Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9964.40  As on Sep 22, 2017 15:30:29 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
20,550 -900 12 246.49 4,500.00 -115.00 75 4,446.30 4,476.35 75 5500.00 - - 1.95 225 - 0.05 - - - 825
- - - - - - - - 4,786.05 150 5600.00 - - - - - - - - - -
- - - - - - - - 4,686.40 150 5700.00 - - - - - - - - - -
- - - - - - - - 4,586.70 150 5800.00 - - - - - - - - - -
- - - - - - - - 4,487.00 150 5900.00 - - - - - - - - - -
78,750 -1,725 24 - 3,960.35 -166.65 75 3,951.80 3,970.00 150 6000.00 300 0.10 0.75 225 0.15 0.20 122.84 8 -450 6,975
- - - - - - - - 4,287.65 150 6100.00 - - - - - - - - - -
- - - - - - - - 4,187.95 150 6200.00 - - - - - - - - - -
- - - - - - - - 4,088.30 150 6300.00 - - - - - - - - - -
- - - - - - - - 3,988.60 150 6400.00 - - - - - - - - - -
4,275 - 6 221.08 3,539.45 -70.55 300 3,456.75 3,487.10 75 6500.00 75 0.20 2.00 300 - 0.95 - - - 375
- - - - - - - - 3,789.25 150 6600.00 - - - - - - - - - -
- - - - - - - - 3,689.55 150 6700.00 - - - - - - - - - -
- - - - - - - - 3,589.90 150 6800.00 - - - - - - - - - -
- - - - - - - - 3,490.20 150 6900.00 - - - - - - - - - -
1,425 - - - 3,100.00 - 2,100 2,939.50 2,987.15 2,100 7000.00 2,925 0.15 0.60 75 - 0.10 - - - 21,750
- - - - - - - - 3,290.85 150 7100.00 - - 0.50 75 - - - - - -
- - - - - - - - 3,191.15 150 7200.00 - - - - - - - - - -
- - - - - - - - 3,091.50 150 7300.00 - - - - - - - - - -
3,225 - - - 2,757.00 - - - 2,990.80 150 7400.00 - - - - - 0.40 - - - 75
2,250 - - - 2,602.75 - 2,100 2,439.50 2,487.00 75 7500.00 75 0.10 0.45 600 -0.05 0.10 67.80 70 - 27,600
- - - - - - 2,100 2,339.50 2,387.15 2,100 7600.00 - - - - - - - - - -
- - - - - - 2,100 2,239.50 2,287.15 2,100 7700.00 - - - - - - - - - -
1,425 - - - 2,240.70 - 300 2,156.35 2,175.00 300 7800.00 - - - - - 0.50 - - - 150
- - - - - - 2,100 2,042.50 2,087.15 2,100 7900.00 - - - - - - - - - -
1,876,500 -323,775 4,852 - 1,972.00 -161.65 75 1,964.15 1,975.00 300 8000.00 30,750 0.30 0.35 1,800 -0.05 0.35 59.22 3,217 -78,225 477,075
58,950 - - - 2,063.95 - 150 1,910.35 1,924.95 150 8050.00 - - - - - 1.00 - - - 14,400
83,100 -150 4 107.34 1,912.45 -132.55 75 1,864.35 1,873.10 225 8100.00 75 0.15 0.50 7,500 -0.40 0.05 48.06 3 -150 23,100
- - - - - - - - 2,244.20 150 8150.00 - - - - - - - - - -
104,625 -2,925 93 - 1,775.00 -157.35 75 1,765.20 1,776.30 75 8200.00 225 0.45 3.00 2,400 0.15 0.70 56.80 87 450 157,050
- - - - - - - - 2,144.50 150 8250.00 - - - - - - - - - -
28,200 -1,800 24 - 1,678.00 -154.10 150 1,664.75 1,675.00 225 8300.00 1,575 0.25 0.65 450 0.05 0.25 48.61 24 -525 11,325
- - - - - - - - 2,044.85 150 8350.00 - - - - - - - - - -
223,425 -1,425 28 - 1,564.60 -163.70 150 1,564.80 1,572.95 75 8400.00 1,575 0.20 0.75 1,200 -0.05 0.20 44.82 30 -525 30,600
- - - - - - - - 1,945.15 150 8450.00 - - - - - - - - - -
543,375 -10,350 462 - 1,477.05 -151.35 150 1,466.95 1,475.60 300 8500.00 11,175 0.40 0.45 1,875 0.10 0.45 45.24 795 -4,050 205,650
- - - - - - - - 1,845.50 150 8550.00 - - - - - - - - - -
84,075 -19,275 308 45.54 1,379.45 -158.15 75 1,366.90 1,378.15 75 8600.00 1,575 0.60 1.00 525 0.25 1.00 45.94 530 - 218,700
300 - - - 1,220.00 - - - 1,745.80 150 8650.00 - - - - - 1.00 - - - 300
38,850 -11,250 168 62.63 1,292.00 -110.00 75 1,272.00 1,277.70 75 8700.00 750 0.40 0.75 1,350 - 0.65 40.76 279 -8,850 51,600
- - - - - - - - 1,646.10 150 8750.00 - - - - - - - - - -
120,375 -2,175 29 - 1,174.00 -155.80 150 1,165.20 1,174.10 75 8800.00 825 0.40 0.50 6,000 -0.30 0.50 36.66 1,843 -13,875 185,250
- - - - - - - - 1,546.45 150 8850.00 6,000 0.30 - - - - - - - -
85,950 -11,475 191 - 1,072.10 -165.60 75 1,066.45 1,079.55 75 8900.00 1,500 1.00 1.30 1,050 0.25 1.05 36.58 2,398 2,175 216,075
- - - - - - - - 1,446.75 150 8950.00 900 0.05 - - - - - - - -
672,225 -44,175 937 - 970.00 -169.55 75 968.15 975.10 150 9000.00 675 1.85 2.00 1,125 0.85 1.85 35.88 15,223 -70,050 2,145,600
- - - - - - - - 1,009.00 75 9050.00 900 0.20 - - 0.25 1.25 32.50 40 - -
129,075 -8,250 126 - 873.55 -163.45 75 868.35 875.35 75 9100.00 4,500 2.10 2.50 1,575 1.40 2.45 33.82 11,176 5,025 922,575
- - - - - - - - 909.00 75 9150.00 600 0.30 - - - - - - - -
137,700 -11,550 172 - 775.00 -166.10 75 763.90 780.80 75 9200.00 300 2.20 2.55 4,875 1.45 2.55 30.53 10,737 -104,400 1,065,300
- - - - - - - - 808.95 75 9250.00 150 0.45 3.40 75 - - - - - -
99,450 -11,100 198 - 675.00 -160.15 75 671.40 679.00 75 9300.00 3,900 3.40 3.50 1,200 2.25 3.40 28.29 13,233 19,725 916,125
- - - - - - - - 709.00 75 9350.00 1,200 1.70 - - -46.55 3.00 25.93 50 3,750 3,750
199,725 -14,550 319 18.18 580.20 -155.60 450 575.70 580.25 1,575 9400.00 525 4.80 4.95 675 3.45 4.80 26.18 19,013 -143,250 1,153,425
- - - - - - - - 609.00 75 9450.00 6,000 3.50 - - 2.75 3.80 23.26 53 -300 8,475
215,775 -52,050 1,258 - 477.85 -154.90 150 475.00 477.60 825 9500.00 75 6.50 6.85 150 5.10 6.60 23.79 47,031 83,250 3,216,825
- - - - - - 2,100 413.35 444.00 2,100 9550.00 2,550 5.50 9.00 75 3.90 5.55 20.99 1,213 20,775 52,125
199,200 -9,900 834 14.64 381.45 -155.10 450 380.65 386.00 75 9600.00 75 9.75 10.00 1,050 8.05 9.95 21.67 73,453 237,000 2,957,550
1,650 - - - 287.15 - 2,100 316.40 349.35 2,100 9650.00 75 11.30 11.85 75 9.45 11.60 20.24 2,032 23,625 87,825
227,325 -69,525 3,566 15.13 286.30 -151.00 150 281.15 288.00 75 9700.00 75 13.20 14.00 6,225 11.40 13.95 18.89 106,158 -33,150 3,379,875
24,150 -6,450 206 11.02 233.25 -153.15 300 230.90 240.80 75 9750.00 450 17.00 18.00 75 13.80 17.00 17.51 10,282 59,475 223,200
608,400 -98,550 9,489 14.63 196.70 -144.10 750 194.50 196.65 75 9800.00 975 21.65 22.20 75 17.10 21.70 16.30 202,374 -439,200 3,112,125
29,775 8,175 645 13.71 153.40 -146.60 300 149.25 153.80 150 9850.00 75 27.70 28.00 300 21.85 27.90 15.01 36,756 24,525 467,550
1,145,250 158,475 37,912 12.36 111.15 -133.00 150 111.10 113.10 75 9900.00 375 38.50 38.80 150 29.65 38.60 14.15 360,833 -1,194,975 4,217,475
312,150 241,050 16,617 12.04 77.85 -120.40 150 73.00 76.90 75 9950.00 2,700 53.05 54.10 75 40.85 53.25 13.27 97,984 414,600 1,060,050
4,155,750 2,338,875 312,574 11.78 51.00 -103.60 75 50.60 51.00 1,800 10000.00 7,575 74.10 75.00 5,325 56.15 74.10 12.56 551,241 -1,295,175 3,883,200
1,553,175 1,083,150 116,771 11.66 31.35 -80.15 150 30.75 31.50 1,200 10050.00 75 102.00 103.50 150 77.15 101.85 11.97 87,008 -540,225 693,150
5,644,425 1,868,475 556,032 11.78 18.65 -57.30 75 18.70 18.75 150 10100.00 225 138.45 139.80 450 100.85 138.45 11.99 291,259 -2,545,725 1,391,250
1,736,250 758,025 149,503 11.87 10.40 -37.00 150 10.35 10.55 75 10150.00 75 177.40 180.00 150 125.95 181.60 12.65 29,605 -765,225 381,825
6,443,775 1,275,225 467,904 12.32 6.15 -22.20 150 5.95 6.15 2,175 10200.00 150 221.65 224.35 75 139.25 224.00 11.80 69,103 -646,500 935,025
999,975 54,825 52,112 12.34 3.05 -12.15 750 3.05 3.15 1,650 10250.00 75 258.15 270.20 150 143.20 265.20 - 917 -19,650 10,950
3,840,750 358,500 186,653 12.92 1.85 -6.05 3,375 1.85 1.90 675 10300.00 300 316.10 319.50 300 153.75 316.30 - 9,651 -184,725 452,775
429,000 -22,200 13,833 14.07 1.50 -2.05 375 1.50 1.75 8,700 10350.00 2,100 354.45 388.30 2,100 66.60 291.95 - 8 -225 225
2,055,675 -175,875 66,083 14.73 1.00 -0.90 75 0.95 1.00 150 10400.00 450 414.95 420.15 75 159.90 416.25 - 1,240 -18,675 173,625
76,275 -27,975 1,386 16.20 1.00 -0.30 75 0.90 1.00 75 10450.00 2,100 453.70 483.40 2,100 - 366.15 - - - 75
1,992,300 -70,350 28,408 16.69 0.65 -0.40 3,150 0.65 0.70 68,625 10500.00 450 514.35 517.70 150 160.65 515.90 - 2,915 -31,575 542,925
13,950 -1,725 187 18.37 0.75 0.05 825 0.50 0.70 750 10550.00 2,100 553.85 581.90 2,100 - - - - - -
419,475 -29,175 4,792 18.80 0.50 -0.10 3,000 0.50 0.60 150 10600.00 300 613.05 618.30 75 163.85 617.25 - 525 -23,925 90,975
150 - - - 3.20 - 15,075 0.05 - - 10650.00 1,200 351.40 - - - - - - - -
375,825 -6,450 674 21.81 0.60 0.10 7,500 0.35 0.60 6,225 10700.00 75 702.90 731.80 150 102.70 656.50 - 4 - 17,175
900 - 2 19.34 0.10 -0.90 22,500 0.10 1.95 75 10750.00 1,200 451.65 - - - - - - - -
167,925 -4,500 454 23.88 0.50 0.20 225 0.45 0.60 3,675 10800.00 75 808.05 831.30 150 - 678.00 - - - 3,825
- - - - - - 15,000 0.10 - - 10850.00 1,200 449.90 - - - - - - - -
48,000 -150 6 22.60 0.10 -0.10 6,600 0.10 0.35 1,200 10900.00 75 908.15 922.80 75 181.90 917.90 24.07 3 -225 1,200
- - - - - - - - - - 10950.00 1,200 550.20 - - - - - - - -
1,200,525 -16,800 1,845 28.44 0.45 - 49,050 0.35 0.50 5,550 11000.00 450 1,012.10 1,019.20 75 160.65 1,012.70 - 703 -17,775 1,399,425
- - - - - - - - - - 11050.00 1,200 650.50 - - - - - - - -
2,700 -750 3,355 30.02 0.35 0.05 6,750 0.30 0.40 1,275 11100.00 75 1,109.30 1,125.60 75 110.85 1,090.00 - 15 -1,125 4,725
- - - - - - - - - - 11150.00 1,200 750.75 - - - - - - - -
900 -450 8 28.89 0.10 - - - 0.50 7,500 11200.00 2,100 1,202.85 1,231.70 75 176.50 1,199.50 - 1 - 3,450
- - - - - - - - - - 11250.00 1,200 851.05 - - - - - - - -
450 - - - 0.60 - - - 0.50 7,500 11300.00 75 1,304.00 1,331.85 75 - 1,204.45 - - - 600
- - - - - - - - - - 11350.00 1,200 951.30 - - - - - - - -
2,775 -900 37 37.17 0.40 0.20 2,550 0.05 0.40 225 11400.00 75 1,414.40 1,424.80 150 167.40 1,423.90 53.16 70 -2,400 136,500
- - - - - - - - - - 11450.00 1,200 1,051.60 - - - - - - - -
223,425 -6,600 466 39.81 0.45 0.15 5,175 0.30 0.45 600 11500.00 75 1,512.40 1,520.75 75 165.20 1,519.10 47.99 489 -10,575 139,875
- - - - - - - - - - 11550.00 1,200 1,151.90 - - - - - - - -
600 -75 2 34.97 0.05 -1.30 150 0.05 0.85 1,275 11600.00 75 1,300.35 1,637.90 75 110.95 1,600.95 - 10 -75 27,150
- - - - - - 75 0.30 - - 11650.00 1,200 1,252.15 - - - - - - - -
16,725 - - - 1.00 - 75 0.10 0.90 1,500 11700.00 3,000 1,400.30 - - - - - - - -
225 - - - 1.55 - 75 0.05 0.85 2,250 11800.00 150 1,809.65 1,819.45 150 101.50 1,760.00 - 8 450 8,925
- - - - - - - - 0.90 1,500 11900.00 375 1,502.90 1,934.95 375 94.85 1,880.00 - 1 75 300
7,200 -975 30 50.89 0.50 - 300 0.15 0.50 300 12000.00 75 2,004.35 2,020.00 75 171.95 2,019.95 64.47 25 -1,575 33,525
- - - - - - - - - - 12100.00 150 2,108.70 2,126.30 75 - 1,916.70 - - - 29,700
Total 38,770,575 2,041,597 2,061,726 37,001,100 Total

Top

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



  •  Highlighted options are in-the-money.