Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8578.80  As on Nov 28, 2014 15:30:30 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
113,000 -175 18 - 5,885.00 66.65 550 5,840.00 5,904.95 25 2700.00 2,500 0.05 1.00 3,175 - - - - - 5,775
- - - - - - 1,000 5,519.40 5,985.00 100 2800.00 - - - - - - - - - -
- - - - - - 1,000 5,418.50 5,886.00 100 2900.00 - - - - - - - - - -
227,750 -100 35 186.41 5,606.95 89.80 50 5,591.50 5,607.95 25 3000.00 1,000 0.05 0.75 1,550 - - - - - 5,250
- - - - - - 1,000 5,216.75 5,687.00 100 3100.00 - - - - - - - - - -
- - - - - - 1,000 5,115.90 5,588.00 100 3200.00 - - - - - - - - - -
- - - - - - 1,000 5,015.00 5,488.00 100 3300.00 - - - - - - - - - -
- - - - - - 1,000 4,914.15 - - 3400.00 - - - - - - - - - -
- - - - - - 1,000 4,813.25 - - 3500.00 1,000 0.05 1.00 1,150 - - - - - 15,525
- - - - - - 1,000 4,712.40 - - 3600.00 - - - - - - - - - -
- - - - - - 1,000 4,611.60 - - 3700.00 - - - - - - - - - -
- - - - - - 1,000 4,510.75 - - 3800.00 - - - - - - - - - -
- - - - - - 1,000 4,409.85 - - 3900.00 - - - - - - - - - -
141,325 -2,100 339 - 4,588.30 70.45 500 4,553.25 4,642.95 500 4000.00 4,475 0.25 0.75 6,100 -0.65 0.25 89.94 74 775 98,975
- - - - - - 1,000 4,208.10 - - 4100.00 - - - - - - - - - -
- - - - - - 1,000 4,107.20 - - 4200.00 - - - - - - - - - -
- - - - - - 1,000 4,006.35 - - 4300.00 - - 1.90 200 - - - - - 37,500
- - - - - - 1,000 3,905.45 - - 4400.00 - - - - - - - - - -
500 - - - - - 1,000 3,804.60 - - 4500.00 3,550 0.55 0.80 900 - - - - - 533,325
- - - - - - 1,000 3,703.70 - - 4600.00 - - - - -119.50 0.50 78.73 160 - 75,000
- - - - - - 1,000 3,602.85 - - 4700.00 - - - - - - - - - 600
200,000 - - - - - 500 3,733.25 3,852.95 500 4800.00 - - - - - - - - - 700
291,000 - - - - - 500 3,633.25 3,752.95 500 4900.00 - - - - - - - - - -
679,025 -625 74 - 3,610.00 86.90 25 3,601.00 3,616.40 225 5000.00 2,050 0.60 0.90 1,250 - 0.90 72.70 146 2,425 809,325
127,500 - - - - - 1,000 3,409.00 3,552.95 1,000 5100.00 200 0.10 - - - - - - - -
662,600 - - - - - 1,000 3,303.25 3,452.95 1,000 5200.00 200 0.05 - - - - - - - 44,000
852,650 - - - - - 1,000 3,203.25 3,352.95 1,000 5300.00 200 0.05 - - - - - - - 6,500
395,950 - - - - - 100 3,124.50 3,252.95 1,000 5400.00 200 0.10 - - - - - - - -
293,825 - 163 - 3,115.00 85.00 25 3,110.00 3,120.00 25 5500.00 25 0.50 0.65 25 -0.25 0.65 59.01 5 - 215,950
50 - - - - - 1,000 2,695.05 - - 5600.00 200 0.15 - - - - - - - -
- - - - - - 1,000 2,594.20 - - 5700.00 200 0.10 - - - - - - - 6,500
25 - - - - - 1,000 2,493.80 - - 5800.00 200 0.15 - - - - - - - -
25 - - - - - 1,000 2,393.05 - - 5900.00 200 0.10 - - - - - - - 500
283,675 - 285 - 2,618.00 93.70 100 2,616.00 2,652.95 1,000 6000.00 200 0.75 0.85 100 0.05 0.85 49.08 384 -1,500 498,625
25 - - - - - 1,000 2,473.25 2,562.95 1,000 6100.00 200 0.30 0.95 500 - - - - - -
1,150 - - - - - 1,000 2,373.25 2,462.95 1,000 6200.00 500 0.20 1.00 5,000 - - - - - -
33,900 - 1 - 2,370.00 98.60 25 2,354.75 2,375.60 250 6250.00 - - - - - - - - - -
300,150 -450 116 - 2,321.25 92.65 25 2,313.45 2,319.30 25 6300.00 25 0.60 0.95 25 -0.25 0.85 43.55 30 - 1,300
25 - - - - - 50 2,181.30 2,331.90 25 6350.00 5,000 0.05 1.05 25 - - - - - 25
51,025 500 30 60.64 2,239.20 113.30 75 2,206.40 2,220.25 100 6400.00 50 0.25 0.90 100 -0.30 0.25 37.10 10 150 350
- - - - - - 1,000 1,906.20 2,272.50 100 6450.00 5,000 0.05 - - - - - - - -
780,300 1,800 751 34.09 2,125.25 96.65 25 2,112.50 2,120.45 25 6500.00 325 0.70 0.75 25 0.15 0.75 39.09 1,534 7,725 597,075
- - - - - - 1,000 1,814.80 2,237.00 100 6550.00 5,000 0.05 - - - - - - - -
59,100 -500 60 51.05 2,035.00 101.35 25 2,008.05 2,022.75 25 6600.00 150 0.70 0.90 5,000 0.30 0.95 38.09 66 -1,225 6,175
5,250 - - - - - 1,000 1,714.80 2,137.00 100 6650.00 5,000 0.05 - - - - - - - -
201,750 - 1 41.67 1,929.70 102.65 25 1,908.15 1,937.30 25 6700.00 25 0.65 0.95 825 0.40 1.00 36.35 1 - 4,175
400 - - - - - 1,000 1,623.40 1,981.00 100 6750.00 5,000 0.05 - - - - - - - -
60,400 - 15 - 1,827.00 101.75 25 1,817.75 1,824.65 250 6800.00 50 1.00 1.10 4,975 0.25 1.10 34.78 15 175 4,925
250 - - - - - 1,000 1,523.40 1,881.00 100 6850.00 5,000 0.05 - - - - - - - -
31,275 -275 34 - 1,724.20 91.05 25 1,703.15 1,724.95 25 6900.00 50 0.90 1.10 4,675 0.50 1.10 32.86 61 1,000 2,225
2,700 - - - - - 1,000 1,432.00 1,785.00 100 6950.00 5,000 0.05 - - - - - - - -
644,250 -8,075 1,622 - 1,627.00 93.20 250 1,619.20 1,625.70 125 7000.00 7,575 1.10 1.20 6,900 0.05 1.10 31.26 4,504 -13,025 792,675
5,450 - - - - - 1,000 1,332.00 1,685.00 100 7050.00 10,000 0.50 - - - - - - - -
13,950 -400 35 - 1,528.00 99.00 25 1,515.60 1,531.45 25 7100.00 300 0.95 1.05 50 0.35 1.15 29.22 155 -700 9,250
2,050 - - - - - 1,000 1,241.20 1,589.50 100 7150.00 10,000 0.60 - - - - - - - -
81,200 -75 11 35.84 1,438.20 111.10 25 1,418.70 1,427.35 250 7200.00 75 0.95 1.05 1,000 0.10 1.00 26.92 2,226 -3,525 487,050
5,300 - - - - - 1,000 1,149.85 1,494.00 100 7250.00 10,000 0.65 - - - - - - - -
19,350 - 30 42.21 1,357.00 126.70 1,000 1,274.25 1,364.05 1,000 7300.00 2,000 1.00 1.25 12,525 0.10 1.20 25.49 5,054 -37,925 542,750
4,150 - - - - - 1,000 1,049.85 1,394.00 100 7350.00 30,000 0.85 7.00 50 -29.60 3.05 27.82 2 - -
21,900 75 9 - 1,220.40 84.95 125 1,219.55 1,224.60 25 7400.00 275 1.55 1.75 100 -0.10 1.55 24.41 1,612 -7,250 299,775
4,900 - - - - - 1,000 961.50 1,298.50 100 7450.00 10,000 1.25 6.00 50 0.40 3.45 26.24 12 - -
721,550 1,850 2,450 - 1,125.00 86.40 200 1,125.05 1,128.85 25 7500.00 1,250 2.50 2.60 75 -0.30 2.50 24.09 10,954 -925 2,988,900
- - - - - - 1,000 857.85 1,198.50 100 7550.00 10,000 1.55 6.00 50 0.95 4.00 24.74 2 - 50
176,450 850 114 23.61 1,036.80 95.85 100 1,020.60 1,026.90 25 7600.00 125 2.80 3.05 3,025 -0.25 3.05 22.53 9,902 2,350 458,225
- - - - - - 1,000 766.50 1,102.50 100 7650.00 10,000 1.75 - - - - - - - -
130,075 -75 342 - 924.45 87.65 100 921.05 929.30 50 7700.00 3,900 3.20 6.00 75 -0.70 3.35 20.84 20,486 -35,275 676,875
- - - - - - 1,000 666.50 1,002.50 100 7750.00 10,000 1.75 - - - - - - - -
161,250 250 217 - 833.20 94.05 200 824.50 828.00 25 7800.00 2,250 4.05 4.15 6,300 -0.95 4.20 19.54 19,867 25,300 643,850
500 - - - - - 1,000 572.00 907.00 100 7850.00 525 3.50 - - - - - - - 75
1,697,100 -1,050 3,146 - 732.10 81.85 50 730.00 734.40 250 7900.00 5,375 5.10 5.15 425 -2.05 5.10 18.21 37,435 51,325 1,022,000
- - - - - - 1,000 540.50 827.00 100 7950.00 100 5.00 5.70 25 -179.45 5.70 17.48 23 375 375
2,989,150 -30,825 9,604 - 635.20 84.65 200 635.10 635.30 50 8000.00 525 6.75 6.95 350 -3.10 6.85 17.00 97,976 -9,875 3,138,350
350 - - - - - 1,000 481.50 698.50 100 8050.00 75 7.40 8.00 50 -5.05 7.95 16.34 52 650 1,050
472,150 -87,200 7,105 - 535.25 91.55 50 531.50 535.20 100 8100.00 725 9.30 9.40 875 -4.25 9.40 15.67 75,950 141,925 1,387,025
475 - - - - - 1,000 430.00 598.00 100 8150.00 100 10.55 11.45 50 -5.20 11.45 15.23 1,830 -10,375 15,975
1,087,350 -78,925 7,063 10.25 435.00 76.75 25 435.25 440.10 25 8200.00 50 13.75 14.10 125 -7.20 13.75 14.73 147,705 120,300 2,339,775
1,200 175 73 15.40 410.00 106.00 100 359.85 515.15 100 8250.00 25 16.50 17.95 200 -10.30 16.55 14.07 5,686 33,125 85,775
797,925 -106,050 18,700 11.40 350.60 75.85 675 347.00 351.40 50 8300.00 525 21.80 22.00 425 -12.10 22.00 13.82 262,827 388,500 3,196,175
11,150 25 73 15.89 330.75 94.30 300 300.40 309.25 50 8350.00 1,200 27.50 28.55 50 -16.00 27.55 13.43 5,176 24,125 75,325
1,458,400 -74,275 21,121 11.54 260.95 63.35 25 260.70 265.00 1,600 8400.00 1,500 35.80 35.95 75 -19.75 35.50 13.16 323,123 1,325,225 3,873,500
113,400 8,825 2,645 11.62 224.70 61.95 50 221.40 226.30 100 8450.00 50 44.15 45.35 100 -23.65 45.45 12.75 15,447 70,850 244,125
4,730,800 -349,150 118,123 11.46 189.90 56.95 275 187.00 189.80 125 8500.00 75 57.25 57.45 250 -29.65 57.25 12.50 434,252 1,294,150 4,335,650
100,475 19,375 10,487 11.22 152.10 46.55 200 151.80 153.70 50 8550.00 25 71.50 71.60 25 -35.80 71.60 12.16 25,428 185,475 240,850
4,160,950 491,950 327,334 11.12 121.50 41.45 250 121.05 123.00 925 8600.00 25 89.55 90.00 1,900 -41.65 89.80 12.00 382,120 1,375,675 2,090,600
146,550 103,925 19,571 11.05 95.30 35.30 300 95.30 97.00 75 8650.00 50 111.10 112.85 50 -508.55 112.00 11.74 9,478 76,750 76,750
3,932,050 703,150 453,042 10.95 72.50 29.20 500 73.00 73.55 25 8700.00 25 136.55 137.60 25 -52.95 137.60 11.52 77,820 492,750 791,175
145,275 94,550 12,989 10.89 54.00 23.25 300 53.70 54.80 100 8750.00 300 160.45 189.10 125 -72.00 168.00 11.38 357 4,400 11,600
3,583,650 1,714,125 385,134 10.80 39.50 18.15 25 39.15 39.50 75 8800.00 100 200.00 202.80 50 -67.90 201.00 11.25 28,762 189,900 570,675
56,050 44,275 4,835 10.66 27.30 12.95 25 26.25 29.60 75 8850.00 100 217.15 325.00 500 -693.10 235.00 10.54 2 50 7,050
1,881,125 1,011,425 217,681 10.76 19.40 9.40 75 19.35 19.40 1,050 8900.00 125 278.55 281.90 25 -73.45 278.65 11.21 2,134 28,250 34,925
55,100 55,075 3,354 10.57 12.50 5.30 50 12.40 13.80 25 8950.00 1,000 250.00 382.15 500 - - - - - 5,000
2,735,900 444,550 141,647 10.84 8.80 3.50 50 8.70 8.85 1,900 9000.00 50 366.40 367.95 25 -81.20 365.00 10.90 11,309 58,950 588,175
4,700 4,700 250 10.79 5.75 -17.30 300 5.55 6.80 125 9050.00 500 245.00 639.20 100 - - - - - 6,750
237,900 146,950 37,232 11.21 4.35 1.45 200 4.35 4.50 50 9100.00 25 432.55 485.90 50 -60.80 440.00 - 80 2,000 2,475
- - - - - - 6,000 1.70 8.00 5,000 9150.00 100 338.50 776.60 100 - - - - - 8,150
101,925 94,275 9,938 11.87 2.50 0.55 2,975 2.50 2.75 4,825 9200.00 25 527.50 592.35 50 -1,302.60 540.00 - 2 - -
- - - - - - 5,000 0.15 - - 9250.00 500 607.00 876.60 100 - - - - - 11,800
16,150 16,150 4,488 12.75 1.65 -16.80 125 1.20 1.80 225 9300.00 1,000 618.80 698.60 1,000 -1,304.10 640.00 - 82 2,000 2,000
- - - - - - 25 0.20 - - 9350.00 50 535.00 937.85 100 - - - - - 16,650
125 125 88 13.41 1.00 -38.80 1,000 0.85 1.55 500 9400.00 1,000 717.70 798.35 1,000 -1,162.25 745.00 - 42 25 25
- - - - - - 5,000 0.05 - - 9450.00 100 633.00 1,037.85 100 - - - - - -
308,775 100,675 13,801 14.96 1.05 - 350 1.05 1.15 225 9500.00 425 853.50 856.15 100 -82.45 855.00 - 2,454 18,825 277,350
- - - - - - - - - - 9550.00 500 728.50 1,142.15 100 - - - - - 250
- - - - - - 200 0.10 1.25 5,000 9600.00 500 778.50 1,192.15 100 - - - - - -
- - - - - - - - - - 9650.00 500 824.00 1,246.45 100 - - - - - 8,600
- - - - - - 500 0.10 - - 9700.00 500 874.00 1,296.45 100 - - - - - -
- - - - - - - - - - 9750.00 25 926.20 1,161.85 25 -147.30 1,162.40 39.60 2 25 25
- - - - - - 200 0.20 - - 9800.00 500 974.00 1,396.45 100 - - - - - -
- - - - - - - - - - 9850.00 500 1,021.00 1,430.00 500 - - - - - 9,150
- - - - - - 200 0.15 3.00 2,500 9900.00 - - 1,500.75 100 - - - - - -
- - - - - - - - - - 9950.00 - - 1,550.75 100 - - - - - -
33,925 23,000 1,588 20.16 0.50 -0.55 300 0.45 0.70 25 10000.00 250 1,349.00 1,353.50 125 -84.70 1,350.00 - 954 4,100 390,400
- - - - - - - - - - 10050.00 - - 1,655.05 100 - - - - - -
- - - - - - 500 0.05 1.00 5,000 10100.00 - - 1,705.05 100 - - - - - -
- - - - - - 500 0.05 1.00 5,000 10200.00 - - 1,809.35 100 - - - - - -
- - - - - - 500 0.05 1.00 5,000 10300.00 - - 1,909.35 100 - - - - - -
- - - - - - 500 0.05 1.00 5,000 10400.00 - - 2,013.65 100 - - - - - -
750 750 34 23.45 0.15 -0.05 500 0.20 0.90 625 10500.00 1,000 1,777.05 1,896.75 1,000 -101.60 1,842.00 - 338 5,750 9,325
- - - - - - 10,000 0.05 1.00 5,000 10600.00 - - 2,218.00 100 - - - - - -

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



  •  Highlighted options are in-the-money.