Option Chain (Equity Derivatives)

Underlying Index: NIFTY 5967.05  As on May 23, 2013 15:30:37 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
50 - 1 149.48 1,700.00 -75.05 50 1,601.00 1,700.00 50 4300.00 2,700 0.05 0.50 500 - 0.50 - - - 2,700
172,350 -15,350 337 - 1,564.85 -124.60 50 1,545.65 1,563.80 1,450 4400.00 4,000 0.05 0.15 8,050 0.05 0.15 72.03 92 1,100 11,500
263,400 -14,900 320 - 1,463.00 -133.55 50 1,451.35 1,464.00 50 4500.00 5,000 0.05 0.15 4,500 -0.05 0.10 64.93 129 -1,250 39,900
600 - - - 1,540.45 - 50 1,344.40 1,413.95 100 4600.00 100 0.15 0.25 2,900 - 0.45 - - - 700
62,850 -200 50 - 1,264.00 -139.25 200 1,257.15 1,264.40 100 4700.00 200 0.20 0.25 1,000 - 0.25 60.19 72 -300 23,100
17,950 -50 2 75.93 1,180.00 -153.00 50 1,156.25 1,164.60 50 4800.00 5,000 0.20 0.45 900 0.20 0.45 58.58 2 - 16,350
17,550 - 4 75.84 1,082.80 -139.70 50 1,056.80 1,067.65 50 4900.00 5,200 0.30 0.50 300 0.05 0.40 52.92 42 -1,500 194,250
305,550 -4,700 308 - 963.20 -135.30 50 960.55 969.25 50 5000.00 7,850 0.50 0.65 1,650 -0.05 0.50 49.15 392 -9,400 451,450
245,100 -50 34 - 871.00 -134.50 50 859.00 869.55 50 5100.00 4,550 0.75 0.80 750 0.15 0.75 46.26 9,254 -13,300 498,600
206,500 -2,550 197 - 751.00 -144.35 50 762.50 767.50 50 5200.00 3,000 0.75 0.85 3,500 - 0.75 41.18 3,843 42,500 800,800
377,500 -18,800 457 - 664.85 -135.35 500 648.20 667.95 100 5300.00 5,000 0.80 0.95 100 0.10 0.90 36.97 5,628 -1,250 829,000
401,700 150 306 - 565.00 -132.10 150 563.70 567.85 100 5400.00 15,000 1.20 1.40 1,300 0.45 1.35 33.64 14,882 -119,200 2,582,500
753,650 5,150 4,325 - 464.90 -136.55 200 450.25 471.90 100 5500.00 12,250 1.90 2.00 350 0.85 2.00 30.06 31,522 11,250 3,857,000
932,550 4,550 3,090 - 370.00 -129.90 50 368.40 369.00 50 5600.00 2,300 3.40 3.45 700 2.00 3.45 26.93 57,038 -276,900 3,663,900
1,056,250 -95,050 8,624 - 274.50 -125.95 50 272.30 274.75 150 5700.00 3,300 6.70 6.75 9,150 4.50 6.75 24.16 165,127 551,000 7,061,250
1,316,350 -91,400 19,057 14.92 182.00 -121.30 50 181.15 183.00 100 5800.00 500 15.65 15.90 500 11.55 15.65 22.30 417,216 1,373,200 6,765,250
2,985,200 974,050 119,160 16.86 103.00 -106.95 2,100 102.05 103.00 800 5900.00 550 36.80 37.00 1,150 27.15 36.80 21.07 847,335 -1,025,450 7,265,400
5,863,150 3,015,700 705,757 16.52 44.50 -82.75 1,950 44.50 45.00 1,550 6000.00 100 75.65 76.00 10,000 51.35 76.15 19.64 955,564 -1,711,550 5,386,000
6,954,500 910,300 844,983 17.10 15.70 -44.90 6,000 15.65 15.70 12,550 6100.00 50 144.00 145.00 900 87.00 144.95 20.34 398,235 -2,663,950 3,113,450
6,144,900 -1,671,000 483,912 18.41 5.35 -17.40 150 5.35 5.45 500 6200.00 2,000 232.00 236.00 100 114.45 232.15 22.34 86,676 -1,372,000 1,809,200
4,972,700 -1,310,600 313,754 20.48 2.20 -4.55 3,200 2.20 2.35 2,500 6300.00 400 325.00 338.00 3,400 127.45 328.95 26.75 10,270 -133,650 476,950
4,147,850 -401,450 95,954 23.02 1.15 -0.90 2,000 1.05 1.15 4,000 6400.00 50 424.00 440.00 50 130.15 426.65 30.59 1,110 -3,250 107,850
1,314,450 -59,550 15,121 24.04 0.40 -0.35 6,850 0.40 0.50 4,500 6500.00 100 519.70 533.50 50 132.00 524.70 33.66 1,605 -42,550 219,100
461,050 -46,850 2,086 26.52 0.25 -0.20 49,850 0.20 0.30 15,300 6600.00 3,000 510.10 677.90 3,000 123.80 626.25 41.09 6 -250 1,700
159,300 -35,300 1,299 30.10 0.25 - 2,250 0.20 0.25 400 6700.00 50 721.90 727.25 50 128.90 711.60 - 299 -13,300 30,450
14,300 -3,500 169 32.00 0.15 -0.05 9,000 0.05 0.20 300 6800.00 100 815.90 856.85 100 208.75 824.35 48.34 7 -350 350
2,400 -2,050 2,301 34.05 0.10 - 2,950 0.10 0.25 2,000 6900.00 250 917.40 933.50 50 - 780.35 - - - 1,350
36,650 4,750 170 37.14 0.10 -0.05 11,000 0.10 0.15 8,250 7000.00 100 1,021.60 1,025.00 50 117.40 1,020.70 47.50 278 -2,050 127,750
2,250 -1,650 334 38.04 0.05 -0.05 3,300 0.05 0.15 150 7100.00 50 1,084.40 1,126.00 50 130.55 1,135.00 77.02 33 -1,150 6,200
- - - - - - - - - - 7200.00 1,000 970.50 1,374.00 100 - - - - - -
- - - - - - - - - - 7300.00 1,000 1,067.50 1,483.45 100 - - - - - -
- - - - - - - - - - 7400.00 1,000 1,167.50 1,582.70 100 - - - - - -
- - - - - - - - - - 7500.00 1,000 1,264.50 - - 20.00 1,515.00 - 4 200 850
- - - - - - - - - - 7600.00 1,000 1,361.50 - - - - - - - -
200 - - - 0.50 - 200 0.05 0.20 200 7700.00 1,000 1,461.50 - - - - - - - -
- - - - - - - - - - 7800.00 1,000 1,398.75 1,991.00 100 - - - - - -

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



  •  Highlighted options are in-the-money.