Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8673.95  As on Aug 25, 2016 11:38:38 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
2,400 450 28 - 2,117.50 49.45 75 2,117.80 2,123.15 75 6550.00 - - 0.25 1,500 0.75 1.30 - 6 450 1,650
54,300 300 275 - 2,070.10 15.65 450 2,070.50 2,072.40 150 6600.00 - - 0.10 4,050 -0.05 0.05 - 8 - 4,200
- - - - - - 3,600 1,958.05 2,040.75 3,600 6650.00 - - 1.75 5,025 - - - - - -
5,475 -600 9 - 1,969.10 22.35 150 1,937.75 1,971.40 75 6700.00 - - 0.05 75 -0.30 0.10 - 2 150 300
- - - - - - 3,600 1,858.05 1,940.75 3,600 6750.00 - - 1.75 5,025 - - - - - -
2,700 -9,750 136 - 1,874.85 39.85 150 1,870.05 1,873.00 75 6800.00 - - 0.05 3,000 -0.10 0.05 - 6 150 1,125
- - - - - - 3,600 1,760.55 1,840.75 3,600 6850.00 - - 1.75 5,025 - - - - - -
10,875 -3,675 51 - 1,769.35 15.30 375 1,769.30 1,772.40 75 6900.00 - - 0.10 14,625 - - - - - 2,400
- - - - - - 3,600 1,660.55 1,740.75 3,600 6950.00 - - 2.00 5,025 - - - - - -
386,100 -26,250 1,433 - 1,670.35 15.85 1,275 1,670.00 1,672.50 75 7000.00 - - 0.05 8,325 - 0.05 - 12 900 107,775
- - - - - - 6,675 1,551.15 1,698.85 6,675 7050.00 - - 2.00 5,025 - - - - - -
21,675 -5,250 110 - 1,572.00 18.00 150 1,571.50 1,572.90 75 7100.00 - - 0.05 4,725 - 0.05 - 6 - 32,250
- - - - - - 6,675 1,451.15 1,542.85 6,675 7150.00 - - 2.00 5,025 - - - - - -
58,200 -17,850 459 - 1,472.00 20.20 1,575 1,472.00 1,472.90 75 7200.00 - - 0.05 5,400 -0.10 0.05 - 6 - 257,850
- - - - - - 6,675 1,351.15 1,442.85 6,675 7250.00 - - 2.00 5,025 - - - - - -
53,625 -2,025 116 - 1,372.00 21.10 75 1,371.05 1,372.40 150 7300.00 - - 0.05 3,825 -0.20 0.05 - 37 - 85,725
- - - - - - 6,675 1,251.15 1,342.80 6,675 7350.00 - - 1.95 6,975 - - - - - -
18,525 -3,300 163 - 1,272.00 24.50 75 1,271.00 1,272.40 75 7400.00 - - 0.05 4,800 -0.15 0.05 - 25 -75 129,525
- - - - - - 6,675 1,151.15 1,241.35 6,675 7450.00 - - 0.50 2,100 - - - - - 1,575
424,350 -19,500 4,038 - 1,176.30 24.25 75 1,173.50 1,175.90 75 7500.00 - - 0.05 2,850 -0.10 0.05 - 255 6,375 507,450
- - - - - - 6,675 1,051.15 1,143.70 6,675 7550.00 - - 2.95 5,025 - - - - - -
34,575 -4,275 149 - 1,072.00 19.25 375 1,065.20 1,072.40 75 7600.00 - - 0.05 17,475 -0.20 0.05 - 180 - 749,250
- - - - - - 6,675 951.15 1,041.80 6,675 7650.00 - - 1.00 3,000 - - - - - -
91,800 -4,875 779 - 970.00 18.65 7,500 970.00 971.45 75 7700.00 1,425 0.05 0.10 20,100 -0.25 0.05 - 240 -450 1,224,675
75 - 1 - 915.80 186.95 150 912.55 941.05 6,675 7750.00 - - 0.20 3,000 - - - - - -
69,750 -3,150 603 - 869.00 19.95 150 868.30 870.90 75 7800.00 - - 0.05 5,175 -0.30 0.05 - 277 5,325 840,300
- - - - - - 6,675 751.15 840.95 6,675 7850.00 - - 0.10 27,750 - - - - - -
28,425 -6,750 311 - 770.20 20.90 75 771.40 772.90 75 7900.00 - - 0.05 52,125 -0.30 0.05 - 737 675 886,575
- - - - - - 6,675 646.45 731.10 5,475 7950.00 - - 1.75 150 -3.10 0.15 - 2 150 600
142,050 -82,350 1,729 - 671.20 20.15 525 671.00 672.00 75 8000.00 - - 0.05 198,075 -0.30 0.05 - 12,190 -3,225 2,938,800
225 - - - - - 6,675 522.20 633.35 5,475 8050.00 - - 0.10 13,950 - - - - - 675
72,600 -27,075 695 - 571.30 20.70 75 571.30 572.40 75 8100.00 - - 0.05 364,125 -0.30 0.05 - 10,764 6,300 1,645,050
225 - - - - - 5,925 456.55 546.05 5,925 8150.00 - - 0.10 6,000 -0.25 0.05 - 88 -150 20,700
96,600 -21,075 636 - 471.00 19.75 150 470.55 472.00 75 8200.00 - - 0.05 23,775 -0.30 0.05 - 12,497 16,425 2,347,050
4,350 -75 1 - 418.75 15.90 75 412.60 419.30 150 8250.00 - - 0.05 11,400 -0.35 0.05 - 1,152 -3,600 118,950
117,900 -2,100 555 - 371.90 19.75 150 371.75 372.90 150 8300.00 - - 0.05 45,150 -0.40 0.05 - 8,668 5,475 2,640,600
600 - - - - - 1,050 308.00 328.05 225 8350.00 - - 0.05 23,550 -0.50 0.05 - 4,482 101,625 392,400
172,350 -54,075 1,576 - 270.75 21.80 75 269.45 270.70 150 8400.00 411,150 0.05 0.10 735,225 -0.75 0.05 - 26,832 18,300 6,047,250
5,850 975 36 - 216.15 14.45 375 214.85 218.80 150 8450.00 - - 0.10 143,475 -0.85 0.05 - 8,576 18,975 708,450
568,800 -49,950 6,639 - 169.80 17.10 300 169.50 170.15 75 8500.00 261,000 0.05 0.10 333,225 -1.50 0.10 - 58,639 408,600 4,966,050
45,375 -5,550 951 - 120.95 16.80 75 120.80 121.55 75 8550.00 546,750 0.15 0.20 325,950 -3.40 0.15 - 94,579 66,825 1,262,400
2,289,525 -161,550 66,450 - 72.25 10.65 375 72.20 72.45 150 8600.00 35,775 1.40 1.45 84,600 -8.70 1.40 - 297,989 2,352,750 7,096,725
1,850,700 206,625 85,230 - 31.25 1.65 150 31.25 31.35 600 8650.00 1,125 8.15 8.25 1,050 -16.85 8.25 - 175,576 2,623,125 4,387,725
7,915,950 1,680,600 277,439 - 7.30 -4.45 6,000 7.30 7.35 2,400 8700.00 900 29.00 29.10 2,400 -26.20 29.05 - 152,043 1,783,200 3,636,825
3,804,825 1,798,800 162,739 - 0.45 -2.70 137,550 0.45 0.50 56,625 8750.00 150 70.80 71.15 150 -26.25 71.00 - 5,643 59,475 180,075
7,664,550 1,029,300 79,952 - 0.10 -1.10 1,804,200 0.05 0.10 1,915,575 8800.00 150 122.60 123.05 375 -23.35 122.70 - 9,821 -69,375 599,100
551,325 47,850 3,559 - 0.05 -0.45 450 0.05 0.10 109,725 8850.00 75 170.65 177.35 75 -32.65 171.90 - 14 -450 9,075
3,561,825 -83,250 3,020 - 0.05 -0.30 - - 0.05 44,175 8900.00 75 222.10 223.80 75 -19.25 222.95 - 598 -7,725 68,850
183,150 23,475 753 - 0.05 -0.30 - - 0.05 20,775 8950.00 1,650 260.65 276.45 150 -5.75 275.55 - 1 - 225
5,131,275 74,625 12,413 - 0.05 -0.30 - - 0.05 38,850 9000.00 1,200 320.00 320.85 1,800 -19.05 320.70 - 793 -37,125 193,875
101,925 -2,400 75 - 0.05 -0.20 - - 0.10 10,125 9050.00 1,350 361.40 376.45 150 - - - - - 150
1,197,150 -15,825 2,674 - 0.05 -0.25 - - 0.05 71,850 9100.00 150 419.10 421.55 150 -20.40 420.55 - 533 -31,200 28,425
95,625 - 12 - 0.05 -0.35 - - 0.05 5,775 9150.00 5,400 457.80 484.70 5,475 - - - - - 150
933,900 2,475 909 - 0.05 -0.25 - - 0.05 1,125 9200.00 750 518.00 520.45 150 -21.25 519.95 - 460 -18,525 51,450
18,150 - - - - - - - 0.10 1,500 9250.00 5,475 535.95 593.60 5,475 - - - - - 75
681,225 3,225 2,906 - 0.05 -0.20 - - 0.10 27,000 9300.00 75 613.75 620.90 75 -17.95 622.05 - 13 -600 2,700
1,050 150 2 - 0.35 0.05 - - 0.05 75 9350.00 5,550 636.00 693.55 5,475 - - - - - 75
296,775 975 108 - 0.05 -0.20 - - 0.05 7,575 9400.00 75 712.50 721.90 75 -20.70 721.00 - 50 -1,800 2,550
- - - - - - - - 1.50 3,000 9450.00 5,475 701.05 798.70 5,475 - - - - - -
632,025 3,225 1,893 - 0.05 -0.25 - - 0.05 6,000 9500.00 825 817.35 818.00 75 -22.00 817.05 - 1,488 -88,125 191,475
- - - - - - - - 2.00 5,025 9550.00 5,475 821.65 892.25 5,475 - - - - - -
41,175 -225 320 - 0.05 - - - 0.05 3,000 9600.00 75 898.35 941.25 75 - - - - - 300
- - - - - - - - 2.00 5,025 9650.00 4,275 921.65 992.25 4,275 - - - - - -
18,750 - 112 - 0.05 -0.30 - - 0.10 8,400 9700.00 1,200 1,011.25 1,024.20 225 -20.05 1,024.80 - 5 -300 1,425
- - - - - - - - 2.00 5,025 9750.00 4,275 1,019.15 1,092.05 4,275 - - - - - -
9,300 - 65 - 0.10 -0.30 - - 0.10 3,150 9800.00 75 1,123.00 1,124.40 150 -32.85 1,124.00 - 12 -525 4,125
450 - - - - - - - 2.00 5,025 9850.00 4,275 1,119.15 1,192.05 4,275 - - - - - -
975 - - - - - - - 0.10 3,900 9900.00 225 1,216.80 1,224.95 300 - - - - - 525
- - - - - - - - 2.00 5,025 9950.00 4,125 1,216.65 1,292.05 4,125 - - - - - -
573,300 10,950 2,123 - 0.05 -0.20 - - 0.05 11,325 10000.00 300 1,315.30 1,319.45 75 -19.45 1,319.10 - 743 -37,350 167,250
- - - - - - - - 2.00 5,025 10050.00 1,200 1,165.80 1,599.50 75 - - - - - -
- - - - - - - - 0.95 5,025 10100.00 1,200 1,211.45 1,444.95 1,500 - - - - - -
- - - - - - - - 2.00 5,025 10150.00 1,500 1,411.55 1,494.00 1,500 - - - - - 150
- - - - - - - - 2.00 5,025 10200.00 1,200 1,311.45 1,753.85 75 - - - - - -
Total 40,044,675 724,233 886,048 44,544,900 Total

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



  •  Highlighted options are in-the-money.