Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7786.85  As on Jul 23, 2014 12:37:05 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
16,800 - - - - - 1,000 2,415.50 2,627.70 350 5150.00 10,000 0.05 0.15 450 -0.10 0.10 84.96 1,025 - 4,550
129,900 -3,300 168 - 2,578.55 46.75 100 2,572.05 2,579.30 50 5200.00 200 0.20 0.30 3,800 0.10 0.30 90.66 650 1,300 25,150
- - - - - - 1,000 2,315.50 2,645.50 100 5250.00 10,000 0.05 1.00 1,000 0.20 0.35 89.86 260 - -
44,400 -11,200 345 - 2,478.50 19.55 200 2,465.70 2,479.40 50 5300.00 9,950 0.10 0.25 4,100 0.10 0.25 85.36 161 -2,850 9,550
- - - - - - 1,000 2,215.50 2,545.50 100 5350.00 200 0.10 1.00 1,000 - 0.45 87.82 140 - 200
10,900 - - - - - 100 2,363.40 2,405.25 1,900 5400.00 6,000 0.10 0.15 500 -0.05 0.15 78.20 76 -300 3,950
- - - - - - 1,000 2,115.50 2,445.50 100 5450.00 10,000 0.05 0.20 200 - - - - - 200
346,450 -2,150 108 - 2,260.00 45.05 50 2,266.70 2,270.25 100 5500.00 800 0.10 0.15 19,050 0.05 0.15 74.55 1,895 -2,350 41,200
- - - - - - 1,000 2,015.50 2,345.50 100 5550.00 10,000 0.05 1.00 1,000 - - - - - -
12,250 - - - - - 100 2,163.90 2,170.15 50 5600.00 5,000 0.10 0.15 5,000 - 0.15 70.95 110 -500 8,500
- - - - - - 1,000 1,915.50 2,245.50 100 5650.00 10,000 0.05 1.00 1,000 - - - - - -
11,800 - - - - - 350 2,060.05 2,071.30 100 5700.00 5,000 0.10 0.15 4,350 0.05 0.15 67.41 13 -650 9,250
- - - - - - 1,000 1,822.50 2,146.00 100 5750.00 10,000 0.05 1.00 1,000 - - - - - 300
24,600 -50 3 - 1,961.75 42.75 400 1,958.75 1,970.70 50 5800.00 4,000 0.10 0.15 300 - 0.15 65.44 6,174 -400 15,450
- - - - - - 1,000 1,730.50 2,046.00 100 5850.00 10,000 0.05 1.00 1,000 - - - - - 100
14,200 -100 2 - 1,864.55 9.55 1,000 1,830.25 1,874.45 200 5900.00 10,000 0.05 0.20 1,100 0.15 0.20 61.93 41 -2,000 8,500
- - - - - - 1,000 1,631.50 1,952.50 100 5950.00 10,000 0.05 1.00 1,000 - - - - - -
367,800 -3,550 93 - 1,776.55 21.35 200 1,774.00 1,776.10 100 6000.00 350 0.25 0.30 50 - 0.30 59.60 451 -300 312,350
- - - - - - 1,000 1,537.50 1,856.50 100 6050.00 10,000 0.05 - - - - - - - 1,600
51,000 -200 6 - 1,672.05 48.05 50 1,666.45 1,670.95 1,050 6100.00 1,150 0.20 0.25 800 0.05 0.25 56.13 140 -2,850 63,050
- - - - - - 1,000 1,445.50 1,754.00 100 6150.00 10,000 0.05 - - - - - - - 23,750
18,400 -450 9 - 1,570.00 27.80 1,750 1,521.55 1,573.00 50 6200.00 500 0.25 0.70 1,000 0.40 0.65 57.72 142 -2,000 60,700
- - - - - - 1,000 1,345.50 1,657.50 100 6250.00 10,000 0.05 - - - - - - - 300
32,250 -150 13 - 1,472.00 21.60 50 1,467.85 1,471.30 50 6300.00 500 0.20 0.30 3,400 0.10 0.30 50.14 4,348 -2,000 37,450
- - - - - - 1,000 1,252.50 1,557.50 100 6350.00 10,000 0.05 - - - - - - - 150
81,800 -9,400 203 - 1,375.00 24.20 500 1,371.00 1,374.10 50 6400.00 500 0.35 0.50 950 0.20 0.50 49.10 221 -10,150 62,350
- - - - - - 1,000 1,160.50 1,461.50 100 6450.00 10,000 0.05 - - - - - - - -
215,750 -550 35 - 1,272.00 14.40 50 1,271.45 1,273.85 50 6500.00 400 0.60 0.65 600 - 0.65 46.85 95 -350 217,750
- - - - - - 1,000 1,060.50 1,361.50 100 6550.00 1,000 0.20 - - - - - - - 1,000
110,150 200 11 - 1,176.45 22.45 100 1,169.55 1,173.75 1,050 6600.00 100 0.80 0.85 100 0.05 0.80 44.29 74 200 165,150
550 - - - - - 1,000 967.50 1,265.50 100 6650.00 1,000 0.15 2.50 2,500 - - - - - -
268,300 -1,300 37 - 1,071.95 16.95 50 1,071.40 1,074.00 1,050 6700.00 50 0.85 1.00 500 0.10 1.00 41.76 55 -600 564,650
- - - - - - 1,000 871.50 1,169.50 100 6750.00 1,000 0.20 2.50 1,000 - - - - - -
96,650 -2,000 43 - 975.00 14.75 50 974.00 977.05 150 6800.00 2,700 1.10 1.20 6,150 - 1.20 38.56 294 2,350 313,500
- - - - - - 9,950 908.50 941.05 500 6850.00 1,000 0.20 2.50 1,000 - - - - - -
40,000 -2,150 46 - 879.00 15.35 3,900 875.05 880.20 10,000 6900.00 2,800 1.15 1.25 4,950 - 1.25 35.10 1,059 -11,650 571,250
450 - - - - - 500 810.55 840.95 500 6950.00 50 1.40 1.80 10,050 0.65 1.75 35.14 1 -50 5,950
822,350 -5,800 318 - 776.35 14.45 50 774.55 778.30 100 7000.00 10,000 1.70 1.75 8,850 -0.15 1.70 33.24 6,153 -53,800 3,082,100
100 - - - - - 500 711.65 740.95 500 7050.00 100 1.85 2.00 500 - - - - - 19,450
51,100 -2,050 49 - 679.00 17.00 10,100 675.15 681.55 1,100 7100.00 18,600 1.90 1.95 15,400 -0.20 1.95 29.89 11,348 58,300 1,815,900
100 - - - - - 500 612.75 640.90 500 7150.00 4,000 1.95 2.20 1,050 -0.25 2.20 28.47 221 -2,250 47,000
125,400 -8,100 240 - 577.45 15.70 50 576.65 581.10 50 7200.00 2,950 2.15 2.20 14,600 -0.20 2.15 26.51 15,220 -88,700 3,642,150
950 - - - - - 100 523.75 540.95 500 7250.00 550 2.20 2.30 50 -0.30 2.40 24.89 148 650 93,000
314,850 -17,750 483 - 479.45 17.25 100 478.35 480.90 10,000 7300.00 1,350 2.50 2.55 5,050 -0.25 2.50 23.13 26,824 -175,150 3,969,900
2,500 - - - - - 500 414.70 433.85 100 7350.00 2,900 2.70 2.85 5,500 -0.50 2.75 21.39 2,721 -10,350 213,900
699,550 -68,800 2,777 - 380.90 13.45 100 380.30 382.30 200 7400.00 37,950 3.50 3.55 13,850 -0.40 3.50 20.20 75,719 53,550 5,197,200
33,900 -200 19 - 322.00 0.60 500 317.10 335.40 10,100 7450.00 200 4.45 4.55 2,500 -0.45 4.55 18.95 8,366 -86,350 342,200
1,756,150 -33,350 6,337 - 286.05 14.65 50 285.20 286.20 250 7500.00 6,300 5.85 5.90 1,600 -1.05 5.85 17.72 99,093 -77,650 6,609,750
86,450 -9,900 555 - 235.15 12.40 100 234.50 236.30 50 7550.00 50 7.35 7.45 100 -1.60 7.35 16.37 26,465 -68,550 1,064,350
3,041,600 115,750 25,502 - 191.55 13.90 50 190.95 191.70 50 7600.00 400 11.40 11.45 1,100 -2.60 11.45 15.59 179,468 216,700 6,207,000
221,800 -23,450 1,617 - 144.80 10.30 250 145.00 146.75 100 7650.00 100 16.60 16.80 200 -4.05 16.80 14.63 32,634 314,600 1,091,100
5,039,000 -18,300 101,229 6.83 106.40 10.60 50 106.40 106.85 50 7700.00 1,050 27.10 27.30 50 -5.10 27.30 14.38 251,247 887,250 6,968,600
1,259,200 -28,850 15,429 8.98 73.00 8.50 100 73.20 73.55 200 7750.00 600 41.55 41.85 250 -7.40 41.80 14.01 37,119 319,450 806,800
5,105,250 498,700 284,852 9.60 46.15 6.50 100 46.10 46.20 550 7800.00 50 63.60 63.90 50 -8.95 63.90 14.12 229,925 1,149,300 2,924,550
1,122,100 265,950 48,076 9.98 26.60 5.00 150 26.45 26.60 250 7850.00 100 92.00 92.90 100 -9.40 92.95 14.26 4,229 4,800 76,900
5,345,850 449,700 307,594 10.28 14.25 2.90 950 14.20 14.30 550 7900.00 50 128.75 129.60 100 -12.90 128.80 15.23 22,519 105,950 376,450
661,250 240,850 17,139 10.39 6.65 1.35 2,250 6.55 6.75 500 7950.00 10,050 167.65 179.00 1,200 -22.60 167.00 15.02 15 200 1,050
8,334,300 18,500 87,255 11.11 3.75 0.80 1,900 3.70 3.75 2,850 8000.00 800 216.05 217.35 50 -13.60 217.00 18.21 2,641 5,800 509,250
100,900 26,150 1,493 11.78 2.00 0.30 2,700 1.95 2.15 2,500 8050.00 100 259.30 278.90 500 - - - - - 9,700
2,118,350 53,700 10,411 12.64 1.20 0.05 8,200 1.20 1.25 950 8100.00 11,150 311.50 315.70 10,150 -18.80 314.00 21.56 111 750 24,550
27,950 -100 23 13.46 0.80 0.05 9,650 0.65 1.15 10,100 8150.00 500 357.35 377.55 500 - - - - - 450
1,482,000 -27,800 1,085 15.07 0.80 - 25,650 0.70 0.80 15,800 8200.00 100 411.05 413.75 100 -21.40 410.50 25.62 76 450 57,600
22,400 - - - - - 50 0.30 2.75 1,000 8250.00 200 410.50 619.50 100 - - - - - -
672,050 -27,250 826 17.16 0.50 -0.25 250 0.50 0.55 550 8300.00 1,800 480.40 543.95 1,700 -17.05 518.55 34.17 9 - 950
13,850 - - - - - 2,500 0.15 2.65 1,000 8350.00 100 520.50 726.00 100 - - - - - -
944,250 -9,150 475 19.81 0.45 -0.05 6,650 0.45 0.50 4,000 8400.00 1,800 575.40 649.15 1,750 - - - - - 150
7,900 - 1 26.56 2.50 2.10 50 0.55 3.20 500 8450.00 500 582.50 826.50 100 - - - - - 50
1,496,050 6,550 2,239 22.60 0.45 -0.10 100 0.45 0.50 63,300 8500.00 50 710.00 712.70 100 -14.60 712.00 38.91 405 -14,350 399,400
- - - - - - 9,750 0.05 4.80 500 8550.00 500 680.50 932.50 100 - - - - - -
61,800 -50 2 24.26 0.30 - 950 0.30 0.40 400 8600.00 750 769.95 849.10 750 - - - - - -
50 - - - - - - - 3.00 500 8650.00 500 780.50 1,032.50 100 - - - - - -
141,400 - - - - - 1,000 0.20 0.30 100 8700.00 750 869.85 950.10 750 - - - - - -
- - - - - - - - - - 8750.00 1,000 765.50 1,137.50 100 - - - - - -
65,650 - - - - - 10,000 0.10 0.45 10,000 8800.00 750 959.75 1,049.15 750 - - - - - 150
- - - - - - - - - - 8850.00 1,000 861.50 1,241.50 100 - - - - - -
104,300 -50 1 28.83 0.10 -0.50 1,000 0.15 0.40 500 8900.00 750 1,059.80 1,149.10 750 - - - - - 500
- - - - - - - - - - 8950.00 1,000 961.50 1,341.50 100 - - - - - -
120,750 -6,800 224 32.12 0.25 - 11,350 0.15 0.25 7,300 9000.00 50 1,210.00 1,212.50 50 -12.25 1,214.15 54.58 119 -4,850 134,050
2,000 - - - - - 50 0.20 - - 9050.00 1,000 1,057.50 1,445.50 100 - - - - - -
11,250 -1,000 20 35.24 0.20 -0.55 500 0.10 0.25 100 9100.00 750 1,249.75 1,347.45 750 - - - - - -
2,150 - - - - - - - - - 9150.00 1,000 1,153.50 1,549.50 100 - - - - - -
3,150 -50 1 38.90 0.30 - 50 0.30 - - 9200.00 1,000 1,078.55 1,741.25 100 - - - - - -
500 - - - - - 50 0.20 - - 9250.00 1,000 1,128.85 1,790.85 100 - - - - - -
- - - - - - - - - - 9300.00 1,000 1,179.15 1,840.35 100 - - - - - -

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



  •  Highlighted options are in-the-money.