Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7928.50  As on Oct 21, 2014 15:30:37 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
80,400 -3,650 80 - 1,875.00 31.00 50 1,882.20 1,887.80 100 6050.00 - - 1.00 2,000 - - - - - 2,000
864,650 -4,300 118 - 1,837.60 44.05 100 1,839.50 1,843.95 250 6100.00 9,900 0.10 0.40 2,000 0.55 0.65 61.78 4 -50 27,250
- - - - - - 2,000 1,529.70 1,917.50 2,000 6150.00 - - 1.00 2,000 - - - - - -
56,150 -50 2 - 1,705.00 20.00 250 1,731.25 1,743.00 50 6200.00 2,000 0.10 0.65 2,950 0.15 0.65 58.31 161 - 7,050
- - - - - - 2,000 1,437.60 1,814.10 2,000 6250.00 - - 1.00 1,000 - - - - - -
29,850 -2,800 69 - 1,640.00 58.25 250 1,634.65 1,641.40 50 6300.00 1,650 0.20 0.65 450 0.55 0.70 55.30 47 -1,350 6,500
- - - - - - 2,000 1,345.50 1,670.05 2,000 6350.00 - - 1.00 2,000 - - - - - -
64,300 - - - - - 250 1,534.75 1,546.50 50 6400.00 1,500 0.10 0.80 400 - - - - - 2,650
- - - - - - 2,000 1,245.50 1,570.05 2,000 6450.00 - - 1.00 2,000 - - - - - -
216,550 -100 12 - 1,440.00 43.00 50 1,438.10 1,444.55 50 6500.00 900 0.45 0.70 200 0.35 0.70 48.51 22 -50 55,150
- - - - - - 2,000 1,153.40 1,474.00 2,000 6550.00 500 0.20 1.00 1,000 - - - - - 500
93,000 -400 18 - 1,339.45 126.30 50 1,335.35 1,340.40 100 6600.00 950 0.30 0.80 950 -0.55 0.30 41.51 146 - 17,900
- - - - - - 2,000 1,061.35 1,377.95 2,000 6650.00 500 0.25 1.00 1,000 - - - - - 200
205,300 -1,600 40 - 1,245.00 40.00 50 1,235.20 1,241.80 50 6700.00 4,000 0.60 0.90 50 0.40 0.95 43.29 540 3,850 43,350
13,400 - - - - - 500 1,181.30 1,276.75 3,000 6750.00 1,000 0.20 1.50 1,000 - - - - - 100
42,750 -100 5 - 1,096.50 7.45 50 1,136.55 1,141.50 50 6800.00 300 0.95 1.30 2,000 0.15 1.00 40.15 391 -1,450 154,800
9,650 - - - - - 2,000 869.25 1,181.90 2,000 6850.00 1,000 0.20 2.00 1,000 - - - - - -
22,800 - 6 - 1,005.00 17.00 50 1,036.40 1,041.95 50 6900.00 250 1.00 1.05 50 -0.05 1.00 36.78 272 -5,050 116,850
23,050 - - - - - 2,000 769.40 1,081.90 2,000 6950.00 10,000 0.20 - - - - - - - -
203,650 -16,550 544 - 942.30 52.15 100 938.70 942.90 50 7000.00 10,900 1.20 1.50 100 -0.15 1.25 34.19 4,450 -5,450 1,323,050
250 - - - - - 2,000 677.50 985.85 2,000 7050.00 50 1.15 2.00 1,000 - - - - - 850
17,450 -1,150 34 - 795.00 0.75 100 840.10 844.75 100 7100.00 5,000 1.30 1.40 2,650 -0.20 1.40 31.41 3,047 12,350 720,800
50 - - - - - 2,000 581.55 889.80 2,000 7150.00 50 1.20 1.70 1,000 - - - - - 950
77,900 -1,650 43 - 737.10 53.35 50 739.30 742.90 200 7200.00 1,900 1.45 1.50 1,150 -0.40 1.50 28.24 5,665 -19,850 676,600
50 - - - - - 2,000 482.20 789.80 2,000 7250.00 4,000 1.40 1.65 100 -0.60 1.50 26.51 410 -200 26,800
62,900 -3,350 97 - 642.00 50.85 100 639.55 645.00 150 7300.00 10,050 1.55 1.65 4,850 -0.70 1.55 25.12 16,474 -62,950 1,445,300
- - - - - - 2,000 385.45 693.75 2,000 7350.00 250 1.60 1.75 100 -0.75 1.60 23.27 352 -100 50,150
205,950 -3,000 698 - 542.35 51.55 50 540.60 543.50 250 7400.00 5,000 1.65 1.70 23,150 -1.35 1.70 21.90 44,127 -583,250 2,742,800
300 - - - - - 1,000 301.00 597.70 2,000 7450.00 500 1.70 4.90 5,000 -1.65 1.75 20.04 1,669 -25,500 48,300
222,650 -25,550 1,259 - 442.00 43.35 50 442.15 445.95 50 7500.00 900 2.15 2.30 1,700 -2.10 2.30 19.14 94,525 -720,500 3,303,400
350 -500 10 13.85 398.00 31.00 500 351.00 490.00 500 7550.00 450 2.60 2.70 100 -2.55 2.65 17.47 4,554 -18,650 162,550
249,200 -123,800 4,775 - 345.00 48.15 250 344.00 347.45 100 7600.00 1,950 3.50 3.55 50 -3.85 3.50 16.44 184,074 -102,300 4,781,900
1,200 -100 63 - 291.60 30.90 500 286.00 313.35 500 7650.00 150 4.60 4.75 9,500 -5.10 4.75 15.33 21,285 -202,050 400,600
401,900 -289,450 17,635 10.24 250.00 38.35 50 250.00 250.95 1,000 7700.00 4,600 7.05 7.30 20,000 -8.15 7.05 14.64 370,893 497,700 6,116,600
34,600 -5,200 789 9.37 199.35 35.50 250 198.70 205.20 250 7750.00 550 10.00 10.50 50 -11.65 10.00 13.75 42,818 -66,000 512,550
1,609,350 -405,650 93,955 10.77 158.70 32.75 50 157.50 158.85 50 7800.00 250 15.60 15.90 100 -16.55 15.90 13.03 527,749 996,650 6,421,200
238,000 -25,000 13,847 10.20 116.85 23.90 200 113.10 118.50 50 7850.00 300 21.90 23.60 50 -23.90 23.10 12.09 63,727 334,100 717,750
3,719,100 -626,900 628,852 10.67 80.65 16.15 50 80.70 82.40 50 7900.00 550 36.70 37.00 1,800 -29.45 37.00 11.66 771,071 1,281,750 6,055,900
719,750 134,950 82,042 10.69 53.20 10.40 150 53.20 53.50 250 7950.00 850 55.00 55.45 250 -38.45 55.30 11.06 32,381 406,850 666,850
5,999,700 -422,350 704,907 10.78 32.70 4.95 150 32.05 32.70 2,350 8000.00 50 82.05 83.00 900 -43.75 83.00 10.79 194,977 258,700 2,548,250
789,750 123,650 62,151 10.57 17.00 0.60 500 16.85 17.30 1,150 8050.00 100 114.70 120.70 500 -49.45 116.05 9.98 754 -5,600 48,650
6,579,550 148,600 431,181 10.85 9.40 -0.50 950 9.45 9.50 1,500 8100.00 100 156.10 158.85 50 -45.55 160.00 10.20 17,571 -56,200 805,500
571,950 29,900 17,702 11.14 4.75 -0.95 1,200 4.75 5.00 5,700 8150.00 100 190.05 414.85 100 -29.10 219.90 16.63 128 -550 26,450
5,745,300 183,550 194,992 11.88 2.85 -0.90 8,500 2.85 3.05 6,750 8200.00 50 249.40 252.00 100 -48.05 252.00 9.96 6,957 -201,250 545,450
342,100 -33,200 6,177 12.98 2.15 -0.30 100 2.05 2.30 200 8250.00 50 282.05 399.95 50 -7.25 335.15 26.58 75 -750 4,800
3,846,700 -434,600 72,691 13.94 1.60 -0.15 50,000 1.50 1.65 500 8300.00 150 346.30 349.60 50 -45.40 347.30 - 8,481 -127,400 544,400
108,100 -2,500 232 15.31 1.45 - 650 1.15 1.45 350 8350.00 1,000 301.00 618.90 100 - - - - - 850
2,004,050 -141,450 30,587 16.41 1.25 0.10 500 1.15 1.25 500 8400.00 50 444.85 448.10 50 -48.80 448.00 - 433 -11,250 176,650
37,950 -2,200 55 17.90 1.20 -0.10 2,000 0.80 1.35 500 8450.00 1,000 365.00 721.90 100 - - - - - 250
2,327,350 -31,800 20,197 18.36 0.85 - 8,050 0.80 0.85 4,350 8500.00 100 544.00 547.80 100 -51.25 544.70 - 1,663 -18,250 382,950
1,350 - - - - - 1,000 0.10 0.90 500 8550.00 1,000 460.00 826.85 2,000 - - - - - -
677,900 -10,000 2,541 20.78 0.70 0.05 600 0.70 0.75 10,000 8600.00 100 621.45 655.25 50 -28.85 646.70 - 72 -50 6,200
1,450 - - - - - 1,000 0.10 1.00 1,000 8650.00 2,000 554.90 926.85 2,000 - - - - - -
290,000 -20,650 924 22.54 0.50 0.05 750 0.45 0.75 6,000 8700.00 1,000 693.45 782.20 1,000 - - - - - -
1,100 - - - - - 1,000 0.10 1.00 1,000 8750.00 2,000 650.95 1,030.80 2,000 - - - - - -
182,300 -1,150 46 24.46 0.40 -0.05 50 0.40 0.60 1,500 8800.00 1,000 793.45 872.20 1,000 215.00 1,044.95 98.02 6 100 300
- - - - - - 1,000 0.15 1.00 1,000 8850.00 2,000 750.95 1,130.80 2,000 - - - - - 5,250
82,150 - 1 27.78 0.55 0.10 500 0.35 0.55 750 8900.00 1,000 893.45 972.20 1,000 - - - - - -
- - - - - - 1,000 0.10 1.00 1,000 8950.00 2,000 846.95 1,234.75 2,000 - - - - - 9,650
940,800 -11,750 1,274 29.22 0.40 - 13,750 0.35 0.40 5,700 9000.00 100 1,042.00 1,046.90 100 -56.50 1,040.60 - 381 -12,800 332,450
- - - - - - - - 1.00 1,000 9050.00 2,000 942.95 1,338.75 2,000 - - - - - 10,350
750 - - - - - - - - - 9100.00 1,000 1,093.45 1,172.20 1,000 - - - - - -
- - - - - - - - - - 9150.00 2,000 1,042.95 1,438.75 2,000 - - - - - 9,150
- - - - - - - - - - 9200.00 1,000 1,183.45 1,272.20 1,000 - - - - - -
- - - - - - - - - - 9250.00 2,500 1,145.00 1,525.00 2,500 - - - - - 10,700
- - - - - - - - - - 9300.00 1,000 1,273.45 1,372.20 1,000 - - - - - -
- - - - - - - - - - 9350.00 2,000 1,235.05 1,646.65 2,000 - - - - - -
- - - - - - - - - - 9400.00 1,000 1,373.45 1,472.20 1,000 - - - - - -
- - - - - - - - - - 9450.00 2,000 1,335.05 1,746.65 2,000 - - - - - -
21,300 750 27 39.86 0.35 -0.35 7,200 0.10 0.45 450 9500.00 50 1,540.10 1,543.35 100 -42.85 1,543.20 - 115 -3,800 225,700
- - - - - - - - - - 9550.00 2,000 1,431.10 1,850.60 2,000 - - - - - -
- - - - - - - - - - 9600.00 2,000 1,481.10 1,900.60 2,000 - - - - - -
- - - - - - - - - - 9650.00 2,000 1,527.15 1,954.55 2,000 - - - - - -

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



  •  Highlighted options are in-the-money.