Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8572.55  As on Aug 26, 2016 15:30:39 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
2,550 1,350 18 - 3,974.45 -111.10 375 3,947.65 4,007.85 150 4600.00 75 0.05 3.00 150 - - - - - -
- - - - - - 75 3,832.05 3,948.90 75 4700.00 - - - - - - - - - -
- - - - - - 75 3,734.55 3,848.90 75 4800.00 - - - - - - - - - -
- - - - - - 75 3,634.55 3,748.90 75 4900.00 - - - - - - - - - -
44,850 1,050 24 - 3,589.90 -8.95 225 3,589.05 3,611.85 150 5000.00 750 0.35 0.95 750 - 1.25 - - - 12,600
- - - - - - 75 3,437.05 3,548.90 75 5100.00 - - - - - - - - - -
825 - - - 3,100.00 - 450 3,340.55 3,448.90 75 5200.00 - - - - - - - - - -
- - - - - - 75 3,239.55 3,348.90 75 5300.00 - - - - - - - - - -
- - - - - - 75 3,142.05 3,248.90 75 5400.00 - - - - - - - - - -
37,200 - 2 - 3,091.85 -7.20 225 3,094.15 3,117.65 75 5500.00 750 0.50 1.00 750 -1.10 0.35 49.00 11 - 2,925
- - - - - - 75 2,944.55 3,048.90 75 5600.00 3,000 0.10 - - - - - - - -
- - - - - - 75 2,844.55 2,948.90 75 5700.00 3,000 0.10 - - - - - - - -
- - - - - - 75 2,747.05 2,848.90 75 5800.00 - - - - - - - - - -
- - - - - - 75 2,647.05 2,748.90 75 5900.00 3,000 0.10 - - - - - - - -
143,175 - - - 2,618.90 -20.90 225 2,599.15 2,617.65 75 6000.00 75 0.75 0.80 75 0.10 0.80 43.35 1 - 81,825
- - - - - - 75 2,449.55 2,548.90 75 6100.00 3,000 0.20 1.90 75 - - - - - -
- - - - - - 75 2,352.05 2,448.90 75 6200.00 3,000 0.20 1.85 75 - - - - - -
- - - - - - 75 2,252.05 2,348.90 75 6300.00 675 0.60 1.75 750 -105.35 0.90 38.47 144 - -
- - - - - - 75 2,154.55 2,248.90 75 6400.00 600 0.55 1.50 150 - - - - - -
70,350 -75 13 - 2,103.35 -14.35 150 2,098.35 2,119.50 75 6500.00 375 0.80 0.90 75 - 0.80 34.57 10 375 8,325
112,200 2,250 66 - 2,007.00 -9.60 150 2,002.75 2,048.80 75 6600.00 75 0.90 1.05 900 0.15 0.95 33.47 212 -375 4,425
56,625 - - - 1,926.25 - 150 1,902.05 1,948.25 75 6700.00 75 1.05 1.40 150 0.20 1.10 32.28 2 - 600
43,725 - 1 - 1,810.00 -30.45 150 1,807.35 1,832.30 150 6800.00 75 1.05 1.40 300 0.15 1.10 30.58 2 - 6,525
- - - - - - 75 1,709.55 1,798.90 75 6850.00 - - - - - - - - - -
102,525 - 4 - 1,699.70 -15.80 150 1,701.40 1,733.15 75 6900.00 75 1.30 1.55 75 0.25 1.30 29.45 29 1,425 4,800
- - - - - - 75 1,609.55 1,698.90 75 6950.00 - - - - - - - - - -
994,350 15,600 965 - 1,612.00 -20.95 75 1,610.20 1,614.00 75 7000.00 7,350 1.70 1.80 3,975 0.35 1.70 28.64 3,455 24,675 366,450
- - - - - - 1,200 1,375.80 1,730.20 75 7050.00 5,025 0.05 - - - - - - - -
123,375 150 30 - 1,511.25 -17.75 150 1,509.30 1,525.60 150 7100.00 900 1.80 1.95 6,000 0.30 1.90 27.29 932 28,200 280,650
- - - - - - 1,200 1,284.45 1,634.50 75 7150.00 5,025 0.15 - - - - - - - -
137,250 150 30 - 1,393.45 -27.00 300 1,410.10 1,417.50 150 7200.00 300 1.95 2.30 75 0.20 2.05 25.82 1,140 -6,375 547,650
- - - - - - 1,200 1,184.45 1,534.50 75 7250.00 5,025 0.20 - - - - - - - -
111,825 525 221 - 1,308.95 -14.65 75 1,311.20 1,317.85 75 7300.00 3,000 1.50 2.45 75 0.20 2.25 24.39 2,157 -33,000 168,525
- - - - - - 1,200 1,093.10 1,438.85 75 7350.00 300 0.40 - - - - - - - -
127,050 - 9 - 1,211.90 -7.95 600 1,212.25 1,221.10 75 7400.00 375 2.20 2.80 3,000 0.10 2.65 23.17 1,721 40,350 298,800
- - - - - - 1,200 1,002.15 1,343.15 75 7450.00 300 0.40 - - - - - - - -
682,050 -1,425 546 - 1,115.90 -19.50 75 1,114.90 1,119.80 75 7500.00 375 3.00 3.10 750 -0.25 3.00 21.80 7,277 73,875 1,722,075
- - - - - - 1,200 902.05 1,243.15 75 7550.00 300 0.30 - - - - - - - -
68,775 11,250 205 - 1,015.70 -10.75 75 1,014.65 1,019.75 75 7600.00 300 3.15 3.45 2,850 -0.05 3.45 20.46 2,901 39,150 420,300
- - - - - - 1,200 810.80 1,147.50 75 7650.00 300 0.40 - - - - - - - -
77,325 -4,125 75 - 913.50 -19.30 75 914.75 923.70 75 7700.00 525 3.25 4.45 900 0.15 4.40 19.40 3,706 77,850 644,325
- - - - - - 1,200 710.85 1,047.50 75 7750.00 300 0.45 - - - - - - - -
449,550 -1,950 350 - 822.30 -15.20 75 821.20 826.65 75 7800.00 150 6.00 6.20 75 0.15 6.05 18.55 7,362 48,225 1,023,975
- - - - - - 75 723.60 951.85 75 7850.00 300 0.55 - - - - - - - -
190,050 - 16 - 715.05 -26.75 75 724.15 732.60 150 7900.00 450 8.05 8.30 525 0.50 8.30 17.66 11,725 150,975 507,750
- - - - - - 75 624.65 851.85 75 7950.00 150 1.65 - - - - - - - -
1,742,025 -75,000 1,538 - 635.00 -8.60 150 629.85 636.15 150 8000.00 75 11.85 12.65 150 1.00 12.15 16.98 26,328 120,000 2,397,225
- - - - - - 75 534.65 731.50 75 8050.00 600 9.40 - - - - - - - -
831,900 750 298 - 538.00 -12.80 75 535.60 539.90 150 8100.00 675 17.30 18.00 975 2.70 17.90 16.34 22,597 283,950 1,148,475
600 - - - 524.00 - 150 448.00 517.00 150 8150.00 600 17.85 21.50 150 7.20 22.20 16.12 199 8,775 11,250
916,950 5,400 697 - 444.35 -13.30 75 444.50 449.80 150 8200.00 150 25.55 26.45 2,925 4.10 26.45 15.73 49,025 496,050 2,529,225
150 - - - 421.05 - 150 363.25 411.55 75 8250.00 150 28.85 34.95 225 4.35 31.60 15.35 1,013 27,300 43,425
577,125 -16,050 1,504 9.86 359.10 -14.40 75 357.95 362.55 375 8300.00 1,050 38.50 38.75 675 4.95 38.85 15.13 76,924 182,775 3,092,100
- - - - - - 150 281.50 324.95 225 8350.00 150 46.00 47.50 225 5.65 47.05 14.85 1,300 37,875 58,125
1,272,000 204,900 6,379 10.83 278.65 -11.90 75 277.75 280.00 75 8400.00 75 56.45 56.95 75 5.75 56.30 14.52 129,238 1,824,600 4,440,900
2,325 1,800 67 9.63 230.50 -68.50 150 233.00 249.95 225 8450.00 75 66.45 68.95 225 7.50 68.15 14.28 4,216 109,050 167,625
1,504,125 164,475 15,165 11.16 206.55 -8.90 150 205.00 206.80 75 8500.00 150 81.45 82.00 75 6.30 81.05 13.95 140,667 1,323,525 4,853,550
16,275 11,250 507 11.12 173.35 -8.35 150 170.35 173.85 75 8550.00 225 95.70 97.00 300 5.80 96.30 13.63 5,770 26,250 74,100
1,935,150 691,350 73,325 10.81 140.55 -12.05 825 140.55 141.80 525 8600.00 150 114.90 114.95 450 6.90 114.95 13.41 157,601 604,125 3,290,025
218,850 131,400 10,556 10.80 114.05 -11.55 75 113.00 114.00 75 8650.00 375 135.00 136.00 300 8.30 137.00 13.26 3,416 17,250 89,925
3,545,175 648,600 135,404 10.56 88.65 -12.20 450 88.65 89.00 4,875 8700.00 150 160.05 160.75 150 6.95 160.55 12.98 56,179 213,150 1,374,450
121,725 45,900 4,657 10.37 67.40 -11.60 225 66.55 68.00 900 8750.00 75 181.40 212.60 150 8.80 185.00 12.51 112 1,575 3,900
3,236,325 763,200 113,435 10.28 50.60 -9.40 225 50.60 50.65 600 8800.00 150 217.15 219.95 75 7.70 219.80 12.78 13,497 289,725 1,146,150
159,450 44,175 2,942 10.13 36.45 -8.00 150 35.55 36.60 75 8850.00 150 216.60 261.30 225 -297.70 234.80 10.49 3 225 225
2,888,550 570,000 80,052 10.07 26.00 -6.65 525 26.00 26.20 75 8900.00 300 291.00 294.20 150 16.60 293.50 13.01 2,815 16,950 743,175
58,050 25,650 1,625 9.96 17.80 -5.35 300 14.65 18.70 75 8950.00 150 298.90 357.30 150 - - - - - -
4,101,300 305,850 72,353 10.07 12.75 -3.85 375 12.55 12.75 4,125 9000.00 75 374.15 377.00 75 13.40 376.00 13.40 6,865 -218,025 1,413,450
68,775 58,800 1,645 10.01 8.40 -3.50 450 8.00 9.10 300 9050.00 150 397.45 457.70 150 - - - - - -
1,491,750 91,950 26,419 10.12 5.85 -1.80 825 5.75 5.85 75 9100.00 150 463.55 472.00 75 8.85 463.20 13.65 166 2,700 140,325
1,425 1,425 21 10.55 4.75 -59.95 150 0.50 4.90 600 9150.00 150 474.75 546.00 150 - - - - - -
1,021,650 -19,275 14,882 10.43 2.90 -0.45 75 2.80 2.95 75 9200.00 150 558.25 566.65 75 16.30 563.00 15.85 90 -1,725 239,025
75 - - - 26.00 - 10,050 0.15 5.00 3,000 9250.00 150 573.30 644.60 150 - - - - - -
547,500 21,825 8,013 11.06 1.75 -0.25 8,325 1.75 1.80 975 9300.00 75 657.80 670.60 75 31.70 680.00 21.28 5 75 8,700
75 - - - 3.00 - 75 0.40 3.40 150 9350.00 150 702.00 746.90 150 - - - - - -
255,750 7,800 4,334 12.07 1.40 -0.05 6,150 1.40 1.45 750 9400.00 225 755.95 780.85 225 43.95 785.00 24.43 25 - 3,825
- - - - - - 5,025 0.05 - - 9450.00 75 766.95 993.80 450 - - - - - -
521,850 -94,800 2,929 12.91 1.05 -0.05 9,825 1.05 1.10 33,600 9500.00 150 855.05 859.90 150 26.15 858.05 21.03 702 1,800 639,300
- - - - - - 5,550 0.05 - - 9550.00 75 863.60 942.95 75 - - - - - -
52,275 -225 139 14.16 1.05 -0.15 225 1.05 1.15 1,500 9600.00 150 952.45 972.85 150 15.85 951.35 21.04 15 750 6,825
- - - - - - 5,025 0.05 - - 9650.00 75 963.60 1,042.95 75 - - - - - -
79,125 2,700 296 15.39 1.05 -0.05 600 1.05 1.10 1,500 9700.00 375 1,017.35 1,092.90 375 -0.05 1,023.05 - - - 2,175
- - - - - - - - - - 9750.00 75 1,061.10 1,142.95 75 - - - - - -
118,425 450 734 16.59 1.05 - 3,150 1.00 1.05 1,050 9800.00 375 1,118.20 1,192.90 375 - 1,078.00 - - - 1,425
- - - - - - - - - - 9850.00 75 1,161.10 1,242.95 75 - - - - - -
26,775 - 132 17.96 1.15 0.15 150 1.00 1.10 3,000 9900.00 150 1,215.25 1,292.90 375 -8.90 1,220.15 - 1 - 300
- - - - - - - - - - 9950.00 75 1,258.60 1,342.95 75 - - - - - -
654,975 -8,475 3,294 19.03 1.10 0.20 6,300 1.00 1.10 1,425 10000.00 150 1,352.70 1,355.85 225 20.75 1,353.00 29.28 451 6,375 363,150
- - - - - - - - - - 10050.00 75 1,358.60 1,442.95 75 - - - - - -
2,850 - - - 1.05 - 300 0.25 1.20 1,500 10100.00 150 1,450.20 1,465.90 150 - 1,429.05 - - - 3,525
- - - - - - - - - - 10150.00 75 1,456.10 1,542.95 75 - - - - - -
- - - - - - 3,000 0.20 2.00 1,500 10200.00 75 1,506.10 1,592.95 75 - - - - - -
- - - - - - 3,000 0.20 2.00 1,500 10300.00 75 1,606.10 1,692.95 75 - - - - - -
- - - - - - 3,000 0.20 2.00 1,500 10400.00 75 1,703.60 1,792.95 75 - - - - - -
1,725 - - - 0.20 - 7,500 0.35 0.90 1,575 10500.00 150 1,817.00 1,892.95 75 9.25 1,840.00 - - - 8,850
- - - - - - - - - - 10600.00 75 1,903.60 1,992.95 75 - - - - - -
- - - - - - - - 3.05 75 10700.00 75 2,040.35 2,092.95 75 - - - - - -
Total 31,548,675 585,917 742,007 34,397,250 Total

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



  •  Highlighted options are in-the-money.