Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7964.90  As on Aug 31, 2015 14:14:13 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
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Price
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Price
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Qty
Strike Price Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Net Chng LTP IV Volume Chng in OI OI Chart
19,825 - 2 - 2,701.00 59.85 25 2,647.55 2,672.00 3,550 5300.00 500 0.10 2.00 200 - - - - - 200
- - - - - - 1,000 2,489.00 2,588.65 1,800 5400.00 200 0.15 3.00 200 - - - - - -
39,125 200 29 - 2,475.00 -38.05 300 2,450.00 2,463.80 250 5500.00 1,000 0.45 3.00 200 -0.50 0.15 46.30 2 25 25
50 - - - - - 2,800 2,289.00 2,388.65 1,800 5600.00 500 0.10 3.00 200 - - - - - -
- - - - - - 2,800 2,189.00 2,288.65 1,800 5700.00 500 0.10 3.00 100 - - - - - -
- - - - - - 2,800 2,089.00 2,188.65 1,800 5800.00 500 0.10 3.00 100 - - - - - -
- - - - - - 2,800 1,989.00 2,088.65 1,800 5900.00 500 0.10 3.00 100 - - - - - -
170,850 5,225 286 - 2,010.00 9.00 25 1,954.05 1,963.15 1,000 6000.00 450 1.55 1.90 1,000 -0.50 1.55 45.48 733 -350 98,125
- - - - - - 2,800 1,799.25 1,891.05 1,800 6100.00 500 0.25 2.40 1,000 - - - - - 25
50 - - - - - 2,800 1,699.30 2,460.00 100 6200.00 500 0.30 - - - - - - - -
50 - - - - - 1,800 1,604.25 2,361.40 100 6300.00 500 0.25 - - - - - - - -
- - - - - - 2,000 1,399.45 2,313.15 100 6350.00 16,000 0.25 - - - - - - - -
- - - - - - 2,800 1,510.55 1,592.15 1,800 6400.00 500 1.55 3.50 1,000 - - - - - 500
- - - - - - 2,000 1,307.45 2,214.35 100 6450.00 16,000 0.25 - - - - - - - -
145,475 54,125 2,292 - 1,460.55 -44.15 100 1,459.05 1,466.00 25 6500.00 100 3.00 3.10 50 -1.20 3.05 36.93 5,954 46,700 223,525
- - - - - - 2,000 1,215.40 2,115.30 100 6550.00 16,000 0.60 - - - - - - - -
2,250 25 1 - 1,350.00 -50.40 2,800 1,326.55 1,385.90 3,300 6600.00 250 4.25 4.55 25 -0.55 4.50 35.81 1,018 625 53,375
- - - - - - 2,000 1,115.40 2,015.80 100 6650.00 25 1.20 8.60 250 - - - - - -
1,100 - - - - - 2,500 1,222.70 1,285.95 3,300 6700.00 375 6.35 6.50 700 0.40 6.50 35.41 3,012 17,500 77,825
- - - - - - 2,000 1,023.40 1,915.75 100 6750.00 25 1.55 13.90 250 - - - - - -
10,175 300 16 - 1,160.20 -31.80 25 1,167.45 1,176.20 25 6800.00 525 8.85 9.05 825 0.45 8.85 35.00 10,929 79,050 320,550
- - - - - - 2,000 924.50 1,815.05 100 6850.00 3,000 5.25 - - - - - - - -
1,250 - - - - - 2,775 1,029.10 1,091.10 3,300 6900.00 300 12.20 12.40 550 1.00 12.15 34.59 12,585 36,800 227,150
- - - - - - 2,000 832.85 1,713.30 100 6950.00 3,000 8.40 33.00 500 - - - - - -
665,325 -1,650 950 - 975.10 -43.10 25 976.70 980.00 2,500 7000.00 225 16.75 16.90 400 2.50 16.80 34.03 44,459 82,250 1,380,350
200 - - - - - 25 741.90 1,241.85 25 7050.00 2,525 12.50 36.95 25 23.30 35.30 39.50 1 - 1,025
402,725 1,775 92 - 878.10 -52.90 25 884.55 889.05 25 7100.00 700 22.10 22.20 150 3.15 22.15 33.25 33,588 64,325 801,625
75 - - - - - 100 643.70 1,489.85 100 7150.00 25 15.65 40.65 25 - - - - - 575
94,400 5,375 531 - 782.75 -51.20 125 792.65 798.15 25 7200.00 125 29.60 29.80 275 4.10 29.60 32.67 81,700 483,150 1,204,125
- - - - - - 2,525 721.05 858.95 2,525 7250.00 25 33.00 35.50 2,525 6.15 35.20 32.28 292 5,075 5,450
56,925 5,800 565 14.84 728.40 -17.70 100 702.20 707.35 25 7300.00 300 38.70 38.90 200 4.60 38.85 31.92 86,393 510,575 1,342,675
- - - - - - 2,525 632.75 758.95 2,525 7350.00 2,525 35.65 46.90 25 21.45 46.95 32.56 11 150 375
76,200 35,325 1,500 - 603.55 -44.05 25 613.25 620.60 25 7400.00 150 49.80 50.00 375 4.90 49.95 31.07 89,563 396,625 2,492,150
- - - - - - 2,525 394.45 894.25 2,525 7450.00 2,525 54.45 58.25 2,500 1.80 48.45 29.42 147 1,350 2,925
609,075 -25,150 3,495 21.25 531.20 -39.25 550 534.00 537.30 25 7500.00 100 64.60 64.85 50 5.95 64.65 30.43 141,097 306,550 2,610,800
- - - - - - 2,525 461.05 588.95 2,525 7550.00 25 71.40 75.35 25 13.00 78.00 29.87 178 1,325 3,550
178,350 3,175 781 21.38 449.40 -38.25 25 451.30 455.60 25 7600.00 25 83.00 83.25 200 7.75 83.00 29.72 157,053 237,050 2,854,400
225 - - - - - 2,525 392.40 439.80 25 7650.00 300 92.40 95.80 2,525 12.25 98.35 29.64 567 5,025 8,075
387,775 3,700 4,066 22.36 375.00 -31.90 50 375.25 377.50 50 7700.00 850 105.35 105.60 175 10.10 105.50 28.89 179,624 209,900 2,301,375
600 -25 6 22.88 357.00 -24.85 75 328.85 344.85 75 7750.00 50 117.15 118.30 525 9.60 116.70 28.31 2,092 18,850 27,700
743,025 46,300 11,277 22.12 305.95 -28.65 25 304.30 305.95 50 7800.00 25 132.25 132.50 75 13.65 132.45 27.99 197,452 281,925 4,652,600
4,575 125 43 21.84 281.65 -13.50 50 267.70 276.90 2,525 7850.00 25 147.80 148.50 25 14.25 147.10 27.65 9,175 101,475 126,450
1,148,550 29,800 44,453 21.59 239.90 -22.95 25 238.60 239.60 25 7900.00 150 164.85 165.30 200 17.85 165.20 27.10 160,276 336,750 2,687,475
32,700 8,700 1,398 21.16 209.30 -18.85 25 207.80 210.65 50 7950.00 25 183.20 184.90 25 21.95 183.55 26.57 3,969 17,450 53,775
2,684,450 333,650 156,343 21.20 180.95 -18.60 100 180.90 181.55 50 8000.00 50 205.00 205.60 175 22.95 205.70 26.37 191,963 429,675 4,759,650
52,225 5,725 3,480 20.86 156.00 -14.90 50 155.30 157.30 50 8050.00 100 225.95 228.90 25 23.20 225.90 25.76 1,542 3,100 28,200
2,440,050 177,100 190,573 20.75 132.25 -12.35 50 132.35 132.75 50 8100.00 25 253.10 254.10 25 26.50 253.25 25.65 52,562 -8,175 1,720,300
44,525 1,125 3,095 20.45 111.05 -10.10 50 109.80 111.45 25 8150.00 200 273.65 283.75 950 18.35 272.40 25.42 78 1,125 4,425
2,977,750 198,400 267,613 20.11 90.85 -9.25 225 90.70 91.00 2,125 8200.00 50 308.25 309.75 150 30.80 309.75 24.89 19,566 -7,825 1,591,000
160,400 10,375 6,749 19.80 72.90 -6.35 50 72.90 74.05 200 8250.00 100 332.25 345.50 100 45.00 350.00 25.04 20 50 18,900
2,398,750 59,375 216,761 19.51 59.30 -5.25 175 59.20 59.45 175 8300.00 25 373.40 374.75 50 32.05 372.75 24.44 12,558 30,000 1,095,000
51,900 6,700 2,028 19.28 47.60 -4.50 50 46.90 47.80 25 8350.00 50 403.85 419.20 2,525 50.70 420.20 23.22 14 50 3,350
2,254,500 236,375 169,059 19.09 36.80 -3.45 175 36.75 36.85 250 8400.00 25 447.85 452.85 225 46.95 455.00 24.35 7,938 25,750 901,700
25,800 -1,725 1,273 18.76 27.00 -5.00 200 27.50 28.95 50 8450.00 2,525 472.35 497.15 2,525 9.75 469.75 23.50 3 - 1,675
3,700,100 265,725 156,650 18.76 21.85 -2.75 1,475 21.80 21.95 25 8500.00 50 530.50 532.75 200 50.00 540.70 24.49 4,730 39,225 922,800
31,225 12,825 900 18.46 16.00 -3.50 25 15.90 17.10 2,500 8550.00 2,525 512.00 584.20 50 30.45 553.40 23.67 178 - 5,900
1,664,475 254,875 125,758 18.52 12.45 -2.20 150 12.40 12.50 775 8600.00 50 618.30 622.70 25 41.70 625.95 25.89 2,338 -42,825 357,025
21,500 -150 413 18.50 9.55 -2.75 50 8.75 9.65 2,500 8650.00 2,525 581.05 692.80 2,525 - - - - - 50
1,252,100 -72,300 95,263 18.49 7.15 -2.20 175 7.15 7.20 1,025 8700.00 50 710.75 714.75 100 45.75 720.80 26.42 638 -12,150 228,850
1,000 - 80 21.12 11.00 2.50 400 5.10 34.00 400 8750.00 2,000 594.15 964.65 2,000 - - - - - -
1,822,725 42,150 73,663 19.18 4.95 -1.45 925 4.90 4.95 750 8800.00 250 808.85 811.90 50 47.10 814.90 28.43 554 -4,100 261,850
575 - - - - - 450 2.15 5.80 500 8850.00 2,000 686.10 1,068.65 2,000 - - - - - 300
1,799,600 48,425 49,380 20.07 3.70 -0.95 3,775 3.60 3.65 1,000 8900.00 600 904.45 910.50 25 36.55 908.00 29.69 59 -200 150,975
500 - - - - - 16,000 0.70 31.85 100 8950.00 2,000 781.75 1,172.65 2,000 - - - - - 200
2,789,900 -20,250 23,332 20.84 2.65 -0.65 7,850 2.55 2.65 4,525 9000.00 25 1,002.95 1,006.95 25 49.10 1,014.25 33.39 1,256 -6,700 809,050
- - - - - - 8,000 0.70 26.85 100 9050.00 2,000 881.75 1,272.65 2,000 - - - - - -
910,800 1,200 11,549 21.98 2.20 -0.75 4,200 2.15 2.25 2,025 9100.00 75 1,101.50 1,108.70 125 58.45 1,120.00 33.78 48 - 49,950
- - - - - - 10,000 0.35 23.85 100 9150.00 2,000 977.45 1,376.60 2,000 - - - - - -
387,650 -19,875 5,210 22.94 1.80 -0.25 11,500 1.80 1.85 1,050 9200.00 25 1,200.90 1,205.80 125 50.75 1,210.00 37.79 6 - 48,175
- - - - - - 10,000 0.35 45.50 500 9250.00 2,000 1,073.45 1,480.60 2,000 - - - - - -
170,250 -25 1,811 23.86 1.45 -0.30 10,000 1.40 1.50 3,075 9300.00 25 1,298.95 1,304.40 25 33.75 1,296.80 - 1 - 60,350
- - - - - - 10,000 0.35 - - 9350.00 2,000 1,173.45 1,580.60 2,000 - - - - - -
144,300 -525 814 25.04 1.25 -0.40 10,850 1.20 1.25 200 9400.00 50 1,395.50 1,405.25 50 - - - - - 10,400
- - - - - - 10,000 0.15 - - 9450.00 2,000 1,269.30 1,684.60 2,000 - - - - - -
137,175 2,950 2,006 25.72 1.05 -0.30 1,800 0.95 1.05 150 9500.00 25 1,496.10 1,500.40 150 42.65 1,499.95 42.86 116 -675 397,275
- - - - - - 10,000 0.05 - - 9550.00 2,000 1,369.20 1,784.60 2,000 - - - - - -
29,650 - 132 27.13 1.00 -0.30 2,500 0.80 1.00 250 9600.00 1,000 1,594.40 1,615.35 2,500 - - - - - 525
- - - - - - 10,000 0.05 - - 9650.00 2,000 1,465.20 1,888.60 2,000 - - - - - -
1,950 -400 107 27.25 0.65 -0.50 125 0.60 0.65 25 9700.00 1,000 1,691.30 1,715.00 2,475 - - - - - 2,425
- - - - - - 10,000 0.05 - - 9750.00 2,000 1,561.20 1,992.55 2,000 - - - - - -
1,300 - 5 29.87 1.00 -0.25 100 0.50 1.00 175 9800.00 1,025 1,791.20 1,815.00 50 13.60 1,773.30 44.99 5 - 825
- - - - - - 10,000 0.05 - - 9850.00 2,000 1,661.20 2,092.55 2,000 - - - - - -
12,800 450 37 29.85 0.65 -0.20 950 0.60 0.70 225 9900.00 1,025 1,891.20 1,898.70 125 46.80 1,898.00 47.94 30 425 73,725
- - - - - - 10,000 0.05 - - 9950.00 2,000 1,757.25 2,196.55 2,000 - - - - - -
18,875 1,025 329 31.58 0.75 -0.10 500 0.50 0.65 500 10000.00 25 1,992.60 1,998.90 100 59.95 2,009.30 46.18 115 -1,425 66,550
- - - - - - 5,000 0.05 - - 10050.00 2,000 1,857.25 2,296.55 2,000 - - - - - -
- - - - - - 500 0.10 2.00 200 10100.00 2,800 2,041.35 2,131.00 1,800 - - - - - -
- - - - - - 5,000 0.05 - - 10150.00 2,000 1,957.25 2,396.55 2,000 - - - - - -
- - - - - - 500 0.10 2.00 200 10200.00 1,800 2,136.35 2,231.00 1,800 - - - - - -
- - - - - - 500 0.10 2.00 200 10300.00 2,800 2,231.35 2,331.00 1,800 - - - - - -
- - - - - - 500 0.10 2.00 200 10400.00 1,000 2,331.35 2,431.00 1,800 - - - - - -
- - - - - - 500 0.10 2.00 200 10500.00 1,100 2,485.60 2,530.95 6,750 - - - - - 18,950
- - - - - - 500 0.10 2.00 200 10600.00 2,800 2,521.35 2,631.00 1,800 - - - - - -
- - - - - - 500 0.10 2.00 200 10700.00 2,800 2,621.35 2,731.00 1,800 - - - - - -
- - - - - - 500 0.10 2.00 200 10800.00 2,800 2,721.35 2,831.00 1,800 - - - - - -
- - - - - - 500 0.10 2.00 200 10900.00 2,800 2,821.35 2,931.00 1,800 - - - - - -
500 - 5 41.93 0.50 -0.50 500 0.10 1.50 125 11000.00 2,175 2,976.40 2,999.70 1,000 55.25 3,002.00 73.26 12 50 18,550
- - - - - - 5,000 0.05 - - 11100.00 1,800 3,016.35 3,131.00 1,800 - - - - - -
- - - - - - 5,000 0.05 - - 11200.00 1,800 3,116.35 3,231.00 1,800 - - - - - -
- - - - - - 5,000 0.05 - - 11300.00 1,800 3,216.35 3,331.00 1,800 - - - - - -
- - - - - - 5,000 0.05 - - 11400.00 2,025 3,371.40 3,430.95 6,650 110.20 3,434.20 98.13 1 -25 550
Total 32,780,225 37,168,225 Total

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



  •  Highlighted options are in-the-money.