Option Chain (Equity Derivatives)
Underlying Index: NIFTY 5702.75  As on Jun 20, 2013 09:25:35 IST
View Options Contracts for: OR
Filter by: Expiry Date
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
486,550 - - - - - 100 2,987.45 2,997.25 100 2700.00 - - 0.90 200 - - - - - 434,000
50 - - - - - 200 2,737.80 2,979.00 100 2800.00 - - - - - - - - - 50
- - - - - - 200 2,638.00 2,879.20 100 2900.00 - - - - - - - - - -
195,050 - 6 - 2,688.40 -125.60 150 2,687.30 2,698.40 150 3000.00 - - 1.00 200 - - - - - 73,000
- - - - - - 200 2,437.70 2,679.20 100 3100.00 - - - - - - - - - -
- - - - - - 200 2,338.00 2,578.80 100 3200.00 - - - - - - - - - -
- - - - - - 200 2,238.40 2,479.30 100 3300.00 - - - - - - - - - -
- - - - - - 200 2,137.70 2,378.70 100 3400.00 - - - - - - - - - -
227,650 - - - - - 200 2,190.50 2,279.40 100 3500.00 - - 1.00 50 - - - - - 650
- - - - - - 200 1,938.50 2,178.90 100 3600.00 - - - - - - - - - -
- - - - - - 200 1,838.20 2,078.50 100 3700.00 - - - - - - - - - -
- - - - - - 200 1,738.50 1,978.50 100 3800.00 - - - - - - - - - -
- - - - - - - - 1,878.50 100 3900.00 - - - - - - - - - -
134,250 - 1 - 1,690.10 -126.00 100 1,692.40 1,698.45 100 4000.00 11,000 0.05 0.10 1,000 - - - - - 12,400
- - - - - - - - 1,679.00 100 4100.00 - - - - - - - - - 50
- - - - - - - - 1,578.50 100 4200.00 - - - - - - - - - 450
- - - - - - - - 1,479.10 100 4300.00 - - - - - - - - - 50
163,650 -850 56 - 1,295.00 -124.00 1,050 1,294.90 1,295.00 500 4400.00 1,000 0.10 0.40 300 -0.05 0.15 - 14 - 5,750
233,250 -800 60 - 1,197.00 -121.00 50 1,195.90 1,199.00 200 4500.00 300 0.15 0.80 3,000 - - - - - 14,250
400 - - - - - 1,150 1,089.90 1,103.35 1,150 4600.00 - - 0.90 3,000 - - - - - 4,100
75,500 - - - - - 400 991.75 997.65 50 4700.00 1,000 0.10 0.75 1,000 - - - - - 9,650
40,600 - - - - - 100 891.85 902.15 1,300 4800.00 5,000 0.15 0.70 3,000 - - - - - 44,900
28,600 - - - - - 300 791.65 796.90 50 4900.00 1,000 0.10 0.75 3,000 - - - - - 29,750
296,850 -2,000 49 - 692.95 -125.05 50 695.10 697.95 50 5000.00 9,000 0.50 0.60 10,000 0.25 0.70 39.87 368 2,700 746,000
78,450 - - - - - 100 593.65 615.80 100 5100.00 4,500 0.60 0.70 20,000 0.20 0.75 34.87 285 -6,300 786,000
134,400 -100 294 - 498.00 -122.45 50 497.00 498.60 50 5200.00 1,000 0.75 0.80 1,000 0.10 0.70 30.04 1,236 300 1,278,600
133,950 -50 139 - 398.10 -114.60 2,350 393.70 398.60 50 5300.00 11,750 1.00 1.10 2,100 0.20 1.00 26.01 1,821 1,100 1,148,750
169,800 -250 141 - 298.80 -117.95 200 298.10 299.35 50 5400.00 350 2.45 2.50 4,050 1.15 2.45 23.70 11,170 9,650 2,877,800
468,550 2,350 1,982 - 204.05 -115.35 50 202.75 204.90 300 5500.00 1,450 7.35 7.40 50 3.90 7.35 22.33 30,980 83,800 5,920,200
1,348,500 169,900 9,805 13.55 119.15 -108.60 450 119.10 119.40 200 5600.00 2,950 22.80 22.85 200 13.15 22.80 21.54 73,465 162,250 5,999,350
3,173,300 1,281,400 72,237 16.45 56.40 -87.40 150 56.15 56.40 450 5700.00 100 57.85 58.05 150 32.85 58.00 21.40 107,041 -472,700 7,587,450
6,104,350 525,400 109,877 17.03 20.00 -57.20 850 19.90 20.00 7,300 5800.00 100 118.70 119.30 100 61.25 119.00 21.88 65,343 -803,250 6,408,750
7,517,950 -1,400 77,584 17.95 7.00 -27.85 1,700 6.95 7.05 8,300 5900.00 400 203.75 204.50 1,650 91.50 204.50 24.85 11,501 -86,950 3,194,500
8,697,950 -301,000 53,369 19.73 2.70 -10.40 13,550 2.60 2.65 200 6000.00 50 298.05 299.30 50 110.75 299.75 28.97 1,250 -3,550 1,835,200
6,549,350 -92,350 31,164 22.31 1.30 -2.90 31,050 1.20 1.30 30,650 6100.00 100 395.80 396.95 50 118.45 397.50 34.27 515 2,950 1,333,900
5,153,900 -16,650 13,523 25.68 0.85 -0.75 2,250 0.85 0.90 40,900 6200.00 50 495.25 499.10 2,800 117.05 494.55 38.74 249 -1,200 630,200
3,532,650 -35,800 1,811 28.01 0.50 -0.35 24,500 0.50 0.55 13,950 6300.00 150 594.65 599.80 2,700 127.65 603.00 49.08 41 250 365,000
1,661,550 -8,250 227 31.56 0.45 -0.15 5,950 0.40 0.45 13,750 6400.00 100 694.00 699.45 1,200 122.05 697.00 26.48 49 2,000 177,850
1,273,150 -5,900 262 33.71 0.25 -0.20 8,900 0.30 0.35 14,700 6500.00 100 791.90 796.55 500 121.00 796.05 - 60 -1,250 428,000
567,200 - 1 - 0.20 -0.15 100 0.30 0.40 4,000 6600.00 1,450 763.55 1,031.15 1,450 - - - - - 30,900
432,900 - 4 - 0.15 - 2,000 0.10 0.15 1,800 6700.00 1,250 866.35 1,116.90 1,250 - - - - - 90,450
98,000 - - - - - 1,000 0.10 0.15 2,500 6800.00 1,150 1,087.40 1,098.55 700 - - - - - 900
30,200 - - - - - - - 0.15 2,750 6900.00 50 1,193.25 1,343.10 1,150 - - - - - 17,900
153,250 - - - - - 5,000 0.05 0.15 34,400 7000.00 200 1,290.75 1,295.75 100 - - - - - 234,500
650 - - - - - - - 0.50 2,000 7100.00 500 1,235.60 1,548.90 2,000 - - - - - 2,750
50 - - - - - - - 0.90 4,000 7200.00 100 1,462.90 1,532.85 100 - - - - - 2,100
- - - - - - - - 3.00 10,000 7300.00 500 1,435.90 1,747.30 100 - - - - - -
- - - - - - - - 3.00 10,000 7400.00 500 1,535.20 1,847.00 100 - - - - - -
- - - - - - - - 3.00 10,000 7500.00 500 1,790.75 1,797.55 100 - - - - - 307,100
- - - - - - - - 3.00 10,000 7600.00 500 1,735.20 2,047.10 100 - - - - - -
- - - - - - - - 3.00 10,000 7700.00 500 1,835.70 2,147.60 100 - - - - - -
1,900 - - - - - - - 3.00 10,000 7800.00 500 1,935.50 2,247.30 100 - - - - - -
- - - - - - - - 3.00 10,000 7900.00 500 2,036.00 2,347.00 100 - - - - - -
50 - - - - - - - 3.00 10,000 8000.00 500 2,135.70 2,447.90 100 - - - - - 50
- - - - - - - - 3.00 10,000 8100.00 500 2,235.10 2,547.60 100 - - - - - -
- - - - - - - - 3.00 10,000 8200.00 500 2,336.00 2,647.40 100 - - - - - -
- - - - - - - - 3.00 10,000 8300.00 500 2,435.50 2,747.60 100 - - - - - -
- - - - - - - - 3.00 10,000 8400.00 500 2,535.90 2,847.50 100 - - - - - -
428,700 - - - - - - - 0.20 300 8500.00 300 2,786.00 2,797.20 150 - - - - - 450,150
- - - - - - - - 3.00 10,000 8600.00 500 2,735.80 3,047.60 100 - - - - - -

Top

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



  •  Highlighted options are in-the-money.