Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8706.40  As on Sep 27, 2016 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
3,075 - 13 422.12 4,123.70 -38.25 8,850 4,080.60 4,127.85 150 4600.00 - - 1.50 1,500 - - - - - -
- - - - - - 3,150 3,932.25 4,048.95 75 4700.00 - - 3.00 7,500 - - - - - -
- - - - - - 3,150 3,832.25 3,948.95 75 4800.00 - - 3.00 7,500 - - - - - -
- - - - - - 3,150 3,734.75 3,848.95 75 4900.00 - - 3.00 7,500 - - - - - -
27,675 -15,300 226 370.81 3,723.50 -11.50 75 3,717.55 3,733.80 150 5000.00 675 0.15 0.55 1,050 -0.75 0.15 228.36 8 225 12,300
- - - - - - 3,150 3,537.25 3,648.95 75 5100.00 - - 3.00 7,500 - - - - - -
750 - - - 3,590.00 - 3,150 3,437.25 3,548.95 75 5200.00 - - 3.00 7,500 - - - - - -
- - - - - - 3,150 3,339.75 3,448.95 75 5300.00 - - 2.95 7,500 - - - - - -
- - - - - - 3,150 3,239.75 3,348.95 75 5400.00 - - 3.00 7,500 - - - - - -
20,400 -15,750 249 313.48 3,225.85 -19.90 75 3,198.75 3,226.00 75 5500.00 3,450 0.10 0.55 600 0.05 0.10 185.51 35 -225 3,450
- - - - - - 3,150 3,042.25 3,148.95 75 5600.00 - - 3.00 7,500 - - - - - -
- - - - - - 3,150 2,944.75 3,048.95 75 5700.00 - - 3.00 7,500 - - - - - -
- - - - - - 3,150 2,844.75 2,948.95 75 5800.00 - - 3.00 7,500 - - - - - -
- - - - - - 3,150 2,747.25 2,848.95 75 5900.00 - - 3.00 7,500 - - - - - -
33,300 -29,925 429 272.32 2,727.95 -0.65 1,800 2,720.85 2,730.90 1,725 6000.00 - - 0.05 24,750 0.05 0.10 152.23 2 - 75,825
- - - - - - 5,850 2,586.05 2,648.90 5,850 6100.00 - - 3.00 7,500 - - - - - -
- - - - - - 5,850 2,486.05 2,548.90 5,850 6200.00 - - 3.00 7,500 - - - - - -
- - - - - - 5,850 2,386.05 2,448.90 5,850 6300.00 - - 0.60 3,000 - - - - - -
- - - - - - 5,850 2,286.05 2,348.90 5,850 6400.00 - - 0.70 3,000 - - - - - -
29,325 -7,275 99 - 2,208.00 -22.20 300 2,222.90 2,230.85 1,200 6500.00 750 0.15 0.45 300 -0.25 0.10 121.35 10 -150 7,050
90,300 -11,250 158 180.97 2,117.10 -26.25 150 2,121.05 2,124.15 75 6600.00 1,125 0.10 0.50 300 -0.50 0.10 115.42 19 -1,200 2,175
25,950 -30,375 416 250.41 2,060.00 3.90 75 2,023.45 2,032.45 1,350 6700.00 7,500 0.05 0.45 300 -0.55 0.10 109.57 380 225 450
38,025 -5,025 85 - 1,903.20 -76.80 75 1,920.15 1,924.15 75 6800.00 2,925 0.05 0.20 600 -0.35 0.05 98.63 1 75 2,625
- - - - - - 4,650 1,807.30 1,888.45 4,650 6850.00 - - 3.00 7,500 - - - - - -
19,725 -82,950 1,487 175.96 1,824.95 -6.25 675 1,824.20 1,832.25 375 6900.00 975 0.10 0.35 1,275 0.15 0.30 107.45 953 225 4,575
- - - - - - 3,000 1,709.75 1,798.95 3,000 6950.00 - - 3.00 7,500 - - - - - -
511,425 -207,900 3,246 164.68 1,724.00 -12.80 75 1,724.25 1,730.60 75 7000.00 6,750 0.15 0.30 2,250 -0.30 0.15 95.46 522 -15,675 218,250
- - - - - - 3,000 1,609.75 1,698.95 3,000 7050.00 - - 3.00 7,500 - - - - - -
76,875 -2,175 32 - 1,601.50 -34.00 150 1,625.85 1,632.95 75 7100.00 1,350 0.25 0.45 3,000 -0.20 0.35 96.63 131 -9,450 328,950
- - - - - - 3,000 1,512.25 1,598.95 3,000 7150.00 - - 3.00 7,500 - - - - - -
61,425 -18,750 314 126.26 1,516.00 -19.30 75 1,525.40 1,531.20 75 7200.00 450 0.20 0.45 2,475 -0.35 0.25 87.81 199 -6,900 538,275
- - - - - - 3,000 1,412.25 1,498.95 3,000 7250.00 - - 3.00 7,500 - - - - - -
68,175 -40,125 705 144.78 1,428.05 -12.00 300 1,389.75 1,437.30 225 7300.00 3,675 0.40 0.50 3,600 -0.10 0.50 87.54 619 5,850 161,325
- - - - - - 3,000 1,314.75 1,398.95 3,000 7350.00 - - 3.00 7,500 - - - - - -
77,400 -10,200 275 - 1,301.35 -39.25 6,075 1,297.60 1,339.45 6,075 7400.00 375 0.25 0.30 75 -0.35 0.30 77.44 267 225 309,750
- - - - - - 3,000 1,214.75 1,298.95 3,000 7450.00 7,500 0.05 3.00 7,500 - - - - - -
279,525 -159,450 2,604 118.41 1,226.55 -4.70 75 1,226.55 1,230.15 75 7500.00 900 0.40 0.45 1,725 -0.30 0.40 74.50 2,041 -16,350 2,469,750
- - - - - - 3,000 1,117.25 1,198.95 3,000 7550.00 7,500 0.05 3.00 7,500 - - - - - -
40,500 -10,575 149 - 1,103.85 -31.60 75 1,121.90 1,128.40 75 7600.00 3,000 0.40 0.50 7,425 -0.30 0.45 68.50 2,256 7,050 534,750
- - - - - - 3,000 1,017.25 1,098.95 3,000 7650.00 7,500 0.05 - - - - - - - -
49,500 -10,425 210 95.35 1,020.00 -12.65 75 1,020.55 1,029.80 75 7700.00 5,400 0.40 0.50 2,325 -0.25 0.45 62.55 2,495 7,650 855,825
- - - - - - 3,000 919.75 998.95 3,000 7750.00 7,500 0.05 - - - - - - - -
168,450 -65,850 1,151 96.28 926.00 -7.15 150 927.50 930.30 225 7800.00 2,400 0.45 0.55 5,400 -0.30 0.45 57.26 4,268 -59,025 1,459,425
- - - - - - 3,000 819.75 898.95 3,000 7850.00 6,975 0.05 - - - - - - - -
75,225 -21,600 574 70.60 815.90 -18.85 75 825.30 831.80 75 7900.00 5,175 0.45 0.55 1,650 -0.20 0.55 51.84 2,161 -1,125 498,450
- - - - - - 3,000 722.25 798.95 3,000 7950.00 600 0.15 - - - - - - - -
564,075 -187,200 4,304 79.28 726.80 -8.25 150 725.65 730.25 75 8000.00 3,075 0.50 0.60 1,800 -0.25 0.50 45.84 8,119 -121,275 2,427,150
75 - 1 95.44 700.00 - 3,000 622.25 698.95 3,000 8050.00 600 0.15 - - - 1.00 - - - 375
234,675 -97,650 1,866 67.48 624.40 -13.45 150 625.05 632.10 225 8100.00 2,325 0.50 0.60 6,150 -0.25 0.50 40.25 6,400 26,325 1,077,675
375 - - - 596.50 - 4,050 559.95 583.70 150 8150.00 300 0.50 0.70 3,300 -0.15 0.70 37.93 341 -150 52,200
201,975 -69,450 1,620 60.65 526.50 -6.70 150 525.55 531.05 150 8200.00 825 0.55 0.60 2,775 -0.20 0.60 33.83 8,312 -2,850 2,400,600
2,025 - - - 680.30 - 5,100 424.80 488.70 3,825 8250.00 5,625 0.65 0.75 1,350 -0.20 0.75 32.04 430 -8,400 51,825
103,800 -37,050 1,066 52.19 427.50 -4.90 75 421.55 429.50 75 8300.00 300 0.85 0.90 9,075 -0.30 0.90 29.40 26,489 -86,400 2,950,425
375 - - - 400.50 - 75 365.55 391.65 3,450 8350.00 150 0.75 1.15 450 -0.55 1.00 26.82 486 5,475 93,900
183,750 -75,525 2,267 42.54 327.55 -9.65 225 321.80 330.95 450 8400.00 3,075 1.40 1.45 1,425 -0.75 1.45 24.94 70,981 60,300 3,326,250
4,425 225 11 14.69 261.10 -45.80 375 234.10 306.45 375 8450.00 75 1.70 1.75 900 -1.00 1.85 22.06 8,914 57,600 271,200
557,625 -96,150 4,671 35.21 231.00 -8.85 300 231.60 232.70 300 8500.00 3,375 2.80 2.85 1,875 -1.65 2.95 20.41 169,527 -320,250 5,652,000
14,325 -1,500 73 23.90 172.50 -14.60 300 174.85 184.90 300 8550.00 375 4.30 4.40 2,775 -2.75 4.40 18.16 60,611 303,075 742,725
1,060,950 81,000 23,123 24.47 132.55 -10.15 900 133.15 133.75 225 8600.00 600 7.30 7.35 2,250 -4.40 7.50 16.04 286,508 172,875 5,333,175
157,425 40,875 5,094 20.91 88.00 -13.25 150 88.10 91.00 375 8650.00 450 12.40 12.50 1,425 -6.40 13.00 13.61 133,907 15,675 1,147,575
2,959,200 710,250 281,231 18.37 53.75 -12.75 225 52.85 53.00 2,175 8700.00 150 24.85 25.00 525 -7.55 25.50 11.72 546,878 -132,525 4,281,225
1,585,950 119,775 153,765 16.77 26.60 -11.70 150 26.40 26.50 75 8750.00 225 45.75 46.70 150 -6.90 46.50 9.20 117,005 -222,525 865,125
5,290,725 39,900 518,996 16.16 11.75 -9.55 675 11.50 11.55 225 8800.00 300 79.60 80.25 150 -4.05 80.35 - 283,191 -742,200 2,619,675
1,579,050 -385,875 139,102 16.15 3.60 -6.60 1,350 4.50 4.55 1,500 8850.00 150 123.10 124.40 450 -0.15 120.65 - 10,897 -168,150 277,875
4,771,425 -281,700 241,474 17.39 2.35 -2.60 18,675 2.20 2.25 5,400 8900.00 150 169.30 170.30 150 2.70 169.00 - 32,649 -289,650 1,336,050
945,150 -228,525 32,820 19.14 1.35 -1.05 3,075 1.35 1.40 600 8950.00 75 218.55 222.65 150 9.40 223.20 - 1,150 -7,500 91,275
6,172,875 -356,850 145,195 20.28 0.70 -0.70 49,800 0.70 0.75 53,400 9000.00 1,500 263.70 265.60 75 3.80 265.00 - 6,153 -178,500 363,375
361,650 -20,025 3,425 22.47 0.55 -0.45 6,900 0.55 0.65 8,325 9050.00 3,300 290.40 323.00 75 36.40 321.00 - 40 1,275 6,225
3,107,475 -173,700 24,623 24.97 0.50 -0.35 9,975 0.50 0.55 600 9100.00 225 361.35 368.65 75 2.25 361.10 - 1,101 -44,550 193,725
362,100 -19,200 582 28.01 0.55 -0.25 3,000 0.50 0.60 600 9150.00 75 413.70 452.70 3,900 - 258.00 - - - 75
2,118,975 -190,350 12,090 29.98 0.50 -0.30 15,525 0.45 0.50 525 9200.00 75 462.40 465.30 75 3.50 463.00 - 603 -28,575 298,200
74,925 -2,925 348 32.99 0.50 -0.30 1,050 0.40 0.65 900 9250.00 3,900 496.70 542.70 5,100 - 347.90 - - - 75
955,425 -28,575 1,630 35.16 0.45 -0.20 2,400 0.35 0.50 8,175 9300.00 225 560.55 565.90 75 33.85 589.25 37.32 34 -825 45,825
22,125 - 14 34.62 0.20 -0.30 150 0.20 1.00 900 9350.00 5,625 594.15 632.95 4,050 - - - - - -
403,650 -13,950 966 40.19 0.45 -0.25 5,550 0.45 0.50 6,750 9400.00 225 657.40 671.35 75 15.65 670.00 - 31 -1,200 5,100
27,675 - - - 0.65 - 1,500 0.05 1.00 1,500 9450.00 5,625 694.15 740.25 5,250 - - - - - -
673,650 -23,550 1,519 44.55 0.40 -0.05 5,925 0.40 0.45 3,825 9500.00 75 761.30 765.05 75 3.35 761.60 - 2,107 -119,250 461,850
1,200 - - - 2.00 - 1,050 0.20 0.65 2,100 9550.00 6,225 771.15 832.60 5,850 - - - - - -
86,700 -2,175 305 47.04 0.25 -0.25 3,000 0.25 0.50 4,125 9600.00 6,000 852.70 882.45 6,150 108.45 839.00 - 54 -3,300 1,725
- - - - - - - - 3.00 7,500 9650.00 6,225 891.65 934.95 5,850 - - - - - -
83,850 -150 96 53.97 0.40 -0.25 750 0.40 0.50 7,500 9700.00 150 952.05 965.95 1,500 - 951.25 - - - 2,325
- - - - - - - - 3.05 7,500 9750.00 3,000 963.55 1,042.75 3,000 - - - - - -
116,550 -75 311 59.90 0.50 -0.05 3,000 0.35 0.50 7,500 9800.00 75 1,056.50 1,065.60 600 50.00 1,085.00 - 11 -225 1,125
- - - - - - - - 2.95 7,500 9850.00 3,000 1,063.55 1,142.75 3,000 - - - - - -
30,000 - - - 0.60 0.05 75 0.35 0.50 1,200 9900.00 75 1,141.30 1,165.95 225 - 1,040.05 - - - 225
75 - - - 0.10 - - - 3.00 7,500 9950.00 3,000 1,161.05 1,242.75 3,000 - - - - - -
613,200 -1,350 919 68.97 0.45 -0.10 1,800 0.45 0.50 150 10000.00 150 1,261.10 1,263.00 300 6.60 1,262.50 - 1,071 -62,475 299,400
- - - - - - - - 2.95 7,500 10050.00 3,000 1,261.05 1,342.75 3,000 - - - - - -
4,275 -750 11 72.62 0.45 -0.15 - - 0.40 600 10100.00 150 1,356.10 1,366.05 75 81.70 1,353.60 - 19 -1,275 13,350
- - - - - - - - 2.95 7,500 10150.00 3,000 1,358.55 1,442.75 3,000 - - - - - -
- - - - - - 4,500 0.05 0.85 1,500 10200.00 5,850 1,437.20 1,492.70 5,850 - - - - - -
- - - - - - - - 2.95 7,500 10250.00 1,200 1,283.50 1,699.80 75 - - - - - -
75 - - - 0.10 - - - 0.50 75 10300.00 5,850 1,537.20 1,592.70 5,850 - 1,350.00 - - - 75
- - - - - - - - 2.95 7,500 10350.00 1,200 1,379.00 1,799.80 75 - - - - - -
- - - - - - - - 0.95 1,050 10400.00 5,850 1,634.70 1,692.70 5,850 - 1,400.00 - - - 75
- - - - - - - - 2.95 7,500 10450.00 1,200 1,479.00 1,904.20 75 - - - - - -
975 - - - 0.95 - 600 0.05 0.75 1,050 10500.00 6,075 1,751.55 1,780.50 75 105.95 1,730.95 - 1 -75 6,675
- - - - - - - - 0.95 1,050 10600.00 75 1,803.55 1,892.75 3,150 - - - - - -
2,175 - - - 1.50 - - - 0.50 675 10700.00 75 1,955.65 1,966.15 75 127.70 1,960.00 - 19 -1,050 19,425
Total 37,134,000 1,615,940 1,800,406 44,200,350 Total

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



  •  Highlighted options are in-the-money.