Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8322.20  As on Oct 31, 2014 15:30:31 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
50,300 -600 56 - 2,055.60 137.55 100 2,082.60 2,095.75 100 6250.00 100 0.25 2.00 100 0.05 0.10 33.17 16 - -
760,925 -1,275 150 - 2,035.00 160.00 250 2,032.00 2,042.25 25 6300.00 300 0.50 0.80 10,000 0.30 0.50 37.05 44 725 775
75 25 1 - 1,800.00 - 1,000 1,675.45 1,979.90 25 6350.00 200 0.10 2.00 100 - - - - - 50
85,000 2,000 95 - 1,928.55 151.75 25 1,932.05 1,941.90 25 6400.00 200 0.55 0.80 10,000 -0.25 0.65 36.07 163 300 450
50 - - - - - 1,000 1,601.50 1,899.00 25 6450.00 200 0.10 2.00 100 - - - - - -
322,425 13,425 695 - 1,835.00 159.65 125 1,832.05 1,839.00 100 6500.00 25 0.60 0.70 975 -0.10 0.55 33.61 532 6,725 32,375
- - - - - - 1,000 1,455.00 1,983.05 100 6550.00 200 0.10 2.00 100 - - - - - -
75,650 -8,550 645 - 1,735.95 160.35 50 1,735.00 1,742.85 25 6600.00 350 0.70 0.80 4,600 0.20 0.80 32.98 959 -7,125 14,425
5,000 - - - - - 1,000 1,363.25 1,884.20 100 6650.00 200 0.10 2.00 100 - - - - - -
183,325 -6,075 382 - 1,621.00 137.75 50 1,633.60 1,642.70 25 6700.00 150 0.65 0.85 400 0.15 0.80 31.09 376 -6,225 24,025
100 - - - - - 1,000 1,263.25 1,785.35 100 6750.00 200 0.10 2.00 100 - - - - - -
64,375 -25 27 - 1,541.30 153.75 25 1,533.85 1,542.75 25 6800.00 50 0.80 0.90 4,150 -0.30 0.85 29.41 85 -925 16,975
325 25 3 - 1,375.05 464.25 500 1,382.35 1,674.50 100 6850.00 200 0.30 3.00 100 - - - - - -
22,200 -100 30 - 1,436.15 159.95 25 1,435.50 1,442.10 25 6900.00 1,050 1.00 1.20 50 0.10 1.25 28.76 82 -375 18,425
300 - - - - - 1,000 1,079.70 1,587.65 100 6950.00 5,000 0.50 3.00 100 - - - - - -
204,825 7,125 824 - 1,338.00 147.55 25 1,337.55 1,343.00 50 7000.00 6,175 1.35 1.60 1,100 -0.05 1.55 27.43 15,058 1,625 312,075
1,500 - - - - - 1,000 981.20 1,488.80 100 7050.00 10,000 0.65 3.00 100 0.45 0.70 24.26 72 - -
16,750 - 1 - 1,203.70 111.35 1,000 1,197.10 1,246.80 25 7100.00 2,000 1.55 1.75 250 -0.05 1.70 25.90 571 -5,800 48,800
5,250 - - - - - 1,000 892.20 1,199.00 25 7150.00 5,000 0.75 - - - - - - - -
89,825 325 86 - 1,136.75 147.70 25 1,140.25 1,144.00 25 7200.00 25 2.05 2.15 100 - 2.15 24.69 2,941 20,825 222,225
20,750 - - - - - 1,000 802.20 1,289.50 100 7250.00 5,000 1.20 - - - - - - - 1,000
27,225 75 24 - 1,046.40 155.60 25 1,040.15 1,047.75 25 7300.00 250 2.50 2.85 125 -0.20 2.50 23.25 9,590 41,000 704,500
- - - - - - 1,000 697.70 1,191.40 100 7350.00 5,000 1.50 - - - - - - - -
68,275 2,325 334 - 923.05 132.00 25 941.55 949.50 25 7400.00 500 2.90 3.10 1,325 -0.25 3.10 21.86 33,048 2,775 1,213,025
- - - - - - 1,000 601.55 1,091.35 100 7450.00 10,000 1.30 - - - - - - - 900
224,125 14,625 3,282 - 850.00 155.80 25 844.95 849.85 25 7500.00 9,900 4.25 4.40 2,025 -1.10 4.35 20.97 64,680 69,450 1,890,800
- - - - - - 1,000 502.35 990.25 100 7550.00 500 4.75 5.50 2,000 -2.25 5.25 20.47 2,443 -32,050 10,400
272,600 -125,000 7,985 - 754.00 159.30 25 750.70 753.95 25 7600.00 1,000 5.85 6.10 25 -2.30 6.10 19.87 75,993 -166,800 1,332,600
- - - - - - 1,000 412.00 887.70 100 7650.00 50 6.00 7.20 25 -3.25 7.25 19.28 697 -2,575 106,525
213,700 -97,700 8,001 - 655.00 153.15 25 653.50 657.15 25 7700.00 50 7.90 8.15 10,500 -4.80 8.00 18.67 123,466 3,100 2,240,800
- - - - - - 100 431.00 783.55 100 7750.00 25 9.00 9.50 75 -6.95 9.05 17.91 627 -975 8,675
421,775 -127,925 13,539 - 558.20 152.15 25 558.20 560.10 25 7800.00 3,350 10.70 10.90 1,000 -8.50 10.70 17.38 187,088 301,125 2,275,075
450 - - - - - 100 500.25 537.20 50 7850.00 100 12.85 13.50 75 -11.05 13.40 16.97 2,528 4,875 77,325
760,825 -95,725 11,136 - 465.55 145.55 250 464.00 465.15 200 7900.00 275 15.00 15.20 3,050 -14.20 15.20 16.27 282,900 145,625 2,500,275
1,250 -100 28 - 406.30 123.35 50 409.15 419.95 50 7950.00 25 18.10 19.00 225 -19.40 18.95 15.72 9,090 32,875 118,075
1,709,025 72,225 49,935 - 373.00 133.25 350 370.00 371.30 25 8000.00 1,775 22.50 22.90 9,475 -23.45 22.90 15.32 504,383 1,430,875 5,453,275
19,525 -3,175 693 - 322.00 119.85 50 322.40 333.00 25 8050.00 175 28.00 29.90 25 -29.30 29.90 14.97 19,594 74,350 187,400
1,380,125 -211,475 83,883 9.79 285.20 118.75 100 284.50 285.60 250 8100.00 1,800 34.50 34.70 2,800 -37.05 34.70 14.52 478,730 1,053,300 3,195,100
43,650 -30,000 6,400 10.42 246.95 113.25 50 241.85 246.00 25 8150.00 25 42.95 44.00 1,525 -46.90 43.00 14.19 26,901 120,950 223,400
2,211,175 -262,025 287,395 10.41 202.40 97.25 475 202.95 206.20 25 8200.00 2,200 54.05 54.80 100 -54.20 54.80 13.87 586,751 1,460,825 3,262,475
64,725 -6,275 24,612 10.49 170.00 87.75 50 169.00 170.00 50 8250.00 1,000 68.15 68.95 100 -62.25 68.50 13.64 32,931 359,425 360,275
3,317,000 842,850 684,569 10.48 138.05 78.65 700 137.00 139.00 225 8300.00 4,400 84.00 84.30 225 -76.50 84.00 13.23 370,743 1,345,250 2,055,900
222,975 143,625 44,925 10.54 109.10 66.40 3,450 108.00 109.45 50 8350.00 25 103.10 106.85 125 -183.35 106.65 13.27 3,273 53,000 53,050
3,370,350 1,420,100 744,539 10.41 81.80 51.90 300 82.05 82.90 1,125 8400.00 25 126.20 126.65 125 -102.90 126.10 12.72 51,120 485,725 630,525
186,700 119,700 33,181 10.38 63.35 42.95 100 58.00 62.35 25 8450.00 50 145.10 206.95 25 -87.70 162.80 13.68 2 - 50
3,405,625 1,616,925 634,446 10.28 44.05 30.60 450 44.25 44.85 950 8500.00 25 183.65 186.00 100 -123.70 183.00 12.45 37,635 421,600 940,950
35,000 35,000 3,865 10.20 31.25 -36.35 25 31.20 32.00 100 8550.00 100 167.50 535.75 100 - - - - - 50
2,320,375 1,455,975 367,244 10.25 21.75 16.15 800 21.75 22.00 1,500 8600.00 25 259.55 264.05 25 -145.55 259.40 12.91 5,109 36,675 74,675
10,675 10,675 1,392 10.40 15.50 -33.95 25 14.00 15.50 625 8650.00 1,000 231.30 599.00 100 - - - - - -
893,500 652,850 135,687 10.27 9.65 6.85 975 9.50 9.65 25 8700.00 50 346.05 359.50 25 -144.95 345.05 13.69 829 16,125 17,175
1,125 1,125 60 10.70 7.40 -28.10 150 5.00 7.40 300 8750.00 1,000 326.15 703.80 100 - - - - - -
492,725 340,525 64,308 10.60 4.50 2.95 25 4.50 4.55 5,000 8800.00 25 401.00 477.20 1,000 -265.90 411.70 - 4 - 300
- - - - - - 5,000 1.20 4.00 250 8850.00 1,000 425.05 803.80 100 - - - - - 15,550
128,000 114,700 17,132 11.26 2.40 0.90 875 2.40 2.55 1,000 8900.00 25 501.00 575.35 1,000 - - - - - 150
- - - - - - 800 1.10 3.00 200 8950.00 1,000 520.95 907.50 50 - - - - - 1,000
223,800 91,050 12,161 11.88 1.45 0.85 1,000 1.20 1.45 600 9000.00 25 633.60 637.25 25 -153.10 635.00 19.28 2,593 32,975 446,025
- - - - - - 200 0.10 3.00 200 9050.00 1,000 620.95 1,007.90 100 - - - - - 9,500
- - - - - - 45,000 0.20 1.75 10,000 9100.00 1,000 692.80 762.90 1,000 - - - - - -
- - - - - - 200 0.10 2.00 200 9150.00 1,000 716.85 1,112.05 100 - - - - - 4,050
50 - - - - - 300 0.10 2.00 100 9200.00 1,000 792.80 862.90 1,000 - - - - - -
- - - - - - 200 0.10 2.00 100 9250.00 1,000 812.70 1,115.50 100 - - - - - 2,400
- - - - - - 300 0.10 2.00 200 9300.00 1,000 892.80 962.90 1,000 - - - - - -
- - - - - - 200 0.10 2.00 100 9350.00 1,000 912.50 1,113.50 100 - - - - - 4,000
- - - - - - 300 0.10 2.00 200 9400.00 1,000 992.80 1,062.90 1,000 - - - - - -
- - - - - - 200 0.10 2.00 100 9450.00 1,000 1,008.60 1,319.50 100 - - - - - -
2,000 2,000 289 15.48 0.15 -2.65 800 0.15 0.50 1,000 9500.00 25 1,126.40 1,150.20 25 -155.95 1,127.00 27.86 387 5,000 280,800
- - - - - - 200 0.05 1.00 500 9550.00 1,000 1,108.60 1,520.30 100 - - - - - -
- - - - - - 200 0.10 1.00 500 9600.00 1,000 1,178.00 1,487.50 100 - - - - - -
- - - - - - 500 0.10 1.00 500 9650.00 1,000 1,204.50 1,624.40 100 - - - - - -

Top

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



  •  Highlighted options are in-the-money.