Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8128.20  As on Dec 18, 2014 09:22:36 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
94,575 - - - - - 1,450 5,433.15 5,456.05 500 2700.00 - - - - - - - - - 4,700
203,875 - 1 - 5,140.00 85.70 600 5,143.05 5,153.95 375 3000.00 - - - - - - - - - 4,725
- - - - - - 1,000 4,244.15 - - 3500.00 - - - - - - - - - 15,525
119,875 - - - - - 3,425 4,133.15 4,156.15 2,000 4000.00 - - - - - - - - - 93,475
- - - - - - 1,000 3,441.45 - - 4300.00 - - - - - - - - - 37,500
500 - - - - - 550 3,620.85 - - 4500.00 - - - - - - - - - 533,325
- - - - - - 1,000 3,140.45 - - 4600.00 - - - - - - - - - 75,000
- - - - - - 1,000 3,040.10 - - 4700.00 - - - - - - - - - 600
200,000 - - - - - 500 3,253.00 3,391.55 500 4800.00 - - - - - - - - - 700
473,925 - 20 - 3,145.00 86.35 100 3,142.45 3,145.00 50 5000.00 - - - - - - - - - 806,500
662,600 - - - - - 1,000 2,823.00 2,981.55 1,000 5200.00 - - - - - - - - - 44,000
852,650 - - - - - 1,000 2,723.00 2,881.55 1,000 5300.00 - - - - - - - - - 6,500
279,175 - 1 - 2,640.00 68.65 700 2,639.85 2,655.90 250 5500.00 - - 1.00 4,600 - - - - - 215,900
- - - - - - 2,000 2,197.80 2,544.05 2,000 5700.00 - - - - - - - - - 6,500
25 - - - - - 2,000 1,997.80 2,344.05 2,000 5900.00 - - - - - - - - - 500
256,825 - - - - - 1,000 2,146.40 2,155.50 1,000 6000.00 1,000 0.40 0.95 100 - - - - - 500,075
25 - - - - - 1,000 1,993.00 2,081.55 1,000 6100.00 500 0.10 - - - - - - - -
1,150 - - - - - 1,000 1,893.00 1,981.55 1,000 6200.00 500 0.10 - - - - - - - -
276,925 - - - - - 125 1,841.35 1,857.65 1,600 6300.00 100 0.20 1.00 1,000 - - - - - 2,250
25 - - - - - 2,000 1,555.95 1,955.10 2,000 6350.00 - - - - - - - - - 25
50,300 - 1 87.69 1,728.60 78.55 50 1,744.80 1,751.75 250 6400.00 500 0.10 1.50 200 - - - - - 700
553,575 - - - - - 250 1,647.15 1,655.75 1,000 6500.00 1,000 0.55 1.15 1,000 - - - - - 582,675
54,350 - - - - - 100 1,546.90 1,551.95 250 6600.00 500 0.10 1.80 500 - - - - - 2,700
193,650 - - - - - 500 1,444.00 1,452.55 250 6700.00 500 0.10 1.80 500 - - - - - 1,850
52,350 - - - - - 50 1,346.75 1,351.45 500 6800.00 25 0.25 1.60 100 - - - - - 4,575
25,100 - - - - - 1,200 1,243.80 1,274.95 6,650 6900.00 225 0.20 1.90 200 - - - - - 1,475
529,875 25 13 71.79 1,140.00 89.95 275 1,147.60 1,152.95 100 7000.00 500 0.75 1.20 25 -0.30 1.35 48.84 12 - 890,225
- - - - - - 2,000 896.65 1,218.45 2,000 7050.00 10,000 0.25 - - - - - - - -
13,825 - - - - - 4,325 1,009.65 1,168.40 6,375 7100.00 875 0.30 1.20 500 - - - - - 27,200
2,050 - - - - - 2,000 796.65 1,118.45 2,000 7150.00 10,000 0.25 - - - - - - - -
76,200 - - - - - 500 944.65 952.45 250 7200.00 875 0.65 1.20 1,000 -0.90 0.50 36.16 37 - 515,725
5,300 - - - - - 2,000 704.80 1,022.55 2,000 7250.00 10,000 0.50 - - - - - - - -
18,350 - 40 112.88 973.20 203.20 4,575 810.20 949.35 6,325 7300.00 575 0.75 1.30 500 -0.30 1.45 36.85 229 4,725 577,150
4,150 - - - - - 2,000 608.85 926.60 2,000 7350.00 10,000 0.55 - - - - - - - -
89,775 - 40 44.05 734.20 83.45 1,300 744.40 756.20 2,650 7400.00 1,000 1.30 1.50 100 -0.85 1.75 33.59 86 150 385,100
2,450 - - - - - 2,000 508.85 826.60 2,000 7450.00 50 0.60 - - - - - - - 50
523,400 100 195 43.40 652.00 86.10 25 652.85 656.95 2,000 7500.00 4,025 2.05 2.20 150 -2.05 2.05 30.50 3,227 -4,275 2,773,475
- - - - - - 2,000 412.90 730.65 2,000 7550.00 - - - - - - - - - 100
104,975 -500 27 35.14 536.35 81.55 675 548.25 552.70 650 7600.00 350 2.40 2.50 125 -3.40 2.45 26.34 3,406 -20,600 842,000
- - - - - - 2,000 312.90 630.65 2,000 7650.00 - - 5.00 400 - - - - - 12,700
77,400 -825 70 31.00 451.00 83.45 425 451.00 452.00 25 7700.00 725 3.10 3.15 650 -6.25 3.10 23.07 7,132 -42,775 1,475,525
- - - - - - 2,000 220.55 539.70 2,000 7750.00 200 3.50 3.90 150 -7.90 3.50 21.23 432 -350 93,325
104,625 -800 202 25.59 349.00 75.15 700 349.60 354.90 25 7800.00 7,550 4.30 4.40 2,925 -10.85 4.40 20.14 24,622 -42,550 2,948,575
500 - - - - - 2,000 128.15 447.75 2,000 7850.00 950 5.15 5.35 1,150 -14.70 5.35 18.48 1,975 -8,000 205,725
1,479,050 -6,275 1,511 22.48 255.40 69.55 50 255.75 257.95 25 7900.00 1,025 7.50 7.60 250 -20.85 7.50 17.45 41,729 -23,075 3,073,450
3,425 - - - - - 850 185.85 270.00 25 7950.00 100 9.95 10.20 25 -29.30 10.20 16.14 3,663 15,450 560,725
2,940,300 -105,550 19,248 18.40 160.10 48.45 75 160.05 160.65 100 8000.00 50 15.40 15.50 25 -37.40 15.40 14.71 75,831 -35,075 6,063,325
443,825 -5,825 2,236 17.28 122.00 42.35 25 120.40 122.00 150 8050.00 25 21.15 21.45 175 -50.35 21.35 13.59 8,160 -14,675 628,425
3,174,425 -166,575 69,428 15.94 83.00 27.45 400 82.75 83.00 50 8100.00 100 34.65 34.95 25 -58.15 34.65 12.35 79,103 55,100 4,153,825
926,225 4,450 13,701 15.52 56.05 20.80 25 55.45 55.95 25 8150.00 25 53.55 54.95 25 -69.05 53.60 10.98 6,363 -19,700 815,400
5,138,625 -100 94,825 15.44 34.70 12.20 1,700 34.70 34.90 1,525 8200.00 100 82.10 83.00 12,100 -72.20 83.00 11.80 10,850 - 2,681,525
913,650 - 2,910 15.18 19.90 7.10 300 19.35 19.90 225 8250.00 1,000 115.50 117.55 400 -76.95 117.75 8.72 2,041 550 1,169,175
5,218,200 8,350 20,020 15.36 11.85 4.05 450 11.75 11.90 1,750 8300.00 75 158.05 159.15 75 -82.35 159.25 - 3,871 4,350 1,980,900
1,065,325 -18,175 7,123 15.52 6.35 1.50 650 6.30 6.60 25 8350.00 25 205.00 395.05 2,000 -77.75 209.80 - 5 - 511,375
4,910,275 23,825 22,655 16.57 4.75 1.15 3,475 4.60 4.75 7,850 8400.00 1,600 250.00 251.70 50 -82.15 250.00 - 1,965 -12,225 2,198,675
1,055,775 17,375 2,330 17.93 3.70 0.50 900 3.65 3.85 775 8450.00 25 280.00 380.00 25 -100.05 289.95 - 1 - 216,425
5,815,550 31,575 11,640 19.58 3.10 0.25 100 3.10 3.15 3,100 8500.00 500 346.00 347.50 25 -87.20 345.25 - 1,424 2,450 1,952,925
522,075 650 212 21.39 2.85 0.35 25 2.35 3.00 1,050 8550.00 225 400.00 475.00 100 - - - - - 141,200
4,096,850 6,300 3,359 22.65 2.40 0.15 2,500 2.30 2.40 1,650 8600.00 50 446.00 448.70 75 -89.70 446.05 - 289 -2,800 631,325
562,575 1,075 606 24.40 2.25 0.10 50 2.10 2.25 1,200 8650.00 25 490.00 499.15 25 - - - - - 140,250
3,400,800 2,950 1,160 25.90 2.00 -0.05 2,000 1.95 2.00 925 8700.00 100 545.05 547.95 25 -86.15 550.00 - 46 100 370,025
291,125 - 40 30.86 4.00 1.95 2,500 0.75 2.10 1,000 8750.00 2,000 420.50 795.20 2,000 - - - - - 16,550
3,274,100 -300 111 28.74 1.70 -0.30 3,000 1.70 1.80 500 8800.00 50 644.25 647.35 25 -84.10 650.40 - 19 - 302,175
129,225 - - - - - 1,000 0.75 2.00 2,000 8850.00 2,000 516.40 899.30 2,000 - - - - - 7,050
963,625 - 4 - 1.40 -0.40 1,950 1.40 1.65 950 8900.00 1,650 737.45 760.85 4,400 - - - - - 23,450
47,000 - - - - - 25 1.40 2.50 10,000 8950.00 2,000 617.80 999.30 2,000 - - - - - 5,000
2,135,850 425 395 34.66 1.35 - 100 1.30 1.40 4,375 9000.00 500 842.00 846.60 50 -83.85 849.00 - 533 -10,825 481,225
5,100 - - - - - 5,000 0.15 - - 9050.00 2,000 712.35 1,103.35 2,000 - - - - - 5,500
340,850 - 20 37.35 1.25 0.25 4,000 0.60 1.45 2,000 9100.00 2,850 820.65 961.70 2,150 - - - - - 875
- - - - - - 5,000 0.15 - - 9150.00 2,000 808.25 1,207.45 2,000 - - - - - 8,150
144,475 - - - - - 875 0.25 1.15 1,000 9200.00 5,850 916.00 1,244.75 4,850 - - - - - -
- - - - - - 5,000 0.05 - - 9250.00 2,000 908.25 1,307.45 2,000 - - - - - 11,300
83,200 - - - - - 5,150 0.30 1.30 1,000 9300.00 3,000 1,118.85 1,344.35 2,000 - - - - - 2,925
- - - - - - - - - - 9350.00 2,000 1,004.20 1,411.50 2,000 - - - - - 3,650
300 - - - - - 175 0.15 1.50 10,000 9400.00 5,850 1,103.35 1,461.45 4,850 - - - - - 25
- - - - - - - - - - 9450.00 2,000 1,100.10 1,515.55 2,000 - - - - - -
990,975 -4,850 310 42.62 0.30 0.05 13,500 0.20 0.30 18,250 9500.00 250 1,338.55 1,345.65 50 -71.35 1,350.00 - 410 -6,725 257,125
- - - - - - - - - - 9550.00 2,000 1,200.10 1,615.55 2,000 - - - - - 250
- - - - - - - - - - 9600.00 2,000 1,250.10 1,665.55 2,000 - - - - - -
- - - - - - - - - - 9650.00 2,000 1,296.05 1,719.65 2,000 - - - - - 8,600
- - - - - - - - - - 9700.00 2,000 1,346.05 1,769.65 2,000 - - - - - -
- - - - - - - - - - 9750.00 2,000 1,396.05 1,819.65 2,000 - - - - - 25
- - - - - - - - - - 9800.00 2,000 1,442.00 1,873.70 2,000 - - - - - -
- - - - - - - - - - 9850.00 2,000 1,492.00 1,923.70 2,000 - - - - - -
- - - - - - - - - - 9900.00 2,000 1,542.00 1,973.70 2,000 - - - - - -
- - - - - - - - - - 9950.00 - - 2,027.80 2,000 - - - - - -
31,975 - - - - - - - 0.30 4,000 10000.00 25 1,837.60 1,846.30 50 -76.35 1,853.85 - 5 -100 291,800
- - - - - - - - - - 10050.00 - - 2,127.80 2,000 - - - - - -
- - - - - - - - - - 10100.00 - - 2,181.85 2,000 - - - - - -
- - - - - - - - - - 10200.00 - - 2,281.85 2,000 - - - - - -
- - - - - - - - - - 10300.00 - - 2,381.85 2,000 - - - - - -
- - - - - - - - - - 10400.00 - - 2,481.85 2,000 - - - - - -
3,900 - - - - - - - 2.00 500 10500.00 25 2,340.00 2,345.85 50 - - - - - 31,800

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



  •  Highlighted options are in-the-money.