Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8591.25  As on Sep 29, 2016 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
1,575 -1,350 35 - 4,000.00 -134.55 - - 4,377.00 750 4600.00 - - 0.35 1,500 -0.40 0.10 - 34 2,100 2,175
- - - - - - 975 3,740.00 4,334.40 150 4700.00 - - 1.70 15,000 - - - - - -
- - - - - - 975 3,640.00 4,234.90 150 4800.00 - - 1.70 15,000 - - - - - -
- - - - - - 975 3,540.00 4,135.45 150 4900.00 - - 1.65 15,000 - - - - - -
4,800 -21,075 314 - 3,603.00 -155.35 - - 4,048.20 150 5000.00 - - 0.35 1,350 0.20 0.35 - 14 900 12,750
- - - - - - 975 3,340.00 3,936.50 150 5100.00 - - 1.65 15,000 - - - - - -
750 - - - 3,590.00 - 975 3,240.00 3,837.00 150 5200.00 - - 1.65 15,000 - - - - - -
- - - - - - 975 3,140.00 3,737.50 150 5300.00 - - 1.65 15,000 - - - - - -
- - - - - - 975 3,040.00 3,638.05 150 5400.00 - - 1.60 15,000 - - - - - -
8,175 -11,625 193 - 3,095.00 -143.00 2,700 3,040.05 3,105.00 975 5500.00 - - 0.10 4,950 - 0.15 - 54 3,300 6,450
- - - - - - 975 2,840.00 3,167.50 75 5600.00 - - 1.60 15,000 - - - - - -
- - - - - - 975 2,740.00 3,067.50 75 5700.00 - - 1.60 15,000 - - - - - -
- - - - - - 975 2,640.00 2,967.50 75 5800.00 - - 1.60 22,500 - - - - - -
- - - - - - 975 2,550.00 2,867.50 75 5900.00 - - 1.55 15,000 - - - - - -
2,775 -27,000 406 - 2,590.00 -171.85 75 2,572.30 2,613.95 2,700 6000.00 - - 0.05 24,150 - 0.05 - - - 75,825
- - - - - - - - 2,667.50 75 6100.00 - - 1.65 22,500 - - - - - -
- - - - - - - - 2,567.50 75 6200.00 - - 1.65 22,500 - - - - - -
- - - - - - - - 2,467.50 75 6300.00 - - 1.65 15,000 - - - - - -
- - - - - - - - 2,367.50 75 6400.00 - - 1.55 7,500 - - - - - -
3,150 -15,300 251 - 2,104.00 -157.05 75 2,070.70 2,097.95 150 6500.00 - - 0.40 1,350 -0.15 0.10 - 44 750 7,800
7,350 -60,975 871 - 1,989.00 -160.65 75 1,986.00 1,988.00 75 6600.00 - - 0.65 3,000 1.35 1.45 - 11 -225 2,100
150 -25,575 360 - 1,906.25 -152.75 150 1,871.80 1,898.45 150 6700.00 - - 0.15 1,500 -0.35 0.05 - 13 - 1,500
2,250 -33,300 454 - 1,791.00 -159.60 750 1,782.00 1,812.45 2,700 6800.00 - - 1.50 1,500 - 0.10 - 14 -375 375
- - - - - - - - 2,195.60 150 6850.00 - - 2.95 30,000 - - - - - -
5,025 -14,700 238 - 1,687.45 -172.50 225 1,670.45 1,688.00 75 6900.00 - - 2.80 1,500 -0.25 0.05 - 22 225 4,500
- - - - - - - - 2,096.15 150 6950.00 - - 3.00 10,050 - - - - - -
13,725 -297,450 4,552 - 1,589.00 -165.10 600 1,584.00 1,588.00 75 7000.00 - - 0.05 3,000 - 0.10 - 357 -1,200 213,975
- - - - - - - - 1,996.65 150 7050.00 - - 3.00 5,025 - - - - - -
10,725 -57,675 797 - 1,487.10 -174.70 75 1,480.05 1,502.25 75 7100.00 - - 0.05 1,650 -0.05 0.05 - 350 -7,275 314,400
- - - - - - - - 1,897.15 150 7150.00 - - - - - - - - - -
8,775 -40,875 638 - 1,387.10 -174.90 375 1,381.00 1,397.80 75 7200.00 - - 0.05 3,000 0.30 0.40 - 73 300 534,750
- - - - - - - - 1,471.85 75 7250.00 - - - - - - - - - -
12,675 -37,200 708 - 1,298.80 -159.05 75 1,285.40 1,307.55 75 7300.00 - - 0.05 3,000 -0.20 0.05 - 294 4,650 161,925
- - - - - - - - 1,371.85 75 7350.00 - - - - - - - - - -
1,500 -31,425 553 - 1,186.00 -171.30 75 1,177.85 1,196.60 75 7400.00 - - 0.05 1,950 -0.15 0.05 - 584 150 307,725
- - - - - - - - 1,276.15 75 7450.00 - - - - - - - - - -
7,275 -101,625 1,745 - 1,089.00 -169.40 525 1,085.00 1,088.00 75 7500.00 - - 0.05 1,650 -0.25 0.05 - 2,660 -14,850 2,456,775
- - - - - - - - 1,499.25 150 7550.00 - - - - - - - - - -
4,275 -23,100 466 - 984.80 -169.30 75 977.50 993.05 75 7600.00 - - 0.05 3,000 -0.30 0.05 - 1,187 525 528,000
- - - - - - - - 1,399.75 150 7650.00 300 0.05 0.75 3,000 -39.95 0.20 - 34 750 750
3,825 -29,250 553 - 884.30 -175.70 225 880.00 892.75 75 7700.00 - - 0.05 2,550 -0.30 0.05 - 755 825 836,325
- - - - - - - - 1,300.30 150 7750.00 - - 0.10 1,500 -54.65 0.10 - 47 2,550 2,550
59,700 -94,800 1,391 - 787.45 -167.90 300 785.00 787.00 600 7800.00 - - 0.05 450 -0.30 0.05 - 2,738 6,675 1,461,375
- - - - - - - - 1,200.80 150 7850.00 - - - - - - - - - -
11,775 -46,725 777 - 684.30 -174.45 75 679.00 694.70 300 7900.00 - - 0.05 600 -0.30 0.05 - 3,426 7,125 497,025
- - - - - - 1,200 491.00 1,101.30 150 7950.00 - - - - - - - - - -
381,675 -97,050 4,668 - 591.35 -166.40 75 589.40 593.65 75 8000.00 - - 0.10 5,775 -0.35 0.05 - 13,544 100,800 2,501,550
75 - - - 700.00 - 1,200 391.00 618.95 225 8050.00 - - 0.70 75 -0.85 0.15 - 1 75 450
118,125 -56,925 1,768 - 490.75 -167.65 75 490.30 493.95 225 8100.00 - - 0.05 750 -0.35 0.05 - 9,856 34,050 1,080,300
300 -75 3 - 593.85 -2.65 1,200 303.00 517.85 225 8150.00 - - 0.20 150 -0.40 0.05 - 199 6,075 58,200
27,675 -143,775 2,828 - 388.15 -170.35 3,000 387.15 388.00 75 8200.00 - - 0.05 6,075 -0.35 0.05 - 18,318 -90,075 2,233,650
225 -1,800 25 - 355.00 -325.30 225 289.10 339.95 75 8250.00 - - 0.05 900 -0.30 0.05 - 689 8,175 54,075
20,475 -59,475 1,508 - 287.45 -172.00 375 286.90 288.85 75 8300.00 - - 0.05 22,875 -0.40 0.05 - 37,130 -134,325 2,980,050
75 -225 6 - 419.70 42.85 1,500 217.55 320.00 600 8350.00 - - 0.10 3,000 -0.35 0.05 - 7,187 40,725 131,700
47,925 -91,200 2,927 - 188.30 -163.55 675 188.30 194.45 75 8400.00 - - 0.05 85,950 -0.45 0.05 - 104,926 -584,175 2,750,475
3,600 -825 84 - 125.00 -136.10 300 122.00 137.40 150 8450.00 - - 0.05 300 -0.45 0.05 - 54,721 36,900 304,350
391,725 -106,950 24,301 - 91.40 -164.80 2,175 90.65 90.95 150 8500.00 - - 0.05 8,025 -0.70 0.05 - 395,297 -2,253,525 3,455,325
30,000 17,550 17,737 - 38.05 -163.80 2,100 38.05 38.75 150 8550.00 240,750 0.05 0.10 80,700 -0.85 0.10 - 231,410 461,100 984,825
2,480,250 1,707,525 411,421 - 0.15 -154.90 83,550 0.05 0.10 6,000 8600.00 150 0.20 0.30 3,900 -1.45 0.15 - 786,661 -3,036,675 2,369,925
1,063,050 905,475 209,067 - 0.05 -106.95 17,325 0.05 0.10 74,775 8650.00 150 59.65 60.40 1,200 56.35 59.80 - 296,178 -1,125,150 421,350
3,770,850 1,398,000 717,676 - 0.05 -62.45 - - 0.05 24,975 8700.00 825 99.45 102.35 150 89.85 99.00 - 888,298 -4,628,925 1,171,800
1,916,625 417,675 390,499 - 0.05 -28.15 - - 0.05 5,625 8750.00 3,000 159.60 159.90 3,000 137.10 160.00 - 408,662 -843,750 971,625
5,702,025 1,062,600 805,399 - 0.05 -9.05 - - 0.05 65,775 8800.00 75 197.05 199.00 1,650 139.95 190.50 - 393,468 -1,434,975 925,425
3,318,675 1,293,750 354,948 - 0.05 -2.00 - - 0.05 121,050 8850.00 150 258.00 261.95 75 166.25 258.00 - 14,390 -41,850 186,675
4,509,750 62,625 134,056 - 0.05 -0.80 - - 0.05 99,825 8900.00 525 310.00 310.85 75 166.15 309.50 - 33,542 -548,400 591,000
847,575 -52,500 10,433 - 0.05 -0.50 - - 0.05 8,475 8950.00 75 358.00 360.55 75 166.60 359.00 - 662 -2,250 62,325
5,584,725 -119,400 14,111 - 0.05 -0.40 - - 0.05 25,350 9000.00 675 409.20 410.85 75 174.15 410.90 - 6,465 -111,300 108,750
305,850 -28,575 2,245 - 0.05 -0.35 600 0.05 0.10 7,275 9050.00 150 448.00 - - 162.10 455.95 - 33 -675 5,550
2,919,525 -45,375 15,282 - 0.10 -0.30 - - 0.05 450 9100.00 300 509.65 511.35 150 175.45 511.25 - 2,867 -60,825 120,075
348,150 -150 541 - 0.10 -0.20 - - 0.05 975 9150.00 225 361.05 - - -50.05 354.75 - 1 - 75
1,994,250 -15,000 9,306 - 0.05 -0.35 - - 0.05 2,925 9200.00 900 607.15 611.45 75 169.20 610.00 - 1,927 -13,650 134,700
75,300 750 326 - 0.05 -0.20 - - 0.20 75 9250.00 225 461.05 - - 148.70 496.60 - 5 225 300
940,425 -2,925 1,571 - 0.05 -0.25 - - 0.05 1,875 9300.00 225 706.65 711.45 300 175.35 710.00 - 509 -12,975 20,325
22,125 - 51 - 0.05 -0.15 - - 0.05 75 9350.00 225 701.05 - - - - - - - -
391,275 -3,675 441 - 0.05 -0.25 - - 0.05 300 9400.00 225 787.50 821.35 225 175.60 811.00 - 57 -2,775 1,650
27,675 - - - 0.65 - - - 0.50 1,500 9450.00 225 801.05 - - - - - - - -
665,700 3,675 2,423 - 0.10 -0.10 - - 0.10 3,075 9500.00 300 907.65 911.75 300 173.00 910.60 - 4,420 -157,200 108,900
1,200 - - - 2.00 - - - 0.45 3,000 9550.00 1,200 751.00 - - - - - - - -
85,050 -1,650 436 - 0.05 -0.15 - - 0.05 4,950 9600.00 150 960.00 - - 195.50 1,048.70 - 10 - 1,425
- - - - - - - - 1.85 7,500 9650.00 1,200 846.50 - - - - - - - -
83,925 75 56 - 0.05 -0.15 - - 0.40 3,000 9700.00 300 1,067.55 1,134.60 375 144.80 1,100.00 - 21 -450 1,650
- - - - - - - - 1.95 7,500 9750.00 1,200 946.50 - - - - - - - -
116,625 -75 4,043 - 0.05 -0.15 - - 0.10 3,000 9800.00 225 1,180.30 1,232.20 2,700 128.25 1,175.00 - 3 - 375
- - - - - - - - 1.95 7,500 9850.00 1,200 1,042.20 - - - - - - - -
30,000 - 2 - 0.10 -0.45 - - 0.15 3,000 9900.00 375 1,092.75 - - -32.80 1,138.30 - 3 - 225
75 - - - 0.10 - - - 1.95 7,500 9950.00 1,200 1,142.20 - - - - - - - -
626,550 20,250 2,724 - 0.05 -0.25 - - 0.10 13,725 10000.00 75 1,405.45 1,414.40 1,050 176.10 1,411.20 - 2,819 -145,800 66,975
- - - - - - - - 1.95 7,500 10050.00 1,200 1,237.90 - - - - - - - -
3,900 75 1 - 0.15 -0.20 - - 0.10 75 10100.00 2,250 1,502.15 1,534.90 75 159.50 1,504.50 - 11 -300 2,325
- - - - - - - - 1.95 7,500 10150.00 1,200 1,333.60 - - - - - - - -
- - - - - - - - 0.15 2,100 10200.00 1,200 1,383.60 - - - - - - - -
- - - - - - - - 1.95 7,500 10250.00 1,200 1,433.60 - - - - - - - -
75 - - - 0.10 - - - 0.20 1,500 10300.00 1,200 1,483.60 - - 322.80 1,672.80 - 1 - 75
- - - - - - - - 1.95 7,500 10350.00 1,200 1,529.30 - - - - - - - -
- - - - - - - - 0.25 2,100 10400.00 1,200 1,579.30 - - 372.80 1,772.80 - 1 - 75
- - - - - - - - 1.95 7,500 10450.00 1,200 1,629.30 - - - - - - - -
2,475 450 7 - 0.05 -0.40 - - 0.20 2,850 10500.00 2,700 1,864.60 1,906.85 75 189.30 1,927.00 - 35 -375 1,950
- - - - - - - - 1.90 7,500 10600.00 1,200 1,775.05 - - - - - - - -
2,025 525 13 - 0.20 -0.30 - - 0.30 1,500 10700.00 75 2,088.95 2,128.05 75 198.00 2,120.00 - 132 -7,650 1,650
Total 39,027,825 3,158,235 3,727,170 31,241,175 Total

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



  •  Highlighted options are in-the-money.