Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9304.05  As on Apr 28, 2017 15:30:29 IST
View Options Contracts for: OR
Filter by: Expiry Date
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
454,275 2,925 62 - 1,920.00 -14.70 75 1,906.15 1,914.50 300 7400.00 75 0.70 0.75 1,050 0.15 0.75 32.12 430 -7,650 20,775
- - - - - - - - 2,012.60 2,025 7450.00 5,025 0.25 1.90 1,500 - - - - - -
1,110,375 -26,700 999 - 1,818.00 -18.60 75 1,811.90 1,818.60 75 7500.00 375 0.75 0.85 6,600 0.15 0.85 30.85 1,368 6,900 103,650
- - - - - - - - 1,917.25 2,025 7550.00 5,025 0.35 2.00 1,500 - - - - - -
59,700 -150 6 - 1,710.05 -27.60 75 1,708.65 1,722.70 150 7600.00 225 0.70 0.75 825 0.05 0.75 28.80 610 -375 12,975
- - - - - - - - 1,818.10 2,025 7650.00 5,025 0.35 - - - - - - - -
25,575 -75 2 - 1,622.45 -11.50 75 1,610.35 1,623.20 75 7700.00 75 0.75 0.85 600 0.05 0.80 27.35 34 -75 8,025
- - - - - - - - 1,721.95 2,025 7750.00 5,025 0.05 - - - - - - - -
24,150 -225 5 - 1,520.55 -18.20 75 1,511.05 1,525.20 75 7800.00 225 0.80 0.90 150 - 0.80 25.73 130 -1,500 9,300
- - - - - - - - 1,626.60 2,025 7850.00 5,025 0.10 - - - - - - - -
86,550 75 6 - 1,428.00 -16.00 75 1,411.85 1,421.30 150 7900.00 225 0.85 0.90 150 -0.20 0.85 24.27 24 -300 27,600
- - - - - - - - 1,526.60 2,025 7950.00 5,025 0.20 - - - - - - - -
1,119,450 2,925 331 - 1,314.80 -26.95 75 1,314.40 1,318.55 300 8000.00 2,850 1.10 1.15 7,575 -0.05 1.15 23.44 2,935 -20,025 377,400
- - - - - - - - 1,431.25 2,025 8050.00 5,025 0.55 2.50 600 - - - - - -
365,325 -75 28 - 1,218.40 -23.70 150 1,214.45 1,221.00 75 8100.00 75 1.25 1.40 750 0.15 1.40 22.31 211 -3,975 33,900
- - - - - - - - 1,331.25 2,025 8150.00 5,025 0.20 - - - - - - - -
597,300 -6,150 153 - 1,127.35 -20.15 150 1,116.45 1,124.40 225 8200.00 75 1.75 1.85 75 0.15 1.80 21.30 776 -8,775 124,500
- - - - - - - - 1,235.95 2,025 8250.00 5,025 0.35 - - - - - - - -
680,100 -375 34 - 1,021.15 -23.35 75 1,017.75 1,022.30 75 8300.00 75 2.20 2.30 1,725 0.35 2.30 20.24 2,306 70,800 252,900
4,950 - - - 844.00 - - - 1,135.95 2,025 8350.00 5,025 0.75 - - - 13.10 - - - 75
705,750 -450 46 - 926.00 -15.35 75 917.80 924.25 75 8400.00 450 2.80 2.85 6,825 0.50 2.80 19.02 5,968 98,100 615,300
- - - - - - - - 1,040.60 2,025 8450.00 225 1.20 - - - - - - - -
1,350,525 -14,475 509 - 825.00 -24.15 75 820.10 824.25 300 8500.00 75 3.30 3.35 3,000 0.65 3.35 17.72 8,194 84,975 1,396,350
- - - - - - - - 940.60 2,025 8550.00 300 1.35 - - - - - - - -
714,075 10,800 284 - 728.25 -22.20 75 722.15 726.05 150 8600.00 1,200 4.15 4.30 6,225 0.35 4.15 16.46 5,846 58,425 995,175
2,400 - - - 499.30 - 75 506.10 - - 8650.00 9,600 3.20 - - - 30.00 - - - 150
765,525 3,825 243 - 631.45 -18.35 75 625.25 628.45 75 8700.00 75 6.15 6.20 900 0.35 6.15 15.65 11,760 233,100 1,761,225
825 - - - 600.00 - 2,025 380.65 745.25 2,025 8750.00 10,350 3.70 - - - 27.50 - - - 75
690,150 -1,125 270 - 533.45 -25.65 75 528.95 532.70 150 8800.00 75 9.05 9.35 1,800 0.60 9.15 14.82 16,622 -159,975 2,331,825
75 - - - 501.00 - 375 426.15 545.45 375 8850.00 1,200 8.15 11.50 375 -3.90 8.10 13.40 52 1,125 3,525
606,525 -5,400 284 - 441.10 -20.80 75 435.05 438.95 75 8900.00 75 14.25 14.65 75 0.20 14.30 14.13 32,090 262,200 2,289,750
75 - - - 405.00 - 375 324.30 426.05 375 8950.00 75 16.60 17.75 150 -1.00 16.60 13.50 972 25,800 38,775
1,006,500 -1,125 1,912 - 345.00 -26.95 5,925 345.00 347.60 75 9000.00 2,250 22.20 22.30 75 0.85 22.20 13.41 55,273 72,300 4,370,400
2,025 - 1 - 303.35 -16.65 375 212.45 308.60 225 9050.00 75 27.50 28.00 75 1.10 28.05 13.12 1,673 32,850 78,225
948,825 91,200 4,846 - 256.90 -29.05 75 256.45 259.85 300 9100.00 75 34.30 34.95 75 0.40 34.50 12.71 62,263 707,775 3,949,575
50,250 375 149 - 212.50 -32.10 75 212.00 217.90 75 9150.00 75 41.75 43.15 75 -0.20 42.05 12.25 2,310 4,200 154,425
1,380,075 94,800 13,130 5.75 180.05 -24.45 6,450 180.05 180.10 75 9200.00 75 53.35 54.00 4,650 0.85 54.00 12.10 73,461 492,750 3,428,400
63,675 5,400 502 6.26 141.95 -27.75 150 142.05 149.25 75 9250.00 225 67.95 68.95 75 1.35 68.20 11.92 5,341 66,450 259,350
2,271,000 342,975 75,384 6.93 111.90 -23.55 150 111.85 113.50 75 9300.00 300 84.80 85.95 1,275 2.55 85.00 11.71 102,295 555,900 3,387,300
280,125 51,000 10,163 7.13 84.00 -20.95 225 84.00 85.70 75 9350.00 150 105.25 106.50 150 4.45 106.50 11.67 4,481 -19,800 314,925
3,560,325 301,875 112,645 7.21 60.30 -19.00 75 60.35 61.00 1,725 9400.00 225 130.25 130.65 75 7.80 130.95 11.59 34,779 -49,350 1,284,300
123,900 33,900 4,060 7.34 42.40 -15.25 75 41.70 41.75 75 9450.00 75 153.05 169.60 75 10.50 160.00 11.64 168 1,800 9,675
4,247,175 -1,500 112,352 7.29 27.50 -11.25 15,000 27.25 27.50 1,350 9500.00 75 192.55 194.95 75 15.00 194.95 11.98 8,162 90,225 1,115,700
85,125 36,225 2,531 7.26 17.10 -8.30 75 17.05 17.65 75 9550.00 375 144.60 268.90 375 -274.65 240.00 13.19 1 75 75
2,337,075 -90,600 88,713 7.37 10.75 -5.60 6,825 10.75 10.80 75 9600.00 75 274.50 276.90 75 19.70 275.00 13.04 1,670 900 402,900
43,050 36,075 1,341 7.68 7.35 -2.75 75 6.90 7.40 75 9650.00 375 307.70 417.65 375 - - - - - -
1,523,025 219,150 52,934 7.62 4.00 -1.65 75 3.95 4.10 600 9700.00 75 366.10 370.00 75 22.10 365.00 14.63 314 1,350 110,700
1,950 1,350 35 7.81 2.50 -1.50 5,025 0.65 3.40 75 9750.00 375 365.10 516.60 375 - - - - - -
562,950 85,650 17,658 8.33 2.00 -0.45 825 1.95 2.05 75 9800.00 75 461.35 468.25 150 26.00 462.75 16.96 15 -150 24,600
300 - - - 9.00 - 1,500 0.35 3.80 75 9850.00 375 427.40 617.00 375 - - - - - -
314,325 92,475 15,844 9.07 1.10 -0.25 300 0.95 1.30 1,050 9900.00 75 559.75 568.90 75 24.15 558.60 18.80 46 825 36,000
1,500 - - - 1.05 -0.25 600 0.45 1.90 75 9950.00 375 527.15 715.95 375 - - - - - -
1,159,575 36,075 14,835 10.15 0.85 -0.15 18,525 0.85 0.90 3,600 10000.00 300 659.95 664.55 75 24.65 660.10 21.47 1,000 1,275 705,075
- - - - - - 5,025 0.10 - - 10050.00 2,025 498.70 - - - - - - - -
29,400 23,775 3,471 11.41 0.80 - 15,000 0.70 0.80 29,925 10100.00 375 736.45 783.90 375 - - - - - -
- - - - - - 5,025 0.10 - - 10150.00 2,025 594.05 - - - - - - - -
17,250 6,075 172 12.62 0.75 0.05 1,500 0.60 0.75 5,625 10200.00 375 822.10 887.70 375 - - - - - -
- - - - - - 5,025 0.05 - - 10250.00 2,025 694.05 1,114.00 300 - - - - - -
15,000 15,000 2,000 13.79 0.70 -1.85 7,500 0.60 0.70 5,100 10300.00 375 921.45 987.55 375 - - - - - -
- - - - - - 5,025 0.15 - - 10350.00 2,025 789.35 - - - - - - - -
225 75 4 14.49 0.50 0.20 7,500 0.20 0.70 5,025 10400.00 150 1,052.15 1,091.70 375 6.60 1,036.60 24.70 2 75 225
- - - - - - 5,025 0.05 - - 10450.00 2,025 888.50 - - - - - - - -
96,375 4,350 236 15.97 0.60 0.05 3,675 0.55 0.60 11,325 10500.00 75 1,155.35 1,162.70 75 19.95 1,152.50 30.94 304 2,775 656,550
- - - - - - 5,025 0.05 - - 10550.00 2,025 984.70 - - - - - - - -
750 750 2,234 17.30 0.65 -0.30 1,500 0.30 0.65 825 10600.00 75 1,252.55 1,259.10 150 25.40 1,253.30 33.18 41 3,000 91,425
- - - - - - 6,000 0.10 1.00 1,500 10650.00 2,025 1,080.05 - - - - - - - -
- - - - - - 1,500 0.10 1.50 1,500 10700.00 225 1,349.95 1,357.35 150 15.65 1,340.65 31.83 4 - 10,725
- - - - - - 6,000 0.10 0.95 750 10750.00 2,025 1,180.05 - - - - - - - -
- - - - - - 1,500 0.10 1.50 1,500 10800.00 300 1,447.15 - - 0.60 1,419.55 - - - 375
- - - - - - 1,500 0.10 1.45 1,500 10850.00 2,025 1,275.35 - - - - - - - -
Total 29,485,425 540,414 443,931 30,794,175 Total

Top

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



  •  Highlighted options are in-the-money.