Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8475.80  As on Jan 24, 2017 15:30:29 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
600 - - - 1,790.00 - 75 2,076.20 2,085.25 225 6400.00 - - 1.90 9,975 - 0.10 - - - 75
- - - - - - 1,200 1,726.35 2,139.00 75 6450.00 - - 1.90 9,975 - - - - - -
148,350 -56,925 809 217.23 1,980.35 91.35 150 1,979.20 1,987.10 225 6500.00 - - 0.05 3,150 - 0.05 149.26 165 -5,550 91,050
- - - - - - 75 1,851.00 2,039.10 2,025 6550.00 - - 1.95 9,975 - - - - - -
75 - - - 1,560.00 - 1,800 1,853.10 1,904.10 1,800 6600.00 - - 1.95 9,975 - - - - - -
- - - - - - 75 1,751.00 2,019.70 150 6650.00 - - 1.95 9,975 - - - - - -
75 - - - 1,758.85 - 1,800 1,753.10 1,804.10 1,800 6700.00 - - 0.50 150 - 0.50 161.19 1 -75 225
- - - - - - 75 1,651.00 1,920.25 150 6750.00 - - 2.85 9,975 - - - - - -
375 - - - 1,560.00 - 1,800 1,653.10 1,704.10 1,800 6800.00 - - 0.45 3,000 -0.30 0.50 151.89 3 -225 3,600
- - - - - - 75 1,551.00 1,820.80 150 6850.00 - - 2.85 9,975 - - - - - -
75 - - - 1,160.00 - 1,800 1,553.10 1,604.10 1,800 6900.00 600 0.10 0.40 150 - 0.15 - - - 675
- - - - - - 75 1,451.00 1,721.30 150 6950.00 - - 2.90 9,975 - - - - - -
286,500 -288,450 4,206 182.19 1,483.80 85.80 150 1,481.50 1,485.65 300 7000.00 4,125 0.20 0.25 5,925 -0.15 0.20 122.67 4,020 -28,950 999,225
5,100 -2,175 38 - 1,385.00 37.60 225 1,427.55 1,437.25 150 7050.00 3,000 0.15 0.25 1,500 -0.15 0.25 120.84 256 1,500 75,450
54,450 -108,375 1,772 161.78 1,382.05 77.80 150 1,382.15 1,387.15 150 7100.00 1,425 0.10 0.25 4,500 -0.25 0.10 107.84 1,066 900 174,525
- - - - - - 3,150 1,308.75 1,366.00 3,150 7150.00 3,000 0.05 0.50 6,000 - - - - - -
39,075 -27,975 443 148.09 1,281.60 97.60 75 1,283.30 1,287.10 375 7200.00 300 0.20 0.30 450 -0.10 0.30 109.97 780 -13,350 467,325
- - - - - - 3,150 1,208.75 1,266.00 3,150 7250.00 3,000 0.05 0.50 6,000 - - - - - -
40,500 -4,575 92 - 1,162.20 68.75 150 1,177.30 1,182.85 300 7300.00 5,325 0.05 0.20 2,775 -0.05 0.20 97.73 226 -5,025 551,025
- - - - - - 1,200 868.45 1,165.60 3,150 7350.00 - - 2.90 9,975 1.10 2.40 123.29 1 75 75
332,250 -14,625 291 - 1,068.50 72.55 150 1,077.20 1,081.30 375 7400.00 3,000 0.25 0.35 900 -0.05 0.35 94.44 783 -25,350 570,000
- - - - - - 225 1,008.80 1,053.60 225 7450.00 600 0.05 2.95 525 - 3.65 - - - 1,125
165,450 -216,150 3,406 124.03 983.75 90.50 75 981.80 983.90 150 7500.00 675 0.30 0.35 14,025 -0.10 0.30 84.64 5,950 -35,325 2,178,375
- - - - - - 3,150 909.65 954.10 1,800 7550.00 1,500 0.10 - - - 1.20 - - - 21,225
54,825 -117,150 1,643 86.21 878.80 81.70 75 879.00 882.60 75 7600.00 2,775 0.30 0.35 3,000 -0.10 0.30 76.30 3,520 -41,475 1,207,800
450 - - - 765.00 - 225 810.45 865.70 3,150 7650.00 - - 0.20 300 -0.15 0.05 61.58 49 -300 23,325
167,625 -99,300 1,629 85.87 780.00 94.25 300 780.00 786.50 75 7700.00 150 0.25 0.30 1,050 -0.05 0.30 68.00 3,611 -101,400 1,735,425
675 - - - 656.85 - 225 711.05 756.55 1,800 7750.00 600 0.15 0.30 75 -0.25 0.10 57.57 64 -2,475 14,850
157,425 -124,500 2,314 75.44 679.95 85.40 300 680.85 686.70 150 7800.00 3,075 0.30 0.35 6,525 -0.15 0.30 59.72 6,740 -189,075 2,837,100
525 - - - 555.45 - 225 609.95 656.55 1,800 7850.00 825 0.35 0.40 1,425 -0.15 0.35 56.50 166 -75 39,900
181,125 -179,250 2,975 73.29 582.00 86.60 150 580.90 583.10 525 7900.00 17,175 0.30 0.35 1,350 -0.20 0.30 51.45 9,017 -30,150 3,368,850
70,875 -47,325 920 - 525.00 77.90 225 526.05 541.20 375 7950.00 675 0.15 0.35 75 -0.30 0.25 46.40 717 -11,175 135,600
596,250 -288,225 5,777 63.62 482.50 86.10 75 482.00 482.90 300 8000.00 28,275 0.40 0.45 15,000 -0.30 0.40 44.58 34,389 -238,800 6,384,000
36,225 -4,875 121 44.96 428.95 75.40 300 424.00 433.10 375 8050.00 75 0.25 0.30 75 -0.30 0.30 39.00 3,629 -22,500 935,250
792,375 -301,725 6,968 53.39 383.00 86.00 600 380.60 383.25 150 8100.00 9,075 0.40 0.50 29,475 -0.70 0.40 36.02 58,199 157,275 3,350,625
93,600 -3,750 124 47.34 332.90 88.30 150 326.80 333.10 1,200 8150.00 1,500 0.50 0.60 3,525 -0.95 0.60 33.39 14,818 -165,675 404,325
1,364,100 -388,500 11,942 42.25 283.35 84.20 150 282.10 283.50 600 8200.00 34,350 0.55 0.65 4,275 -1.70 0.60 28.85 153,765 -807,750 4,537,575
126,600 -26,325 951 35.49 232.95 84.90 75 229.65 233.25 300 8250.00 150 0.70 0.75 5,925 -3.05 0.75 25.06 67,448 -276,375 827,400
1,555,650 -612,075 52,048 31.19 184.30 79.35 75 183.10 184.50 75 8300.00 11,550 1.15 1.25 75 -6.80 1.20 21.89 335,140 -290,100 5,536,275
355,800 -409,950 23,434 25.24 134.95 70.95 75 133.20 135.65 150 8350.00 3,975 1.75 2.15 150 -14.00 1.75 17.95 237,602 -236,475 1,556,550
2,478,300 -2,422,650 348,090 21.05 88.50 55.40 300 88.40 88.50 2,100 8400.00 600 4.05 4.15 1,800 -27.65 4.00 15.14 577,065 1,205,100 5,791,350
1,405,800 -228,525 207,226 17.66 47.25 32.90 5,175 46.10 47.30 75 8450.00 375 10.20 10.75 75 -49.40 10.10 12.04 172,972 1,585,200 1,924,725
3,654,525 -784,125 479,828 14.78 16.70 11.90 1,050 16.50 16.70 375 8500.00 675 28.10 29.35 975 -70.40 29.30 9.06 198,337 525,675 1,239,750
1,431,600 701,775 122,418 13.20 3.15 1.55 2,700 3.10 3.15 900 8550.00 675 61.00 64.30 300 -75.20 64.35 - 1,247 15,375 22,350
3,868,950 11,850 172,978 14.49 0.75 0.05 150 0.75 0.85 6,750 8600.00 75 109.30 111.15 150 -84.20 110.00 - 8,293 47,175 212,025
283,800 5,550 4,397 18.60 0.60 0.15 40,425 0.25 0.60 300 8650.00 225 144.95 190.60 225 -47.65 205.00 53.41 8 -600 1,275
1,684,350 -110,925 15,921 20.55 0.25 -0.20 375 0.25 0.30 32,325 8700.00 375 204.05 213.00 75 -87.00 210.00 - 904 -21,675 118,950
70,350 -5,475 232 25.05 0.30 -0.10 12,000 0.20 0.30 54,075 8750.00 3,150 234.70 293.05 375 - 375.00 - - - 225
880,275 -75,825 3,878 28.38 0.25 -0.10 5,625 0.20 0.25 117,750 8800.00 300 309.20 314.05 450 -80.55 313.10 - 1,037 -44,175 88,575
79,350 - - - 0.30 - - - 0.05 75 8850.00 225 330.30 391.80 75 - 421.10 - - - 75
743,550 -44,100 1,757 34.02 0.15 -0.10 8,775 0.15 0.20 1,875 8900.00 75 410.70 413.50 450 -82.25 410.90 - 454 -17,850 160,950
1,575 75 1 40.33 0.30 -0.55 75 0.05 0.30 300 8950.00 225 441.40 493.00 225 - - - - - -
1,366,200 -52,050 6,549 40.98 0.15 -0.10 8,175 0.15 0.20 16,125 9000.00 150 509.25 513.55 75 -82.90 511.55 - 6,977 -357,900 362,700
- - - - - - - - 1.40 7,500 9050.00 225 503.55 592.75 225 - - - - - -
187,350 27,150 1,433 47.76 0.15 -0.15 - - 0.10 1,350 9100.00 75 605.55 618.90 225 -66.90 619.10 - 1,694 -114,375 29,925
- - - - - - - - 2.30 7,500 9150.00 225 593.10 738.95 225 - - - - - -
154,875 -2,775 378 55.86 0.20 -0.10 - - 0.20 11,850 9200.00 75 702.45 727.00 225 -85.50 713.20 - 364 -20,925 24,375
- - - - - - - - 2.30 7,500 9250.00 225 704.95 836.65 225 - - - - - -
77,175 1,950 58 62.48 0.20 -0.05 - - 0.20 13,650 9300.00 225 785.70 826.85 225 -83.30 815.00 - 354 -22,500 4,275
- - - - - - - - 2.30 7,500 9350.00 225 804.85 948.95 225 - - - - - -
101,250 12,000 804 67.17 0.15 - 1,875 0.10 0.15 15,000 9400.00 225 900.35 915.55 300 -64.45 934.00 121.28 71 -4,500 16,275
75 - 2 70.29 0.15 -2.55 - - 1.00 675 9450.00 75 891.00 1,049.00 75 - - - - - -
252,000 -5,700 935 73.38 0.15 -0.05 9,000 0.05 0.15 9,225 9500.00 150 1,006.30 1,011.40 75 -82.40 1,011.00 - 909 -55,725 158,175
- - - - - - - - 2.00 1,500 9550.00 75 991.00 1,149.00 75 - - - - - -
1,950 600 26 81.54 0.20 -0.05 - - 0.20 525 9600.00 150 1,101.00 1,113.10 75 -84.55 1,105.45 - 32 -2,175 4,125
- - - - - - - - 2.45 9,975 9650.00 75 1,091.00 1,249.00 75 - - - - - -
- -750 224 82.64 0.10 -0.40 - - 0.30 7,500 9700.00 1,800 1,180.85 1,231.85 1,800 - - - - - -
- - - - - - - - 2.45 9,975 9750.00 75 1,191.00 1,349.00 75 - - - - - -
825 - 191 95.58 0.25 0.15 750 0.10 0.25 7,500 9800.00 75 1,280.90 1,331.20 75 - 1,655.65 - - - 75
- - - - - - - - 2.65 9,975 9850.00 75 1,291.00 1,449.00 75 - - - - - -
30,000 30,000 400 97.18 0.15 -11.40 9,000 0.05 0.15 9,000 9900.00 1,800 1,380.85 1,431.85 1,800 - - - - - -
300 300 4 137.43 3.00 -6.70 300 0.25 2.00 300 9950.00 75 1,391.00 1,549.00 75 - - - - - -
267,150 9,375 614 94.48 0.05 -0.10 48,450 0.05 0.20 6,375 10000.00 75 1,510.30 1,513.25 225 -76.70 1,513.30 - 4,334 -243,150 380,250
- - - - - - - - 2.00 9,975 10050.00 75 1,491.00 1,649.00 75 - - - - - -
375 150 7 118.36 0.40 -1.60 225 0.10 0.40 1,650 10100.00 75 1,601.50 1,611.45 75 -45.30 1,651.10 219.81 15 -975 1,800
- - - - - - - - 3.00 9,975 10150.00 75 1,651.20 1,694.35 75 - - - - - -
Total 25,648,950 1,490,254 1,917,192 48,571,050 Total

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



  •  Highlighted options are in-the-money.