Option Chain (Equity Derivatives)
Underlying Index: NIFTY 5822.25  As on Jun 19, 2013 15:30:23 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
194,050 12,450 308 - 3,075.00 19.95 5,000 3,063.05 3,135.00 2,500 2700.00 500 0.50 - - - 3.00 - - - 70,450
- - - - - - - - - - 2800.00 500 0.50 - - - - - - - -
- - - - - - - - - - 2900.00 500 0.50 - - - - - - - -
9,900 350 18 - 2,795.00 -19.00 2,000 2,770.05 2,840.00 2,500 3000.00 500 0.50 2.50 50 - 3.00 - - - 20,800
- - - - - - - - - - 3100.00 500 0.50 - - - - - - - -
- - - - - - - - - - 3200.00 500 0.50 - - - - - - - -
- - - - - - - - - - 3300.00 150 1.00 - - - 6.00 - - - 450
- - - - - - - - - - 3400.00 500 0.50 - - - 6.00 - - - 5,300
- - - - - - - - - - 3500.00 500 3.05 - - - 7.00 - - - 82,700
- - - - - - - - - - 3600.00 500 3.05 - - - 5.05 - - - 50
- - - - - - - - - - 3700.00 500 3.05 - - - - - - - -
- - - - - - - - - - 3800.00 500 3.10 - - - 200.00 - - - 90,000
- - - - - - - - - - 3900.00 4,500 3.20 - - - 104.00 - - - 150
3,450 1,600 32 - 1,851.30 -13.70 2,000 1,821.00 2,163.10 700 4000.00 400 7.00 11.45 50 0.45 7.00 28.75 19 - 498,200
- - - - - - - - - - 4100.00 9,500 3.60 - - - - - - - -
- - - - - - - - - - 4200.00 9,500 4.05 - - - 18.05 - - - 37,500
- - - - - - - - - - 4300.00 9,800 5.35 15.00 100 - 5.10 - - - 200
- - - - - - - - - - 4400.00 9,500 5.85 - - - 32.20 - - - 300
51,100 100 4 - 1,400.00 -80.00 250 1,351.00 1,499.00 50 4500.00 3,000 25.00 26.85 1,000 0.75 25.00 27.47 84 -1,850 2,326,100
29,700 - - - 842.50 - - - - - 4600.00 10,500 13.30 - - - - - - - -
- - - - - - - - - - 4700.00 10,300 19.35 - - - - - - - -
29,700 - - - 1,163.80 - - - - - 4800.00 5,000 33.20 53.95 50 2.00 32.00 24.09 100 - 12,600
24,350 - - - 1,088.00 - - - 1,421.70 100 4900.00 7,200 38.15 - - - - - - - -
458,500 -400 73 - 970.00 15.30 150 966.10 974.00 50 5000.00 500 58.60 61.20 50 0.40 61.25 25.06 418 350 1,027,450
- - - - - - 500 789.50 1,238.30 100 5100.00 50 65.00 73.95 50 -13.75 74.00 24.76 4 150 2,050
684,400 - - - 978.00 - 1,000 678.50 868.90 100 5200.00 100 63.60 86.90 100 -16.60 87.00 24.28 6 200 375,550
826,900 - - - 700.00 - 500 567.50 1,061.10 100 5300.00 50 80.00 100.00 50 11.85 102.00 23.81 13 600 759,200
155,100 - - - 825.00 - - - 975.70 100 5400.00 50 90.20 105.00 100 1.30 110.00 - - - 216,750
634,050 250 160 - 570.00 -0.65 250 569.50 585.00 50 5500.00 500 128.20 130.00 500 -10.10 129.80 22.17 661 23,250 916,500
95,000 - - - 665.00 - 500 397.00 813.25 100 5600.00 50 150.00 164.90 50 14.05 190.00 - - - 235,750
12,900 - - - 450.00 - 100 357.05 479.00 150 5700.00 50 166.05 180.00 50 - 180.00 21.54 1 50 13,150
229,650 - - - 445.00 - 100 287.30 618.00 100 5800.00 50 190.00 273.90 100 - 189.40 - - - 100
26,400 - - - 400.00 - 500 255.50 499.50 100 5900.00 100 205.70 297.90 100 - 170.00 - - - 150
1,153,400 -5,300 290 12.34 273.95 -1.80 250 272.60 275.40 50 6000.00 50 299.50 305.00 50 -11.30 300.50 21.76 344 -2,000 1,009,600
500 - - - 240.00 - 100 178.80 267.90 100 6100.00 50 330.20 - - - - - - - -
24,200 - - - 325.00 - - - 247.90 100 6200.00 500 320.20 - - - - - - - -
50,700 - - - 116.00 - 100 119.40 229.90 100 6300.00 100 390.20 - - - - - - - -
350 - - - 133.00 - 100 109.40 179.90 100 6400.00 100 450.20 - - - - - - - -
1,298,000 4,700 1,389 13.91 105.00 -1.55 100 108.00 108.50 150 6500.00 50 592.10 610.00 50 -10.50 605.00 23.65 19 700 372,850
600 - - - 127.30 - 2,000 72.00 93.20 100 6600.00 500 550.20 - - - - - - - -
1,100 300 6 14.45 70.00 0.10 1,000 70.00 91.20 100 6700.00 500 570.20 - - - - - - - -
24,800 - - - 90.40 - 2,000 46.00 70.90 100 6800.00 500 670.20 - - - 997.00 - - - 24,700
1,450 - - - 24.05 - 500 33.80 63.90 100 6900.00 500 770.20 - - - - - - - -
1,033,450 -5,050 300 14.99 36.00 -1.10 250 35.75 36.75 5,000 7000.00 50 1,002.10 1,027.25 100 11.50 1,025.00 28.62 6 50 148,000
100 - 1 15.72 33.00 -27.00 50 25.50 33.00 50 7100.00 500 860.20 - - - - - - - -
100,450 - 297 14.88 20.15 2.15 2,000 21.10 26.90 1,000 7200.00 500 960.20 - - - - - - - -
- - - - - - 9,000 9.10 74.00 100 7300.00 500 1,060.20 - - - - - - - -
150 - - - 22.00 - 9,000 6.60 60.00 100 7400.00 500 1,160.20 - - - - - - - -
451,750 - - - 10.55 -0.10 200 10.00 13.00 1,000 7500.00 50 1,350.20 1,609.90 50 - - - - - -
- - - - - - - - 42.00 100 7600.00 500 1,370.20 - - - - - - - -
- - - - - - - - 35.00 100 7700.00 500 1,470.20 - - - - - - - -
- - - - - - 3,000 1.70 - - 7800.00 500 1,560.20 - - - - - - - -
- - - - - - 9,800 0.70 - - 7900.00 500 1,660.20 - - - - - - - -
52,850 - - - 8.50 - 400 3.00 11.00 1,000 8000.00 500 1,760.20 - - - - - - - -
- - - - - - 9,800 0.25 - - 8100.00 500 1,860.20 - - - - - - - -
- - - - - - 9,800 0.05 - - 8200.00 500 1,960.20 - - - - - - - -
- - - - - - 9,800 0.05 - - 8300.00 500 2,060.20 - - - - - - - -
80,000 - - - 61.00 - 9,800 0.05 - - 8400.00 500 2,160.20 - - - - - - - -
84,100 - - - 0.05 - 950 0.30 - - 8500.00 100 2,300.60 2,479.90 50 22.10 2,436.10 45.63 228 11,400 108,700
8,500 - - - 7.05 - 9,800 0.05 - - 8600.00 100 2,430.20 2,650.50 50 - 2,330.00 - - - 8,900

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



  •  Highlighted options are in-the-money.