Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8256.70  As on Dec 09, 2016 11:11:22 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
- - - - - - 6,750 5,430.10 5,480.70 2,550 2800.00 - - - - - - - - - -
- - - - - - 600 5,119.10 5,469.85 75 2900.00 - - - - - - - - - -
501,275 - 4 - 5,265.00 22.30 150 5,265.05 5,270.90 75 3000.00 525 0.35 0.85 300 - - - - - 47,725
- - - - - - 600 4,919.10 5,269.85 75 3100.00 - - - - - - - - - -
- - - - - - 600 4,819.10 5,169.85 75 3200.00 - - - - - - - - - -
- - - - - - 600 4,719.10 5,069.85 75 3300.00 - - - - - - - - - -
- - - - - - 600 4,619.10 4,969.85 75 3400.00 - - - - - - - - - -
- - - - - - 6,750 4,729.80 4,791.50 6,750 3500.00 - - - - - - - - - -
- - - - - - 600 4,419.10 4,769.85 75 3600.00 - - - - - - - - - 23,975
- - - - - - 600 4,319.10 4,669.85 75 3700.00 - - - - - - - - - -
- - - - - - 600 4,219.10 4,569.85 75 3800.00 - - - - - - - - - -
- - - - - - 600 4,119.10 4,469.85 75 3900.00 - - - - - - - - - -
1,650 - - - - - 6,750 4,230.05 4,281.25 6,750 4000.00 525 0.15 1.85 300 - - - - - 18,425
- - - - - - 600 3,919.10 4,269.85 75 4100.00 - - - - - - - - - -
- - - - - - 600 3,819.10 4,169.85 75 4200.00 - - - - - - - - - 29,050
- - - - - - 600 3,719.10 4,069.85 75 4300.00 - - - - - - - - - 25,200
- - - - - - 600 3,619.10 3,969.85 75 4400.00 - - - - - - - - - -
- - - - - - 6,750 3,730.10 3,791.50 6,750 4500.00 - - - - - - - - - 4,200
- - - - - - 600 3,419.10 3,769.85 75 4600.00 - - - - - - - - - -
- - - - - - 600 3,319.10 3,669.85 75 4700.00 - - 2.95 7,500 - - - - - 17,850
- - - - - - 600 3,219.10 3,569.85 75 4800.00 - - - - - - - - - 44,300
- - - - - - 600 3,119.10 3,469.85 75 4900.00 - - - - - - - - - 9,800
294,225 - 4 - 3,267.00 20.25 750 3,262.15 3,270.90 75 5000.00 600 0.15 0.95 1,200 - - - - - 149,275
- - - - - - 600 2,919.10 3,269.85 75 5100.00 - - - - - - - - - 19,650
- - - - - - 600 2,819.10 3,169.85 75 5200.00 - - - - - - - - - -
- - - - - - 600 2,719.10 3,069.85 75 5300.00 - - - - - - - - - -
- - - - - - 600 2,619.10 2,969.85 75 5400.00 - - - - - - - - - -
33,675 - - - - - 1,200 2,758.55 2,774.75 300 5500.00 2,400 0.35 0.95 300 - - - - - 92,250
25,000 - - - - - 600 2,419.10 2,769.85 75 5600.00 - - - - - - - - - 31,400
55,000 - - - - - 600 2,319.10 2,669.85 75 5700.00 - - - - - - - - - 5,875
- - - - - - 600 2,219.10 2,569.85 75 5800.00 - - - - - - - - - -
58,375 - - - - - 600 2,119.10 2,469.85 75 5900.00 - - - - - - - - - -
285,850 -75 3 - 2,270.00 22.20 2,550 2,261.10 2,274.45 75 6000.00 2,475 0.55 0.60 675 -0.10 0.60 49.42 15 - 401,325
538,875 - - - - - 600 1,919.10 2,269.85 75 6100.00 1,875 0.50 1.95 300 - - - - - 74,175
150,100 - - - - - 600 1,819.10 2,169.85 75 6200.00 1,500 0.20 2.50 150 - - - - - 102,625
157,150 - - - - - 2,025 1,726.85 2,069.85 75 6300.00 1,500 0.20 2.90 150 - - - - - 36,175
- - - - - - 600 1,627.85 2,031.85 75 6400.00 4,200 0.65 1.75 150 - - - - - 36,800
- - - - - - 600 1,585.65 1,928.10 75 6450.00 7,500 0.05 - - - - - - - -
272,925 - 4 - 1,770.00 24.70 4,875 1,759.10 1,779.45 6,750 6500.00 825 1.00 1.10 450 -0.10 1.05 40.41 11 -450 549,425
- - - - - - 600 1,485.70 1,828.10 75 6550.00 600 0.10 - - - - - - - -
1,575 - - - - - 6,750 1,631.15 1,692.20 6,750 6600.00 375 1.00 1.25 75 0.10 1.20 38.69 2 - 79,650
- - - - - - 600 1,393.95 1,732.25 75 6650.00 600 0.15 - - - - - - - -
75,175 - - - - - 6,750 1,531.25 1,592.20 6,750 6700.00 300 1.20 1.45 150 - - - - - 49,400
- - - - - - 600 1,294.00 1,632.25 75 6750.00 600 0.20 - - - - - - - -
8,900 - - - - - 6,750 1,433.55 1,492.20 6,750 6800.00 600 1.25 1.55 1,500 - - - - - 115,925
- - - - - - 6,750 1,202.35 1,536.30 6,750 6850.00 600 0.25 2.40 75 - - - - - 4,200
1,500 - - - - - 6,750 1,333.55 1,392.20 6,750 6900.00 675 1.35 1.50 600 -0.10 1.40 32.48 173 750 152,325
- - - - - - 600 1,110.60 1,440.50 75 6950.00 600 0.30 - - - - - - - 450
1,026,800 -2,100 56 - 1,268.75 21.70 150 1,267.75 1,271.65 75 7000.00 12,600 1.85 1.90 4,425 -0.20 1.85 31.28 1,234 1,275 1,879,100
94,650 - - - - - 75 1,214.90 1,219.25 75 7050.00 600 2.00 2.45 75 -0.30 2.00 30.42 16 -1,125 51,675
238,200 - 4 - 1,163.00 19.25 75 1,165.00 1,174.30 225 7100.00 1,125 2.05 2.10 7,800 -0.20 2.05 29.45 1,159 -33,750 688,150
- - - - - - 600 919.05 1,244.65 75 7150.00 600 0.85 - - - - - - - 150
216,675 - 1 - 1,067.00 9.60 375 1,064.45 1,073.80 75 7200.00 6,225 2.55 2.60 750 -0.50 2.55 27.93 675 -6,225 787,725
- - - - - - 600 819.80 1,144.65 75 7250.00 300 1.30 - - - - - - - 450
66,825 - - - - - 150 968.85 975.20 75 7300.00 2,175 3.55 3.65 1,200 -0.50 3.60 26.82 830 -23,100 800,250
225 - - - - - 7,425 727.00 1,048.70 6,975 7350.00 150 3.15 5.75 150 - - - - - 1,200
118,050 - - - - - 300 868.05 874.70 75 7400.00 6,375 4.80 4.90 3,900 -0.80 4.80 25.57 2,485 4,050 1,189,000
300 - - - - - 150 768.25 836.30 150 7450.00 75 4.90 6.65 1,200 -0.70 4.90 24.35 18 150 25,950
1,101,325 -8,700 144 - 772.30 17.30 75 771.45 774.95 225 7500.00 900 6.35 6.40 6,150 -1.00 6.40 24.19 7,010 -23,850 3,571,300
75 - - - - - 150 719.05 730.60 150 7550.00 450 6.30 7.20 75 -1.35 7.10 23.26 15 75 30,075
213,525 - 2 - 664.90 12.00 75 673.40 677.95 75 7600.00 3,450 8.20 8.25 2,475 -1.45 8.25 22.67 6,991 62,400 2,342,475
225 - - - - - 150 621.65 632.85 150 7650.00 300 9.10 9.40 225 -1.80 9.15 21.73 363 -7,950 61,950
218,475 225 7 - 578.15 17.85 150 577.00 580.60 75 7700.00 11,550 10.90 11.05 1,875 -1.85 11.00 21.19 8,329 -13,875 3,003,375
750 - - - - - 150 525.65 549.10 75 7750.00 225 12.90 13.25 150 -2.05 13.00 20.52 256 2,475 59,475
643,100 225 197 - 486.10 19.70 150 482.80 485.40 150 7800.00 2,250 15.60 15.75 6,075 -2.85 15.60 19.96 16,795 10,425 3,078,075
1,950 - - - - - 150 432.15 447.30 75 7850.00 600 18.55 18.85 150 -3.60 18.45 19.24 411 450 96,000
629,475 1,275 272 - 393.00 17.55 75 391.00 392.25 75 7900.00 2,325 22.35 22.50 825 -3.75 22.50 18.73 22,747 69,075 3,457,050
47,175 - 2 - 345.55 11.10 150 342.85 353.75 75 7950.00 375 27.45 27.70 150 -4.10 27.45 18.16 1,108 9,225 191,400
2,508,975 -40,275 2,914 9.42 304.05 16.45 75 303.10 304.30 375 8000.00 600 33.55 33.70 150 -4.90 33.60 17.66 43,717 240,525 8,312,700
32,100 -900 21 11.24 264.25 17.75 75 258.40 263.00 150 8050.00 1,050 40.05 40.50 375 -5.95 40.55 16.95 2,403 50,700 264,150
1,858,575 14,025 5,658 11.26 220.20 13.70 900 220.20 220.90 1,200 8100.00 300 50.15 50.30 675 -6.60 50.20 16.60 40,446 155,550 4,199,550
99,900 -525 180 11.64 180.90 12.25 825 180.65 183.20 150 8150.00 675 61.35 61.80 150 -7.60 61.50 16.06 1,486 18,750 223,875
4,249,800 185,475 23,270 11.18 146.35 11.50 300 145.75 146.30 150 8200.00 300 75.75 75.95 450 -8.55 75.75 15.65 54,057 587,175 4,451,025
288,075 -2,400 3,113 11.14 114.60 10.25 525 114.30 115.10 450 8250.00 225 92.25 93.00 1,575 -10.95 92.20 15.18 2,324 55,950 195,150
4,713,750 232,725 53,706 11.13 87.00 8.10 525 86.95 87.30 2,175 8300.00 1,350 114.00 114.50 300 -12.35 113.80 14.98 18,931 230,700 1,987,425
255,450 -20,475 3,252 11.06 64.15 6.90 900 63.85 64.40 900 8350.00 75 138.90 140.35 300 -13.80 140.00 14.36 128 1,875 23,700
4,458,000 227,475 44,842 11.02 45.70 4.90 4,350 45.60 45.80 1,050 8400.00 1,500 170.35 171.60 150 -15.10 171.55 14.88 2,984 17,175 1,216,575
268,575 15,675 1,269 10.93 31.20 3.60 750 30.95 31.25 150 8450.00 150 201.05 207.25 150 -75.45 201.00 14.55 4 75 9,675
4,109,550 -84,525 35,454 10.96 21.00 2.20 525 20.95 21.05 1,575 8500.00 1,125 243.55 244.85 150 -19.95 242.55 15.38 1,389 -18,600 1,847,550
217,725 13,425 704 10.91 13.00 1.30 1,575 12.95 13.25 375 8550.00 75 283.65 288.90 150 -70.15 293.60 17.53 1 - 1,575
2,403,750 84,750 14,855 10.93 8.30 0.65 2,175 8.30 8.40 3,750 8600.00 1,275 329.05 330.75 1,275 -19.50 329.85 16.86 607 -10,575 540,450
98,700 2,100 442 10.99 5.05 0.25 225 5.00 5.20 75 8650.00 150 367.15 378.75 150 - - - - - 375
2,056,475 13,725 7,067 11.16 3.25 0.20 1,950 3.25 3.30 3,750 8700.00 225 422.20 425.40 150 -20.35 424.00 19.16 279 -5,775 448,950
27,975 - 1 11.72 2.50 0.70 150 1.45 2.50 600 8750.00 75 454.30 492.15 4,950 - - - - - 150
1,705,725 15,000 3,001 12.13 1.75 -0.15 7,125 1.75 1.80 29,100 8800.00 75 518.80 521.85 75 -19.80 518.80 21.11 146 2,925 1,043,100
975 - - - - - 600 0.40 2.50 525 8850.00 3,000 557.55 577.10 600 - - - - - -
925,200 33,225 1,431 13.38 1.25 -0.25 19,275 1.20 1.25 10,725 8900.00 75 615.95 620.50 75 -16.90 619.10 24.10 81 -4,275 824,625
150 - - - - - 600 0.25 4.00 3,000 8950.00 75 617.65 721.65 75 - - - - - -
2,569,150 -15,675 1,268 14.97 1.10 -0.20 27,975 1.10 1.15 11,025 9000.00 75 717.30 721.25 75 -22.15 717.00 26.36 133 -4,500 2,189,200
300 - - - - - 300 0.20 9.80 300 9050.00 1,500 757.45 784.20 900 - - - - - -
331,425 2,925 58 16.43 0.95 -0.15 975 0.95 1.05 6,000 9100.00 75 813.85 820.30 75 -22.00 818.00 29.42 2 - 155,625
75 - - - - - 5,625 0.05 4.90 5,100 9150.00 7,275 794.50 958.40 7,275 - - - - - -
509,275 1,125 22 18.12 0.95 -0.05 225 0.90 1.00 6,075 9200.00 75 912.75 919.15 75 -14.75 917.75 32.05 1 - 138,750
75 - - - - - 5,625 0.05 4.70 5,100 9250.00 7,275 785.20 1,181.25 7,275 - - - - - -
284,250 75 3 19.90 1.00 - 1,800 0.75 1.00 4,875 9300.00 75 1,005.15 1,022.85 75 - - - - - 38,100
- - - - - - 5,025 0.05 3.40 5,100 9350.00 6,750 881.00 1,285.40 6,750 - - - - - -
168,075 - - - - - 1,125 0.70 1.00 1,275 9400.00 75 1,109.90 1,123.65 375 - - - - - 34,950
- - - - - - 5,025 0.05 3.30 5,100 9450.00 6,750 976.90 1,389.50 6,750 - - - - - -
996,600 75 39 22.86 0.90 0.10 150 0.85 0.90 2,250 9500.00 75 1,210.95 1,220.70 75 -17.20 1,220.00 40.58 39 -900 314,250
- - - - - - 5,025 0.05 - - 9550.00 600 1,076.85 1,489.55 75 - - - - - -
111,375 - - - - - 150 0.40 1.45 300 9600.00 75 1,306.75 1,319.45 75 - - - - - 8,250
- - - - - - 5,025 0.05 - - 9650.00 600 1,172.70 1,593.70 75 - - - - - -
44,025 - - - - - 2,475 0.45 1.00 3,000 9700.00 6,750 1,363.25 1,455.85 6,750 - - - - - 1,500
- - - - - - 5,025 0.05 - - 9750.00 600 1,272.70 1,693.70 75 - - - - - -
1,275 - - - - - 5,025 0.05 1.00 75 9800.00 1,275 1,505.30 1,523.40 1,350 - - - - - -
- - - - - - - - - - 9850.00 600 1,368.55 1,797.85 75 - - - - - -
1,225 - - - - - 75 0.10 1.50 1,500 9900.00 2,475 1,605.15 1,622.55 1,200 - - - - - -
- - - - - - - - - - 9950.00 600 1,464.40 1,901.95 75 - - - - - -
788,750 150 59 29.37 0.65 -0.05 75 0.60 0.65 12,000 10000.00 150 1,710.60 1,717.20 300 -18.20 1,713.00 50.89 58 -3,675 785,550
- - - - - - - - - - 10050.00 600 1,564.40 2,001.95 75 - - - - - -
- - - - - - 3,075 0.10 1.95 1,500 10100.00 600 1,610.30 2,056.10 75 - - - - - 75
- - - - - - - - - - 10150.00 600 1,660.30 2,106.10 75 - - - - - -
- - - - - - - - - - 10200.00 600 1,710.30 2,156.10 75 - - - - - -
- - - - - - - - - - 10250.00 600 1,760.30 2,206.10 75 - - - - - -
- - - - - - - - - - 10300.00 600 1,806.15 2,260.25 75 - - - - - -
75 - - - - - 7,500 0.05 1.50 75 10400.00 375 1,906.30 2,359.70 375 - - - - - -
600 - - - - - 225 0.10 1.50 1,500 10500.00 1,350 2,203.10 2,235.90 6,750 - - - - - 525
- - - - - - - - - - 10600.00 600 2,106.15 2,559.75 75 - - - - - -
- - - - - - - - - - 10700.00 600 2,206.15 2,659.75 75 - - - - - -
- - - - - - - - - - 10800.00 600 2,306.15 2,759.75 75 - - - - - -
- - - - - - - - - - 10900.00 600 2,406.15 2,859.75 75 - - - - - -
8,575 - - - - - 600 0.40 1.40 300 11000.00 3,600 2,701.85 2,720.95 3,525 -25.00 2,700.00 64.72 1 - 410,475
- - - - - - - - 3.05 600 11100.00 600 2,606.15 3,059.75 75 - - - - - -
- - - - - - - - 3.05 600 11200.00 600 2,706.15 3,159.75 75 - - - - - -
- - - - - - - - 3.05 600 11300.00 600 2,806.15 3,259.75 75 - - - - - -
900 - - - - - 600 0.10 1.50 1,500 11400.00 2,400 3,099.45 3,120.45 2,025 - - - - - 7,425
Total 43,174,500 203,329 239,860 53,111,550 Total

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



  •  Highlighted options are in-the-money.