Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8541.20  As on Jul 22, 2016 15:29:45 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
227,175 -4,425 68 - 2,347.15 29.25 300 2,345.80 2,352.50 75 6200.00 7,200 0.10 0.40 2,850 -0.20 0.10 76.70 1,191 -450 20,100
- - - - - - 75 2,211.70 2,321.50 75 6250.00 - - - - - - - - - -
900 -75 1 - 2,250.00 75.00 7,425 2,177.25 2,279.50 4,725 6300.00 75 0.10 0.40 300 0.05 0.45 82.85 1 75 150
- - - - - - 75 2,114.85 2,221.50 75 6350.00 - - - - - - - - - -
- - - - - - 1,200 1,867.80 2,229.60 75 6400.00 525 0.10 - - - 0.50 - - - 525
- - - - - - 75 2,014.85 2,121.10 75 6450.00 - - - - - - - - - -
497,475 -8,175 140 - 2,049.20 34.05 300 2,042.65 2,048.85 225 6500.00 28,050 0.05 0.10 6,900 - 0.10 66.11 282 -375 123,075
- - - - - - 75 1,919.85 2,021.10 75 6550.00 - - - - - - - - - -
- - - - - - 1,200 1,935.95 1,969.10 225 6600.00 2,025 0.15 0.70 3,750 - 0.60 - - - 3,825
- - - - - - 75 1,819.85 1,921.10 75 6650.00 - - - - - - - - - -
59,700 - - - 1,834.65 - 1,200 1,837.15 1,875.65 225 6700.00 1,500 0.15 0.45 2,025 0.05 0.55 68.70 4 - 71,925
- - - - - - 75 1,720.05 1,821.10 75 6750.00 - - - - - - - - - -
65,700 -750 12 - 1,752.00 47.65 150 1,743.00 1,762.70 225 6800.00 900 0.25 0.45 2,250 0.05 0.40 62.93 12 -900 53,925
- - - - - - 75 1,621.70 1,721.50 75 6850.00 - - - - - - - - - -
119,025 -2,250 33 67.90 1,654.00 9.15 75 1,644.20 1,655.80 75 6900.00 825 0.20 0.35 225 -0.40 0.20 55.67 55 -2,400 98,175
- - - - - - 75 1,521.70 1,621.50 75 6950.00 - - - - - - - - - -
809,175 -49,950 752 - 1,550.95 33.55 75 1,547.70 1,551.85 75 7000.00 20,325 0.15 0.20 9,300 -0.15 0.20 52.22 1,258 -40,425 782,175
- - - - - - 4,200 1,426.95 1,521.35 3,000 7050.00 19,725 0.05 1.50 3,000 - - - - - -
182,700 -6,450 100 - 1,448.00 25.65 300 1,443.45 1,449.80 600 7100.00 675 0.35 0.45 4,725 -0.25 0.35 51.35 75 -300 171,075
- - - - - - 4,200 1,331.95 1,420.00 3,000 7150.00 19,725 0.05 1.50 3,000 - - - - - -
240,825 -10,200 162 - 1,348.00 34.85 150 1,339.45 1,358.55 150 7200.00 23,925 0.15 0.25 18,225 -0.25 0.15 44.32 971 -4,725 492,075
- - - - - - 4,200 1,231.95 1,320.00 3,000 7250.00 19,725 0.05 0.80 9,000 - - - - - -
204,600 -35,250 601 - 1,252.00 32.10 150 1,248.15 1,253.45 150 7300.00 75 0.45 0.50 4,050 -0.50 0.50 45.92 812 -24,750 491,625
- - - - - - 4,200 1,131.95 1,220.00 3,000 7350.00 9,750 0.10 0.85 3,000 - - - - - -
189,150 -116,250 1,890 - 1,151.00 29.95 75 1,148.25 1,152.55 75 7400.00 75 0.60 0.65 3,450 -0.55 0.55 42.76 3,365 -78,225 720,450
- - - - - - 4,200 1,036.95 1,120.00 3,000 7450.00 75 0.55 1.00 3,000 - 2.00 - - - 2,475
933,150 -26,325 433 - 1,049.10 32.25 300 1,044.05 1,050.55 150 7500.00 4,500 0.75 0.80 6,450 -0.45 0.80 40.82 4,172 -63,900 2,482,125
- - - - - - 4,200 937.20 1,017.95 3,075 7550.00 75 0.80 1.50 2,100 -1.75 1.00 40.00 3 -150 2,325
163,125 -31,575 564 - 950.95 33.00 150 948.95 953.35 150 7600.00 2,100 0.90 0.95 12,000 -0.45 0.90 37.89 3,511 -18,975 1,611,375
150 - - - 665.70 - 150 890.70 920.40 3,000 7650.00 75 0.65 0.95 3,000 -1.00 1.00 36.24 5 -300 1,275
242,025 -17,700 260 - 847.20 32.75 150 844.30 850.25 75 7700.00 2,100 0.95 1.00 4,575 -0.45 1.00 34.37 3,821 -104,850 1,052,100
2,550 -150 6 32.77 805.00 -18.00 150 788.95 810.75 1,500 7750.00 75 0.75 1.30 75 -0.55 0.80 31.63 38 375 25,800
398,850 -80,025 1,549 - 747.00 25.45 75 746.60 752.45 75 7800.00 2,550 1.10 1.15 7,125 -0.40 1.15 30.99 7,893 -110,175 2,648,400
- - - - - - 4,125 653.30 710.95 1,425 7850.00 825 1.15 1.45 1,500 -0.25 1.10 29.11 1 -75 44,850
580,125 -6,975 153 - 645.05 27.30 75 644.25 650.75 75 7900.00 5,175 1.15 1.20 4,425 -0.45 1.20 27.53 7,280 -26,475 2,155,950
150 - - - 560.00 - 75 590.80 613.50 1,650 7950.00 2,100 1.15 1.30 9,000 -0.50 1.15 25.47 56 -2,025 48,375
737,550 -24,750 617 - 551.20 33.25 450 547.25 551.25 150 8000.00 9,900 1.30 1.40 18,450 -0.45 1.30 23.97 21,898 -53,850 3,842,475
5,700 - - - 502.85 - 75 490.10 510.45 150 8050.00 225 1.30 1.35 675 -0.45 1.35 22.03 543 1,350 136,200
893,925 -29,925 883 - 452.00 35.65 450 446.70 451.05 300 8100.00 1,725 1.50 1.60 1,725 -0.55 1.45 20.72 49,455 -28,875 2,649,675
8,175 -450 10 - 397.75 -26.20 1,650 384.55 410.35 75 8150.00 300 1.70 1.75 2,250 -1.25 1.70 18.98 3,577 -36,900 189,000
764,475 -43,575 1,748 - 352.45 34.15 225 349.05 351.70 150 8200.00 1,800 2.20 2.25 4,500 -2.00 2.20 17.67 61,206 -284,625 3,665,250
43,725 -7,725 167 - 300.00 27.45 300 297.05 303.25 300 8250.00 1,125 3.35 3.45 5,625 -3.45 3.35 16.84 7,922 -16,050 371,400
1,271,400 -57,300 3,889 - 253.00 26.05 300 253.00 254.05 375 8300.00 75 5.40 5.45 1,350 -5.40 5.30 16.05 115,618 -256,125 3,733,275
136,800 -1,200 232 13.35 210.00 28.85 75 203.30 210.55 75 8350.00 225 8.35 8.45 300 -8.55 8.40 15.21 30,945 234,750 799,875
1,781,925 -541,275 43,807 12.39 163.20 21.40 375 162.80 163.55 150 8400.00 4,500 14.50 14.55 375 -11.80 14.50 14.91 254,448 238,350 5,875,350
128,550 -2,025 2,372 11.89 123.95 19.20 300 120.00 123.75 75 8450.00 450 23.25 23.30 750 -15.80 23.60 14.33 45,238 287,175 1,307,925
3,789,000 -495,225 230,083 12.59 87.55 11.15 1,425 86.55 86.80 600 8500.00 75 36.55 36.60 150 -21.20 36.35 13.81 378,319 400,500 4,971,825
678,525 -106,050 43,681 12.17 55.85 5.10 150 55.45 56.00 7,425 8550.00 225 53.85 54.00 3,825 -25.40 55.00 12.96 25,629 47,925 739,425
6,176,475 -252,000 362,808 11.84 32.50 0.95 4,425 32.55 32.70 4,575 8600.00 225 79.70 80.00 675 -29.95 80.50 12.44 113,676 16,125 1,559,925
1,614,075 288,000 54,734 11.32 16.05 -1.45 75 16.00 16.15 525 8650.00 300 111.80 114.45 75 -34.70 110.60 11.64 702 -1,725 19,950
5,792,175 41,250 198,999 11.79 8.80 -1.30 450 8.75 8.80 975 8700.00 225 153.25 154.20 75 -35.50 151.15 11.74 9,775 -8,850 634,800
541,650 45,525 20,969 11.98 4.20 -1.00 1,425 4.15 4.30 1,725 8750.00 300 187.40 209.50 300 - 170.40 - - - 75
3,901,350 82,725 103,269 12.87 2.45 -0.85 8,700 2.50 2.55 525 8800.00 75 243.00 249.70 75 -29.35 249.80 12.51 1,864 -26,175 94,650
340,800 -1,950 5,232 13.75 1.55 -0.70 2,850 1.50 1.60 2,550 8850.00 525 278.50 310.40 600 - - - - - -
2,995,200 -56,025 27,416 15.30 1.35 -0.30 2,700 1.35 1.40 225 8900.00 300 338.35 344.05 450 -30.35 343.85 - 474 -12,450 49,650
121,050 -6,075 743 16.41 1.05 -0.50 1,650 0.75 1.25 825 8950.00 2,925 370.60 412.40 3,000 - - - - - -
1,922,850 -107,925 11,535 17.61 0.85 -0.30 3,150 0.80 0.85 5,550 9000.00 450 439.55 442.50 75 -34.05 440.00 - 1,111 -42,525 960,150
150 - - - 2.65 - 9,975 0.05 1.50 3,000 9050.00 3,750 422.85 512.10 3,000 - - - - - -
290,025 -4,800 430 20.55 0.75 -0.15 1,650 0.65 0.75 1,425 9100.00 75 538.40 541.40 225 -36.80 537.30 - 17 - 115,050
- - - - - - - - 1.50 1,500 9150.00 150 521.70 617.35 75 - - - - - -
318,825 -3,600 434 23.50 0.70 - 300 0.60 0.70 4,500 9200.00 150 636.45 642.55 75 -18.40 642.60 - 122 -8,475 183,375
- - - - - - - - - - 9250.00 75 617.35 717.35 75 - - - - - -
525,675 -3,525 293 26.30 0.65 - 300 0.55 0.65 75 9300.00 225 707.35 764.55 225 -21.45 744.00 25.39 79 -4,425 10,350
- - - - - - - - - - 9350.00 75 717.35 817.35 75 - - - - - -
44,025 150 605 28.41 0.50 -0.25 4,050 0.45 0.60 75 9400.00 3,675 810.65 861.90 3,825 - 844.75 - - - 2,475
- - - - - - - - - - 9450.00 75 812.35 917.35 75 - - - - - -
286,500 -3,975 729 30.88 0.45 -0.15 1,350 0.45 0.55 6,900 9500.00 900 938.00 941.10 375 -32.05 939.00 - 102 -4,425 322,500
- - 108 31.43 0.35 -0.05 - - - - 9550.00 75 912.35 1,018.30 75 - - - - - -
- - - - - - - - 1.00 1,500 9600.00 300 936.00 1,147.45 1,050 - - - - - -
- - - - - - - - - - 9650.00 75 1,007.35 1,118.30 75 - - - - - -
27,225 -750 117 35.86 0.40 - 300 0.30 0.50 1,800 9700.00 300 1,133.75 1,145.60 900 -35.00 1,141.55 - 206 -12,675 79,575
- - - - - - - - - - 9750.00 75 1,108.50 1,218.30 75 - - - - - -
2,550 -1,275 983 36.79 0.25 - 2,400 0.10 0.20 150 9800.00 4,575 1,165.45 1,365.15 4,500 -24.75 1,243.00 37.37 2 - 8,400
- - - - - - - - - - 9850.00 75 1,203.50 1,318.30 75 - - - - - -
- - - - - - - - 1.00 1,500 9900.00 3,675 1,275.30 1,499.70 3,675 - 1,310.00 - - - 75
- - - - - - - - - - 9950.00 75 1,303.50 1,418.30 75 - - - - - -
75 -150 4 44.52 0.50 0.40 1,500 0.10 1.00 1,500 10000.00 4,800 1,375.30 1,589.95 4,800 - - - - - -
- - - - - - - - - - 10050.00 1,200 1,309.60 1,743.85 75 - - - - - -
Total 40,056,975 1,123,621 1,157,734 45,426,825 Total

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



  •  Highlighted options are in-the-money.