Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8011.65  As on Oct 23, 2014 19:30:24 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
80,750 - - - - - 200 1,841.00 2,075.70 2,000 6050.00 - - - - - - - - - 2,000
852,150 -150 10 - 1,916.95 13.35 50 1,905.00 1,919.85 200 6100.00 - - 0.30 1,000 - - - - - 27,150
- - - - - - 2,000 1,642.30 2,035.90 2,000 6150.00 - - - - - - - - - -
54,400 - - - - - 2,000 1,592.30 1,985.90 2,000 6200.00 - - - - - - - - - 7,450
- - - - - - 2,000 1,542.30 1,935.90 2,000 6250.00 - - - - - - - - - -
23,050 - - - - - 50 1,530.40 1,833.75 2,000 6300.00 - - 0.65 2,000 - - - - - 6,750
- - - - - - 2,000 1,450.30 1,783.75 2,000 6350.00 - - - - - - - - - -
63,950 - - - - - 100 1,589.00 1,733.75 2,000 6400.00 - - - - - - - - - 2,500
- - - - - - 2,000 1,358.35 1,687.75 2,000 6450.00 - - - - - - - - - -
214,150 -250 7 - 1,519.65 19.65 50 1,511.50 1,522.50 200 6500.00 1,950 0.15 0.65 4,000 -0.50 0.15 49.70 2 50 54,200
- - - - - - 2,000 1,258.40 1,587.75 2,000 6550.00 10,000 0.05 - - - - - - - 500
92,500 - - - - - 1,000 1,216.45 1,541.75 2,000 6600.00 9,000 0.05 0.15 1,000 -0.40 0.05 42.54 20 - 17,750
- - - - - - 2,000 1,166.40 1,491.75 2,000 6650.00 10,000 0.05 - - - - - - - 200
200,600 - - - - - 1,100 1,155.15 1,320.95 100 6700.00 10,000 0.05 - - - - - - - 35,150
13,400 - - - - - 2,000 1,074.45 1,395.80 2,000 6750.00 10,000 0.05 - - - - - - - 100
42,450 - 1 - 1,219.00 21.00 1,000 1,200.05 1,345.80 2,000 6800.00 2,500 0.40 0.95 1,000 0.25 0.95 47.74 1 - 144,900
9,650 - - - - - 2,000 974.45 1,295.80 2,000 6850.00 10,000 0.05 - - - - - - - -
22,650 - - - - - 100 1,120.00 1,245.75 1,000 6900.00 2,500 0.40 0.90 550 - - - - - 83,850
23,050 - - - - - 2,000 882.45 1,199.80 2,000 6950.00 10,000 0.05 - - - - - - - -
188,250 50 14 - 1,015.30 16.25 50 1,017.00 1,021.75 200 7000.00 4,000 0.70 0.75 300 -0.20 0.75 39.13 210 -2,450 1,211,450
250 - - - - - 2,000 782.50 986.00 50 7050.00 50 0.70 - - - - - - - 850
16,450 - - - - - 1,100 760.25 1,053.70 1,200 7100.00 5,000 0.80 1.05 50 -0.15 0.95 36.48 218 -1,000 720,650
50 - - - - - 2,000 690.60 886.00 50 7150.00 50 0.75 1.40 2,000 - - - - - 950
47,250 - - - - - 1,000 640.70 953.75 1,000 7200.00 6,500 1.15 1.30 1,100 - 1.15 33.56 394 1,900 616,450
50 - - - - - 2,000 594.65 907.80 2,000 7250.00 1,000 0.65 1.45 1,950 0.60 1.45 32.64 1 - 26,800
56,650 -150 5 - 723.40 10.20 1,000 701.00 736.00 1,000 7300.00 2,900 1.30 1.35 250 -0.05 1.35 30.42 1,181 100 1,173,450
- - - - - - 200 495.00 807.80 2,000 7350.00 450 0.80 1.50 2,000 -0.65 0.80 28.78 11 - 48,300
203,500 -50 21 - 614.85 11.70 50 618.35 622.00 50 7400.00 100 1.40 1.45 1,800 0.05 1.40 26.72 1,426 -9,200 1,437,600
300 - - - - - 1,000 402.00 711.85 2,000 7450.00 100 1.20 1.60 200 0.40 1.60 25.26 38 400 45,850
199,100 -3,000 125 - 522.80 12.35 50 519.20 523.45 50 7500.00 7,750 1.60 1.70 3,200 0.05 1.60 23.30 8,813 -20,600 3,118,450
350 - - - - - 1,000 350.00 615.85 2,000 7550.00 300 1.55 1.80 2,000 -0.20 1.75 21.63 342 -650 165,950
195,500 -3,400 142 - 423.55 11.95 50 420.00 423.90 100 7600.00 9,750 1.80 1.90 3,650 0.05 1.85 19.88 7,025 -1,750 4,174,350
850 - - - - - 1,000 250.00 515.85 2,000 7650.00 1,000 1.80 2.15 1,100 -0.25 1.85 17.85 316 150 345,100
314,650 -10,350 541 - 324.00 11.20 500 323.10 324.00 100 7700.00 50 2.50 2.55 3,350 -0.20 2.55 16.57 13,146 -28,950 4,101,000
30,700 -150 16 - 271.50 14.90 500 263.00 280.35 100 7750.00 450 2.75 2.80 50 -0.75 2.80 14.98 2,612 -19,650 432,200
1,070,550 -57,400 2,925 - 225.00 12.45 50 224.50 225.45 200 7800.00 250 4.55 4.60 4,100 -0.80 4.60 13.96 33,478 -136,050 4,797,750
222,150 -5,750 366 10.01 179.00 12.95 50 175.00 178.00 150 7850.00 500 6.90 7.00 800 -1.60 7.00 12.82 6,157 -49,300 750,900
2,239,800 -441,050 22,635 9.61 132.35 11.00 50 132.15 133.00 100 7900.00 800 11.85 11.95 2,600 -2.50 11.85 12.02 62,586 220,800 5,977,350
499,500 -16,500 4,066 9.32 90.35 7.05 50 88.60 91.00 50 7950.00 500 18.90 19.70 450 -3.60 19.35 11.04 18,473 79,600 984,600
4,318,900 24,350 85,697 9.54 57.00 5.90 250 57.00 57.10 250 8000.00 2,750 33.75 34.25 3,600 -5.55 34.00 10.50 69,212 285,900 4,995,850
1,301,400 151,550 23,837 9.09 29.75 2.25 2,250 29.60 29.75 2,450 8050.00 850 54.50 55.50 1,100 -7.50 55.40 9.47 3,474 56,000 300,200
6,404,950 -72,700 52,033 9.36 14.80 1.15 500 14.80 15.00 150 8100.00 50 86.25 87.30 1,950 -10.70 87.30 9.15 15,293 48,850 1,126,400
932,400 22,650 6,497 9.07 5.55 -0.30 500 5.65 6.00 2,450 8150.00 50 126.10 128.95 50 -9.95 129.00 9.31 41 -200 23,450
6,157,700 -246,700 26,139 9.62 2.60 -0.40 1,450 2.60 2.65 3,450 8200.00 100 172.00 174.00 50 -12.70 173.30 6.01 1,106 -5,500 444,600
318,700 7,550 1,269 10.81 1.55 -0.25 3,650 1.55 1.65 5,400 8250.00 2,000 193.40 401.55 2,000 - - - - - 4,150
3,123,950 -250,050 19,774 12.23 1.25 -0.20 71,550 1.25 1.30 9,950 8300.00 50 267.90 271.00 50 -16.85 267.60 - 2,504 -300 447,350
104,050 -1,100 53 12.78 0.65 -0.45 5,200 0.45 1.35 2,000 8350.00 2,000 282.00 505.55 2,000 - - - - - 850
1,963,400 -15,700 3,434 14.72 0.75 -0.25 11,100 0.70 0.75 1,000 8400.00 50 366.85 371.00 50 -8.80 368.00 - 143 -3,950 168,650
36,400 - - - - - 10,000 0.15 5.50 250 8450.00 1,000 302.00 605.00 100 - - - - - 250
2,116,000 -64,700 8,566 16.40 0.30 -0.35 10,000 0.25 0.30 700 8500.00 50 465.80 469.70 200 -12.20 467.50 - 77 -400 372,100
1,350 - - - - - 10,000 0.05 - - 8550.00 1,000 350.00 709.60 2,000 - - - - - -
660,450 -1,200 156 19.62 0.40 -0.15 650 0.35 0.40 200 8600.00 1,000 390.15 592.65 1,000 -2.60 579.20 30.16 12 - 6,150
1,450 - - - - - 10,000 0.05 - - 8650.00 2,000 440.05 809.60 2,000 - - - - - -
287,200 -2,000 42 20.95 0.20 -0.30 900 0.20 0.30 100 8700.00 1,000 486.10 863.55 1,000 - - - - - -
1,100 - - - - - 10,000 0.05 - - 8750.00 2,000 536.05 913.60 2,000 - - - - - -
181,900 -500 30 23.61 0.20 -0.10 10,000 0.05 0.20 1,700 8800.00 1,000 586.10 963.55 1,000 - - - - - 200
- - - - - - 10,000 0.05 - - 8850.00 2,000 632.05 1,017.60 2,000 - - - - - 5,250
81,050 - - - - - 100 0.15 0.45 900 8900.00 1,000 682.10 1,067.55 1,000 - - - - - -
- - - - - - 10,000 0.05 - - 8950.00 2,000 732.05 1,117.60 2,000 - - - - - 9,650
932,650 -1,100 36 30.76 0.40 0.05 58,750 0.25 0.40 10,500 9000.00 50 968.10 970.20 50 -10.90 969.00 - 26 -250 312,350
- - - - - - - - - - 9050.00 2,000 828.00 1,221.60 2,000 - - - - - 10,350
750 - - - - - - - - - 9100.00 2,000 878.00 1,271.60 2,000 - - - - - -
- - - - - - - - - - 9150.00 2,000 923.95 1,325.65 2,000 - - - - - 9,150
- - - - - - - - - - 9200.00 2,000 973.95 1,375.65 2,000 - - - - - -
- - - - - - - - - - 9250.00 2,000 1,023.95 1,425.65 2,000 - - - - - 10,700
- - - - - - - - - - 9300.00 2,000 1,073.95 1,475.65 2,000 - - - - - -
- - - - - - - - - - 9350.00 2,000 1,119.95 1,529.65 2,000 - - - - - -
- - - - - - - - - - 9400.00 2,000 1,169.95 1,579.65 2,000 - - - - - -
- - - - - - - - - - 9450.00 2,000 1,219.95 1,629.65 2,000 - - - - - -
21,050 - - - - - 2,500 0.15 - - 9500.00 950 1,465.00 1,469.25 50 -14.55 1,465.00 - 2 - 221,800
- - - - - - - - - - 9550.00 2,000 1,315.95 1,733.65 2,000 - - - - - -
- - - - - - - - - - 9600.00 2,000 1,365.95 1,783.65 2,000 - - - - - -
- - - - - - - - - - 9650.00 2,000 1,411.95 1,837.65 2,000 - - - - - -

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



  •  Highlighted options are in-the-money.