Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9604.90  As on May 29, 2017 15:30:30 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
328,500 -375 12 - 6,350.00 10.00 75 6,339.80 6,387.25 75 3200.00 975 0.05 3.00 450 - 0.05 103.78 1 75 150
- - - - - - 1,200 6,034.30 6,420.10 75 3300.00 - - 3.05 75 - - - - - -
- - - - - - 1,200 5,934.45 6,320.10 75 3400.00 - - 3.05 150 - - - - - -
675 - - - 5,926.35 - 2,100 6,007.05 6,123.40 2,100 3500.00 - - 3.05 150 - - - - - -
- - - - - - 1,200 5,734.65 6,120.10 75 3600.00 - - 3.05 150 - 70.05 - - - 14,950
- - - - - - 1,200 5,634.75 6,020.10 75 3700.00 - - 3.05 150 - - - - - -
- - - - - - 1,200 5,534.85 5,920.10 75 3800.00 - - 3.05 150 - - - - - -
- - - - - - 1,200 5,435.00 5,820.10 75 3900.00 - - 3.05 150 - - - - - -
16,050 75 2 - 5,540.00 115.10 450 5,548.05 5,592.05 75 4000.00 300 0.15 2.80 225 - 3.05 - - - 14,625
- - - - - - 1,200 5,235.20 5,620.10 75 4100.00 - - 3.05 300 - - - - - -
- - - - - - 1,200 5,135.30 5,520.10 75 4200.00 - - 3.05 300 - - - - - -
- - - - - - 1,200 5,035.40 5,420.10 75 4300.00 - - 3.05 1,050 - 21.90 - - - 13,350
- - - - - - 1,200 4,935.65 5,320.10 75 4400.00 150 0.10 3.05 1,050 -3.00 0.05 74.76 8 -600 150
- - - - - - 2,100 5,019.55 5,123.40 2,100 4500.00 - - 3.05 150 - - - - - -
- - - - - - 1,200 4,735.85 5,120.10 75 4600.00 - - 3.05 150 - - - - - -
- - - - - - 1,200 4,635.95 5,020.10 75 4700.00 - - 3.05 150 - 166.50 - - - 33,300
- - - - - - 1,200 4,536.05 4,920.10 75 4800.00 - - 3.05 150 - 213.00 - - - 50
- - - - - - 1,200 4,436.15 4,820.10 75 4900.00 - - 3.05 150 - - - - - -
51,225 - 4 - 4,560.55 15.55 75 4,558.10 4,586.10 450 5000.00 75 0.30 0.40 75 -0.05 0.35 72.54 12 -525 27,500
- - - - - - 1,200 4,236.40 4,620.10 75 5100.00 - - - - - 170.00 - - - 19,650
- - - - - - 1,200 4,136.50 4,520.10 75 5200.00 - - - - - - - - - -
- - - - - - 1,200 4,036.60 4,420.10 75 5300.00 - - - - - 50.00 - - - 38,250
- - - - - - 1,200 3,936.70 4,320.10 75 5400.00 - - - - - 240.00 - - - 33,300
- - - - - - 75 4,032.10 4,123.35 75 5500.00 150 0.20 1.00 1,500 -0.40 0.10 56.97 6 -450 7,500
- - - - - - 1,200 3,736.95 4,120.10 75 5600.00 - - - - - 212.90 - - - 900
- - - - - - 1,200 3,637.05 4,020.10 75 5700.00 - - - - - 92.40 - - - 8,325
- - - - - - 1,200 3,537.15 3,920.10 75 5800.00 - - - - - 125.00 - - - 38,400
- - - - - - 1,200 3,437.25 3,820.10 75 5900.00 - - - - - - - - - -
159,750 450 33 - 3,580.00 27.00 450 3,570.15 3,594.60 450 6000.00 300 0.35 0.45 1,125 -0.30 0.30 52.86 107 -600 41,475
50,000 - - - 2,583.00 - 1,200 3,237.50 3,620.10 75 6100.00 - - - - - - - - - -
75,000 - - - 1,641.00 - 1,200 3,137.60 3,520.10 75 6200.00 - - - - - - - - - -
- - - - - - 1,200 3,037.70 3,420.10 75 6300.00 - - - - - 467.80 - - - 42,300
- - - - - - 1,200 2,937.80 3,320.10 75 6400.00 - - - - - - - - - -
13,650 - - - 2,975.00 - 450 3,075.05 3,094.10 450 6500.00 4,875 0.50 0.60 675 0.15 0.55 46.94 57 -975 11,350
100,000 - - - 1,603.00 - 1,200 2,738.05 3,120.10 75 6600.00 - - - - - 34.50 - - - 50,000
14,700 - - - 1,058.25 - 1,200 2,638.15 3,020.10 75 6700.00 - - - - - 1.50 - - - 149,650
127,500 - - - 1,883.00 - 1,200 2,538.25 2,920.10 75 6800.00 - - - - - 525.55 - - - 7,600
- - - - - - 1,200 2,438.35 2,820.10 75 6900.00 - - - - - - - - - -
86,775 -450 16 - 2,577.00 11.00 225 2,578.45 2,599.85 225 7000.00 11,400 0.50 0.55 16,500 -0.05 0.50 38.48 3,593 14,850 157,275
- - - - - - 75 2,452.60 2,522.85 375 7100.00 1,500 0.25 1.00 75 - 332.00 - - - 27,975
25,000 - - - 1,601.00 - 75 2,355.20 2,422.85 375 7200.00 75 0.50 0.90 75 -0.20 0.85 37.23 2 75 6,375
200,150 - - - 2,120.00 - 75 2,275.05 2,304.85 150 7300.00 225 0.50 1.00 150 0.30 0.80 35.43 4 150 300
311,025 -975 358 - 2,183.75 30.95 75 2,186.60 2,199.80 300 7400.00 2,100 0.55 0.60 1,875 -0.20 0.55 32.66 1,751 -4,800 22,025
1,112,550 13,950 414 - 2,088.85 31.10 375 2,087.20 2,096.25 75 7500.00 6,975 0.65 0.70 75 -0.05 0.70 31.90 516 7,950 159,525
20,025 -375 7 - 1,990.00 24.70 75 1,986.55 2,000.90 150 7600.00 75 0.90 0.95 1,500 -0.35 0.90 31.17 132 -450 38,775
- - - - - - 150 1,881.05 2,038.95 225 7650.00 5,025 0.10 - - - - - - - -
532,000 - 1 - 1,895.05 37.75 75 1,893.25 1,899.45 150 7700.00 150 1.00 1.10 75 -0.15 1.00 29.97 266 675 106,825
- - - - - - 1,200 1,598.30 1,984.50 75 7750.00 5,025 0.15 - - - - - - - -
115,950 -75 26 - 1,790.45 35.45 75 1,786.65 1,803.20 150 7800.00 300 1.25 1.45 1,500 -0.25 1.45 29.63 179 2,025 203,550
- - - - - - 1,200 1,498.40 1,884.50 75 7850.00 5,025 0.25 - - - - - - - -
71,550 - - - 1,634.10 - 75 1,686.25 1,711.60 75 7900.00 75 1.25 1.40 75 -0.05 1.20 27.47 66 -150 48,375
- - - - - - 1,200 1,408.00 1,789.30 75 7950.00 600 0.30 - - - - - - - -
1,210,000 -26,400 670 - 1,595.00 35.15 150 1,593.30 1,598.85 75 8000.00 1,650 1.60 1.70 1,275 0.05 1.60 26.81 1,202 -12,900 939,725
- - - - - - 375 1,514.60 1,573.35 375 8050.00 6,000 0.40 3.00 1,500 - - - - - -
194,975 -75 3 - 1,485.00 20.25 75 1,491.35 1,500.30 75 8100.00 3,600 1.65 1.70 675 0.05 1.70 25.44 637 29,175 104,850
- - - - - - 1,200 1,217.70 1,594.10 75 8150.00 600 0.40 - - - - - - - -
123,450 -2,250 83 - 1,390.15 25.65 75 1,395.00 1,401.45 300 8200.00 1,275 2.00 2.10 1,350 0.05 2.00 24.36 601 11,400 105,175
- - - - - - 1,200 1,117.70 1,494.10 75 8250.00 300 0.40 - - - - - - - -
119,025 -750 17 - 1,311.90 49.65 75 1,294.40 1,300.90 75 8300.00 375 2.55 2.70 75 0.35 2.60 23.58 416 -4,500 124,725
- - - - - - 1,200 1,027.35 1,398.90 75 8350.00 300 0.40 - - - - - - - -
522,975 -1,650 39 - 1,210.00 50.70 150 1,195.60 1,201.65 150 8400.00 75 3.05 3.20 5,700 0.30 3.15 22.56 1,555 -9,600 430,950
- - - - - - 1,200 930.00 1,303.70 75 8450.00 300 0.70 - - - - - - - -
706,200 -16,350 595 - 1,098.15 32.25 150 1,097.70 1,104.50 75 8500.00 825 3.65 3.70 75 0.20 3.70 21.42 5,019 -54,300 1,038,450
4,950 - - - 896.00 - 75 1,033.30 1,077.40 75 8550.00 1,500 2.50 4.05 75 - 3.15 - - - 975
235,725 -450 86 - 1,003.15 38.15 150 998.90 1,005.35 150 8600.00 75 4.40 4.45 225 0.40 4.45 20.33 5,530 -1,350 473,100
375 - - - 821.00 - 225 743.00 1,108.50 75 8650.00 1,500 3.20 - - - - - - - -
370,875 -2,925 138 - 896.00 20.65 75 900.75 907.20 75 8700.00 75 5.15 5.30 75 0.60 5.20 19.12 3,658 -10,950 626,625
1,950 - - - 647.00 - 2,100 828.10 1,008.50 75 8750.00 1,500 3.55 - - - - - - - -
586,425 -18,450 312 - 806.00 33.80 300 805.00 809.20 75 8800.00 75 6.45 6.60 75 0.50 6.55 18.10 8,615 1,500 1,209,425
75 - - - 615.00 - 75 744.85 784.95 75 8850.00 1,500 5.55 10.00 300 0.45 8.00 17.86 2 - 450
206,550 -55,950 1,288 - 708.05 33.05 75 706.90 715.25 75 8900.00 1,800 8.50 8.80 75 0.55 8.65 17.20 11,834 -3,225 871,650
150 - - - 461.35 - 75 649.55 685.15 75 8950.00 75 9.50 11.95 1,800 -0.60 9.35 16.53 81 1,800 8,250
1,128,600 -186,825 4,069 - 615.95 36.45 75 611.15 616.20 150 9000.00 150 11.50 11.75 1,950 0.65 11.70 16.35 30,408 -200,400 3,123,075
75 - - - 440.00 - 75 544.25 587.35 75 9050.00 300 13.60 14.00 450 0.50 14.10 16.04 106 1,800 3,450
378,300 -9,300 486 - 515.65 31.25 150 515.60 518.00 75 9100.00 225 16.50 16.65 1,725 0.80 16.60 15.65 37,708 -216,675 1,683,975
450 - - - 251.05 - 75 457.45 494.30 75 9150.00 75 19.45 19.85 75 0.65 19.50 15.23 1,203 18,075 51,525
566,925 -76,650 2,058 - 424.15 33.25 75 424.20 428.95 75 9200.00 150 23.70 24.00 600 0.60 23.75 14.97 81,558 -42,450 3,419,125
150 - - - 220.00 - 75 371.50 410.75 75 9250.00 75 28.40 28.95 150 1.60 28.95 14.71 3,172 -44,175 104,850
1,209,300 -174,675 7,167 - 338.65 33.85 975 338.05 340.25 150 9300.00 750 34.50 34.90 300 -0.25 34.50 14.36 118,720 28,800 4,072,575
88,350 -5,400 400 - 297.50 36.55 75 291.95 297.45 75 9350.00 75 41.40 42.00 225 - 42.25 14.16 5,629 11,175 264,900
1,650,900 -113,100 21,789 - 256.10 32.80 75 254.55 256.90 75 9400.00 75 50.65 51.30 300 -2.35 50.65 13.86 164,148 241,500 4,839,300
98,550 -4,425 739 - 217.35 33.20 300 214.45 217.40 75 9450.00 75 60.95 61.70 150 -2.75 61.85 13.70 7,523 4,200 268,425
3,046,500 -243,450 66,943 - 180.35 30.50 75 178.20 180.95 150 9500.00 150 74.65 75.30 75 -3.75 75.50 13.59 184,253 904,875 4,295,475
148,125 -25,725 5,367 5.01 147.85 28.85 300 145.55 148.00 300 9550.00 225 91.00 91.50 75 -4.75 91.25 13.47 11,600 55,725 235,725
3,411,825 -496,350 193,651 5.92 117.65 26.95 1,350 117.65 117.80 450 9600.00 300 109.55 110.00 6,600 -7.60 110.00 13.41 112,331 406,950 2,361,375
257,475 12,375 18,937 6.43 91.45 24.00 150 90.40 91.95 75 9650.00 300 131.30 133.45 75 -12.25 131.30 13.36 1,096 23,400 32,775
3,909,900 476,100 196,703 6.73 68.90 20.40 75 68.75 69.25 75 9700.00 225 158.00 159.65 75 -11.75 159.45 13.68 14,705 123,300 998,400
183,900 39,375 10,798 6.90 50.00 16.70 150 49.85 50.30 150 9750.00 375 183.80 189.25 150 -25.30 186.75 13.69 153 7,650 8,025
3,261,825 373,200 159,107 6.85 33.50 10.80 75 35.30 35.85 75 9800.00 75 222.05 225.15 75 -19.95 224.60 14.46 3,125 41,175 238,950
64,575 -7,575 6,438 7.16 24.25 9.95 75 23.65 24.25 1,800 9850.00 75 234.30 266.90 75 - - - - - -
1,506,750 180,375 95,978 7.28 16.35 6.65 225 16.30 16.60 600 9900.00 75 300.10 304.15 75 -25.55 304.45 15.88 1,050 31,650 172,500
21,975 19,425 1,652 7.37 10.60 3.05 75 10.40 11.00 600 9950.00 75 319.40 357.50 75 - - - - - -
1,826,000 274,800 63,986 7.62 7.40 3.00 75 7.30 7.40 1,725 10000.00 75 388.65 391.00 7,200 -30.55 391.00 17.47 3,313 143,850 1,037,700
525 525 14 8.10 5.90 -17.60 300 4.50 5.90 225 10050.00 75 410.25 513.70 375 - - - - - -
379,875 146,400 16,070 8.20 3.80 1.35 1,425 3.70 3.80 3,000 10100.00 300 477.70 495.90 300 -100.90 485.80 19.63 109 3,225 3,525
- - - - - - 600 1.75 2.85 600 10150.00 375 460.65 607.75 375 - - - - - -
30,600 22,575 1,994 8.88 2.20 0.60 525 2.20 2.30 675 10200.00 1,500 550.05 603.85 2,100 -274.20 651.10 29.45 6 450 450
- - - - - - 6,000 0.80 2.50 1,500 10250.00 375 540.75 863.40 75 - - - - - -
10,500 2,850 2,007 9.42 1.20 -0.15 525 1.20 1.30 300 10300.00 75 680.00 703.85 2,100 -25.00 705.00 27.00 12 900 115,875
- - - - - - 6,000 0.50 3.00 1,500 10350.00 375 695.25 962.70 75 - - - - - -
9,225 9,075 4,314 10.57 1.10 -0.10 1,500 0.90 1.05 3,000 10400.00 1,500 747.55 802.55 375 - - - - - -
- - - - - - 6,000 0.50 1.50 1,500 10450.00 375 746.10 1,062.70 75 - - - - - -
661,725 1,800 7,848 11.07 0.65 -0.05 41,850 0.65 0.75 29,100 10500.00 75 877.95 882.90 75 -28.80 882.35 28.90 932 25,425 805,875
- - - - - - 6,000 0.30 1.50 1,500 10550.00 375 871.75 976.55 375 - - - - - -
300 75 1 11.43 0.35 -0.95 2,925 0.45 0.75 75 10600.00 375 947.75 1,003.85 2,100 -149.00 1,001.10 33.66 1 75 300
- -75 1 12.98 0.75 -1.25 6,000 0.15 1.50 1,500 10650.00 375 971.70 1,078.45 375 - - - - - -
6,450 - - - 0.95 0.10 1,950 0.50 0.95 150 10700.00 375 1,049.90 1,086.40 75 - 1,113.20 - - - 9,975
- - - - - - 6,000 0.20 1.50 3,000 10750.00 375 1,071.65 1,193.90 375 - - - - - -
1,275 - 1 14.30 0.60 0.30 6,000 0.25 0.60 750 10800.00 450 1,170.15 1,186.00 75 - 1,210.00 - - - 5,625
- - - - - - 6,000 0.20 1.25 3,000 10850.00 375 1,137.15 1,462.70 75 - - - - - -
- - - - - - 1,500 0.10 2.70 3,000 10900.00 2,100 1,242.50 1,303.85 2,100 - - - - - -
10,575 75 1 17.26 1.25 0.55 75 1.00 1.50 3,000 10950.00 375 1,237.60 1,396.15 375 - - - - - -
267,750 110,475 6,581 16.43 0.60 - 15,900 0.55 0.60 3,900 11000.00 75 1,379.00 1,381.40 75 -27.95 1,383.00 39.63 274 1,200 696,675
- - - - - - 6,000 0.20 0.85 75 11050.00 375 1,396.95 1,487.35 375 - - - - - -
- - - - - - 1,500 0.05 2.50 1,500 11100.00 375 1,402.75 1,578.60 375 - - - - - -
- - - - - - 1,500 0.05 2.50 1,500 11200.00 1,200 1,355.00 1,837.45 75 - - - - - -
- - - - - - 1,500 0.05 2.50 1,500 11300.00 1,200 1,455.00 1,937.45 75 - - - - - -
75 - - - 1.00 - 1,500 0.05 2.50 1,500 11400.00 225 1,766.05 2,036.00 75 - 1,915.00 - - - 13,575
2,175 975 51 19.78 0.25 0.05 3,825 0.25 0.65 675 11500.00 150 1,871.65 1,879.90 75 -34.85 1,873.70 47.69 37 2,775 8,925
- - - - - - 1,500 0.05 2.50 1,500 11600.00 75 1,967.50 1,985.80 75 - - - - - -
Total 31,837,275 899,255 829,022 36,131,050 Total

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



  •  Highlighted options are in-the-money.