Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10326.90  As on Nov 21, 2017 15:30:30 IST
View Options Contracts for: OR
Filter by: Expiry Date
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
Graph 51,825 300 11 - 2,092.35 67.80 300 2,083.25 2,093.45 75 8250.00 3,225 0.20 0.55 75 0.30 0.60 51.90 7 - 26,625 Graph
Graph 1,511,025 -525 7 - 2,045.00 33.80 75 2,038.55 2,045.45 300 8300.00 7,500 0.15 0.20 1,200 -0.05 0.20 45.88 92 -300 243,525 Graph
Graph - - - - - - 1,200 1,665.05 - - 8350.00 75 0.25 1.00 450 - 1.00 - - - 525 Graph
Graph 200,250 -150 14 77.38 1,967.25 52.10 75 1,934.20 1,951.45 75 8400.00 3,000 0.20 0.50 525 0.45 0.90 50.14 16 -150 94,875 Graph
Graph - - - - - - 1,200 1,564.85 - - 8450.00 - - 2.90 1,050 - - - - - - Graph
Graph 834,375 -2,550 442 - 1,822.65 16.85 150 1,837.85 1,843.95 150 8500.00 112,500 0.20 0.30 13,500 -0.05 0.30 42.76 431 150 266,175 Graph
Graph - - - - - - 1,200 1,464.60 - - 8550.00 - - 2.90 1,050 - - - - - - Graph
Graph 83,550 - 12 - 1,741.25 39.25 150 1,730.95 1,747.15 75 8600.00 3,600 0.25 0.50 7,500 -0.05 0.40 41.51 20 375 51,000 Graph
Graph - - - - - - 75 1,611.00 1,779.00 75 8650.00 - - 2.90 1,050 - - - - - - Graph
Graph 33,975 -225 28 - 1,637.20 47.55 75 1,637.10 1,649.10 225 8700.00 2,775 0.30 0.40 675 -0.15 0.30 38.10 42 - 52,725 Graph
Graph - - - - - - 1,200 1,264.15 - - 8750.00 - - 2.90 1,050 - - - - - - Graph
Graph 94,950 -150 6 60.72 1,565.00 63.00 75 1,537.60 1,547.40 75 8800.00 1,350 0.45 0.55 75 - 0.50 37.58 64 -3,075 87,225 Graph
Graph - - - - - - 1,200 1,163.90 - - 8850.00 5,025 0.05 3.00 3,000 - - - - - - Graph
Graph 43,350 -150 3 - 1,448.60 29.25 75 1,442.80 1,453.40 75 8900.00 225 0.95 1.10 7,200 0.10 1.10 38.28 128 -8,625 202,575 Graph
Graph - - - - - - 1,200 1,063.75 - - 8950.00 5,925 0.05 3.00 3,000 - - - - - - Graph
Graph 668,925 -19,500 373 - 1,346.50 29.75 75 1,337.55 1,348.30 75 9000.00 75 1.10 1.20 150 0.10 1.20 36.10 407 -9,525 708,900 Graph
Graph - - - - - - 1,200 963.50 - - 9050.00 150 0.40 2.85 1,350 - 2.00 - - - 375 Graph
Graph 72,450 - 1 45.74 1,259.35 57.35 150 1,241.75 1,249.50 75 9100.00 75 1.15 1.20 300 0.05 1.20 33.55 186 -7,800 126,675 Graph
Graph - - - - - - 1,200 863.25 - - 9150.00 7,500 0.25 - - - - - - - - Graph
Graph 134,100 -3,450 50 - 1,146.00 31.70 150 1,143.35 1,150.95 600 9200.00 75 1.25 1.40 975 - 1.30 31.31 716 -3,900 549,975 Graph
Graph - - - - - - 1,200 763.05 - - 9250.00 7,500 0.30 - - - - - - - - Graph
Graph 90,750 -150 6 23.55 1,050.00 44.00 75 1,040.05 1,049.70 75 9300.00 2,775 1.40 1.55 2,025 - 1.50 29.28 1,965 -900 520,500 Graph
Graph - - - - - - 1,200 662.80 - - 9350.00 7,500 0.45 2.95 900 - - - - - - Graph
Graph 86,475 -1,425 22 31.76 955.00 38.85 225 945.05 950.35 75 9400.00 975 1.35 1.45 2,775 -0.05 1.40 26.46 1,005 -14,250 636,075 Graph
Graph - - - - - - 1,200 562.60 - - 9450.00 7,500 0.45 2.95 600 - - - - - - Graph
Graph 298,875 -11,100 245 25.42 852.50 29.20 225 846.80 852.50 150 9500.00 825 1.60 1.70 1,500 -0.05 1.65 24.42 9,257 -155,700 1,174,650 Graph
Graph - - - - - - 1,200 462.35 - - 9550.00 7,500 0.75 - - - 3.10 - - - 600 Graph
Graph 190,800 -2,325 38 26.33 756.05 31.05 75 747.80 753.75 75 9600.00 9,300 1.80 1.90 6,525 -0.15 1.80 22.08 10,524 -257,325 1,327,575 Graph
Graph - - - - - - 1,200 362.20 - - 9650.00 7,500 0.80 - - - - - - - - Graph
Graph 212,025 -4,125 74 - 647.00 26.75 150 646.30 654.30 150 9700.00 975 2.05 2.10 1,500 -0.15 2.15 19.95 14,988 156,525 1,642,800 Graph
Graph 300 - - - 560.60 - 75 541.00 699.00 75 9750.00 1,350 2.50 4.00 1,575 -0.20 2.50 19.03 146 1,275 6,300 Graph
Graph 190,575 -25,875 474 - 546.90 23.80 75 548.15 552.70 75 9800.00 75 2.60 2.75 7,575 -0.30 2.70 17.87 21,631 -135,825 1,540,800 Graph
Graph 300 - - - 600.85 - 75 441.00 599.00 75 9850.00 75 2.65 3.70 75 -0.80 2.90 16.66 737 3,600 78,975 Graph
Graph 543,525 -40,200 1,000 13.37 452.55 30.45 225 450.15 454.00 75 9900.00 300 3.60 3.70 6,000 -1.85 3.60 15.83 29,282 151,275 2,333,625 Graph
Graph 3,450 - 2 23.95 430.00 50.00 75 341.00 408.35 75 9950.00 75 4.90 5.25 7,500 -2.45 4.95 15.26 2,608 7,575 231,525 Graph
Graph 647,850 -15,600 1,453 15.11 359.25 32.45 75 353.15 356.90 75 10000.00 75 6.60 6.70 4,950 -3.50 6.50 14.52 63,422 70,125 5,028,525 Graph
Graph 3,450 -75 3 - 297.10 13.50 600 290.00 474.80 150 10050.00 225 8.45 9.00 75 -4.60 8.75 13.83 4,737 -27,075 207,525 Graph
Graph 658,575 -58,650 4,378 10.90 257.60 21.20 150 258.05 261.65 75 10100.00 225 12.30 12.40 150 -6.25 12.30 13.27 94,325 219,075 2,983,050 Graph
Graph 130,050 -3,375 341 11.14 213.50 17.75 75 211.25 216.00 600 10150.00 75 17.10 17.20 3,525 -7.90 17.20 12.67 19,867 -208,275 425,700 Graph
Graph 1,470,000 -453,525 29,660 11.40 173.00 17.50 75 173.00 173.30 75 10200.00 750 24.00 24.40 300 -11.05 24.00 12.05 160,861 -392,775 4,903,875 Graph
Graph 240,675 -36,300 2,821 11.28 134.85 15.90 75 129.80 134.95 75 10250.00 75 32.90 33.45 300 -14.15 33.00 11.34 35,996 -123,075 1,105,725 Graph
Graph 3,343,125 -687,900 135,670 10.81 99.00 10.90 375 98.60 99.15 4,950 10300.00 825 48.85 48.95 675 -17.35 48.95 11.17 223,582 752,325 5,393,850 Graph
Graph 914,775 -76,575 28,829 10.78 70.95 7.35 225 70.95 71.40 75 10350.00 150 69.30 69.50 450 -23.45 67.90 10.68 30,850 370,500 1,075,800 Graph
Graph 5,000,100 -103,950 245,522 10.99 50.00 4.55 75 49.70 50.00 4,875 10400.00 150 96.25 96.35 525 -24.50 96.25 10.79 95,970 174,675 1,630,875 Graph
Graph 673,500 92,625 19,578 11.15 33.95 2.25 300 33.55 34.00 1,500 10450.00 75 126.75 128.00 225 -26.40 127.05 10.38 1,798 24,450 161,025 Graph
Graph 6,163,500 -240,900 170,534 11.19 21.75 0.15 75 21.75 21.90 75 10500.00 750 164.80 166.40 75 -29.80 165.40 10.41 14,901 -39,000 681,300 Graph
Graph 463,050 13,200 14,411 11.29 13.55 -0.50 300 13.50 13.55 75 10550.00 600 196.00 216.20 600 -13.35 208.45 10.67 49 -150 17,925 Graph
Graph 3,996,975 -253,875 90,087 11.42 8.20 -1.35 75 8.10 8.20 2,925 10600.00 300 249.90 250.45 75 -32.90 251.00 9.63 3,302 8,550 402,450 Graph
Graph 303,150 -5,925 5,823 11.87 5.45 -0.70 300 5.25 5.70 525 10650.00 75 221.00 359.00 75 - 417.00 - - - 600 Graph
Graph 2,794,875 -267,675 55,095 12.32 3.65 -0.60 4,575 3.30 3.65 9,075 10700.00 225 340.65 345.30 75 -24.90 343.10 - 746 -28,275 267,825 Graph
Graph 239,700 -5,025 1,852 12.98 2.70 -0.70 600 2.60 2.80 600 10750.00 75 311.05 458.95 75 - - - - - - Graph
Graph 2,404,275 -100,125 18,120 13.48 1.90 -0.60 2,850 1.80 1.90 5,400 10800.00 150 436.90 444.20 75 -25.05 449.95 14.90 81 -1,050 36,600 Graph
Graph 60,150 -5,925 320 14.40 1.65 -0.60 75 1.30 1.65 75 10850.00 75 411.00 559.00 75 - - - - - - Graph
Graph 1,432,650 65,700 9,119 15.14 1.35 -0.45 3,300 1.30 1.50 75 10900.00 150 536.00 543.75 75 -42.70 537.30 - 4 150 7,350 Graph
Graph 48,750 -1,875 40 15.84 1.10 -0.75 450 0.65 1.60 2,100 10950.00 75 511.00 659.00 75 - - - - - - Graph
Graph 1,598,400 5,100 10,408 16.95 1.10 -0.45 22,650 1.05 1.10 1,650 11000.00 150 637.55 641.00 75 -29.85 639.00 - 1,461 -47,475 886,875 Graph
Graph 1,575 - - - 2.00 - 300 1.25 1.80 600 11050.00 1,200 429.50 - - - - - - - - Graph
Graph 337,725 30,075 4,274 18.77 0.95 -0.25 225 0.95 1.00 75 11100.00 75 732.25 748.15 75 -64.10 709.45 - 2 - 7,050 Graph
Graph 450 - - - 0.85 - 300 0.65 3.00 3,000 11150.00 1,200 529.70 - - - - - - - - Graph
Graph 260,625 -6,750 534 20.44 0.80 -0.30 2,100 0.75 0.90 1,125 11200.00 75 827.90 858.80 75 -66.85 816.25 - 4 -150 3,450 Graph
Graph - - - - - - 5,025 0.05 3.00 3,000 11250.00 1,200 629.90 - - - - - - - - Graph
Graph 121,650 -375 8 22.11 0.70 -0.05 225 0.65 0.80 2,250 11300.00 1,500 926.50 959.00 1,500 - 954.00 - - - 675 Graph
Graph 2,925 1,650 33 24.96 1.35 0.35 675 1.05 1.75 750 11350.00 1,200 730.15 - - - - - - - - Graph
Graph 158,025 -975 61 24.76 0.90 0.25 300 0.65 0.90 4,050 11400.00 75 1,031.15 1,058.90 75 -42.90 1,040.00 - 2 -75 15,825 Graph
Graph 75 - - - 0.50 - 6,000 0.05 1.50 750 11450.00 1,200 830.40 - - - - - - - - Graph
Graph 575,625 150 1,228 25.78 0.65 -0.05 3,000 0.65 0.70 14,850 11500.00 150 1,135.70 1,140.80 75 -22.85 1,143.00 - 289 -4,275 1,041,750 Graph
Graph 225 - - - 1.00 - 6,225 0.05 1.00 750 11550.00 1,200 930.60 - - - - - - - - Graph
Graph 18,750 - - - 0.50 - 3,750 0.10 0.50 150 11600.00 150 1,235.20 1,242.90 75 -33.70 1,228.40 - 4 -300 12,975 Graph
Graph - - - - - - 6,000 0.05 1.50 750 11650.00 1,200 1,030.85 - - - - - - - - Graph
Graph 17,550 -75 1 29.73 0.70 -0.25 1,575 0.10 0.60 2,925 11700.00 225 1,330.45 1,343.50 300 -15.10 1,300.05 - 2 - 20,925 Graph
Graph 2,475 -300 7 24.31 0.05 -0.65 1,875 0.05 0.65 1,125 11750.00 75 1,382.55 1,394.90 300 -58.10 1,373.90 - 18 -450 33,075 Graph
Graph 31,650 - - - 0.70 - 1,875 0.30 0.50 5,700 11800.00 150 1,399.10 1,451.55 375 -173.60 1,406.35 - 1 - 1,425 Graph
Graph 1,350 - - - 0.05 - 1,350 0.05 1.00 750 11850.00 225 1,401.05 1,588.95 300 - - - - - - Graph
Graph 300 - 204 34.65 1.00 0.95 75 0.20 1.00 1,350 11900.00 75 1,451.05 1,543.85 300 6.20 1,551.15 45.19 5 -300 825 Graph
Graph - - - - - - 6,000 0.05 1.50 3,000 11950.00 225 1,501.05 1,688.95 375 - - - - - - Graph
Total 39,464,400 853,222 846,531 38,259,450 Total

Top

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



  • highlighted  Highlighted options are in-the-money.