Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9045.20  As on Mar 27, 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
76,650 -5,400 102 307.46 3,963.00 -51.70 75 3,957.45 3,970.30 300 5100.00 - - 3.00 150 - 0.05 - - - 600
- - - - - - 2,100 3,831.55 3,888.00 2,100 5200.00 - - - - - - - - - -
- - - - - - 2,100 3,731.55 3,788.00 2,100 5300.00 - - - - - - - - - -
- - - - - - 2,100 3,631.55 3,688.00 2,100 5400.00 - - - - - - - - - -
225 - - - 3,652.35 - 2,100 3,531.55 3,588.00 2,100 5500.00 - - 2.80 2,100 - - - - - -
- - - - - - 2,100 3,431.55 3,488.00 2,100 5600.00 - - - - - - - - - -
- - - - - - 2,100 3,331.55 3,388.00 2,100 5700.00 - - - - - - - - - -
- - - - - - 2,100 3,231.55 3,288.00 2,100 5800.00 - - - - - - - - - -
- - - - - - 2,100 3,131.55 3,188.00 2,100 5900.00 - - - - - - - - - -
124,725 -6,300 88 234.82 3,066.00 -70.80 75 3,059.85 3,069.30 150 6000.00 225 0.15 0.45 150 -0.15 0.15 140.11 7 -525 26,475
- - - - - - 2,100 2,931.55 2,988.00 2,100 6100.00 - - - - - - - - - -
75 - - - 2,735.50 - 2,100 2,831.55 2,888.00 2,100 6200.00 - - - - - - - - - -
- - - - - - 2,100 2,731.55 2,788.00 2,100 6300.00 - - - - - - - - - -
- - - - - - 75 2,645.80 2,688.00 2,100 6400.00 - - - - - - - - - -
164,700 -23,925 336 198.01 2,568.00 -45.50 75 2,562.20 2,567.60 75 6500.00 225 0.15 0.35 300 - 0.20 117.02 140 675 2,775
75 - - - 2,317.00 - 2,100 2,431.55 2,488.00 2,100 6600.00 - - - - - - - - - -
- - - - - - - - 2,549.10 2,025 6650.00 - - - - - - - - - -
- - - - - - 2,100 2,331.55 2,388.00 2,100 6700.00 - - - - - - - - - -
- - - - - - - - 2,449.10 2,025 6750.00 - - - - - - - - - -
- - - - - - 2,100 2,231.55 2,288.00 2,100 6800.00 - - - - - - - - - -
- - - - - - - - 2,349.10 2,025 6850.00 - - - - - - - - - -
75 - - - 2,026.60 - 2,100 2,131.55 2,188.00 2,100 6900.00 - - 1.40 1,500 - 0.50 - - - 75
- - - - - - - - 2,317.25 2,025 6950.00 - - - - - - - - - -
371,625 -74,850 1,317 156.44 2,066.50 -46.85 75 2,062.55 2,067.60 75 7000.00 36,075 0.05 0.15 9,300 -0.05 0.10 87.50 1,492 -2,325 297,300
49,500 -35,925 481 160.71 2,021.40 -45.55 75 2,007.15 2,017.80 150 7050.00 3,150 0.35 0.50 600 -0.15 0.35 94.57 108 -75 58,950
139,200 -14,100 218 128.02 1,957.15 -61.35 75 1,959.50 1,967.60 75 7100.00 225 0.10 0.15 900 - 0.10 82.99 57 - 126,975
- - - - - - - - 2,058.20 2,025 7150.00 - - - - - - - - - -
32,700 -1,500 22 - 1,842.00 -83.25 75 1,862.10 1,869.00 75 7200.00 225 0.30 0.55 75 0.25 0.65 92.52 5 -150 50,625
- - - - - - - - 1,958.20 2,025 7250.00 - - - - - - - - - -
32,775 -1,425 23 - 1,745.00 -67.50 150 1,758.20 1,766.75 150 7300.00 225 0.20 0.45 1,500 -0.05 0.40 83.40 24 -825 21,900
- - - - - - 2,025 1,489.90 1,862.75 2,025 7350.00 - - - - - - - - - -
46,800 -1,950 31 125.38 1,665.45 -49.60 150 1,658.55 1,669.15 75 7400.00 3,000 0.15 0.50 3,000 0.05 0.50 80.26 18 - 49,050
- - - - - - 2,025 1,399.00 1,767.30 2,025 7450.00 - - - - - - - - - -
617,775 -59,025 1,335 108.47 1,560.00 -52.75 150 1,561.00 1,568.75 75 7500.00 17,475 0.15 0.20 4,200 -0.10 0.15 67.60 769 -15,525 499,125
75 - - - 1,230.00 - 2,100 1,481.55 1,537.40 2,100 7550.00 - - 2.50 3,000 - 2.50 - - - 75
46,275 -7,200 164 112.01 1,466.00 -51.05 75 1,458.30 1,467.60 75 7600.00 3,975 0.30 0.55 2,175 -0.15 0.30 67.16 29 225 147,975
- - - - - - 2,025 1,208.05 1,571.85 2,025 7650.00 - - - - - - - - - -
28,650 -975 19 - 1,342.25 -62.75 75 1,358.75 1,363.20 75 7700.00 5,325 0.30 0.55 7,650 - 0.55 66.37 43 - 237,825
- - - - - - 2,025 1,108.05 1,471.85 2,025 7750.00 - - - - - - - - - -
74,175 -3,675 74 92.38 1,262.20 -56.80 75 1,243.80 1,266.75 1,350 7800.00 525 0.45 0.55 7,425 -0.15 0.50 60.96 236 -6,900 226,050
- - - - - - 2,025 1,017.15 1,376.40 2,025 7850.00 - - - - - - - - - -
131,400 -1,875 36 95.73 1,170.00 -50.35 75 1,158.65 1,164.10 75 7900.00 75 0.50 0.60 75 0.10 0.60 57.31 126 -6,525 323,400
- - - - - - 2,025 917.15 1,276.40 2,025 7950.00 - - - - - - - - - -
847,125 -116,025 1,886 84.35 1,066.30 -46.00 150 1,062.00 1,065.60 300 8000.00 6,825 0.35 0.40 300 -0.20 0.40 50.34 1,623 -31,875 1,139,475
- - - - - - 75 995.70 1,037.45 2,100 8050.00 225 0.15 2.00 1,500 - 1.25 - - - 300
191,775 -74,550 1,527 76.87 965.85 -54.50 75 964.80 967.60 75 8100.00 1,350 0.50 0.60 75 -0.20 0.50 46.83 1,134 5,025 839,175
- - - - - - 75 864.35 961.80 75 8150.00 - - 3.05 150 - 3.10 - - - 300
446,850 -98,175 1,638 72.22 868.05 -56.95 4,350 866.00 867.60 75 8200.00 1,200 0.55 0.65 2,850 -0.25 0.55 42.60 1,291 -20,700 1,638,375
675 -4,275 66 70.52 820.00 127.00 75 731.40 833.45 75 8250.00 7,500 0.10 1.90 6,000 -272.45 3.00 50.21 2 150 150
485,400 -46,575 831 62.67 765.55 -49.40 375 764.00 766.75 750 8300.00 10,575 0.60 0.70 675 -0.20 0.65 38.63 2,048 -42,900 1,262,325
- -150 2 - 696.30 145.30 75 643.05 748.95 75 8350.00 7,500 0.15 3.05 150 - - - - - -
358,050 -68,550 1,358 57.94 668.00 -54.35 75 664.65 667.60 300 8400.00 5,925 0.80 0.85 12,225 -0.35 0.80 34.73 8,176 53,025 3,257,475
4,350 -1,800 29 56.74 620.95 -51.80 375 588.40 616.75 675 8450.00 300 0.75 1.00 2,700 -0.15 0.85 32.54 37 150 31,875
718,725 -90,600 2,268 51.11 568.45 -50.90 150 566.20 568.00 600 8500.00 59,175 0.80 0.85 10,425 -0.45 0.80 29.85 14,230 -63,675 2,400,225
13,200 -900 47 50.75 523.05 -56.95 1,050 502.30 516.75 1,350 8550.00 600 0.45 0.90 300 -0.40 0.75 27.17 294 -7,050 48,975
521,325 -57,450 1,251 42.67 466.95 -53.40 75 465.25 468.15 300 8600.00 12,225 0.80 0.90 7,575 -0.50 0.80 24.94 16,033 -119,925 1,905,000
3,225 -150 3 40.36 418.90 -53.25 1,050 403.55 416.75 1,425 8650.00 75 0.95 1.10 150 -0.35 1.00 23.17 310 -375 76,050
642,450 -101,100 2,835 34.92 366.40 -52.60 300 365.60 367.90 150 8700.00 8,100 1.20 1.25 150 -0.20 1.25 21.31 31,654 -300 3,106,050
6,525 75 4 - 287.85 -87.15 1,050 304.10 326.45 1,050 8750.00 825 1.40 1.60 825 -0.20 1.45 19.12 3,538 46,800 462,375
620,775 -76,575 3,374 28.85 269.00 -51.65 150 266.90 269.65 75 8800.00 1,725 2.40 2.50 75 0.10 2.40 17.94 107,774 -145,125 5,255,025
16,200 2,625 241 25.80 221.00 -47.80 75 216.30 222.00 75 8850.00 75 3.15 3.35 75 0.25 3.15 15.83 25,207 51,675 511,500
1,374,975 -74,775 12,231 22.25 172.65 -49.95 75 171.25 172.50 300 8900.00 525 5.40 5.50 4,800 1.10 5.50 14.54 226,694 205,050 4,947,000
69,075 -825 927 17.66 122.70 -48.80 75 122.05 125.35 75 8950.00 150 9.95 10.20 75 2.55 10.00 13.30 96,125 364,050 1,231,875
2,465,175 402,825 170,249 16.71 84.80 -45.15 1,275 84.70 84.80 75 9000.00 2,100 19.60 19.90 7,275 6.10 19.60 12.44 367,292 351,975 5,136,975
1,391,325 1,003,575 79,972 15.02 50.45 -38.90 75 50.30 50.50 1,725 9050.00 75 34.80 35.25 75 11.55 34.55 10.96 113,367 -64,950 1,219,125
5,642,100 1,485,600 494,388 14.48 27.55 -29.45 5,025 27.50 27.55 75 9100.00 75 59.80 60.30 300 20.95 59.80 9.29 287,707 -1,117,725 3,151,875
1,642,950 -253,050 143,746 14.21 13.35 -18.35 75 13.40 13.80 75 9150.00 75 92.35 94.50 75 32.20 93.30 - 18,064 -258,150 362,850
6,981,525 341,475 378,459 14.44 6.25 -10.70 1,500 6.30 6.45 75 9200.00 75 134.65 135.50 225 40.15 134.90 - 40,098 -190,500 729,525
1,637,550 251,025 79,842 14.28 2.35 -4.75 3,000 2.25 2.35 150 9250.00 75 181.15 184.50 75 51.60 183.85 - 405 -8,625 39,450
3,859,575 -300,900 206,551 15.29 1.25 -1.75 9,600 1.25 1.35 75 9300.00 75 227.80 229.45 225 48.20 228.00 - 3,765 -13,350 227,025
603,300 -265,725 15,314 17.20 1.00 -0.65 75 0.95 1.00 4,425 9350.00 375 266.10 287.25 75 78.60 285.20 - 7 -225 600
2,555,550 -388,275 38,611 18.81 0.75 -0.30 7,425 0.65 0.70 75 9400.00 150 324.40 328.95 75 51.90 328.85 - 1,889 -81,075 129,600
233,775 -10,725 1,274 20.24 0.55 -0.35 3,675 0.50 0.60 75 9450.00 375 365.80 385.85 75 48.75 371.50 - 1 - 150
2,163,150 -108,450 10,861 21.86 0.45 -0.25 17,100 0.35 0.45 56,400 9500.00 450 423.40 427.75 525 50.30 423.75 - 821 -11,700 585,225
26,475 -75 1 23.26 0.35 -0.35 3,600 0.35 - - 9550.00 1,050 467.35 669.20 2,025 - 420.95 - - - 225
882,450 -68,175 2,406 25.63 0.40 -0.10 3,300 0.30 0.40 7,425 9600.00 150 523.05 528.45 75 50.35 519.75 - 27 -1,275 16,725
300 - - - 0.70 - - - 2.70 5,100 9650.00 375 555.80 601.30 375 - - - - - -
440,850 -22,050 797 29.60 0.40 -0.15 26,550 0.35 0.40 150 9700.00 225 622.45 633.80 75 85.35 649.05 36.87 1 -75 1,125
1,500 -525 11 32.69 0.55 0.30 - - 1.90 450 9750.00 75 673.35 701.30 375 61.15 671.15 - 3 -225 1,350
308,850 -22,950 700 33.48 0.40 -0.15 15,300 0.35 0.45 10,800 9800.00 150 722.80 747.25 450 58.70 730.00 - 7 75 1,800
600 - 10 35.38 0.40 -1.95 - - 2.70 5,100 9850.00 600 773.35 844.05 375 55.00 795.00 - 16 - 600
156,825 -975 27 36.18 0.30 -0.20 75 0.30 0.35 75 9900.00 75 823.10 827.55 75 52.55 823.15 - 7 -225 38,025
225 - - - 1.00 - 75 0.25 1.00 75 9950.00 375 840.15 918.05 375 - - - - - -
698,850 -52,725 3,078 39.80 0.30 -0.20 4,500 0.30 0.45 825 10000.00 75 926.20 927.45 75 55.45 926.25 - 2,971 -141,300 772,875
- - - - - - - - - - 10050.00 2,025 746.40 1,182.85 2,025 - - - - - -
150 - - - 1.00 - 150 0.10 0.50 7,500 10100.00 375 1,009.65 1,048.75 375 - - - - - -
- - - - - - - - - - 10150.00 2,025 846.40 1,282.85 2,025 - - - - - -
1,275 -375 9 43.98 0.15 -0.25 7,425 0.15 0.40 900 10200.00 75 1,118.30 1,129.45 75 35.95 1,125.00 - 4 - 600
- - - - - - - - - - 10250.00 2,025 941.85 1,387.40 2,025 - - - - - -
- - - - - - - - - - 10300.00 2,100 1,197.00 1,253.45 2,100 - - - - - -
- - - - - - - - - - 10350.00 2,025 1,041.85 1,487.40 2,025 - - - - - -
- - - - - - - - - - 10400.00 2,100 1,297.00 1,353.45 2,100 - - - - - -
- - - - - - - - - - 10450.00 2,025 1,137.30 1,591.95 2,025 - - - - - -
45,450 2,175 250 51.85 0.10 -0.40 7,425 0.10 0.45 150 10500.00 75 1,422.50 1,433.70 75 51.50 1,430.00 - 925 -60,300 55,950
- - - - - - - - - - 10550.00 2,025 1,232.75 1,696.45 2,025 - - - - - -
- - - - - - - - - - 10600.00 2,100 1,497.00 1,553.45 2,100 - - - - - -
- - - - - - - - - - 10700.00 2,100 1,597.00 1,653.45 2,100 - 1,510.10 - - - 75
- - - - - - - - - - 10800.00 2,100 1,697.00 1,753.45 2,100 - - - - - -
- - - - - - - - - - 10900.00 2,100 1,797.00 1,853.45 2,100 - - - - - -
469,425 -1,500 198 72.86 0.30 -0.10 6,375 0.30 0.40 150 11000.00 75 1,921.95 1,929.50 150 55.55 1,928.90 - 39 -450 57,225
- - - - - - - - - - 11100.00 2,100 1,997.00 2,053.45 2,100 - - - - - -
- - - - - - - - - - 11200.00 2,100 2,097.00 2,153.45 2,100 - - - - - -
- - - - - - - - - - 11300.00 2,100 2,197.00 2,253.45 2,100 - - - - - -
- - - - - - - - 2.70 5,100 11400.00 150 2,308.20 2,352.85 2,100 - 2,410.40 - - - 450
Total 40,467,375 1,661,518 1,376,640 42,712,125 Total

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



  •  Highlighted options are in-the-money.