50 2,050.50 2,025 6950.00 - - 2.80 9,975 - - - - - -
306,750 -315,600 4,523 - 1,908.30 38.45 150 1,901.40 1,906.85 525 7000.00 4,800 0.30 0.35 16,425 -0.10 0.30 110.82 811 -7,350 342,000
8,925 -25,350 381 - 1,823.00 10.95 225 1,848.05 1,858.85 300 7050.00 4,800 0.25 0.50 8,025 0.10 0.50 113.02 81 4,875 6,000
102,825 -46,575 633 - 1,801.90 34.55 75 1,798.50 1,810.40 150 7100.00 3,000 0.30 0.40 10,950 - 0.40 107.60 2,040 - 303,750
- - - - - - 2,025 1,490.40 1,854.95 2,025 7150.00 1,500 0.05 0.60 1,500 - - - - - -
50,550 -18,825 256 - 1,683.90 17.75 150 1,697.75 1,704.80 150 7200.00 225 0.15 0.40 1,500 -0.15 0.20 95.41 121 -4,050 107,850
- - - - - - 2,025 1,390.40 1,754.95 2,025 7250.00 1,500 0.05 1.00 1,500 - - - - - -
34,875 -1,350 23 111.42 1,613.55 52.35 150 1,597.45 1,603.15 525 7300.00 1,875 0.30 0.40 1,500 -0.15 0.30 92.98 129 -9,000 70,650
- - - - - - 2,025 1,299.25 1,659.35 2,025 7350.00 1,500 0.05 1.00 1,500 - - - - - -
27,150 -128,550 1,871 - 1,503.40 37.05 75 1,498.10 1,509.70 150 7400.00 3,075 0.25 0.40 4,050 -0.15 0.30 87.14 290 -5,025 334,200
- - - - - - 2,025 1,199.25 1,559.35 2,025 7450.00 1,500 0.05 1.00 1,500 - - - - - -
304,800 -60,150 1,276 - 1,403.55 39.00 75 1,403.70 1,408.10 75 7500.00 600 0.35 0.40 14,025 - 0.40 83.61 647 -2,400 833,100
- - - - - - 1,500 1,327.65 1,377.00 1,500 7550.00 - - - - - - - - - -
86,850 -8,775 149 - 1,300.60 35.70 75 1,294.25 1,323.90 75 7600.00 3,600 0.35 0.40 1,350 -0.05 0.40 77.75 384 -600 782,325
- - - - - - 2,025 1,017.05 1,368.25 2,025 7650.00 - - - - - - - - - -
120,825 -9,225 144 - 1,201.10 34.25 150 1,199.05 1,203.15 1,200 7700.00 975 0.35 0.45 2,550 -0.05 0.35 70.99 364 -13,425 635,025
75 - - - 1,098.15 - 2,025 917.05 1,268.25 2,025 7750.00 - - - - - 0.30 - - - 150
156,825 -12,675 184 - 1,104.50 38.15 150 1,099.80 1,107.15 225 7800.00 1,200 0.35 0.40 600 -0.10 0.40 66.14 1,520 -21,525 1,246,725
- - - - - - 2,025 825.90 1,172.70 2,025 7850.00 - - - - - 1.40 - - - 1,050
155,700 -43,575 659 - 1,005.00 36.60 150 999.85 1,007.50 225 7900.00 75 0.35 0.40 75 -0.10 0.40 60.40 1,936 -2,625 943,275
4,350 - - - 880.00 - 225 925.15 953.15 1,500 7950.00 - - 3.00 3,000 - 0.30 - - - 1,425
431,325 -100,950 1,783 - 905.00 37.45 75 901.65 904.90 75 8000.00 1,050 0.40 0.45 75 -0.20 0.40 54.68 5,014 -23,625 2,440,725
300 - - - 791.20 - 225 827.70 876.95 225 8050.00 375 0.20 0.50 6,975 -0.05 0.50 53.07 19 -1,425 31,950
208,950 -81,525 1,557 - 805.00 36.20 75 803.25 808.45 75 8100.00 13,500 0.45 0.50 8,025 -0.15 0.45 49.60 4,477 -71,775 1,650,225
450 - - - 680.05 - 225 724.45 757.35 75 8150.00 75 0.40 0.65 600 -0.30 0.35 45.49 19 -1,425 39,525
510,675 -57,750 1,306 - 704.00 39.40 75 703.00 704.45 75 8200.00 75 0.60 0.70 6,000 0.05 0.70 46.12 3,732 -75,450 2,985,450
3,300 - 1 - 625.00 25.00 75 639.60 667.15 150 8250.00 450 0.60 0.65 2,400 -0.10 0.65 42.75 38 -825 60,525
499,350 -80,925 1,673 - 604.95 36.20 75 602.00 604.85 75 8300.00 525 0.65 0.70 4,275 -0.10 0.65 39.78 9,230 -86,850 3,792,900
15,825 75 4 37.91 563.25 46.20 225 532.25 553.15 1,350 8350.00 1,275 0.70 0.85 825 -0.10 0.85 38.05 468 -3,000 136,950
464,625 -41,700 1,116 - 504.00 34.40 525 502.10 504.00 150 8400.00 6,750 0.75 0.80 225 -0.20 0.75 34.43 29,863 256,650 4,035,225
49,950 -11,625 187 51.87 475.00 57.05 75 450.20 474.95 75 8450.00 150 0.80 0.95 825 -0.30 0.80 31.66 1,714 -47,325 262,575
840,225 -78,675 2,266 - 402.00 33.90 75 402.20 405.65 75 8500.00 450 0.95 1.00 900 -0.55 0.95 29.26 58,443 -265,650 4,473,000
21,300 -1,350 30 - 352.50 26.15 75 350.15 369.40 75 8550.00 75 1.00 1.20 75 -0.75 1.10 26.67 10,292 -34,950 413,025
874,575 -130,575 4,047 - 307.25 35.65 75 301.50 307.50 150 8600.00 675 1.40 1.55 75 -1.25 1.45 24.47 116,714 -150,600 3,967,425
45,225 -6,975 321 - 258.00 38.15 75 253.30 270.90 75 8650.00 150 1.70 1.80 900 -1.55 1.80 21.88 24,426 -18,975 458,025
1,518,150 -363,750 18,360 - 205.35 31.95 75 204.60 205.75 75 8700.00 75 2.55 2.65 375 -3.10 2.50 19.54 249,273 -85,800 4,681,200
196,800 -58,350 3,126 - 156.65 27.70 300 156.50 159.65 75 8750.00 75 3.75 3.90 75 -5.80 3.90 17.41 72,375 -85,050 845,700
3,019,050 -572,100 153,785 - 110.90 25.05 75 110.65 110.90 2,175 8800.00 1,500 7.25 7.50 1,650 -10.45 7.25 15.79 357,096 -486,000 5,159,850
927,225 -232,725 64,294 10.23 69.05 16.60 75 69.05 71.15 75 8850.00 75 15.00 15.20 75 -16.15 15.00 14.69 118,304 69,225 1,350,225
4,669,575 -42,450 444,098 12.07 38.50 10.15 75 37.80 38.40 75 8900.00 825 30.20 30.60 4,800 -24.90 30.20 13.77 238,914 1,193,925 2,682,525
1,362,150 124,875 115,745 11.98 16.40 3.30 75 16.35 16.95 75 8950.00 300 55.00 56.00 150 -30.25 56.40 13.14 11,343 285,825 314,475
5,412,375 -1,227,900 355,168 12.55 6.30 -0.05 75 6.40 6.80 300 9000.00 150 93.35 95.00 9,825 -35.10 94.00 12.86 31,663 -44,850 885,750
498,150 -17,475 44,175 13.11 2.15 -0.65 75 2.10 2.20 375 9050.00 75 125.70 170.00 225 -91.10 133.70 - 24 600 1,950
3,388,050 200,475 118,032 14.33 0.90 -0.65 25,425 0.90 1.00 6,900 9100.00 75 188.50 189.45 150 -38.25 189.00 16.23 2,367 -52,950 202,425
147,300 675 1,397 16.23 0.55 -0.35 1,350 0.55 0.65 75 9150.00 225 187.50 246.95 75 -97.30 227.00 - 1 - 75
1,885,650 -26,625 18,814 17.68 0.30 -0.20 9,525 0.30 0.35 10,200 9200.00 75 286.25 293.30 225 -35.80 288.25 21.20 821 -12,900 51,525
15,525 -750 10 20.31 0.30 -0.15 - - 1.20 75 9250.00 225 271.60 372.85 225 - - - - - -
960,750 -9,150 2,940 21.90 0.20 -0.20 17,100 0.20 0.30 4,800 9300.00 75 383.95 393.70 75 -25.80 392.05 35.05 252 -5,325 23,325
525 - - - 0.10 - - - - - 9350.00 225 393.40 572.00 225 - - - - - -
375,750 -109,950 3,220 27.39 0.25 - 11,775 0.20 0.25 8,475 9400.00 75 482.75 488.90 75 -34.90 488.60 34.57 179 -9,675 12,000
225 - - - 3.50 - - - 1.00 3,000 9450.00 225 438.85 619.30 225 - - - - - -
650,475 -102,825 6,220 30.61 0.15 -0.05 14,325 0.15 0.20 13,500 9500.00 150 584.20 588.00 150 -37.15 585.60 - 2,168 -118,125 309,000
- - - - - - - - 1.00 3,000 9550.00 225 538.90 720.90 225 - - - - - -
57,525 -8,175 645 36.08 0.20 -0.05 3,075 0.10 0.20 14,100 9600.00 75 680.15 690.45 75 -30.15 680.85 - 9 -525 1,425
- - - - - - - - 1.00 3,000 9650.00 225 638.50 819.30 225 - - - - - -
52,800 -4,050 59 41.47 0.25 0.05 600 0.15 0.20 9,075 9700.00 75 782.05 793.30 75 -56.75 791.75 60.92 11 -525 3,150
- - - - - - - - 2.65 9,975 9750.00 225 815.55 915.20 225 - - - - - -
17,400 -300 7 44.99 0.20 - 600 0.10 0.20 975 9800.00 150 880.70 893.65 150 -44.25 875.85 - 1 75 900
- - - - - - - - 2.65 9,975 9850.00 225 915.60 1,020.75 225 - - - - - -
414,375 -750 878 48.05 0.15 -0.10 34,800 0.10 0.15 17,025 9900.00 75 986.10 992.35 75 -29.45 990.00 68.33 418 -31,125 215,550
- - - - - - - - 2.65 9,975 9950.00 2,025 851.85 1,287.40 2,025 - - - - - -
68,775 -7,200 1,307 50.44 0.10 -0.05 12,450 0.10 0.20 18,900 10000.00 300 1,083.60 1,088.80 300 -35.00 1,087.00 56.11 538 -24,075 102,600
- - - - - - - - 2.65 9,975 10050.00 2,025 951.85 1,387.40 2,025 - - - - - -
150 -75 1 54.40 0.10 -0.10 150 0.10 2.65 9,975 10100.00 3,000 1,085.10 1,374.90 3,000 - 1,350.20 - - - 75
- - - - - - - - 2.65 9,975 10150.00 2,025 1,047.40 1,491.85 2,025 - - - - - -
- - - - - - - - 2.65 9,975 10200.00 75 1,260.50 1,358.35 75 - - - - - -
- - - - - - - - 2.65 9,975 10250.00 2,025 1,147.40 1,591.85 2,025 - - - - - -
- - - - - - - - 1.85 9,975 10300.00 2,025 1,197.40 1,641.85 2,025 - - - - - -
- - - - - - - - 2.90 9,975 10350.00 - - - - - - - - - -
- - - - - - - - 2.85 9,975 10400.00 2,175 1,230.30 - - - - - - - -
Total 31,188,600 1,377,429 1,358,863 47,223,300 Total

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



  •  Highlighted options are in-the-money.