Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8592.20  As on Aug 25, 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
1,200 -750 59 - 2,037.00 -31.05 75 1,991.80 2,038.95 1,050 6550.00 - - 0.10 18,075 -0.45 0.10 - 30 600 1,800
4,350 -49,650 727 - 1,989.05 -65.40 75 1,980.00 1,989.85 75 6600.00 - - 0.10 11,775 - 0.10 - 25 1,275 5,475
- - - - - - 1,500 1,891.60 1,962.00 1,500 6650.00 - - 1.00 6,975 - - - - - -
150 -5,925 87 - 1,890.00 -56.75 225 1,877.20 1,896.60 150 6700.00 - - 0.05 75 -0.30 0.10 - 2 150 300
- - - - - - 1,500 1,791.60 1,862.00 1,500 6750.00 - - 1.00 5,025 - - - - - -
1,725 -10,725 148 - 1,789.90 -45.10 150 1,778.45 1,788.00 525 6800.00 - - 0.05 2,700 -0.10 0.05 - 10 150 1,125
- - - - - - 1,500 1,691.60 1,762.00 1,500 6850.00 - - 1.00 5,025 - - - - - -
225 -14,325 195 - 1,690.00 -64.05 450 1,677.60 1,697.55 75 6900.00 - - 0.10 19,050 -0.05 0.10 - 561 75 2,475
- - - - - - 1,500 1,591.60 1,662.00 1,500 6950.00 - - 1.00 5,025 - - - - - -
83,325 -329,025 4,833 - 1,588.45 -66.05 1,050 1,582.00 1,586.95 1,050 7000.00 - - 0.05 5,475 - 0.05 - 56 3,900 110,775
- - - - - - 1,500 1,491.60 1,562.00 1,500 7050.00 - - 1.00 5,025 - - - - - -
1,500 -25,425 374 - 1,486.00 -68.00 375 1,477.45 1,485.95 75 7100.00 - - 0.05 5,700 - 0.05 - 11 - 32,250
- - - - - - 1,500 1,391.60 1,462.00 1,500 7150.00 - - 1.00 5,025 - - - - - -
600 -75,450 1,061 - 1,387.50 -64.30 75 1,387.95 1,394.40 75 7200.00 - - 0.05 4,875 -0.10 0.05 - 13 -375 257,475
- - - - - - 1,500 1,291.60 1,362.00 1,500 7250.00 - - 1.00 5,025 - - - - - -
525 -55,125 757 - 1,291.95 -58.95 75 1,280.00 1,286.00 450 7300.00 - - 0.10 7,050 -0.20 0.05 - 50 225 85,950
- - - - - - 1,500 1,191.60 1,262.00 1,500 7350.00 - - 1.85 5,025 - - - - - -
1,425 -20,400 448 - 1,186.00 -61.50 750 1,177.20 1,193.85 150 7400.00 - - 0.05 900 -0.15 0.05 - 53 1,800 131,400
- - - - - - 1,500 1,091.60 1,162.00 1,500 7450.00 - - 0.40 3,000 - 0.45 - - - 1,575
157,575 -286,275 6,014 - 1,091.00 -61.05 600 1,090.05 1,091.00 675 7500.00 - - 0.05 12,750 -0.10 0.05 - 428 17,475 518,550
- - - - - - 1,500 991.60 1,062.00 1,500 7550.00 - - 2.60 7,500 - - - - - -
750 -38,100 536 - 986.55 -66.20 150 978.40 987.90 75 7600.00 - - 0.05 4,500 -0.15 0.10 - 1,470 6,450 755,700
- - - - - - 1,500 891.60 962.00 1,500 7650.00 - - 0.90 6,975 - - - - - -
5,175 -91,500 1,322 - 887.25 -64.10 75 878.60 887.70 75 7700.00 - - 0.05 4,275 -0.25 0.05 - 299 -2,025 1,223,100
75 - 2 - 830.30 101.45 1,500 791.60 862.00 1,500 7750.00 - - 0.05 7,500 - - - - - -
6,150 -66,750 1,118 - 790.95 -58.10 75 788.05 794.80 75 7800.00 - - 0.05 4,500 -0.30 0.05 - 356 450 835,425
- - - - - - 1,500 691.60 762.00 1,500 7850.00 - - 0.10 27,750 - - - - - -
1,275 -33,900 554 - 687.35 -61.95 225 679.20 687.95 150 7900.00 - - 0.05 44,550 -0.30 0.05 - 879 1,200 887,100
- - - - - - 150 620.05 661.95 150 7950.00 - - 0.05 7,500 -3.15 0.10 - 23 1,575 2,025
14,250 -210,150 3,783 - 586.00 -65.05 75 584.00 586.90 75 8000.00 - - 0.05 10,275 -0.30 0.05 - 12,825 -2,925 2,939,100
225 - - - 571.85 - 150 501.65 561.95 150 8050.00 - - 0.05 7,500 - 0.40 - - - 675
2,850 -96,825 1,624 - 490.05 -60.55 75 482.00 494.35 300 8100.00 - - 0.05 10,875 -0.30 0.05 - 10,779 6,375 1,645,125
225 - - - 474.10 - 150 401.65 461.95 150 8150.00 - - 0.05 7,500 -0.25 0.05 - 158 -150 20,700
15,675 -102,000 2,063 - 387.40 -63.85 150 387.75 394.20 300 8200.00 - - 0.05 15,300 -0.30 0.05 - 12,674 9,150 2,339,775
150 -4,275 61 - 405.00 2.15 150 330.05 342.00 75 8250.00 - - 0.05 10,650 -0.30 0.10 - 1,326 -15,000 107,550
26,625 -93,375 2,037 - 290.05 -62.10 75 289.60 297.10 1,500 8300.00 - - 0.05 47,925 -0.40 0.05 - 9,062 -18,375 2,616,750
150 -450 11 - 238.80 -27.35 150 201.65 271.95 150 8350.00 - - 0.05 12,450 -0.50 0.05 - 4,892 80,100 370,875
96,525 -129,900 4,145 - 183.00 -65.95 975 181.00 185.95 225 8400.00 - - 0.05 32,475 -0.75 0.05 - 42,192 -47,475 5,981,475
3,075 -1,800 177 - 134.00 -67.70 150 129.55 134.85 300 8450.00 - - 0.05 12,525 -0.85 0.05 - 9,116 1,500 690,975
130,425 -488,325 26,676 - 85.00 -67.70 7,275 83.00 85.00 1,125 8500.00 - - 0.05 65,550 -1.55 0.05 - 90,320 291,225 4,848,675
33,300 -17,625 18,529 - 35.70 -68.45 1,725 34.00 35.55 75 8550.00 - - 0.05 68,625 -3.50 0.05 - 247,548 473,250 1,668,825
4,479,675 2,028,600 611,984 - 0.05 -61.55 - - 0.05 342,150 8600.00 3,900 8.50 8.55 75 -1.60 8.50 - 1,170,328 -3,313,800 1,430,175
5,273,475 3,629,400 686,299 - 0.05 -29.55 - - 0.05 331,800 8650.00 2,625 58.85 59.45 225 34.05 59.15 - 593,048 -950,775 813,825
8,005,950 1,770,600 948,506 - 0.05 -11.70 - - 0.05 364,500 8700.00 375 94.60 100.60 75 39.45 94.70 - 444,421 -1,205,250 648,375
3,358,650 1,352,625 299,128 - 0.05 -3.10 - - 0.05 97,200 8750.00 2,850 158.00 159.00 150 59.90 157.15 - 13,119 -5,850 114,750
6,934,875 299,625 109,975 - 0.05 -1.15 - - 0.05 254,925 8800.00 2,850 206.05 208.50 5,925 60.00 206.05 - 30,856 -455,325 213,150
542,025 38,550 3,982 - 0.05 -0.45 - - 0.05 19,275 8850.00 600 256.15 259.70 75 55.00 259.55 - 49 -525 9,000
3,509,175 -135,900 4,206 - 0.05 -0.30 - - 0.05 41,925 8900.00 75 305.00 309.95 300 67.80 310.00 - 1,790 -46,125 30,450
180,825 21,150 854 - 0.05 -0.30 - - 0.05 6,825 8950.00 150 338.70 372.85 1,650 63.70 345.00 - 3 -75 150
5,092,275 35,625 13,526 - 0.05 -0.30 - - 0.05 34,950 9000.00 75 398.00 402.95 75 58.25 398.00 - 3,758 -199,350 31,650
101,775 -2,550 90 - 0.10 -0.15 - - 0.05 75 9050.00 150 438.70 472.85 1,650 65.70 446.00 - 2 - 150
1,203,975 -9,000 3,117 - 0.05 -0.25 - - 0.05 129,075 9100.00 300 502.05 510.10 75 70.05 511.00 - 899 -51,150 8,475
95,625 - 12 - 0.05 -0.35 - - 0.05 1,950 9150.00 150 538.70 572.35 150 - 498.05 - - - 150
936,600 5,175 1,492 - 0.05 -0.25 - - 0.05 9,375 9200.00 300 594.80 610.40 375 59.80 601.00 - 1,106 -66,825 3,150
18,150 - - - 0.20 - - - 0.05 1,800 9250.00 150 614.40 677.55 150 - 598.40 - - - 75
681,225 3,225 2,912 - 0.10 -0.15 - - 0.05 3,075 9300.00 150 693.70 700.00 75 60.45 700.45 - 45 -2,550 750
1,050 150 2 - 0.35 0.05 - - 3.00 10,125 9350.00 150 720.35 777.90 150 - 696.00 - - - 75
297,000 1,200 168 - 0.05 -0.20 - - 0.05 7,200 9400.00 300 794.65 810.80 225 68.30 810.00 - 80 -3,975 375
- - - - - - - - 2.00 5,025 9450.00 1,500 808.00 878.40 1,500 - - - - - -
628,875 75 2,727 - 0.05 -0.25 - - 0.05 7,350 9500.00 375 900.00 910.00 75 68.45 907.50 - 3,972 -268,350 11,250
- - - - - - - - 2.00 5,025 9550.00 1,500 908.00 978.40 1,500 - - - - - -
41,175 -225 466 - 0.05 - - - 0.05 4,500 9600.00 75 990.65 1,000.55 75 58.05 1,001.55 - 2 -150 150
- - - - - - - - 2.00 5,025 9650.00 1,500 1,008.00 1,078.40 1,500 - - - - - -
18,900 150 117 - 0.05 -0.30 - - 0.05 2,775 9700.00 150 1,072.80 1,128.35 150 50.10 1,094.95 - 27 -1,575 150
- - - - - - - - 2.00 5,025 9750.00 1,500 1,108.00 1,178.40 1,500 - - - - - -
9,375 75 66 - 0.05 -0.35 - - 0.05 3,000 9800.00 300 1,193.95 1,209.55 75 45.10 1,201.95 - 66 -4,650 -
450 - - - 0.35 - - - 2.00 5,025 9850.00 1,500 1,208.00 1,278.40 1,500 - - - - - -
975 - - - 0.40 - - - 0.10 3,975 9900.00 150 1,287.55 1,325.15 375 58.75 1,303.10 - 7 -450 75
- - - - - - - - 2.00 5,025 9950.00 1,500 1,308.00 1,378.40 1,500 - - - - - -
578,625 16,275 2,813 - 0.05 -0.20 - - 0.05 21,075 10000.00 150 1,394.10 1,401.95 3,375 61.45 1,400.00 - 2,110 -136,350 68,250
- - - - - - - - 2.00 5,025 10050.00 1,200 1,165.80 1,599.50 75 - - - - - -
- - - - - - - - 0.80 7,500 10100.00 1,500 1,458.00 1,528.40 1,500 - - - - - -
- - - - - - - - 2.00 5,025 10150.00 1,500 1,508.00 1,578.40 1,500 - 1,413.60 - - - 150
- - - - - - - - 2.00 5,025 10200.00 1,200 1,311.45 1,753.85 75 - - - - - -
Total 42,580,200 2,769,783 2,710,846 31,467,750 Total

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



  •  Highlighted options are in-the-money.