Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8337.00  As on Jul 28, 2015 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
50 - - - - - 1,000 1,689.60 1,906.20 25 6450.00 - - 1.00 2,000 - - - - - 50
52,600 -15,475 743 126.17 1,844.65 -24.05 2,900 1,836.70 1,852.85 1,000 6500.00 6,300 0.20 0.50 2,000 0.20 0.30 114.99 72 -1,025 9,375
- - - - - - 1,000 1,598.00 1,946.55 100 6550.00 - - 3.00 10,000 - - - - - 50
1,625 - - - - - 1,000 1,711.70 1,775.90 6,000 6600.00 500 0.05 0.50 25 -0.10 0.10 98.99 2 - 1,325
- - - - - - 1,000 1,498.00 1,846.55 100 6650.00 - - 3.00 10,000 - - - - - -
9,075 -1,400 131 - 1,627.25 -48.35 975 1,611.70 1,675.90 6,000 6700.00 250 0.15 0.25 175 - 0.30 102.08 72 - 7,550
- - - - - - 1,000 1,406.40 1,750.70 100 6750.00 - - 3.00 10,000 - - - - - -
2,250 -200 10 181.42 1,572.00 7.00 1,000 1,511.70 1,575.90 6,000 6800.00 10,000 0.05 0.30 2,000 0.10 0.40 98.35 2 -50 19,175
25 - - - - - 1,000 1,351.00 1,650.70 100 6850.00 - - 3.00 10,000 - - - - - -
2,000 -75 4 174.98 1,475.00 -61.85 50 1,430.00 1,475.90 6,000 6900.00 3,000 0.10 0.50 1,000 -0.20 0.30 89.46 1 -25 45,125
- - - - - - 1,000 1,214.75 1,554.90 100 6950.00 - - 3.00 10,000 - - - - - -
381,025 -22,625 2,455 113.97 1,348.50 -16.85 50 1,349.55 1,351.85 25 7000.00 2,675 0.15 0.40 2,400 0.05 0.25 81.85 1,515 -28,250 425,125
350 - - - - - 1,000 1,123.15 1,459.10 100 7050.00 10,000 0.05 3.00 10,000 - - - - - 100
169,125 -24,400 3,602 98.45 1,246.80 -24.40 250 1,248.55 1,255.00 25 7100.00 5,000 0.10 0.30 1,000 - 0.30 77.07 314 -1,725 438,175
- - - - - - 1,000 1,023.15 1,359.10 100 7150.00 10,000 0.05 1.00 5,000 - - - - - -
32,175 -1,600 679 100.64 1,149.40 -21.90 125 1,149.25 1,156.70 50 7200.00 1,000 0.45 0.60 2,675 -0.05 0.60 76.10 486 - 328,025
- - - - - - 1,000 931.55 1,263.30 100 7250.00 10,000 0.05 1.00 5,000 - - - - - -
17,150 -5,700 325 112.08 1,041.60 -31.30 100 1,040.80 1,053.65 500 7300.00 10,000 0.35 0.60 5,000 -0.15 0.50 70.28 154 -325 291,650
- - - - - - 1,000 831.55 1,163.30 100 7350.00 10,000 0.05 1.40 5,000 - - - - - -
4,250 -8,650 446 88.77 951.20 -17.75 125 941.25 961.15 25 7400.00 5,000 0.45 0.60 5,000 -0.10 0.60 63.27 8,606 -2,375 443,900
- - - - - - 1,000 739.90 1,067.50 100 7450.00 10,025 0.05 1.50 5,000 - - - - - 850
217,925 -49,200 4,104 83.93 850.80 -18.70 25 851.60 854.75 25 7500.00 2,000 0.55 0.60 4,525 -0.15 0.60 56.36 10,682 -86,500 940,450
- - - - - - 1,000 644.10 971.70 100 7550.00 25 0.55 2.85 1,000 0.95 2.95 66.23 1 - 975
25,950 -26,600 1,344 56.59 745.95 -23.00 25 748.65 753.65 175 7600.00 5,350 0.45 0.50 75 -0.25 0.50 50.56 1,462 -9,700 526,675
- - - - - - 1,000 544.10 871.70 100 7650.00 1,150 0.50 1.00 1,000 - - - - - 2,950
34,100 -5,000 412 54.47 647.30 -22.85 50 649.45 653.65 250 7700.00 4,625 0.55 0.70 5,050 -0.10 0.70 43.78 2,630 -5,650 990,475
50 - 2 49.90 597.05 -82.95 1,000 448.00 775.90 100 7750.00 900 0.60 1.00 8,000 -0.30 0.60 41.05 7 25 8,825
82,700 -25,625 1,949 48.29 547.85 -27.95 25 550.45 553.65 500 7800.00 18,250 0.65 0.70 5,500 -0.40 0.65 38.60 26,409 -18,850 2,478,900
25 - - - - - 1,000 348.00 676.00 100 7850.00 600 0.70 0.90 425 -0.20 0.70 34.70 15 - 32,325
81,675 -34,225 2,963 52.22 455.90 -15.60 25 450.45 456.00 25 7900.00 14,675 0.70 0.80 12,600 -0.60 0.70 32.42 57,337 -10,250 5,055,250
- - - - - - 1,000 252.95 519.00 25 7950.00 200 0.70 0.95 5,000 -0.50 0.90 29.88 16 - 22,125
293,750 -82,950 11,611 40.04 352.95 -17.90 75 352.65 353.65 50 8000.00 4,425 0.85 0.95 3,000 -0.85 0.95 26.72 151,885 -132,475 4,498,700
125 - 4 51.73 324.00 -189.00 1,000 287.25 316.65 1,000 8050.00 700 0.90 1.10 3,650 -1.30 0.90 23.48 4,565 8,025 42,800
217,600 -9,975 6,818 32.20 256.60 -15.65 475 256.00 257.25 25 8100.00 50 1.10 1.15 425 -2.10 1.15 20.59 288,302 281,000 3,377,325
5,800 -2,425 138 24.28 202.70 -29.30 1,500 189.70 205.80 25 8150.00 225 2.10 2.20 1,625 -3.05 2.10 19.04 41,036 34,200 203,850
564,100 -101,625 47,709 24.35 157.85 -22.30 500 158.30 159.60 100 8200.00 8,675 4.25 4.40 3,875 -4.05 4.40 17.74 619,117 236,500 4,445,050
28,575 -11,450 2,997 20.38 113.55 -19.50 150 105.25 129.80 25 8250.00 650 9.00 9.05 25 -4.15 9.05 16.46 209,054 443,875 949,000
2,189,000 674,650 457,449 20.06 74.90 -17.20 225 74.90 75.00 5,975 8300.00 2,775 19.65 19.90 2,500 -2.80 19.65 15.69 1,392,142 33,375 4,833,450
1,258,350 953,675 211,873 19.25 44.90 -15.10 525 44.50 44.90 2,000 8350.00 200 37.15 37.70 25 -2.45 37.20 14.62 331,732 99,100 1,066,900
6,528,825 1,706,375 1,918,330 19.43 25.20 -12.00 5,225 25.05 25.25 650 8400.00 250 64.30 64.50 25 0.25 64.40 12.27 1,255,744 754,650 4,193,400
1,810,000 721,025 418,673 18.99 12.15 -8.35 750 12.15 12.20 1,575 8450.00 100 101.45 103.70 100 6.40 102.00 - 62,961 -185,875 321,950
6,149,600 465,100 1,400,841 19.16 5.40 -5.45 9,325 5.40 5.60 1,025 8500.00 150 145.35 146.00 1,700 10.95 145.35 - 333,946 -1,052,625 2,425,375
1,099,500 -353,975 242,865 19.29 2.25 -2.95 75 2.25 2.35 1,000 8550.00 75 188.90 192.30 100 10.35 190.00 - 8,757 -98,625 226,550
5,671,300 -217,150 551,204 21.33 1.40 -1.75 1,525 1.35 1.40 1,075 8600.00 100 238.50 239.15 500 13.20 238.75 - 31,725 -111,750 1,031,525
911,450 -155,775 60,829 23.82 1.10 -0.95 15,650 1.10 1.20 7,450 8650.00 25 288.25 291.95 100 14.20 292.60 - 7,740 -123,825 98,225
4,876,775 -441,050 228,717 26.07 0.95 -0.70 13,075 0.85 0.95 13,575 8700.00 75 341.25 342.95 100 16.60 342.00 - 15,856 -93,200 357,650
538,100 -60,850 11,015 28.65 0.90 -0.50 875 0.80 0.90 1,500 8750.00 1,000 376.55 406.75 1,000 21.35 391.00 - 233 -2,875 1,975
3,461,300 -367,350 61,300 31.06 0.75 -0.20 25 0.75 0.80 5,175 8800.00 75 432.70 442.20 50 18.65 442.00 - 4,910 -37,475 172,800
252,350 -10,600 2,529 34.22 0.75 -0.25 10,650 0.75 0.80 6,000 8850.00 25 425.00 656.45 2,000 73.60 464.45 - 8 - 350
2,608,125 -208,375 33,733 37.05 0.65 -0.15 3,375 0.65 0.70 5,000 8900.00 25 536.70 540.70 25 17.50 537.85 - 1,910 -29,925 81,950
66,375 -675 244 39.15 0.65 -0.20 2,000 0.60 0.80 700 8950.00 25 541.00 592.25 50 53.40 596.20 - 4 -100 200
1,871,450 -119,750 54,666 41.87 0.65 -0.20 14,500 0.60 0.65 900 9000.00 25 638.15 640.60 50 15.80 638.15 - 5,749 -91,325 265,325
675 - 1 - 0.15 -0.60 8,000 0.10 0.75 25 9050.00 25 641.00 759.00 25 - - - - - -
549,725 2,875 3,320 46.77 0.55 -0.15 32,450 0.55 0.60 4,975 9100.00 25 730.00 740.15 25 22.30 743.90 - 845 -17,400 99,725
- - - - - - 10,000 0.05 3.00 10,000 9150.00 1,000 569.70 964.35 100 - - - - - -
412,525 -4,275 426 51.44 0.60 -0.15 1,450 0.50 0.60 3,450 9200.00 25 833.80 839.40 50 21.45 845.05 - 148 -825 50,250
9,550 - - - - - 10,000 0.05 3.00 10,000 9250.00 1,000 665.50 1,068.50 100 - - - - - -
81,950 -3,150 232 55.26 0.45 -0.15 200 0.45 0.55 300 9300.00 475 935.00 939.10 25 12.20 935.00 - 252 -5,125 51,700
- - - - - - 10,000 0.05 3.00 10,000 9350.00 1,000 765.50 1,168.50 100 - - - - - -
40,800 -225 93 60.09 0.45 -0.20 525 0.40 0.45 75 9400.00 25 1,031.15 1,039.50 75 7.65 1,030.00 - 60 -425 12,225
- - - - - - 10,000 0.05 3.00 10,000 9450.00 1,000 861.30 1,272.70 100 - - - - - -
156,275 -7,825 1,532 64.83 0.45 0.05 1,000 0.45 0.60 4,250 9500.00 50 1,134.40 1,138.80 50 22.25 1,143.00 - 5,351 -70,950 322,400
- - - - - - - - 3.00 10,000 9550.00 1,000 961.30 1,372.70 100 - - - - - -
4,075 -50 3 60.68 0.10 -0.90 2,200 0.10 0.50 425 9600.00 25 1,215.05 1,241.25 50 6.25 1,216.25 - 8 -150 1,825
- - - - - - - - 3.00 10,000 9650.00 1,000 1,057.10 1,476.90 100 - - - - - -
2,075 -125 5 74.83 0.50 0.40 1,050 0.05 0.50 2,025 9700.00 1,000 1,304.15 1,342.30 50 166.60 1,332.00 - 32 -775 11,000
- - - - - - - - 3.00 10,000 9750.00 1,000 1,152.90 1,581.10 100 - - - - - -
475 - - - - - 375 0.10 0.65 500 9800.00 1,000 1,404.20 1,468.30 4,000 - - - - - 250
- - - - - - - - 3.00 10,000 9850.00 1,000 1,252.90 1,681.10 100 - - - - - -
10,875 -1,025 61 83.83 0.50 0.40 275 0.20 0.50 300 9900.00 250 1,533.85 1,538.75 275 19.70 1,538.20 - 1,290 -24,725 180,875
2,025 - - - - - 1,525 0.05 1.00 500 9950.00 1,000 1,348.70 1,785.30 100 - - - - - -
375 - - - - - 175 0.10 0.85 2,000 10000.00 1,000 1,398.70 1,835.30 100 - - - - - -
- - - - - - - - 1.00 500 10050.00 1,000 1,448.70 1,885.30 100 - - - - - -
- - - - - - - - 1.00 500 10100.00 1,000 1,494.55 1,939.50 100 - - - - - -
- - - - - - - - 1.00 500 10150.00 1,000 1,544.55 1,989.50 100 - - - - - -
Total 42,787,975 41,394,025 Total

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



  •  Highlighted options are in-the-money.