Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8017.55  As on Sep 23, 2014 15:30:06 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
200 - - - 4,347.00 - 1,000 4,271.75 4,843.45 100 3600.00 - - - - -0.20 0.05 302.11 12 -400 2,900
- - - - - - 1,000 4,171.15 4,745.55 100 3700.00 50 0.05 - - - 3.05 - - - 400
- - - - - - 1,000 4,070.40 4,645.90 100 3800.00 50 0.05 - - - 0.05 - - - 550
- - - - - - 1,000 3,969.75 4,546.15 100 3900.00 50 0.05 - - - 1.00 - - - 400
85,800 -33,350 742 443.48 4,031.00 -119.80 50 4,024.70 4,029.00 50 4000.00 250 0.10 0.55 4,750 0.30 0.55 316.04 10 250 4,500
- - - - - - 1,000 3,768.40 4,346.80 100 4100.00 - - - - - 0.50 - - - 250
- - - - - - 1,000 3,667.70 4,247.20 100 4200.00 - - - - - - - - - -
- - - - - - 1,000 3,567.05 4,147.45 100 4300.00 - - - - - 0.50 - - - 50
- - - - - - 1,000 3,466.35 4,047.85 100 4400.00 - - - - - - - - - -
- - - - - - 1,000 3,365.70 3,649.95 2,050 4500.00 - - 0.95 5,000 - 3.05 - - - 50
- - - - - - 1,000 3,264.95 3,848.45 100 4600.00 - - - - - - - - - -
- - - - - - 1,000 3,164.35 3,748.75 100 4700.00 - - - - - - - - - -
- - - - - - 1,000 3,063.60 3,649.10 100 4800.00 - - - - - - - - - -
- - - - - - 1,000 2,963.00 3,549.40 100 4900.00 - - - - - - - - - -
20,450 -16,400 334 277.43 3,025.00 -127.60 250 3,022.85 3,029.00 50 5000.00 2,050 0.05 0.45 500 -0.45 0.05 182.51 32 -100 3,350
- - - - - - 1,000 2,761.65 3,350.05 100 5100.00 - - - - - - - - - -
23,850 - - - 2,950.00 - 100 2,810.00 2,950.00 50 5200.00 650 0.15 0.50 2,000 - 0.30 - - - 1,400
- - - - - - 1,000 2,560.30 3,150.70 100 5300.00 - - - - - - - - - -
- - - - - - 1,000 2,459.55 3,051.05 100 5400.00 - - - - - - - - - -
14,000 -2,850 62 307.51 2,551.00 -33.45 100 2,523.15 2,529.00 50 5500.00 2,600 0.05 0.50 2,000 - 0.95 - - - 2,600
250 -50 1 399.02 2,527.05 357.05 50 2,369.15 2,430.00 200 5600.00 - - - - - - - - - -
7,600 -1,350 60 387.89 2,431.00 -31.50 1,000 2,245.50 2,527.00 100 5700.00 11,150 0.05 0.20 11,150 - 0.10 - - - 11,150
118,550 -46,100 958 193.59 2,224.70 -130.55 150 2,220.25 2,228.80 250 5800.00 3,150 0.05 0.10 2,000 -0.05 0.05 127.81 12 -600 4,000
9,900 -50 1 281.26 2,164.95 -20.05 100 2,121.10 2,129.00 50 5900.00 2,000 0.05 0.10 2,000 -0.10 0.10 127.73 500 - 2,150
- - - - - - 1,000 1,955.50 2,301.40 100 5950.00 - - - - - - - - - -
549,200 -162,650 3,306 176.63 2,025.00 -132.25 50 2,024.30 2,029.10 50 6000.00 - - 0.10 500 -0.15 0.05 115.20 828 -350 49,350
- - - - - - 1,000 1,855.50 2,201.40 100 6050.00 - - - - - - - - - -
26,850 -10,400 214 148.28 1,922.45 -143.45 50 1,919.10 1,928.80 50 6100.00 1,000 0.05 0.15 2,550 -0.30 0.10 114.73 1,020 -1,000 4,650
- - - - - - 1,000 1,755.50 2,101.40 100 6150.00 - - - - - - - - - -
11,900 -1,000 24 188.09 1,833.25 -116.75 50 1,751.00 2,042.50 100 6200.00 150 0.10 1.00 500 -0.25 0.25 116.81 10 -50 1,550
- - - - - - 1,000 1,663.50 2,062.50 100 6250.00 - - - - - - - - - -
18,250 -1,150 23 204.21 1,746.00 -104.00 200 1,710.10 1,939.95 100 6300.00 200 0.05 0.35 600 -0.25 0.25 110.09 2,018 -700 2,550
- - - - - - 1,000 1,563.50 1,962.50 100 6350.00 - - - - - - - - - -
51,950 -6,350 128 223.73 1,668.00 -93.05 50 1,551.00 1,628.50 350 6400.00 350 0.05 0.15 150 -0.30 0.05 91.00 65 -3,100 6,700
- - - - - - 1,000 1,472.00 1,809.55 100 6450.00 - - - - - - - - - -
91,150 -15,650 367 146.82 1,529.00 -119.50 100 1,525.00 1,528.35 150 6500.00 400 0.10 0.20 100 - 0.20 95.02 1,089 -2,150 44,300
- -4,300 86 269.29 1,587.25 -36.25 1,000 1,380.00 1,713.60 100 6550.00 - - - - - - - - - -
34,150 -14,700 367 140.22 1,429.95 -121.80 250 1,426.20 1,428.95 250 6600.00 - - 0.15 150 -0.10 0.10 83.66 62 300 27,950
- - - - - - 1,000 1,280.00 1,613.60 100 6650.00 - - - - - - - - - -
90,450 -73,650 1,519 103.57 1,323.00 -131.15 50 1,325.00 1,329.00 200 6700.00 7,400 0.05 0.25 100 -0.20 0.20 82.34 73 - 44,800
- - - - - - 1,000 1,188.00 1,517.70 100 6750.00 - - - - - - - - - -
21,050 -13,900 429 110.05 1,226.00 -125.35 50 1,155.00 1,397.00 500 6800.00 - - 0.20 200 -0.35 0.10 71.73 211 -1,250 31,850
100 - - - 1,082.75 - 1,000 1,096.00 1,421.75 100 6850.00 50 0.10 - - - 0.60 - - - 50
19,550 -1,700 34 145.02 1,150.35 -109.65 100 1,051.00 1,129.00 200 6900.00 - - 0.30 150 -0.10 0.20 69.90 1,058 -2,850 34,050
- - - - - - 1,000 996.00 1,321.75 100 6950.00 - - - - - - - - - -
161,950 -167,450 3,694 105.69 1,031.05 -121.05 100 1,024.85 1,029.00 50 7000.00 1,500 0.35 0.45 1,000 - 0.40 68.17 2,354 -7,950 518,800
50 - - - 674.50 - 500 904.00 978.60 50 7050.00 - - 3.00 10,000 - - - - - -
9,400 -5,450 127 94.36 930.00 -125.35 2,150 854.40 928.60 750 7100.00 10,000 0.40 0.45 3,850 - 0.45 62.49 7,527 -1,000 385,750
- - - - - - 500 805.00 1,125.85 100 7150.00 50 0.20 1.00 50 0.05 0.60 - - - 1,650
103,700 -9,750 202 68.61 823.80 -126.15 100 824.00 828.60 500 7200.00 1,500 0.40 0.45 17,750 - 0.45 56.01 3,573 -16,600 566,600
- - - - - - 500 713.00 1,030.00 100 7250.00 1,000 0.10 2.50 10,000 - 0.35 - - - 100
57,850 -16,400 335 60.38 723.70 -133.40 200 716.00 728.60 900 7300.00 100 0.45 0.55 3,000 - 0.45 49.55 3,082 -9,750 710,450
- - - - - - 500 616.50 896.00 100 7350.00 2,950 0.10 0.55 2,000 -0.80 0.10 39.94 1 -50 3,150
248,550 -32,900 762 56.64 624.95 -126.55 1,000 623.00 627.85 100 7400.00 6,250 0.50 0.65 14,000 0.05 0.55 44.11 2,664 -29,750 881,900
- - - - - - 500 520.00 796.00 100 7450.00 10,000 0.05 3.45 50 - 0.45 - - - 9,250
262,400 -127,450 2,920 57.98 530.00 -126.85 2,000 525.20 527.90 50 7500.00 3,350 0.55 0.65 9,150 -0.05 0.55 37.54 11,409 -50,900 2,081,800
- - - - - - 100 437.50 736.00 100 7550.00 400 0.50 0.65 1,150 - 0.50 33.86 238 600 33,400
295,900 -58,650 1,860 43.92 426.80 -128.85 100 426.00 428.60 1,000 7600.00 1,350 0.65 0.75 9,350 - 0.65 31.61 14,245 -97,750 2,577,500
2,550 - 7 106.59 475.60 38.95 1,000 356.80 632.95 50 7650.00 50 0.70 0.75 500 0.05 0.75 28.77 727 -8,000 62,900
187,000 -47,200 2,101 32.12 325.00 -128.80 100 325.20 330.00 100 7700.00 1,500 0.95 1.20 6,150 0.30 1.05 26.58 31,889 -442,100 2,371,350
7,350 -300 50 30.92 277.00 -129.70 50 272.00 447.95 50 7750.00 50 1.25 1.70 500 0.60 1.40 24.03 4,630 10,250 229,550
348,000 -100,100 5,486 30.88 231.40 -123.25 50 228.00 230.05 50 7800.00 150 2.30 2.45 3,000 1.50 2.45 22.41 52,193 -261,400 3,384,300
8,850 -2,850 151 43.45 209.95 -91.05 500 160.00 201.95 50 7850.00 6,750 3.50 3.80 250 2.10 3.50 19.70 31,724 67,800 675,250
913,000 -236,950 17,385 21.73 133.55 -123.90 100 133.70 135.35 50 7900.00 1,000 6.30 6.40 1,650 4.40 6.40 17.84 286,709 648,150 5,788,500
118,650 56,250 4,044 20.83 93.20 -116.10 150 85.20 93.25 50 7950.00 50 11.00 11.25 1,000 8.10 11.00 15.33 159,654 356,650 1,388,900
2,446,750 484,050 197,146 16.74 51.50 -108.00 250 51.50 52.95 50 8000.00 700 24.00 24.35 50 19.15 24.00 14.31 831,756 -1,448,650 6,787,850
2,035,200 1,436,000 171,639 16.21 26.05 -87.30 50 25.00 26.05 700 8050.00 4,850 46.50 47.00 450 38.90 46.50 12.84 360,089 47,000 1,699,950
5,957,700 1,645,750 982,975 16.22 11.50 -58.95 100 11.30 11.50 9,700 8100.00 200 77.10 79.95 100 62.10 77.25 - 926,864 -3,206,350 2,821,700
2,813,600 1,186,250 427,879 16.57 4.60 -32.30 4,800 4.60 4.90 1,450 8150.00 400 116.70 119.50 50 88.25 116.70 - 187,738 -972,050 927,200
8,250,900 570,650 764,642 18.01 2.25 -13.30 50 2.30 2.50 3,000 8200.00 50 166.70 168.15 550 112.65 166.70 - 220,084 -1,169,450 775,750
2,067,100 189,000 150,792 19.03 1.00 -3.75 500 0.90 1.00 1,000 8250.00 50 211.65 216.85 50 117.60 210.00 - 2,795 1,450 33,000
4,569,700 -993,500 172,685 20.60 0.55 -1.30 6,450 0.50 0.55 8,500 8300.00 1,900 264.00 264.65 50 125.10 264.00 - 8,330 -58,250 236,450
246,950 -20,800 5,260 21.99 0.30 -0.65 2,850 0.30 0.40 15,500 8350.00 100 111.05 350.00 500 36.75 222.75 - 7 100 3,000
2,934,850 34,350 17,223 24.86 0.30 -0.25 8,250 0.25 0.30 4,350 8400.00 50 361.65 364.70 100 127.55 364.40 - 3,744 -114,000 167,900
86,500 -500 194 28.60 0.40 0.20 50 0.15 0.40 4,850 8450.00 100 366.60 450.00 500 - 295.10 - - - 500
1,327,250 -146,400 5,280 29.15 0.20 -0.05 14,950 0.15 0.20 700 8500.00 50 461.00 463.75 50 126.65 463.80 - 2,136 -26,900 335,850
28,500 -2,650 55 29.74 0.10 - - - 0.60 100 8550.00 100 472.50 583.00 100 -156.55 506.50 - 2 100 100
278,500 -18,250 727 30.33 0.05 -0.10 18,000 0.05 0.10 13,400 8600.00 50 420.00 649.90 3,000 42.20 480.00 - 34 -1,500 6,900
2,050 - - - 0.35 - - - 0.50 350 8650.00 1,000 313.05 687.90 2,000 - - - - - -
168,850 -10,100 209 37.01 0.10 - 15,000 0.05 0.10 3,050 8700.00 50 545.00 737.90 2,000 127.30 670.00 - 3 - 300
50 - - - 0.20 - 50 0.05 2.50 2,000 8750.00 1,000 413.05 787.90 2,000 - - - - - -
175,350 -61,350 1,230 41.72 0.10 -0.05 23,050 0.05 0.15 16,350 8800.00 50 701.00 837.90 2,000 - - - - - -
- - - - - - - - 2.50 2,000 8850.00 1,000 509.00 891.95 2,000 - - - - - -
41,600 - - - 0.10 - 10,100 0.05 0.15 2,000 8900.00 50 801.00 941.95 2,000 - - - - - -
- - - - - - - - 2.50 2,000 8950.00 1,000 609.00 991.50 100 - - - - - -
635,050 -10,800 549 50.85 0.10 -0.05 550 0.10 0.15 1,900 9000.00 50 960.00 963.00 300 123.10 963.00 - 1,264 -46,450 228,000
- - - - - - - - - - 9050.00 1,000 704.90 1,096.00 100 - - - - - -
- - - - - - - - 0.95 2,000 9100.00 1,000 754.90 1,146.00 100 - - - - - -
- - - - - - - - - - 9150.00 1,000 800.85 1,200.00 100 - - - - - -
- - - - - - - - 1.50 1,000 9200.00 1,000 850.85 1,250.00 100 - - - - - -
50 - - - 1.00 - 50 0.05 - - 9250.00 1,000 901.95 1,300.00 100 -5.00 1,185.00 - - - 3,500
1,900 - 1 60.60 0.05 -2.90 1,850 0.05 0.90 1,000 9300.00 50 1,225.80 1,284.60 500 -95.00 1,245.00 - 1 - 50
- - - - - - - - - - 9350.00 1,000 996.75 1,404.00 100 - - - - - -
- - - - - - - - 2.20 5,000 9400.00 1,000 1,046.75 1,454.00 100 - - - - - -
- - - - - - - - - - 9450.00 1,000 1,096.75 1,504.00 100 - - - - - -
- - - - - - - - 1.50 2,000 9500.00 50 1,325.00 1,558.00 100 - 1,523.05 - - - 1,150
- - - - - - - - - - 9550.00 1,000 1,192.70 1,608.00 100 - - - - - -
- - - - - - - - 2.60 4,000 9600.00 1,000 1,242.70 1,658.00 100 - - - - - -
- - - - - - - - - - 9650.00 1,000 1,288.60 1,712.00 100 - - - - - -
250 - - - 0.70 - 250 0.05 2.50 2,500 9700.00 1,000 1,338.60 1,762.00 100 - - - - - -
- - - - - - - - - - 9800.00 1,000 1,434.55 1,866.00 100 - - - - - -
150 - - - 0.70 - 150 0.05 - - 9900.00 1,000 1,534.55 1,966.00 100 - - - - - -
2,150 - 17 112.64 0.95 -0.05 850 0.15 0.90 1,000 10000.00 250 1,956.55 1,971.15 200 131.65 1,961.40 - 49 -2,300 12,700
- - - - - - - - - - 10100.00 1,000 1,730.45 2,170.00 100 - - - - - -

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



  •  Highlighted options are in-the-money.