Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8793.80  As on Sep 26, 2016 10:47:21 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
3,075 - 2 - 4,161.95 -70.25 4,950 4,172.75 4,224.85 5,100 4600.00 - - 3.00 150 - - - - - -
- - - - - - 3,000 4,010.60 4,125.50 3,000 4700.00 - - - - - - - - - -
- - - - - - 3,000 3,910.60 4,025.50 3,000 4800.00 - - - - - - - - - -
- - - - - - 3,000 3,813.10 3,925.50 3,000 4900.00 - - - - - - - - - -
43,425 - 2 269.32 3,801.00 -37.55 150 3,795.75 3,812.05 150 5000.00 450 0.10 0.90 750 - - - - - 12,150
- - - - - - 3,000 3,615.60 3,725.50 3,000 5100.00 - - - - - - - - - -
825 - - - - - 3,000 3,515.60 3,625.50 3,000 5200.00 - - - - - - - - - -
- - - - - - 3,000 3,418.10 3,525.50 3,000 5300.00 - - - - - - - - - -
- - - - - - 3,000 3,318.10 3,428.60 3,000 5400.00 - - - - - - - - - -
37,800 - 3 251.05 3,307.00 -38.00 150 3,305.00 3,311.10 75 5500.00 1,500 0.10 0.90 750 0.40 1.00 187.30 1 75 3,825
- - - - - - 3,000 3,120.60 3,225.50 3,000 5600.00 - - - - - - - - - -
- - - - - - 3,000 3,023.10 3,125.50 3,000 5700.00 - - - - - - - - - -
- - - - - - 3,000 2,923.10 3,025.50 3,000 5800.00 - - - - - - - - - -
- - - - - - 3,000 2,825.60 2,925.50 3,000 5900.00 - - - - - - - - - -
119,850 -750 336 207.06 2,805.00 -43.70 300 2,789.95 2,810.70 825 6000.00 375 0.10 0.15 4,575 0.05 0.15 131.27 12 - 75,825
- - - - - - 1,200 2,667.05 2,725.45 1,200 6100.00 - - - - - - - - - -
- - - - - - 1,200 2,543.50 2,623.90 1,200 6200.00 - - - - - - - - - -
- - - - - - 1,200 2,446.00 2,525.45 1,200 6300.00 - - - - - - - - - -
- - - - - - 1,200 2,346.00 2,425.45 1,200 6400.00 - - - - - - - - - -
53,625 -675 11 178.87 2,311.30 -32.80 75 2,300.00 2,305.40 150 6500.00 150 0.25 0.50 150 -0.30 0.20 107.87 2 - 7,200
107,250 - 1 168.05 2,209.90 -37.65 75 2,197.85 2,205.40 150 6600.00 1,275 0.10 0.70 600 -0.65 0.10 97.34 1 -75 4,125
56,625 - - - - - 75 2,100.00 2,125.45 75 6700.00 - - 0.75 300 - - - - - 150
43,275 -225 3 154.90 2,011.00 55.75 75 1,935.65 2,025.45 75 6800.00 - - 0.40 300 0.20 0.40 98.67 1 -75 2,550
- - - - - - 3,000 1,886.55 1,976.60 3,000 6850.00 - - - - - - - - - -
102,600 - - - - - 150 1,895.55 1,911.35 75 6900.00 - - 0.70 1,500 - - - - - 4,050
- - - - - - 3,000 1,789.05 1,876.60 3,000 6950.00 - - - - - - - - - -
891,375 -16,275 303 131.84 1,806.00 -44.15 225 1,803.00 1,805.95 975 7000.00 150 0.50 0.55 2,625 -0.05 0.55 90.31 137 -1,200 283,050
- - - - - - 3,000 1,689.05 1,776.60 3,000 7050.00 - - - - - - - - - -
94,500 225 230 128.40 1,708.85 -36.65 150 1,703.50 1,707.45 75 7100.00 4,875 0.40 0.45 2,775 -0.15 0.40 83.38 304 -8,850 347,025
- - - - - - 3,000 1,591.55 1,676.60 3,000 7150.00 - - - - - - - - - -
113,100 -1,200 248 119.56 1,599.95 -54.00 75 1,597.55 1,608.50 150 7200.00 1,500 0.20 0.30 75 -0.25 0.30 76.32 100 375 539,625
- - - - - - 3,000 1,491.55 1,576.60 3,000 7250.00 - - - - - - - - - -
119,700 - - - - - 225 1,494.50 1,504.80 75 7300.00 675 0.40 0.55 450 -0.20 0.40 73.44 9 -600 156,000
- - - - - - 3,000 1,394.05 1,476.60 3,000 7350.00 - - - - - - - - - -
124,650 -3,000 47 98.89 1,404.70 -37.30 75 1,401.00 1,404.90 150 7400.00 1,725 0.30 0.40 2,625 -0.30 0.40 68.55 85 -2,925 318,150
- - - - - - 3,000 1,294.05 1,376.60 3,000 7450.00 - - - - - - - - - -
498,600 -525 419 93.01 1,308.30 -32.65 150 1,305.00 1,308.25 75 7500.00 25,650 0.60 0.65 2,025 -0.35 0.65 66.91 1,003 -75 2,535,975
- - - - - - 3,000 1,196.55 1,276.60 3,000 7550.00 - - - - - - - - - -
74,100 -900 13 82.51 1,203.00 -39.45 150 1,200.00 1,204.55 75 7600.00 16,725 0.60 0.65 675 -0.40 0.65 61.89 289 -900 528,000
- - - - - - 3,000 1,096.55 1,176.60 3,000 7650.00 - - - - - - - - - -
66,375 -975 33 74.56 1,106.20 -37.60 75 1,102.20 1,105.45 975 7700.00 27,975 0.65 0.70 7,650 -0.35 0.70 56.89 210 -150 904,875
- - - - - - 3,000 999.05 1,076.60 3,000 7750.00 - - - - - - - - - -
292,875 -2,325 51 69.50 1,005.10 -29.00 75 1,001.35 1,007.60 375 7800.00 25,500 0.65 0.70 9,450 -0.45 0.70 52.36 746 -2,175 1,505,775
- - - - - - 3,000 899.05 976.60 3,000 7850.00 7,500 0.10 - - - - - - - -
125,850 -28,425 738 64.52 905.45 -33.90 75 903.20 905.45 75 7900.00 16,800 0.70 0.75 27,975 -0.50 0.70 47.38 792 -2,925 495,900
- - - - - - 3,000 801.55 876.60 3,000 7950.00 7,500 0.15 - - - - - - - -
947,325 -900 954 61.23 805.10 -42.60 150 804.60 806.00 150 8000.00 67,350 0.70 0.75 25,500 -0.50 0.75 42.42 2,830 -2,700 2,834,250
75 - - - - - 4,050 729.45 767.00 3,975 8050.00 150 0.25 1.75 150 - - - - - 375
422,625 3,450 293 57.62 706.50 -42.00 300 705.50 706.50 75 8100.00 25,575 0.70 0.75 28,050 -0.55 0.75 37.77 1,323 10,875 1,102,200
375 - - - - - 5,250 615.20 666.00 2,775 8150.00 1,275 0.70 0.90 6,000 - - - - - 52,350
357,675 -3,225 203 45.54 606.10 -49.70 300 605.10 607.00 150 8200.00 93,600 0.75 0.80 48,150 -0.60 0.80 32.78 3,583 31,500 2,410,725
2,025 - - - - - 5,100 519.25 576.55 3,900 8250.00 150 0.50 0.90 900 -0.45 0.95 31.21 7 - 61,425
247,425 -4,050 141 37.60 506.45 -45.10 75 503.75 505.45 1,425 8300.00 98,025 0.90 0.95 57,975 -0.70 0.95 28.44 6,968 -52,125 3,201,075
375 - - - - - 2,400 442.30 466.30 2,775 8350.00 75 1.00 1.10 2,925 -0.70 1.10 26.43 99 -1,875 89,475
342,150 -45,975 842 32.65 404.55 -35.75 75 404.65 406.00 75 8400.00 48,600 1.40 1.45 12,450 -0.70 1.45 24.83 9,046 -62,175 3,406,725
4,200 -75 1 24.84 351.00 -73.65 375 354.15 356.15 375 8450.00 600 1.75 1.85 525 -0.95 1.75 23.00 1,234 14,775 227,850
666,150 -8,100 516 30.24 309.55 -36.25 75 308.55 310.10 75 8500.00 11,100 2.60 2.65 11,550 -0.90 2.55 21.52 19,811 54,825 6,204,000
17,100 -450 16 24.62 257.40 -33.40 375 255.55 257.30 375 8550.00 450 3.60 3.70 450 -0.90 3.60 19.68 3,243 3,375 232,125
1,068,150 -38,625 1,764 21.78 208.55 -35.50 75 208.45 209.40 75 8600.00 3,900 5.35 5.40 4,950 -0.95 5.40 18.02 54,221 -84,525 5,275,050
113,175 -750 59 19.13 161.60 -35.70 375 159.95 161.85 375 8650.00 750 8.00 8.10 525 -0.55 8.00 16.32 12,069 101,175 603,150
1,918,275 -55,800 18,148 17.60 119.20 -33.00 375 118.50 118.95 225 8700.00 675 13.70 13.75 2,925 0.75 13.70 15.00 70,720 301,725 4,814,925
187,875 19,200 3,472 16.04 78.95 -32.65 75 78.70 79.05 300 8750.00 450 23.35 23.60 900 3.00 23.40 13.68 22,903 229,500 1,335,300
4,281,300 795,750 84,276 14.97 47.00 -27.05 750 47.00 47.15 600 8800.00 825 40.00 40.10 150 7.50 40.00 12.39 90,620 287,850 5,043,000
1,523,925 272,475 26,731 14.28 24.50 -18.65 1,800 24.50 24.55 150 8850.00 375 65.60 65.90 225 13.80 65.15 10.73 10,220 -108,225 721,950
5,533,275 431,700 84,987 14.19 11.75 -12.85 975 11.65 11.75 9,000 8900.00 75 102.10 102.40 225 22.65 102.15 6.96 32,553 -137,100 2,186,700
1,367,325 41,700 21,380 14.15 4.90 -6.10 8,175 4.90 5.00 1,125 8950.00 150 142.30 143.30 225 29.00 141.50 - 796 1,650 318,900
6,523,275 -141,675 60,728 15.12 2.50 -3.05 28,275 2.45 2.50 1,350 9000.00 225 190.00 190.70 225 30.40 190.00 - 3,713 -48,225 627,750
522,000 -72,975 7,218 16.05 1.20 -1.25 2,550 1.15 1.25 1,875 9050.00 75 237.95 239.85 75 32.55 238.50 - 13 -525 5,025
3,333,525 -99,975 19,221 17.32 0.80 -0.80 139,275 0.80 0.85 164,550 9100.00 75 286.45 287.75 75 33.50 286.35 - 362 -9,750 254,700
407,550 -3,825 417 19.35 0.70 -0.50 11,250 0.65 0.70 150 9150.00 75 337.15 339.05 75 - - - - - 75
2,285,025 -82,650 4,933 21.66 0.70 -0.45 176,325 0.65 0.70 42,600 9200.00 150 384.30 386.40 75 40.65 385.40 - 330 -11,850 338,325
80,475 -300 26 23.92 0.70 -0.20 2,625 0.60 0.70 75 9250.00 225 418.85 438.80 75 - - - - - 75
1,021,275 -20,550 1,635 25.65 0.65 -0.20 22,575 0.60 0.65 14,400 9300.00 150 483.60 487.35 300 34.35 484.45 - 36 375 47,550
22,200 - - - - - 150 0.20 0.50 75 9350.00 2,775 520.55 563.40 5,475 - - - - - -
424,950 -9,750 724 29.63 0.60 -0.20 4,725 0.55 0.60 11,475 9400.00 300 582.50 589.70 75 38.15 585.00 - 1 - 7,200
27,675 - - - - - 150 0.15 0.90 150 9450.00 5,250 604.90 653.30 4,050 - - - - - -
706,650 -1,125 421 33.02 0.50 -0.15 3,150 0.45 0.50 9,375 9500.00 150 683.85 687.40 75 44.75 687.25 - 100 -3,075 658,800
1,200 - - - - - 1,050 0.20 0.85 525 9550.00 2,775 721.80 763.40 5,475 - - - - - -
91,800 -1,350 98 37.80 0.55 -0.10 1,500 0.50 0.55 2,100 9600.00 75 780.10 790.40 375 - - - - - 5,025
- - - - - - - - - - 9650.00 3,000 788.40 863.45 3,000 - - - - - -
82,650 -375 10 40.86 0.45 - 375 0.45 0.55 2,700 9700.00 1,275 877.95 887.75 75 32.40 875.65 - 1 - 2,400
- - - - - - - - - - 9750.00 3,000 885.90 963.45 3,000 - - - - - -
117,375 - 67 45.16 0.50 - 1,500 0.45 0.60 9,000 9800.00 225 967.60 991.20 1,425 - - - - - 1,425
- - - - - - - - - - 9850.00 3,000 985.90 1,063.45 3,000 - - - - - -
27,000 - 41 48.92 0.50 -0.05 3,075 0.30 0.60 13,500 9900.00 225 1,072.70 1,091.20 225 - - - - - 225
75 - - - - - - - - - 9950.00 3,000 1,083.40 1,163.45 3,000 - - - - - -
616,500 -750 548 53.14 0.55 0.05 2,625 0.55 0.60 4,575 10000.00 75 1,182.10 1,187.00 75 40.05 1,186.00 - 298 -17,325 362,325
- - - - - - - - - - 10050.00 1,200 1,188.25 1,251.95 1,200 - - - - - -
5,025 -375 5 57.31 0.60 0.10 - - 0.55 300 10100.00 4,200 1,274.30 1,289.15 675 25.75 1,271.90 - 9 300 14,625
- - - - - - - - - - 10150.00 3,000 1,280.90 1,363.45 3,000 - - - - - -
- - - - - - - - 0.95 3,000 10200.00 3,675 1,341.65 1,404.05 3,675 - - - - - -
- - - - - - - - - - 10250.00 1,200 1,224.70 1,667.50 75 - - - - - -
75 - - - - - - - 0.90 2,100 10300.00 3,675 1,433.60 1,504.05 3,675 - - - - - 75
- - - - - - - - - - 10350.00 1,200 1,324.70 1,767.50 75 - - - - - -
- - - - - - - - 0.95 2,100 10400.00 3,675 1,531.10 1,614.35 3,675 - - - - - 75
- - - - - - - - - - 10450.00 1,200 1,420.30 1,872.00 75 - - - - - -
975 - 8 74.96 0.95 0.85 600 0.15 0.95 4,500 10500.00 150 1,677.00 1,705.30 5,175 - - - - - 6,750
- - - - - - - - - - 10600.00 3,000 1,727.00 1,814.40 3,000 - - - - - -
2,175 - - - - - - - - - 10700.00 150 1,876.55 1,899.60 75 - - - - - 20,475
Total 38,269,725 342,323 350,801 50,198,700 Total

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



  •  Highlighted options are in-the-money.