Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8879.60  As on Feb 28, 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
91,950 - 1 - 3,777.00 -9.20 75 3,778.00 3,803.60 75 5100.00 - - - - - - - - - -
- - - - - - 900 3,639.00 3,729.15 900 5200.00 - - - - - - - - - -
- - - - - - 900 3,544.00 3,629.15 900 5300.00 - - - - - - - - - -
- - - - - - 900 3,444.00 3,529.15 900 5400.00 - - - - - - - - - -
300 - - - 3,444.05 - 900 3,344.00 3,429.15 900 5500.00 3,000 0.05 0.70 2,925 -2.30 0.70 59.16 1 - 150
- - - - - - 900 3,244.00 3,329.15 900 5600.00 - - - - - - - - - -
- - - - - - 900 3,149.00 3,229.15 900 5700.00 - - - - - - - - - -
- - - - - - 900 3,049.00 3,129.15 900 5800.00 - - - - - - - - - -
- - - - - - 900 2,949.00 3,029.15 900 5900.00 - - - - - - - - - -
203,100 825 25 - 2,890.00 -1.00 225 2,873.45 2,899.30 150 6000.00 1,800 0.45 0.50 2,475 -0.25 0.40 46.85 102 1,050 35,625
- - - - - - 900 2,754.00 2,829.15 900 6100.00 9,975 0.05 3.00 1,500 - - - - - -
75 - - - 2,735.50 - 900 2,659.00 2,729.15 900 6200.00 9,975 0.05 - - - - - - - -
- - - - - - 900 2,559.00 2,629.15 900 6300.00 9,975 0.05 - - - - - - - -
- - - - - - 75 2,466.40 2,529.15 900 6400.00 9,975 0.05 - - - - - - - -
202,950 -450 24 - 2,391.00 -3.15 225 2,388.50 2,402.00 150 6500.00 300 0.55 0.60 1,500 -0.10 0.80 40.66 6 - 5,175
75 - - - 2,317.00 - 900 2,259.00 2,329.15 900 6600.00 9,975 0.05 - - - - - - - -
- - - - - - 1,200 2,037.15 2,537.35 150 6650.00 9,975 0.05 - - - - - - - -
- - - - - - 900 2,164.00 2,229.15 900 6700.00 9,975 0.05 - - - - - - - -
- - - - - - 1,200 1,936.70 2,438.40 150 6750.00 9,975 0.05 - - - - - - - -
- - - - - - 900 2,064.00 2,129.15 900 6800.00 1,500 0.10 - - - - - - - -
- - - - - - 1,200 1,836.25 2,339.45 150 6850.00 9,975 0.05 - - - - - - - -
- - - - - - 900 1,964.00 2,029.15 900 6900.00 1,500 0.10 - - - - - - - -
- - - - - - 1,200 1,735.80 2,240.50 150 6950.00 9,975 0.05 - - - - - - - -
649,725 450 368 - 1,890.00 -10.40 225 1,894.10 1,901.00 150 7000.00 525 0.75 0.80 10,800 -0.10 0.75 31.76 402 525 332,475
86,775 - - - 1,895.40 - 75 1,835.60 1,850.20 150 7050.00 900 0.75 0.85 600 - 0.80 31.12 36 -900 58,800
164,475 -75 3 - 1,798.60 -33.75 75 1,789.45 1,805.55 75 7100.00 5,850 0.70 0.75 300 -0.05 0.75 30.08 1,241 8,925 140,625
- - - - - - 1,200 1,534.90 2,042.60 150 7150.00 9,975 0.15 - - - - - - - -
49,725 -150 2 - 1,718.00 3.05 75 1,691.40 1,701.95 150 7200.00 300 0.75 0.85 975 -0.05 0.85 28.80 10 300 47,400
- - - - - - 1,200 1,434.50 1,943.70 150 7250.00 9,975 0.15 - - - - - - - -
34,425 - 23 - 1,591.75 -47.00 75 1,569.05 1,629.10 375 7300.00 300 0.75 0.85 5,625 -0.15 0.80 26.97 118 -3,450 25,125
- - - - - - 1,200 1,334.05 1,844.75 150 7350.00 9,975 0.15 - - - - - - - -
53,325 -75 7 - 1,511.50 10.45 75 1,469.10 1,529.10 75 7400.00 1,575 0.80 0.85 4,650 -0.15 0.85 25.51 109 -525 59,925
- - - - - - 1,200 1,233.60 1,745.80 150 7450.00 9,975 0.20 - - - - - - - -
830,400 -10,725 754 - 1,396.50 -1.85 75 1,397.10 1,403.15 75 7500.00 19,425 1.15 1.25 10,650 -0.05 1.15 24.70 1,067 -8,475 661,425
75 - - - 1,230.00 - 75 1,275.05 1,448.95 75 7550.00 1,500 0.60 1.50 600 - 2.50 - - - 75
65,550 -1,275 32 - 1,308.00 -17.00 75 1,275.75 1,334.45 150 7600.00 1,350 1.60 1.75 1,800 0.15 1.70 24.14 272 -1,050 103,050
- - - - - - 300 1,151.00 1,547.60 150 7650.00 300 0.40 - - - - - - - -
32,325 - 5 - 1,196.70 -23.30 675 1,195.40 1,212.45 300 7700.00 1,575 1.90 2.00 375 -0.10 1.95 22.82 638 900 363,975
- - - - - - 1,200 932.25 1,448.95 150 7750.00 300 0.50 - - - - - - - -
94,875 - 9 - 1,098.25 -22.25 150 1,097.30 1,108.75 75 7800.00 75 2.25 2.35 675 -0.10 2.25 21.50 1,095 18,000 333,375
- - - - - - 1,200 831.80 1,350.00 150 7850.00 29,925 0.85 - - - - - - - -
139,275 -675 19 - 1,001.00 -7.35 75 1,000.65 1,009.05 75 7900.00 750 2.65 2.80 600 -0.20 2.65 20.21 1,650 -1,800 425,475
- - - - - - 1,200 731.40 1,251.00 150 7950.00 300 1.25 - - - - - - - -
1,412,925 -28,200 529 - 905.00 -3.50 150 903.85 909.00 75 8000.00 150 3.50 3.60 8,100 -0.10 3.60 19.30 3,682 -8,700 1,762,275
- - - - - - 1,200 631.15 1,151.95 150 8050.00 300 3.10 - - - - - - - -
750,825 54,600 1,246 - 803.10 -13.50 75 805.40 810.50 225 8100.00 2,100 4.85 4.95 450 -0.10 4.85 18.34 3,764 41,625 1,063,500
- - - - - - 1,200 531.45 1,052.75 150 8150.00 300 3.25 - - - - - - - -
1,351,275 -25,125 431 - 706.00 -6.85 75 709.05 713.00 75 8200.00 225 7.60 8.00 1,125 0.05 7.60 17.83 7,970 96,825 1,955,475
4,950 - - - 693.00 - 1,200 432.80 953.00 150 8250.00 300 3.75 - - - - - - - -
1,128,150 -29,475 650 - 615.00 -10.25 150 614.40 619.95 75 8300.00 75 11.55 11.95 600 0.25 11.70 17.30 7,040 103,500 1,917,375
75 - - - 212.80 - 75 501.00 719.00 75 8350.00 300 7.00 - - - - - - - -
890,100 -30,750 1,202 - 524.85 -3.20 75 521.15 525.80 75 8400.00 75 17.60 18.00 1,725 0.20 17.60 16.72 12,446 -3,450 2,631,600
6,525 -1,875 28 - 483.00 -14.85 150 454.75 534.80 150 8450.00 150 21.65 22.00 75 0.45 21.75 16.47 440 7,875 47,025
1,768,950 -45,900 1,772 - 430.90 -5.30 75 432.00 435.30 75 8500.00 1,575 26.75 27.20 75 0.65 27.00 16.27 31,096 -41,100 3,575,475
17,775 - - - 410.65 - 150 375.40 410.60 225 8550.00 75 32.55 34.90 75 0.45 32.70 15.96 868 13,875 49,050
1,083,000 -19,575 1,474 - 344.60 -5.85 75 345.65 349.70 75 8600.00 225 40.05 40.20 9,975 0.65 40.05 15.74 43,176 1,275 3,204,825
8,325 3,900 78 5.37 301.00 -3.35 75 302.85 308.35 75 8650.00 75 47.00 49.20 75 0.85 48.35 15.45 1,180 15,825 104,775
1,424,625 -26,700 2,518 8.82 265.05 -4.30 75 265.60 269.30 375 8700.00 75 59.15 59.70 750 1.35 59.20 15.28 57,755 76,575 3,140,400
17,250 300 23 9.62 228.75 -3.25 75 229.10 232.40 75 8750.00 75 71.20 72.60 225 2.60 72.45 15.18 2,195 14,400 129,525
1,791,825 95,475 10,035 10.32 196.85 -0.10 75 194.60 197.00 300 8800.00 450 86.50 87.05 75 1.70 86.55 14.93 76,638 421,050 3,552,075
24,300 675 307 10.59 165.60 -0.95 75 162.85 170.35 225 8850.00 300 103.80 104.50 225 2.75 104.50 14.86 5,004 24,975 186,450
2,469,000 176,025 57,991 10.57 135.25 -1.55 75 134.45 135.25 75 8900.00 75 123.55 124.75 75 1.85 123.60 14.65 76,232 4,800 2,631,975
194,775 23,550 5,743 10.69 109.95 -2.05 75 109.05 109.95 675 8950.00 75 144.30 149.20 75 1.70 146.90 14.61 2,949 -8,400 134,400
4,130,550 197,550 106,603 10.79 88.05 -0.95 75 87.75 88.00 300 9000.00 75 173.30 175.00 75 1.85 173.30 14.61 23,109 27,600 2,006,475
89,325 32,025 2,224 10.74 68.20 -1.65 150 68.20 68.90 75 9050.00 150 194.00 208.10 75 -3.85 196.90 14.07 51 450 2,325
3,029,025 127,275 57,728 10.84 53.00 -0.70 75 53.00 53.25 300 9100.00 75 236.75 238.70 75 4.60 239.00 15.16 3,098 65,700 525,525
39,975 7,800 1,775 10.81 39.60 -0.80 150 39.55 39.80 3,000 9150.00 150 242.20 365.40 150 -661.65 273.10 15.22 7 525 525
2,908,875 245,100 51,214 10.86 29.50 -0.15 75 29.35 29.55 2,775 9200.00 75 308.95 313.05 75 4.40 312.90 15.70 1,301 9,600 680,250
45,375 8,550 1,072 10.82 21.10 -0.20 75 18.05 21.25 75 9250.00 150 285.60 393.10 150 - - - - - -
2,151,750 176,400 28,039 10.84 15.00 -0.20 75 14.85 15.00 1,500 9300.00 75 393.45 397.25 75 8.90 401.00 17.24 251 -2,775 181,425
51,300 7,725 504 10.87 10.55 0.35 75 8.65 10.65 75 9350.00 150 400.20 535.00 150 - - - - - -
1,686,300 13,275 16,467 10.94 7.40 - 75 7.40 7.55 1,275 9400.00 75 484.50 490.85 75 8.30 492.35 18.80 163 1,875 39,225
6,075 975 161 11.13 5.40 -0.05 300 5.40 5.55 300 9450.00 150 472.05 591.40 150 - - - - - -
2,404,575 257,025 21,739 11.29 3.90 - 825 3.90 4.05 75 9500.00 75 579.90 583.70 75 4.25 583.00 19.91 859 -5,100 552,300
- - - - - - 300 2.00 3.95 1,200 9550.00 150 591.90 702.25 150 - - - - - -
619,050 29,775 5,843 11.82 2.25 0.05 3,825 2.20 2.30 600 9600.00 150 676.20 687.80 75 16.95 694.20 24.18 2 - 12,600
- - - - - - 600 0.40 4.35 750 9650.00 150 676.55 822.80 150 - - - - - -
320,025 -1,425 2,819 12.66 1.60 - 75 1.60 1.70 1,575 9700.00 525 767.90 799.55 75 - 760.00 - - - 225
- - - - - - 19,950 0.35 - - 9750.00 1,200 539.85 1,059.75 150 - - - - - -
94,875 2,700 712 13.30 1.05 -0.15 450 1.00 1.15 1,500 9800.00 75 872.00 892.80 75 -0.05 828.90 - - - 1,425
600 - - - 0.95 - 39,900 0.25 - - 9850.00 3,000 888.00 1,160.30 150 -30.00 870.00 - 6 - 1,050
39,150 -225 76 14.42 0.95 - 450 0.90 0.95 300 9900.00 75 971.85 979.30 75 11.20 972.50 27.04 13 900 40,275
- - - - - - 12,225 0.15 - - 9950.00 1,200 739.10 1,258.40 150 - - - - - -
1,031,550 -2,400 1,924 15.25 0.75 - 8,400 0.70 0.75 10,725 10000.00 75 1,071.65 1,077.35 75 6.10 1,077.65 30.27 652 13,500 1,092,975
- - - - - - 9,975 0.05 - - 10050.00 1,200 839.40 1,357.40 150 - - - - - -
- - - - - - 15,075 0.05 1.00 1,500 10100.00 900 1,145.85 1,211.00 900 - - - - - -
- - - - - - 19,950 0.05 - - 10150.00 1,200 939.80 1,456.40 150 - - - - - -
375 - 5 16.90 0.50 0.30 1,500 0.25 - - 10200.00 75 1,263.35 1,301.70 75 - 1,200.00 - - - 375
- - - - - - - - - - 10250.00 1,200 1,040.25 1,555.35 150 - - - - - -
- - - - - - - - - - 10300.00 900 1,345.85 1,411.00 900 - - - - - -
- - - - - - - - - - 10350.00 1,200 1,140.70 1,654.30 150 - - - - - -
- - - - - - 1,500 0.25 1.00 1,500 10400.00 900 1,440.85 1,511.00 900 - - - - - -
- - - - - - - - - - 10450.00 1,200 1,241.15 1,753.25 150 - - - - - -
47,250 - - - 0.70 - 1,500 0.45 0.70 1,500 10500.00 75 1,562.10 1,576.80 75 3.30 1,570.00 38.58 6 150 75,075
- - - - - - - - - - 10600.00 900 1,640.85 1,711.00 900 - - - - - -
- - - - - - - - - - 10700.00 900 1,740.85 1,811.00 900 - 1,765.10 - - - 225
- - - - - - - - - - 10800.00 900 1,840.85 1,911.00 900 - - - - - -
- - - - - - - - - - 10900.00 900 1,940.85 2,011.00 900 - - - - - -
450,675 5,550 90 24.89 0.40 -0.20 150 0.45 0.60 150 11000.00 75 2,060.00 2,083.95 75 5.80 2,065.40 46.61 28 600 51,450
- - - - - - - - - - 11100.00 900 2,135.85 2,211.00 900 - - - - - -
- - - - - - - - - - 11200.00 900 2,235.85 2,311.00 900 - - - - - -
- - - - - - 150 0.05 - - 11300.00 900 2,335.85 2,411.00 900 - - - - - -
- - - - - - - - - - 11400.00 900 2,430.85 2,511.00 900 - - - - - -
Total 36,190,725 384,294 368,728 33,942,600 Total

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



  •  Highlighted options are in-the-money.