Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8458.95  As on May 22, 2015 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
- - - - - - 1,000 1,412.50 2,348.50 100 6550.00 - - - - - - - - - -
400 - - - 1,130.25 - 1,000 1,362.15 2,298.75 100 6600.00 - - - - - - - - - -
- - - - - - 1,000 1,312.00 2,249.10 100 6650.00 - - - - - - - - - -
3,225 50 2 92.60 1,778.00 69.80 2,500 1,680.90 1,764.20 2,500 6700.00 100 0.25 0.50 1,200 -0.15 0.45 65.00 45 - 33,025
- - - - - - 1,000 1,448.70 1,837.35 2,000 6750.00 - - - - - - - - - -
150 - - - 1,563.00 - 2,500 1,580.90 1,664.20 2,500 6800.00 25 0.15 0.40 500 -0.05 0.25 58.01 9 - 4,525
1,050 - - - 1,185.00 - 1,000 1,348.75 1,721.50 100 6850.00 250 0.20 1.05 475 - 1.00 - - - 525
19,125 -275 11 - 1,554.40 39.05 1,000 1,495.90 1,542.85 25 6900.00 950 0.35 0.60 475 - 0.60 59.17 26 -325 28,450
- - - - - - 1,000 1,257.20 1,645.50 100 6950.00 10,000 0.05 - - - - - - - -
255,300 -15,225 779 - 1,452.00 38.85 50 1,437.80 1,448.60 25 7000.00 3,075 0.35 0.40 25 -0.20 0.35 52.54 1,142 -4,850 188,850
25,600 - - - 1,340.00 - 1,000 1,157.20 1,525.50 100 7050.00 10,000 0.05 0.60 2,000 - 0.55 - - - 3,275
671,475 -30,900 1,422 - 1,340.00 25.05 50 1,337.10 1,344.60 125 7100.00 3,825 0.35 0.45 3,225 -0.25 0.35 48.96 897 -5,000 340,325
- - - - - - 1,000 1,065.60 1,450.00 100 7150.00 10,000 0.05 - - - - - - - -
126,425 -3,825 244 - 1,246.00 31.00 100 1,237.10 1,244.60 125 7200.00 4,200 0.65 0.75 50 -0.15 0.65 48.34 1,320 -10,825 278,275
- - - - - - 1,000 974.05 1,308.50 100 7250.00 10,000 0.05 2.50 1,975 - 2.80 - - - 2,050
19,400 -25 2 - 1,151.85 39.85 1,000 1,098.70 1,167.85 2,500 7300.00 275 0.85 0.90 1,975 -0.25 0.90 46.27 10,129 -1,350 1,351,650
- - - - - - 1,000 874.15 1,208.10 100 7350.00 175 0.60 1.25 1,000 - 1.50 - - - 250
10,275 -4,050 304 - 1,041.95 26.95 1,000 996.75 1,042.85 25 7400.00 5,000 0.90 1.10 2,000 -0.35 0.85 42.20 3,418 -9,525 535,200
- - - - - - 1,000 782.55 1,112.30 100 7450.00 50 0.25 1.25 1,000 - 3.50 - - - 400
440,675 -21,525 1,099 - 940.00 25.15 25 939.25 943.80 25 7500.00 8,500 1.10 1.20 5,000 -0.20 1.15 39.85 18,715 -19,100 1,969,125
- - - - - - 1,000 683.40 1,012.30 100 7550.00 550 1.00 1.30 25 -0.35 0.80 36.31 46 - 2,425
48,175 -12,350 870 - 848.65 32.35 100 836.85 865.50 2,500 7600.00 15,500 1.20 1.25 1,725 -0.20 1.25 36.38 27,051 -222,000 797,250
100 - - - 333.30 - 1,000 587.05 916.50 100 7650.00 11,325 1.00 1.40 275 -0.65 1.00 33.49 35 - 16,825
114,025 -13,775 791 - 738.75 23.20 50 707.25 742.80 75 7700.00 137,675 1.30 1.35 5,100 -0.35 1.30 32.68 33,103 -105,025 1,992,225
- - - - - - 1,000 486.95 816.50 100 7750.00 2,000 1.20 1.60 25 -0.20 1.60 31.61 68 -275 26,100
256,500 -21,425 1,104 - 642.00 27.85 50 621.80 644.55 25 7800.00 2,025 1.35 1.45 16,400 -0.35 1.45 29.22 67,292 -424,000 3,132,975
200 - - - 390.00 - 1,000 392.60 720.75 100 7850.00 200 1.30 1.65 650 -0.40 1.65 27.75 205 -125 39,550
135,250 -11,025 547 - 540.00 24.10 300 524.70 552.60 2,000 7900.00 50 1.60 1.70 6,550 -0.90 1.70 25.87 97,131 -225,750 2,426,350
2,700 - - - 467.00 - 300 469.70 496.45 325 7950.00 525 2.00 2.35 1,225 -1.25 2.35 25.07 1,283 -1,525 75,400
518,625 -86,625 10,393 - 445.75 26.90 100 444.60 447.40 25 8000.00 10,000 2.50 2.55 9,975 -2.25 2.50 23.21 257,858 -46,950 5,387,225
10,475 -100 62 - 398.00 28.00 50 379.50 420.00 25 8050.00 375 3.20 3.65 175 -2.55 3.65 22.54 6,696 -21,425 107,150
699,100 -28,850 7,045 - 345.05 20.90 100 345.00 349.35 100 8100.00 600 4.00 4.20 2,975 -4.60 4.15 20.79 400,491 -402,825 4,461,875
86,325 -1,825 882 - 300.60 21.60 75 292.45 301.10 400 8150.00 1,825 5.25 6.00 1,400 -5.70 6.00 19.98 25,091 22,625 247,375
1,506,325 -155,475 28,380 - 251.00 18.75 50 250.00 251.00 25 8200.00 475 8.10 8.15 500 -8.55 8.10 18.82 635,418 -1,117,325 4,919,275
63,200 -4,450 960 - 201.20 13.15 1,950 201.20 217.75 50 8250.00 475 11.40 12.00 25 -12.05 11.40 17.80 70,746 30,250 548,250
1,919,700 -381,025 135,453 - 161.00 12.50 7,825 161.00 161.60 25 8300.00 25 19.00 19.40 4,900 -14.55 19.40 17.91 981,981 -256,325 5,710,250
205,100 -66,975 15,173 - 115.00 4.70 25 112.25 119.30 50 8350.00 700 28.00 28.15 125 -18.55 28.15 17.19 109,379 154,600 712,775
3,187,700 -248,525 767,995 8.23 83.10 1.85 3,425 83.10 83.55 100 8400.00 4,175 43.20 43.50 4,525 -22.50 43.20 17.17 1,165,196 1,670,025 5,254,825
536,825 6,975 75,498 9.44 53.20 -2.60 25 53.00 54.85 100 8450.00 200 61.95 63.00 75 -26.50 62.10 16.88 63,890 183,475 320,800
4,988,600 -61,800 1,081,923 10.14 31.70 -4.95 25 32.05 33.45 25 8500.00 500 88.35 88.50 25 -29.25 88.50 17.12 420,635 625,750 2,109,575
807,175 334,725 98,788 10.37 16.65 -4.80 175 16.60 16.65 25 8550.00 500 119.15 124.00 25 -33.80 118.95 17.07 620 3,125 9,750
4,584,250 -216,050 723,296 10.59 8.00 -4.55 200 8.00 8.45 400 8600.00 25 159.50 161.95 100 -32.40 159.50 18.50 48,971 60,075 583,800
264,250 122,300 37,700 11.19 4.10 -2.40 550 3.55 4.10 375 8650.00 500 201.45 213.05 500 -61.00 204.00 20.36 91 25 2,900
3,599,425 -20,850 330,108 12.29 2.60 -1.45 2,850 2.60 2.90 3,275 8700.00 100 248.10 257.00 1,175 -40.40 243.00 19.61 9,960 -12,300 409,275
66,075 575 1,199 13.06 1.50 -1.40 350 1.55 2.70 3,000 8750.00 1,500 285.15 379.00 25 -3.00 300.00 25.21 5 50 1,100
4,031,250 125,000 146,736 14.80 1.40 -0.05 5,675 1.35 1.40 3,375 8800.00 250 341.50 352.90 25 -33.65 343.75 25.48 8,590 -135,200 301,600
16,975 -200 112 16.64 1.40 -0.10 250 1.05 1.40 1,750 8850.00 1,000 235.00 611.40 100 - 492.50 - - - 300
1,506,750 -103,800 42,320 18.03 1.20 0.05 6,025 1.20 1.30 325 8900.00 1,500 435.15 450.55 25 -28.20 447.75 32.60 3,825 -53,675 130,450
2,700 - 13 19.88 1.25 0.55 300 0.65 1.20 7,500 8950.00 1,000 329.00 716.30 100 - 680.00 - - - 200
2,143,800 -94,725 21,851 21.35 1.15 0.20 3,325 1.00 1.15 4,025 9000.00 25 547.25 551.25 25 -22.65 549.00 38.36 3,657 -59,900 388,950
- - - - - - 10,000 0.05 1.25 5,000 9050.00 1,000 428.75 817.60 100 - - - - - -
632,250 -4,275 8,614 24.38 1.05 0.05 2,225 1.05 1.15 1,500 9100.00 100 642.00 649.90 50 -23.90 648.00 42.83 723 -11,450 82,400
- - - - - - 10,000 0.05 - - 9150.00 1,000 524.55 921.80 100 - - - - - -
935,575 -3,850 3,173 26.67 0.80 -0.10 2,275 0.80 0.95 700 9200.00 50 745.10 749.35 50 -25.80 744.00 45.31 407 -975 59,225
- - - - - - 10,000 0.05 - - 9250.00 1,000 624.55 1,021.80 100 - - - - - -
500,250 -7,150 1,556 30.33 0.95 - 750 0.80 0.95 300 9300.00 50 844.80 849.30 50 -43.00 832.00 40.00 109 -125 64,500
- - - - - - 10,000 0.05 - - 9350.00 1,000 720.35 1,126.00 100 - - - - - -
699,450 -1,000 2,022 33.13 0.90 - 100 0.80 0.95 500 9400.00 1,000 913.85 975.15 2,500 -36.00 930.00 41.22 57 -350 10,550
- - - - - - 7,000 0.05 - - 9450.00 1,000 816.10 1,230.25 100 - - - - - -
450,900 -23,675 2,092 34.47 0.60 -0.15 500 0.65 0.80 7,075 9500.00 50 1,043.95 1,050.30 50 -26.80 1,044.00 58.50 1,140 -8,775 422,325
- - - - - - - - - - 9550.00 1,000 916.05 1,330.25 100 - - - - - -
77,650 -3,075 877 37.25 0.60 -0.20 1,000 0.65 0.70 3,100 9600.00 1,000 1,113.65 1,174.80 2,500 -52.50 1,136.35 56.33 24 -225 1,700
- - - - - - - - - - 9650.00 1,000 1,011.50 1,434.50 100 - - - - - -
36,325 300 172 39.23 0.50 - 1,700 0.50 0.70 1,000 9700.00 1,000 1,203.35 1,274.60 2,500 - 1,460.00 - - - 8,650
- - - - - - - - - - 9750.00 1,000 1,111.85 1,534.45 100 - - - - - -
30,900 -12,000 480 36.22 0.10 -0.25 1,025 0.10 0.80 700 9800.00 100 1,310.05 1,373.60 2,500 - 1,352.05 - - - 350
- - - - - - - - - - 9850.00 1,000 1,207.65 1,638.65 100 - - - - - -
3,350 - 1 39.83 0.15 - - - 0.40 250 9900.00 1,000 1,257.65 1,473.20 2,500 - - - - - -
- - - - - - - - - - 9950.00 1,000 1,303.40 1,742.85 100 - - - - - -
45,525 -13,650 3,924 46.54 0.45 -0.05 50 0.30 0.45 950 10000.00 25 1,542.00 1,550.30 250 -24.75 1,548.00 81.74 1,053 -3,625 273,200
- - - - - - - - - - 10050.00 1,000 1,403.40 1,842.85 100 - - - - - -
- - - - - - - - - - 10100.00 1,000 1,603.05 1,684.10 1,000 - - - - - -
- - - - - - - - - - 10150.00 1,000 1,499.20 1,947.10 100 - - - - - -
- - - - - - - - - - 10200.00 1,000 1,703.05 1,784.10 1,000 - - - - - -
- - - - - - - - - - 10250.00 1,000 1,599.20 2,047.10 100 - - - - - -
- - - - - - - - - - 10300.00 1,000 1,803.05 1,884.10 1,000 - - - - - -
- - - - - - - - - - 10350.00 1,000 1,695.00 2,151.30 100 - - - - - -
- - - - - - - - - - 10400.00 1,000 1,903.05 1,984.10 1,000 - - - - - -
- - - - - - - - - - 10450.00 1,000 1,790.80 2,255.50 100 - - - - - -
1,325 - 2 72.10 3.00 2.80 2,225 0.10 0.50 5,000 10500.00 50 2,020.00 2,050.30 50 -45.00 2,033.00 84.60 60 -800 42,475

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



  •  Highlighted options are in-the-money.