Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9915.25  As on Jul 21, 2017 15:30:30 IST
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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
508,200 -300 16 - 2,108.45 21.45 225 2,099.95 2,108.20 450 7800.00 150 0.25 0.35 75 - 0.35 64.26 51 -3,000 45,600
- - - - - - 1,200 1,787.00 2,177.75 75 7850.00 - - - - - - - - - -
32,700 -75 1 - 2,006.35 41.35 75 1,998.10 2,009.15 375 7900.00 75 0.10 0.50 300 -0.15 0.30 60.30 10 - 13,050
- - - - - - 1,200 1,686.65 2,082.70 75 7950.00 - - - - - - - - - -
1,278,000 -208,350 3,220 - 1,904.15 17.70 750 1,903.60 1,906.30 150 8000.00 5,475 0.50 0.60 600 -0.30 0.50 59.99 1,073 3,075 366,975
- - - - - - 75 1,775.00 1,982.70 75 8050.00 6,000 0.10 3.00 3,000 - - - - - -
29,775 -10,950 230 - 1,800.10 17.55 75 1,799.30 1,812.35 75 8100.00 225 0.40 0.55 1,425 - 0.40 55.64 119 - 14,625
- - - - - - 75 1,675.00 1,887.60 75 8150.00 6,000 0.10 3.00 3,000 - - - - - -
57,075 -4,725 86 - 1,706.15 21.15 75 1,700.55 1,711.35 150 8200.00 825 0.60 0.75 600 -0.15 0.65 55.11 122 -450 58,950
- - - - - - 75 1,575.00 1,729.00 75 8250.00 6,000 0.05 3.00 3,000 - - - - - -
77,175 -7,875 111 - 1,598.60 29.00 75 1,603.00 1,608.80 225 8300.00 225 0.70 0.75 750 -0.05 0.75 52.71 754 -1,800 223,950
- - - - - - 75 1,475.00 1,629.00 75 8350.00 6,000 0.05 3.00 3,000 - - - - - -
204,450 -71,850 1,071 - 1,496.35 12.45 75 1,499.30 1,505.90 75 8400.00 3,675 0.60 0.80 3,000 0.20 0.65 48.79 534 -22,725 233,775
- - - - - - 75 1,375.00 1,529.00 75 8450.00 6,000 0.05 3.00 3,000 - - - - - -
339,750 -36,225 771 - 1,406.05 25.85 150 1,402.25 1,408.55 75 8500.00 600 0.80 0.85 3,000 - 0.80 46.67 5,953 10,575 939,825
75 - - - 938.65 - 75 1,275.00 1,419.00 75 8550.00 5,025 0.05 3.00 3,000 - - - - - -
114,300 -1,350 18 - 1,296.25 26.25 75 1,299.35 1,312.00 375 8600.00 1,650 0.60 0.80 75 -0.25 0.60 42.19 60 -1,950 215,100
375 - - - 848.00 - 75 1,175.00 1,319.00 75 8650.00 75 0.15 3.00 3,000 - 3.00 - - - 375
176,625 -31,275 510 - 1,201.60 26.60 75 1,199.95 1,208.35 150 8700.00 750 0.65 0.85 1,425 -0.10 0.65 39.45 225 -7,950 444,450
- - - - - - 75 1,075.00 1,219.00 75 8750.00 5,025 0.05 3.00 3,000 - - - - - -
220,875 -31,500 497 - 1,107.65 25.85 75 1,102.65 1,108.15 75 8800.00 900 0.65 0.80 5,625 0.05 0.80 37.22 467 -11,925 531,525
- - - - - - 75 975.00 1,119.00 75 8850.00 5,025 0.10 3.00 3,000 - - - - - -
123,675 -25,800 431 - 1,005.50 23.45 75 1,001.00 1,007.25 75 8900.00 150 0.90 0.95 1,725 0.05 0.95 34.78 951 -21,150 442,125
- - - - - - 75 875.00 1,019.00 75 8950.00 5,025 0.15 3.00 3,000 - 2.80 - - - 150
815,850 -73,050 1,276 - 905.95 20.80 150 903.10 906.95 75 9000.00 75 1.05 1.15 825 -0.20 1.05 32.00 3,767 -103,875 2,410,800
- - - - - - 75 832.80 918.95 75 9050.00 5,025 0.25 3.00 3,000 - - - - - -
114,300 -3,975 103 - 808.00 24.05 75 804.00 805.85 75 9100.00 13,050 1.30 1.35 375 -0.25 1.30 29.59 11,834 -61,650 1,645,950
225 - - - 548.50 - 75 675.05 818.95 75 9150.00 5,025 0.35 1.50 1,500 - - - - - -
230,400 -32,175 651 - 706.65 20.90 300 704.30 707.20 75 9200.00 449,400 1.35 1.40 7,125 -0.30 1.40 26.59 13,173 -170,775 2,166,300
375 - - - 418.70 1.20 2,100 647.65 674.70 2,100 9250.00 675 1.50 1.70 3,000 -0.20 1.60 25.41 500 7,725 66,075
416,325 -20,250 386 - 603.50 22.25 75 603.10 605.00 150 9300.00 2,700 1.45 1.50 86,925 -0.35 1.50 23.52 21,094 -201,675 2,492,175
4,425 - 2 - 501.30 -28.70 2,100 547.05 573.65 2,100 9350.00 2,100 1.45 1.60 75 -0.55 1.45 21.75 746 -8,850 90,000
487,725 -15,150 371 - 509.20 24.55 300 504.05 508.00 75 9400.00 126,150 1.55 1.60 3,000 -0.75 1.60 20.37 30,026 -20,700 4,317,900
20,850 -225 11 - 397.50 -42.50 2,100 446.65 474.60 2,100 9450.00 75 1.85 1.95 75 -0.95 1.90 19.17 3,789 30,000 321,000
895,500 -40,875 1,783 - 409.80 21.60 75 409.30 411.85 225 9500.00 1,425 1.95 2.10 825 -1.20 2.00 17.57 72,837 191,625 4,840,875
60,225 -12,225 417 - 356.00 23.95 75 353.70 358.20 75 9550.00 3,000 2.10 2.60 75 -1.70 2.30 16.18 7,004 124,725 436,725
989,625 -83,250 3,348 - 311.65 22.00 75 309.00 312.90 150 9600.00 1,800 2.75 2.85 150 -2.25 2.80 14.89 138,804 -203,700 4,532,025
142,125 -19,275 522 - 270.15 25.65 225 257.00 270.10 75 9650.00 2,025 4.00 4.15 150 -2.60 4.00 13.96 18,943 41,475 575,175
1,406,700 -328,575 15,725 - 211.00 17.95 75 211.90 212.80 75 9700.00 225 5.65 5.75 1,350 -4.05 5.65 12.92 273,279 -805,350 4,702,275
239,550 -48,150 1,736 - 167.95 17.10 75 164.70 168.00 75 9750.00 150 7.80 8.15 6,450 -6.35 7.80 11.71 72,019 47,250 771,000
2,364,600 -300,000 149,473 - 122.80 13.65 75 122.30 123.00 300 9800.00 150 13.00 13.10 150 -8.90 13.10 11.09 434,397 -34,125 6,463,350
1,497,000 58,950 66,016 - 78.05 7.25 75 78.45 79.65 75 9850.00 75 21.30 21.35 600 -13.10 21.35 10.35 136,502 603,750 2,220,075
4,701,450 -480,000 489,326 6.17 49.50 4.15 75 49.15 49.50 450 9900.00 450 37.00 37.20 3,900 -18.45 37.00 10.12 376,705 678,225 4,581,000
2,091,075 -91,425 166,877 7.23 28.25 1.60 300 28.40 28.60 150 9950.00 75 64.75 65.45 75 -19.25 65.50 11.00 20,238 59,175 699,225
6,784,725 -303,000 408,676 8.01 15.40 0.15 150 15.20 15.30 75 10000.00 2,400 99.10 99.65 75 -23.55 99.10 11.54 65,026 107,475 1,482,975
805,800 99,900 59,153 8.16 6.70 -1.05 300 6.65 6.80 75 10050.00 75 133.00 155.00 2,100 -31.35 133.05 10.74 6 75 1,575
3,103,200 -186,150 134,457 8.60 3.05 -0.95 3,675 3.05 3.15 8,700 10100.00 75 185.35 190.00 75 -20.95 191.05 15.75 1,098 -2,850 89,625
386,175 85,725 10,381 9.40 1.70 -0.70 1,350 1.55 1.90 14,850 10150.00 75 218.20 249.40 2,100 -30.10 235.10 16.60 29 -975 300
1,718,925 149,775 46,291 10.69 1.35 -0.30 1,875 1.25 1.45 375 10200.00 750 285.15 290.85 150 -20.55 290.25 20.78 943 25,575 80,400
13,575 -1,050 135 12.16 1.25 -0.15 75 0.75 1.25 300 10250.00 2,100 321.10 345.10 2,100 - - - - - -
303,000 -101,550 6,440 12.88 0.80 -0.30 42,300 0.70 0.80 1,500 10300.00 825 380.45 386.15 75 -30.60 382.55 22.66 23 225 8,475
7,125 900 48 14.22 0.75 - 5,025 0.05 - - 10350.00 75 375.00 519.00 75 - - - - - -
288,600 -5,250 1,452 15.21 0.60 -0.25 1,425 0.60 0.70 75 10400.00 600 480.30 484.65 75 -14.45 484.60 27.90 36 -300 21,600
- - - - - - - - - - 10450.00 1,200 385.65 659.00 75 - - - - - -
936,225 2,775 7,321 17.94 0.60 -0.10 47,850 0.55 0.60 17,775 10500.00 75 581.10 587.45 75 -19.00 584.00 31.82 489 -10,125 463,050
- -75 5 19.08 0.55 -0.30 6,000 0.20 2.00 3,000 10550.00 75 575.00 719.00 75 - - - - - -
975 300 16 21.31 0.80 0.60 - - 0.05 75 10600.00 150 671.15 687.35 75 18.75 677.75 32.24 4 - 1,725
- - - - - - 6,000 0.05 2.00 3,000 10650.00 75 675.00 819.00 75 - - - - - -
- - - - - - - - 1.65 1,050 10700.00 600 774.80 795.10 2,100 - 813.60 - - - 300
- - - - - - 6,000 0.05 2.00 3,000 10750.00 75 775.00 919.00 75 - - - - - -
5,175 - - - 1.75 - 150 0.05 1.60 1,050 10800.00 150 874.20 893.00 150 - 912.35 - - - 2,550
- - - - - - 6,000 0.05 2.00 3,000 10850.00 75 875.00 1,019.00 75 - - - - - -
450 75 1 31.45 1.50 -0.20 150 0.20 1.50 1,425 10900.00 75 971.15 995.05 75 - - - - - -
375 - - - 0.70 - 375 0.10 2.00 3,000 10950.00 75 975.00 1,119.00 75 - - - - - -
772,950 -9,600 4,341 30.92 0.65 -0.10 1,950 0.65 0.70 1,500 11000.00 1,950 1,082.15 1,086.75 150 -20.50 1,082.15 49.80 3,797 -152,025 763,800
- - - - - - - - - - 11050.00 75 1,075.00 1,219.00 75 - - - - - -
1,500 - - - 0.05 - 1,500 0.10 1.00 1,500 11100.00 150 1,177.20 1,190.55 75 - 1,212.45 - - - 75
- - - - - - - - - - 11150.00 75 1,175.00 1,319.00 75 - - - - - -
225 - - - 0.05 - - - 0.70 225 11200.00 150 1,277.40 1,286.10 150 -29.25 1,275.00 50.72 11 75 107,475
- - - - - - - - - - 11250.00 1,200 1,113.65 1,597.40 75 - - - - - -
- - - - - - - - 2.00 1,050 11300.00 75 1,376.15 1,383.85 75 3.20 1,393.35 67.41 5 - 13,425
- - - - - - - - - - 11350.00 1,200 1,214.05 1,702.15 75 - - - - - -
- - - - - - - - 2.00 1,050 11400.00 150 1,474.20 1,483.90 225 -22.75 1,469.75 49.82 1 75 2,925
Total 34,770,375 1,583,702 1,717,444 49,902,675 Total

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



  •  Highlighted options are in-the-money.