Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7706.55  As on May 04, 2016 15:30:45 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
300 - 1 - 2,278.70 -20.50 1,200 2,075.00 2,325.00 75 5450.00 - - - - - - - - - -
388,125 750 345 - 2,214.65 -49.90 150 2,214.80 2,220.75 225 5500.00 525 0.65 0.75 675 0.10 0.70 50.66 341 -6,825 44,025
- - - - - - 1,200 1,975.00 2,299.90 75 5550.00 - - - - - - - - - -
75 - - - 2,277.00 - 1,200 1,926.00 2,249.40 75 5600.00 675 0.35 1.75 300 - 1.40 - - - 750
- - - - - - 1,200 1,875.00 2,199.90 75 5650.00 - - - - - - - - - -
- - - - - - 1,200 1,826.00 2,149.40 75 5700.00 1,500 0.15 1.70 300 - - - - - -
- - - - - - 1,200 1,775.00 2,099.90 75 5750.00 - - - - - - - - - -
- - - - - - 1,200 1,731.00 2,049.40 75 5800.00 1,500 0.15 1.80 150 - - - - - -
- - - - - - 1,200 1,675.00 1,999.90 75 5850.00 - - - - - - - - - -
- - - - - - 1,200 1,641.00 1,949.40 75 5900.00 1,500 0.15 1.85 75 - - - - - -
- - - - - - 1,200 1,582.50 1,958.05 75 5950.00 - - - - - - - - - -
282,450 1,650 95 - 1,719.00 -49.20 450 1,717.85 1,722.00 75 6000.00 825 0.80 0.85 75 -0.20 0.80 39.31 155 450 27,900
- - - - - - 1,200 1,485.45 1,807.65 75 6050.00 9,975 0.15 - - - - - - - -
975 - - - 1,773.75 - 1,200 1,445.00 1,757.15 75 6100.00 150 1.00 1.55 150 - 1.50 - - - 1,050
- - - - - - 1,200 1,390.00 1,707.65 75 6150.00 9,975 0.05 - - - - - - - -
1,275 - - - 1,667.45 - 1,200 1,343.70 1,657.15 75 6200.00 375 0.80 1.65 150 - 0.30 - - - 2,925
- - - - - - 1,200 1,298.00 1,611.55 75 6250.00 9,975 0.05 - - - - - - - -
1,275 - - - 1,571.65 - 1,200 1,251.00 1,561.05 75 6300.00 150 1.00 1.45 75 - 1.45 - - - 1,800
- - - - - - 1,200 1,198.00 1,511.55 75 6350.00 9,975 0.05 - - - - - - - -
10,125 -150 2 - 1,320.00 -56.00 150 1,305.00 1,465.45 75 6400.00 75 1.10 1.50 225 - 1.20 - - - 5,925
- - - - - - 1,200 1,106.00 1,415.45 75 6450.00 9,975 0.05 - - - - - - - -
383,700 -6,075 218 - 1,220.00 -49.55 75 1,220.10 1,225.40 75 6500.00 6,975 1.60 1.70 450 0.05 1.60 30.39 396 75 294,075
- - - - - - 1,200 1,013.50 1,319.30 75 6550.00 9,975 0.25 - - - - - - - -
37,050 -1,200 32 - 1,114.95 -56.70 75 1,112.85 1,146.60 75 6600.00 1,425 1.90 2.05 3,000 - 1.95 28.77 147 2,925 96,975
- - - - - - 1,200 914.00 1,219.30 75 6650.00 9,975 0.45 - - - - - - - -
61,500 -225 41 - 1,021.00 -48.95 75 1,021.35 1,031.55 75 6700.00 1,200 2.30 2.35 75 -0.10 2.30 26.99 426 10,425 137,850
- - - - - - 1,200 821.50 1,123.20 75 6750.00 9,975 0.60 - - - - - - - -
362,175 -1,800 48 - 923.80 -50.40 2,250 920.00 934.00 75 6800.00 825 2.50 2.95 1,650 -0.20 2.85 25.36 2,936 -8,775 313,425
- - - - - - 1,200 730.00 1,027.05 75 6850.00 1,500 1.30 - - - - - - - -
154,050 3,300 61 - 818.40 -54.00 75 824.20 829.75 75 6900.00 900 4.20 4.45 2,400 - 4.30 24.43 4,681 19,950 373,425
- - - - - - 75 701.00 859.00 75 6950.00 75 4.50 5.90 75 -0.55 5.35 24.02 5 - 2,475
1,478,325 -115,575 3,167 - 729.00 -52.60 75 729.60 732.75 75 7000.00 150 6.85 6.95 75 0.15 6.80 23.71 16,557 131,550 3,710,100
675 - - - 835.40 - 1,200 541.00 759.00 75 7050.00 75 6.20 8.00 75 -2.00 8.00 23.06 29 1,350 3,450
388,575 -17,700 274 - 630.00 -52.80 75 631.85 636.70 75 7100.00 3,000 9.55 10.00 525 0.40 9.75 22.56 12,188 61,875 821,700
1,200 - - - 737.55 - 1,200 447.00 659.00 75 7150.00 750 11.65 11.90 75 0.60 11.60 21.95 90 825 2,625
507,300 -1,575 227 - 542.00 -49.20 75 538.20 542.70 75 7200.00 150 14.70 14.95 3,075 1.00 14.90 21.72 30,005 55,875 2,602,200
600 - - - 656.65 - 1,200 353.00 559.00 75 7250.00 300 15.00 18.00 375 0.65 17.45 21.00 130 1,050 11,400
444,225 -21,975 516 - 450.00 -45.05 150 445.25 449.95 75 7300.00 525 20.95 21.65 9,000 1.50 21.35 20.53 57,019 -675 2,049,300
1,125 -150 2 17.60 417.60 -128.95 1,200 266.50 469.00 75 7350.00 450 25.00 27.30 75 1.50 26.00 20.02 380 10,125 20,700
994,425 9,000 780 12.28 357.00 -45.60 75 355.85 361.40 75 7400.00 75 31.65 31.90 150 3.35 31.95 19.59 81,259 276,450 2,911,725
1,275 - - - 454.75 - 1,200 183.00 379.00 75 7450.00 450 38.35 38.85 75 5.30 39.65 19.24 407 2,100 19,050
1,146,675 -42,750 3,687 14.77 278.45 -44.55 75 273.85 279.45 150 7500.00 75 48.20 48.65 150 6.15 48.55 18.83 128,850 286,875 3,641,475
1,725 75 3 13.88 234.25 -46.75 975 212.05 260.00 75 7550.00 450 58.80 59.95 75 7.25 59.00 18.38 1,679 15,000 49,275
865,575 8,025 7,488 14.54 201.30 -41.85 300 201.30 204.10 75 7600.00 7,575 72.45 72.50 1,425 9.15 72.45 18.08 147,918 92,175 3,104,250
4,800 2,325 164 14.62 168.40 -38.60 150 164.10 171.00 75 7650.00 75 88.00 88.30 225 11.40 87.95 17.74 5,841 39,600 149,025
1,664,325 199,200 57,744 14.68 138.80 -34.75 150 138.75 139.55 75 7700.00 75 107.00 107.25 150 14.85 107.50 17.58 231,600 -410,400 4,057,500
111,600 70,650 5,506 14.59 111.65 -33.05 75 112.10 112.60 150 7750.00 750 129.00 130.00 375 16.45 128.45 17.23 7,128 -1,575 120,825
3,384,000 869,400 241,645 14.53 88.25 -28.30 75 88.20 88.60 825 7800.00 75 154.10 155.60 225 22.25 155.65 17.31 130,499 -278,625 2,985,750
224,475 34,350 7,638 14.55 69.00 -24.45 75 69.05 69.45 225 7850.00 75 181.85 184.80 75 23.80 182.20 16.90 1,063 -9,600 120,975
3,638,250 -98,100 224,931 14.55 52.80 -20.10 150 52.35 53.00 12,975 7900.00 4,800 215.00 216.40 675 28.20 215.00 16.94 28,525 -241,275 1,953,075
287,475 52,500 6,534 14.60 40.00 -15.65 1,050 40.00 40.20 525 7950.00 450 246.35 254.00 75 32.90 252.00 17.23 151 -300 67,200
5,556,225 615,225 205,127 14.60 29.50 -13.30 8,400 29.40 29.50 150 8000.00 300 290.05 292.00 75 37.15 292.00 17.66 16,323 36,000 1,244,400
198,525 53,775 3,963 14.53 21.05 -10.95 75 21.05 21.30 375 8050.00 150 318.55 343.75 150 17.60 321.20 15.63 9 -300 5,100
5,306,775 922,050 142,931 14.69 15.50 -8.15 8,475 15.50 15.60 150 8100.00 150 373.70 378.85 75 41.50 375.70 18.29 1,728 -37,125 388,425
89,850 15,375 1,740 14.75 11.00 -6.65 1,800 11.00 11.70 300 8150.00 975 409.00 463.95 300 - 278.90 - - - 1,275
5,352,000 -94,875 75,856 15.15 8.50 -4.50 2,325 8.50 8.70 675 8200.00 75 465.65 468.80 150 43.00 466.65 19.47 649 750 279,225
71,250 2,850 412 15.49 6.50 -3.20 450 5.05 7.40 900 8250.00 75 451.00 589.00 75 - 385.00 - - - 675
3,537,300 304,875 48,631 15.85 5.00 -2.05 225 4.85 5.00 600 8300.00 75 561.05 564.50 1,200 49.25 561.65 21.07 315 600 361,950
24,000 2,175 161 16.20 3.85 -1.45 375 3.80 3.95 75 8350.00 75 551.00 679.00 75 - 434.25 - - - 900
1,975,050 -9,675 27,362 16.39 2.80 -0.75 75 2.80 2.85 3,675 8400.00 75 657.80 661.25 75 47.70 660.00 23.38 268 525 257,475
54,600 17,550 660 17.20 2.60 -0.40 150 2.05 2.60 525 8450.00 75 641.00 799.00 75 - 553.70 - - - 375
1,986,375 -41,625 18,666 17.24 1.80 -0.20 3,600 1.70 1.80 1,425 8500.00 75 755.90 761.70 75 47.85 756.95 25.01 528 -5,175 481,650
2,175 - - - 2.50 - 300 1.00 2.30 600 8550.00 75 741.00 899.00 75 - 649.40 - - - 375
785,850 -54,525 11,357 18.29 1.30 -0.15 10,875 1.30 1.45 900 8600.00 75 853.35 860.50 150 49.60 855.00 26.84 64 -750 58,200
- - - - - - 9,975 0.05 6.50 9,975 8650.00 1,200 707.00 1,079.00 75 - - - - - -
394,425 -25,275 1,633 18.90 0.80 -0.30 4,875 0.80 0.90 1,650 8700.00 150 950.50 961.00 75 57.20 957.20 30.36 41 750 24,150
- - - - - - 9,975 0.05 - - 8750.00 1,200 807.05 1,183.00 75 - - - - - -
93,225 -2,250 384 20.68 0.85 -0.10 300 0.70 0.85 9,600 8800.00 75 1,051.40 1,060.85 225 28.80 1,038.55 - 3 -225 34,725
- - - - - - 9,975 0.05 - - 8850.00 1,200 903.15 1,286.50 75 - - - - - -
74,925 -600 31 21.82 0.70 -0.05 4,650 0.70 0.80 750 8900.00 75 1,150.55 1,156.60 75 58.80 1,155.80 34.80 17 300 46,125
- - - - - - 9,975 0.05 - - 8950.00 1,200 1,003.15 1,386.50 75 - - - - - -
642,375 33,450 913 23.37 0.70 -0.05 59,700 0.60 0.65 300 9000.00 75 1,250.80 1,256.10 75 52.90 1,255.00 36.89 209 4,125 672,375
- - - - - - - - - - 9050.00 1,200 1,099.30 1,490.50 75 - - - - - -
34,650 -825 2,527 24.05 0.50 - 17,700 0.40 0.50 3,300 9100.00 75 1,348.65 1,355.00 150 30.70 1,330.00 - 23 75 121,875
- - - - - - - - - - 9150.00 1,200 1,195.40 1,590.50 75 - - - - - -
84,300 1,575 1,010 24.63 0.35 -0.05 27,825 0.35 0.40 10,125 9200.00 75 1,448.75 1,455.00 75 49.10 1,452.00 40.14 12 -675 264,825
- - - - - - - - - - 9250.00 1,200 1,295.40 1,694.00 75 - - - - - -
825 75 2 26.36 0.40 - 75 0.40 0.45 975 9300.00 75 1,547.35 1,559.35 225 - 1,500.00 - - - 1,350
- - - - - - - - - - 9350.00 1,200 1,391.55 1,798.00 75 - - - - - -
3,450 1,425 192 27.40 0.35 - 975 0.35 0.45 4,950 9400.00 75 1,646.75 1,657.85 225 49.60 1,649.60 43.39 179 -375 7,050
- - - - - - - - - - 9450.00 1,200 1,491.55 1,898.00 75 - - - - - -
225 -525 7 27.89 0.25 -0.30 150 0.25 0.40 450 9500.00 75 1,745.75 1,757.85 225 51.30 1,755.00 48.69 27 1,125 5,400
Total 43,098,075 33,962,100 Total

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



  •  Highlighted options are in-the-money.