Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8391.50  As on Jan 23, 2017 15:30:29 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
600 - - - 1,790.00 - 75 1,997.00 2,030.35 1,500 6400.00 - - 2.00 10,125 - 0.10 - - - 75
- - - - - - 1,200 1,661.65 2,071.50 75 6450.00 - - 2.00 9,975 - - - - - -
205,275 -121,275 1,630 - 1,895.00 40.60 75 1,900.90 1,909.85 75 6500.00 - - 0.05 3,600 - 0.05 101.98 37 -225 96,600
- - - - - - 75 1,731.00 1,919.00 75 6550.00 - - 2.00 9,975 - - - - - -
75 - - - 1,560.00 - 1,800 1,776.60 1,830.40 1,800 6600.00 - - 2.00 9,975 - - - - - -
- - - - - - 75 1,631.00 1,819.00 75 6650.00 - - 2.00 9,975 - - - - - -
75 - - - 1,758.85 - 1,800 1,676.60 1,730.40 1,800 6700.00 - - 2.00 9,975 - 0.50 - - - 300
- - - - - - 75 1,531.00 1,719.00 75 6750.00 - - 2.00 9,975 - - - - - -
375 - - - 1,560.00 - 1,800 1,576.60 1,630.40 1,800 6800.00 - - 0.90 300 - 0.80 - - - 3,825
- - - - - - 75 1,431.00 1,619.00 75 6850.00 - - 2.00 9,975 - - - - - -
75 - - - 1,160.00 - 1,800 1,476.60 1,530.40 1,800 6900.00 75 0.15 0.45 150 - 0.15 - - - 675
- - - - - - 75 1,331.00 1,519.00 75 6950.00 - - 2.00 9,975 - - - - - -
574,950 -139,800 2,243 130.79 1,404.00 48.05 150 1,403.00 1,404.80 75 7000.00 5,550 0.30 0.35 6,525 -0.20 0.30 85.84 1,633 -12,600 1,028,175
7,275 -25,050 345 102.01 1,347.40 40.70 75 1,351.00 1,357.10 675 7050.00 900 0.35 0.45 2,775 -0.20 0.45 86.05 273 - 73,950
162,825 -54,525 760 127.17 1,306.25 48.00 75 1,299.10 1,306.80 75 7100.00 750 0.30 0.40 1,725 - 0.30 79.69 641 -20,850 173,625
- - - - - - 3,150 1,225.15 1,295.20 3,150 7150.00 3,000 0.05 1.00 1,500 - - - - - -
67,050 -6,825 121 - 1,184.00 23.00 225 1,200.20 1,206.80 75 7200.00 600 0.35 0.40 5,700 -0.15 0.40 75.68 160 525 480,675
- - - - - - 3,150 1,125.15 1,195.20 3,150 7250.00 3,000 0.05 1.00 1,500 - - - - - -
45,075 -3,525 51 102.31 1,103.00 44.30 75 1,103.00 1,106.70 300 7300.00 1,500 0.20 0.30 1,575 - 0.30 67.55 85 -4,275 556,050
- - - - - - 3,150 1,025.15 1,134.00 75 7350.00 75 0.05 - - - - - - - -
346,875 -8,025 114 95.97 1,004.00 49.95 150 1,000.60 1,005.20 150 7400.00 1,725 0.30 0.40 7,350 -0.20 0.30 61.55 317 -14,625 595,350
- - - - - - 225 942.10 997.05 225 7450.00 600 0.05 2.90 375 - 3.65 - - - 1,125
381,600 -139,500 2,729 85.55 903.10 42.65 75 902.35 903.10 75 7500.00 17,475 0.30 0.35 75 -0.30 0.30 55.58 6,210 -31,425 2,213,700
- - - - - - 1,800 826.60 880.40 1,800 7550.00 - - - - - 1.20 - - - 21,225
171,975 -66,225 1,027 79.58 804.45 50.20 225 801.85 806.20 75 7600.00 7,350 0.30 0.45 450 -0.15 0.40 51.14 2,298 -39,900 1,249,275
450 - - - 765.00 - 225 723.25 778.00 225 7650.00 - - 0.35 300 -0.15 0.20 44.85 3 -225 23,625
266,925 -46,350 854 64.56 701.05 46.90 75 703.00 707.25 75 7700.00 150 0.35 0.40 975 -0.30 0.35 44.43 5,639 -64,650 1,836,825
675 -150 2 70.10 656.85 38.15 225 626.95 680.85 225 7750.00 150 0.30 0.35 75 -0.60 0.30 40.77 156 -1,275 17,325
281,925 -50,550 923 61.69 604.10 47.40 75 603.10 605.95 75 7800.00 90,300 0.35 0.50 24,675 -0.65 0.35 38.44 13,589 -55,275 3,026,175
525 - 2 59.24 555.45 0.45 225 529.85 580.85 225 7850.00 1,125 0.40 0.50 1,575 -0.70 0.50 36.91 131 -1,050 39,975
360,375 -70,725 1,505 55.22 505.80 46.20 150 501.30 507.10 675 7900.00 16,800 0.40 0.50 6,300 -0.90 0.45 33.39 24,063 -50,175 3,399,000
118,200 - 33 34.62 447.10 42.80 225 442.60 457.10 1,500 7950.00 75 0.40 0.55 3,000 -1.10 0.40 29.89 1,150 -3,900 146,775
884,475 -67,125 2,169 44.92 404.75 44.95 675 402.85 405.40 75 8000.00 29,700 0.60 0.65 1,500 -1.60 0.60 28.21 87,617 -273,825 6,622,800
41,100 -1,725 50 47.62 362.35 50.75 150 350.00 368.65 150 8050.00 1,425 0.50 0.55 1,125 -2.35 0.50 24.42 17,484 730,050 957,750
1,094,100 -202,800 5,366 37.78 306.80 44.70 75 305.75 307.80 150 8100.00 150 0.95 1.00 75 -3.05 1.00 23.42 177,567 -362,775 3,193,350
97,350 -825 44 30.74 254.40 42.65 75 251.05 259.50 225 8150.00 75 1.40 1.50 75 -4.45 1.40 21.07 30,728 161,700 570,000
1,752,600 -146,100 11,237 25.87 204.30 36.30 150 204.90 207.20 150 8200.00 975 1.95 2.10 75 -7.40 2.05 18.68 256,412 -371,925 5,345,325
152,925 -8,025 1,563 19.43 152.45 28.45 75 150.50 157.60 450 8250.00 75 3.15 3.40 75 -12.10 3.45 16.52 122,965 186,300 1,103,775
2,167,725 -516,300 158,493 20.33 112.10 26.50 300 111.40 112.90 6,450 8300.00 3,000 6.50 6.60 5,850 -19.65 6.50 14.51 444,967 138,000 5,826,375
765,750 -47,850 76,086 17.13 69.30 17.30 75 69.15 70.00 300 8350.00 75 13.15 13.60 75 -28.25 13.10 12.47 169,555 709,575 1,793,025
4,900,950 -582,225 526,254 15.96 37.65 8.30 1,125 37.40 37.65 225 8400.00 150 27.95 28.00 10,200 -37.90 27.95 10.47 449,182 390,300 4,586,250
1,634,325 -297,825 172,848 14.34 15.00 1.35 75 14.80 15.00 45,675 8450.00 600 54.25 54.95 75 -42.90 54.95 5.80 21,158 -99,300 339,525
4,438,650 -345,900 355,035 13.88 4.90 -1.80 825 4.85 4.90 450 8500.00 75 93.05 94.65 75 -47.10 94.00 - 50,300 -129,000 714,075
729,825 -207,825 72,209 14.16 1.50 -1.50 1,800 1.50 1.60 900 8550.00 900 138.10 139.15 75 -47.60 138.10 - 184 -5,325 6,975
3,857,100 -514,200 146,999 15.69 0.70 -1.05 375 0.65 0.70 24,675 8600.00 1,125 188.25 189.65 150 -47.60 188.25 - 2,877 -44,700 164,850
278,250 -88,800 6,174 17.75 0.45 -0.50 75 0.40 0.50 1,950 8650.00 225 214.80 251.05 75 -38.80 252.65 - 4 -225 1,875
1,795,275 -129,300 38,169 20.05 0.35 -0.40 76,125 0.35 0.40 2,550 8700.00 75 281.80 297.20 600 -52.20 281.80 - 1,679 -26,700 140,625
75,825 -3,675 91 22.46 0.30 -0.40 11,325 0.30 0.40 8,250 8750.00 225 306.20 347.15 150 - 375.00 - - - 225
956,100 -29,625 4,130 25.62 0.35 -0.20 5,250 0.25 0.35 1,350 8800.00 300 385.45 389.55 150 -44.60 388.85 - 975 -29,775 132,750
79,350 75 1 27.84 0.30 -0.15 12,000 0.20 0.35 10,200 8850.00 225 409.70 473.15 225 - 421.10 - - - 75
787,650 -42,450 1,561 29.88 0.25 -0.25 1,725 0.25 0.30 8,850 8900.00 75 486.20 490.40 150 -46.50 489.00 - 633 -31,725 178,800
1,500 - - - 0.85 - 75 0.05 2.70 7,500 8950.00 225 514.80 573.75 225 - - - - - -
1,418,250 -68,850 6,813 34.94 0.25 -0.15 13,875 0.20 0.25 6,000 9000.00 300 588.10 589.45 75 -46.65 588.50 - 5,221 -227,325 720,600
- - - - - - 75 0.05 1.50 600 9050.00 225 615.40 657.65 225 - - - - - -
160,200 -75 151 40.63 0.30 -0.05 5,400 0.20 0.30 5,025 9100.00 75 680.40 685.15 75 -42.95 686.00 - 321 -21,450 144,300
- - - - - - - - 2.70 7,500 9150.00 225 702.55 830.30 225 - - - - - -
157,650 -3,750 420 45.52 0.30 0.15 2,325 0.10 0.30 7,425 9200.00 75 780.75 790.45 75 -44.45 788.00 - 681 -31,125 45,300
- - - - - - - - 2.70 7,500 9250.00 225 809.45 910.45 225 - - - - - -
75,225 375 44 49.42 0.25 -0.10 450 0.10 0.25 1,125 9300.00 375 879.25 885.85 1,350 -47.20 887.60 - 30 -1,500 26,775
- - - - - - - - 2.70 7,500 9350.00 225 908.85 1,003.85 225 - - - - - -
89,250 -3,825 605 49.82 0.10 -0.05 4,950 0.15 0.25 2,700 9400.00 75 980.65 985.85 1,500 -26.55 998.45 - 129 -9,300 20,775
75 - - - 2.70 - 75 0.25 2.70 7,500 9450.00 75 971.00 1,155.00 75 - - - - - -
257,700 -900 1,322 57.39 0.20 -0.05 1,200 0.20 0.25 4,650 9500.00 75 1,082.35 1,088.00 75 -41.10 1,088.65 - 315 -20,550 213,900
- - - - - - - - 2.95 525 9550.00 75 1,071.00 1,255.00 75 - - - - - -
1,350 -225 7 63.04 0.25 -0.15 - - 0.25 375 9600.00 150 1,178.45 1,191.30 75 20.00 1,190.00 - 8 -450 6,300
- - - - - - - - 2.85 9,975 9650.00 75 1,171.00 1,355.00 75 - - - - - -
750 - - - 0.50 - 750 0.10 0.35 750 9700.00 1,800 1,254.55 1,308.35 1,800 - - - - - -
- - - - - - - - 2.85 9,975 9750.00 75 1,271.00 1,455.00 75 - - - - - -
825 - - - 0.10 - 750 0.10 0.45 20,100 9800.00 75 1,354.60 1,408.30 75 - 1,655.65 - - - 75
- - - - - - - - 2.85 9,975 9850.00 75 1,371.00 1,555.00 75 - - - - - -
- - - - - - - - 0.45 20,100 9900.00 1,800 1,454.55 1,508.35 1,800 - - - - - -
- - - - - - - - 2.90 9,975 9950.00 75 1,471.00 1,655.00 75 - - - - - -
257,775 -975 959 78.60 0.20 -0.05 11,850 0.15 0.20 6,450 10000.00 75 1,583.95 1,589.60 150 -49.75 1,585.10 - 1,855 -130,800 623,400
- - - - - - - - 2.95 9,975 10050.00 75 1,571.00 1,755.00 75 - - - - - -
225 225 603 104.48 2.00 1.50 225 0.20 0.70 225 10100.00 300 1,679.15 1,695.25 150 -19.15 1,696.40 - 38 -2,850 2,775
- - - - - - - - 2.95 9,975 10150.00 75 1,727.65 1,758.60 75 - - - - - -
Total 31,903,275 1,601,742 1,899,270 48,466,950 Total

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



  •  Highlighted options are in-the-money.