Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8223.80  As on Dec 08, 2016 13:16:53 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
- - - - - - 9,375 5,394.65 5,463.40 300 2800.00 - - - - - - - - - -
- - - - - - 600 5,043.00 5,433.30 75 2900.00 - - 2.00 4,950 - - - - - -
516,200 - 219 163.83 5,235.00 122.95 75 5,233.50 5,242.65 150 3000.00 5,400 0.25 0.70 1,725 -0.50 0.25 135.59 31 975 47,800
- - - - - - 600 4,843.00 5,233.30 75 3100.00 - - - - - - - - - -
- - - - - - 600 4,743.00 5,133.30 75 3200.00 - - - - - - - - - -
- - - - - - 600 4,643.00 5,033.30 75 3300.00 - - - - - - - - - -
- - - - - - 600 4,543.00 4,933.30 75 3400.00 - - - - - - - - - -
- - - - - - 9,450 4,693.55 4,763.40 6,750 3500.00 - - - - - - - - - -
- - - - - - 600 4,343.00 4,733.30 75 3600.00 - - - - - - - - - 23,975
- - - - - - 600 4,243.00 4,633.30 75 3700.00 - - - - - - - - - -
- - - - - - 600 4,143.00 4,533.30 75 3800.00 - - - - - - - - - -
- - - - - - 600 4,043.00 4,433.30 75 3900.00 - - - - - - - - - -
1,650 - - - - - 5,850 4,205.60 4,250.80 1,425 4000.00 525 0.15 0.85 300 - - - - - 18,425
- - - - - - 600 3,843.00 4,233.30 75 4100.00 - - - - - - - - - -
- - - - - - 600 3,743.00 4,133.30 75 4200.00 - - - - - - - - - 29,050
- - - - - - 600 3,643.00 4,033.30 75 4300.00 - - - - - - - - - 25,200
- - - - - - 600 3,543.00 3,933.30 75 4400.00 - - - - - - - - - -
- - - - - - 6,975 3,697.55 3,763.40 6,750 4500.00 - - - - - - - - - 4,200
- - - - - - 600 3,343.00 3,733.30 75 4600.00 - - - - - - - - - -
- - - - - - 600 3,243.00 3,633.30 75 4700.00 - - 2.95 7,500 - - - - - 17,850
- - - - - - 600 3,143.00 3,533.30 75 4800.00 - - - - - - - - - 44,300
- - - - - - 600 3,043.00 3,433.30 75 4900.00 - - - - - - - - - 9,800
294,750 - 17 - 3,245.00 146.00 225 3,233.45 3,245.60 300 5000.00 525 0.25 0.45 900 -0.30 0.30 68.09 19 - 149,275
- - - - - - 600 2,843.00 3,233.30 75 5100.00 - - - - - - - - - 19,650
- - - - - - 600 2,743.00 3,133.30 75 5200.00 - - - - - - - - - -
- - - - - - 600 2,643.00 3,033.30 75 5300.00 - - - - - - - - - -
- - - - - - 600 2,543.00 2,933.30 75 5400.00 - - - - - - - - - -
33,675 - 2 - 2,745.20 47.20 2,625 2,729.15 2,745.85 300 5500.00 300 0.45 0.95 750 -0.45 0.30 55.94 2 -150 92,250
25,000 - - - - - 600 2,343.00 2,733.30 75 5600.00 - - - - - - - - - 31,400
55,000 - - - - - 600 2,243.00 2,633.30 75 5700.00 - - - - - - - - - 5,875
- - - - - - 600 2,143.00 2,533.30 75 5800.00 - - - - - - - - - -
58,375 - - - - - 600 2,043.00 2,433.30 75 5900.00 - - - - - - - - - -
287,575 -75 64 - 2,237.00 116.05 75 2,236.30 2,243.80 300 6000.00 375 0.65 0.70 1,950 -0.10 0.70 48.38 222 -3,525 401,700
538,875 - - - - - 600 1,843.00 2,233.30 75 6100.00 1,500 0.60 2.00 150 - - - - - 74,175
150,100 - - - - - 600 1,743.00 2,133.30 75 6200.00 2,100 0.20 2.00 150 - - - - - 102,625
157,150 - - - - - 2,025 1,650.75 2,052.00 75 6300.00 2,100 0.20 2.00 150 - - - - - 36,175
- - - - - - 600 1,559.45 2,105.10 150 6400.00 2,100 0.70 2.00 225 - - - - - 36,800
- - - - - - 600 1,509.45 1,891.00 75 6450.00 12,525 0.05 - - - - - - - -
271,350 150 12 - 1,735.00 118.85 4,950 1,731.75 1,740.00 75 6500.00 300 1.15 1.20 5,175 -0.70 1.15 39.22 89 -300 548,900
- - - - - - 600 1,409.55 1,791.00 75 6550.00 6,975 0.20 - - - - - - - -
1,575 - - - - - 6,750 1,602.45 1,663.20 6,750 6600.00 150 1.05 1.50 150 -0.30 1.20 37.14 7 - 80,100
- - - - - - 600 1,317.80 1,696.00 75 6650.00 6,975 0.30 - - - - - - - -
75,175 - - - - - 6,750 1,502.40 1,563.90 6,750 6700.00 300 1.00 1.75 300 0.10 1.95 36.97 4 - 49,400
- - - - - - 600 1,226.10 1,600.00 75 6750.00 7,500 0.40 - - - - - - - -
8,900 - - - - - 6,750 1,404.90 1,463.80 6,750 6800.00 975 1.35 2.25 300 -0.65 1.35 33.14 2 - 118,625
- - - - - - 6,750 1,325.05 1,474.95 6,750 6850.00 600 1.55 2.00 75 - - - - - 4,200
1,500 - - - - - 6,750 1,304.90 1,363.20 6,750 6900.00 975 1.50 1.60 1,350 -0.70 1.55 31.43 1,391 -8,100 155,400
- - - - - - 6,750 1,225.05 1,374.95 6,750 6950.00 1,500 1.05 2.50 1,500 - - - - - 450
1,029,425 -82,350 1,492 - 1,242.00 126.05 150 1,239.65 1,244.05 150 7000.00 6,225 2.00 2.10 20,175 -0.75 2.10 30.25 9,091 -9,300 1,898,900
94,650 - 8 - 1,191.55 114.40 75 1,186.10 1,190.65 75 7050.00 450 1.90 2.30 300 -0.80 2.20 29.38 20 -450 53,775
238,125 -150 58 - 1,140.00 130.65 75 1,136.20 1,146.05 75 7100.00 5,025 2.15 2.25 6,600 -1.05 2.15 28.24 9,381 -22,875 757,225
- - - - - - 600 842.80 1,208.00 75 7150.00 7,500 1.20 - - - - - - - 150
216,750 -900 19 - 1,046.90 122.40 75 1,038.75 1,042.30 150 7200.00 1,275 2.85 2.90 900 -1.70 2.85 26.91 2,940 -34,275 793,575
- - - - - - 600 753.35 1,112.00 75 7250.00 300 2.10 - - - - - - - 450
62,550 -4,275 57 - 954.40 55.15 75 941.95 947.55 75 7300.00 750 3.85 3.90 300 -2.55 3.90 25.70 3,708 -42,750 855,075
225 - - - - - 225 787.20 1,011.95 7,275 7350.00 150 3.95 6.10 150 - - - - - 1,350
117,825 - 2 - 849.55 119.85 75 841.85 847.00 75 7400.00 5,850 5.10 5.20 300 -4.35 5.20 24.51 7,844 20,700 1,154,200
300 - - - - - 150 649.50 852.85 150 7450.00 750 5.55 6.35 1,200 -4.85 6.35 23.63 75 75 25,650
1,131,925 -17,850 600 - 748.00 120.25 75 744.15 747.85 225 7500.00 4,725 6.95 7.00 975 -6.65 7.00 23.24 24,766 245,850 3,538,750
75 - 1 - 701.40 74.75 150 690.70 703.00 150 7550.00 1,200 7.60 8.00 1,275 -7.50 7.95 22.36 199 2,700 29,400
213,150 -23,925 384 - 649.65 113.25 75 647.10 651.00 150 7600.00 5,100 9.15 9.25 825 -9.25 9.20 21.82 23,037 82,350 2,396,850
225 - - - - - 150 593.20 605.00 150 7650.00 225 10.25 10.55 75 -11.75 10.50 20.92 1,316 18,675 65,550
216,225 3,225 130 - 547.55 105.00 75 550.30 553.45 750 7700.00 4,125 12.30 12.40 1,425 -13.65 12.30 20.34 28,707 -30,000 3,032,925
750 - - - - - 150 498.15 513.30 225 7750.00 75 14.65 14.95 75 -16.65 14.80 19.76 1,227 -3,750 57,525
648,575 -70,650 2,612 - 453.45 99.20 75 456.90 458.90 150 7800.00 3,900 17.75 17.90 975 -19.55 17.85 19.23 49,991 171,075 2,965,950
2,025 225 4 - 409.10 53.20 150 405.60 421.90 75 7850.00 300 21.50 21.75 825 -24.85 21.65 18.73 1,795 525 97,650
641,925 63,975 3,621 - 365.25 94.55 75 365.20 366.25 75 7900.00 2,850 26.05 26.20 825 -28.00 26.05 18.14 61,812 213,825 3,442,875
52,125 -75 4 - 311.60 83.05 150 316.65 333.30 300 7950.00 225 31.90 31.95 150 -32.50 31.95 17.54 3,362 -1,875 181,125
2,583,300 -69,900 5,743 10.69 280.00 84.45 150 279.25 280.00 75 8000.00 600 38.65 38.80 900 -38.80 38.60 17.05 91,226 698,300 8,356,275
46,425 -1,575 162 11.72 238.00 76.55 75 237.00 239.95 75 8050.00 375 46.90 47.30 1,350 -46.40 47.20 16.56 3,352 25,425 223,200
1,950,975 -292,050 27,390 11.52 199.50 69.75 150 199.25 199.75 225 8100.00 1,050 57.35 57.60 300 -52.50 57.55 16.02 98,886 797,250 4,226,100
112,725 -35,325 2,373 11.48 162.25 60.35 375 162.25 163.00 225 8150.00 75 70.10 70.75 150 -59.80 70.75 15.59 5,358 112,275 212,400
4,161,150 115,575 92,200 11.37 129.60 51.45 525 129.25 129.75 375 8200.00 75 86.30 86.60 225 -68.10 86.45 15.24 91,854 900,075 4,027,875
285,900 -9,225 6,992 11.37 100.45 42.55 75 100.00 100.45 75 8250.00 150 105.35 106.20 75 -82.15 105.30 14.69 1,877 16,650 120,375
4,511,700 -262,575 109,833 11.21 75.35 32.95 450 75.00 75.35 75 8300.00 150 129.35 130.00 750 -87.35 129.65 14.59 25,601 133,350 1,820,625
253,125 -1,650 5,376 11.22 54.00 24.25 1,275 53.95 54.40 225 8350.00 150 154.90 158.40 300 -103.90 158.10 14.35 64 1,275 22,050
4,337,175 399,675 93,407 11.13 38.50 17.40 600 38.35 38.50 1,125 8400.00 1,275 190.25 191.00 150 -99.50 190.30 14.61 6,346 143,625 1,281,075
255,600 31,500 3,940 11.06 25.80 11.55 525 25.95 26.35 1,050 8450.00 150 218.65 230.30 150 - - - - - 9,600
4,066,275 26,775 71,698 11.10 17.70 7.65 900 17.70 17.75 9,225 8500.00 1,125 268.55 270.15 150 -116.30 268.25 15.50 3,730 -52,800 1,830,600
190,050 31,650 2,003 11.06 11.00 4.15 225 11.15 11.45 300 8550.00 75 308.40 315.80 750 - - - - - 1,575
2,255,250 -46,875 31,251 11.26 7.45 2.55 4,275 7.35 7.45 5,700 8600.00 75 357.50 358.75 75 -121.70 357.75 15.43 1,280 -18,600 564,750
96,525 19,800 784 11.31 4.60 0.85 75 4.50 4.75 75 8650.00 150 393.55 407.80 150 - - - - - 375
2,084,525 -19,950 14,654 11.62 3.10 0.30 1,575 3.10 3.15 7,275 8700.00 150 449.55 454.40 150 -121.85 454.00 18.11 298 -5,550 469,875
27,900 - 4 13.35 4.15 1.65 150 2.10 3.60 150 8750.00 75 477.75 507.45 900 - - - - - 150
1,696,350 21,375 7,860 12.68 1.95 0.05 5,475 1.90 1.95 5,925 8800.00 75 547.40 549.90 75 -122.95 549.00 20.25 387 -21,150 1,163,250
975 -75 1 15.39 4.00 1.35 7,500 0.85 3.00 600 8850.00 75 557.90 613.35 75 - - - - - -
883,425 -22,800 1,594 14.05 1.50 - 5,250 1.45 1.50 13,800 8900.00 75 644.75 648.40 75 -128.65 640.00 19.96 23 -1,275 829,350
150 - - - - - 7,500 0.45 4.95 300 8950.00 2,700 685.35 709.05 975 - - - - - -
2,633,125 -50,750 4,224 15.62 1.30 0.05 7,500 1.30 1.35 10,875 9000.00 150 746.20 748.90 75 -125.65 745.00 24.42 1,963 -90,450 2,249,650
300 - - - - - 300 0.50 4.65 300 9050.00 75 761.10 888.00 75 - - - - - -
330,525 -1,125 589 17.00 1.10 -0.05 7,800 1.05 1.15 1,725 9100.00 75 841.75 848.40 75 -144.75 830.55 19.11 7 -375 155,625
75 - - - - - 7,500 0.20 3.40 5,100 9150.00 6,750 765.15 1,157.80 6,750 - - - - - -
506,950 -8,250 356 18.46 1.00 -0.10 6,075 0.95 1.00 1,200 9200.00 75 941.20 945.70 75 -128.05 945.95 29.89 18 75 138,975
75 - - - - - 7,500 0.20 - - 9250.00 600 860.95 1,261.95 75 - - - - - -
284,925 -1,425 73 19.96 0.95 0.05 375 0.95 1.10 1,575 9300.00 75 1,036.15 1,050.95 300 - - - - - 38,100
- - - - - - 5,025 0.05 - - 9350.00 600 956.85 1,366.05 75 - - - - - -
175,500 825 34 21.27 0.85 0.05 7,125 0.85 0.90 2,100 9400.00 300 1,138.05 1,153.75 375 -74.55 1,145.00 31.32 6 300 34,800
- - - - - - 7,500 0.05 - - 9450.00 600 1,056.85 1,466.05 75 - - - - - -
1,001,850 -3,450 69 22.49 0.75 - 2,400 0.70 0.75 375 9500.00 75 1,237.75 1,245.75 75 -131.50 1,233.60 31.08 16 -375 315,825
- - - - - - 7,500 0.05 - - 9550.00 600 1,152.75 1,570.15 75 - - - - - -
111,525 75 7 24.76 1.00 0.30 225 0.45 0.60 150 9600.00 1,800 1,334.45 1,346.45 75 -135.45 1,338.10 36.03 5 75 8,250
- - - - - - 7,500 0.05 - - 9650.00 600 1,252.75 1,670.15 75 - - - - - -
44,475 -75 1 22.40 0.20 -0.70 2,925 0.40 0.85 75 9700.00 6,750 1,390.50 1,487.40 6,750 - - - - - 1,500
- - - - - - 7,500 0.05 - - 9750.00 600 1,348.65 1,774.25 75 - - - - - -
1,275 - - - - - 6,000 0.20 0.90 75 9800.00 6,750 1,494.30 1,587.45 6,750 - - - - - -
- - - - - - 7,500 0.05 - - 9850.00 600 1,444.55 1,878.35 75 - - - - - -
1,300 - 1 22.40 0.05 -0.85 600 0.20 0.55 75 9900.00 6,750 1,594.30 1,687.10 6,750 - - - - - -
- - - - - - 7,500 0.05 - - 9950.00 600 1,544.55 1,978.35 75 - - - - - -
787,325 3,150 208 29.49 0.70 - 450 0.65 0.70 6,675 10000.00 75 1,738.30 1,745.05 1,200 -111.20 1,752.00 44.41 143 -6,675 787,650
- - - - - - - - - - 10050.00 600 1,640.45 2,082.45 75 - - - - - -
- - - - - - 3,000 0.20 1.15 1,500 10100.00 600 1,690.45 2,132.45 75 - - - - - -
- - - - - - - - - - 10150.00 600 1,740.45 2,182.45 75 - - - - - -
- - - - - - - - - - 10200.00 600 1,786.35 2,236.50 75 - - - - - -
- - - - - - - - - - 10250.00 600 1,836.35 2,286.50 75 - - - - - -
- - - - - - - - - - 10300.00 600 1,886.35 2,336.50 75 - - - - - -
75 - - - - - 7,500 0.30 1.30 3,000 10400.00 75 1,986.40 2,436.45 375 - - - - - -
825 - - - - - 450 0.50 1.25 525 10500.00 75 2,232.20 2,262.45 6,750 - - - - - 525
- - - - - - - - - - 10600.00 600 2,186.35 2,636.50 75 - - - - - -
- - - - - - - - - - 10700.00 600 2,286.35 2,736.50 75 - - - - - -
- - - - - - - - - - 10800.00 600 2,386.35 2,836.50 75 - - - - - -
- - - - - - - - - - 10900.00 600 2,486.35 2,936.50 75 - - - - - -
8,425 75 1 45.38 1.40 0.90 450 0.40 1.25 300 11000.00 825 2,732.10 2,750.25 3,675 -40.00 2,735.00 64.11 9 - 410,625
- - - - - - - - 3.05 600 11100.00 600 2,686.35 3,136.50 75 - - - - - -
- - - - - - - - 3.05 600 11200.00 600 2,786.35 3,236.50 75 - - - - - -
- - - - - - - - 3.00 1,200 11300.00 600 2,886.35 3,336.50 75 - - - - - -
900 300 5 52.30 1.00 - 75 0.25 1.95 1,200 11400.00 75 3,138.00 3,150.35 3,300 15.00 3,140.00 74.82 7 -450 7,350
Total 42,832,650 492,139 563,494 52,784,925 Total

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



  •  Highlighted options are in-the-money.