Option Chain (Equity Derivatives)

Underlying Index: NIFTY 5788.00  As on Jun 19, 2013 10:50:06 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
497,750 - 1 - 3,085.00 -13.60 150 3,075.00 3,083.65 250 2700.00 - - 0.40 1,000 - - - - - 434,000
50 - - - - - 500 2,820.70 3,066.10 100 2800.00 - - 0.50 50 - - - - - 50
- - - - - - 500 2,720.60 2,965.70 100 2900.00 - - - - - - - - - -
195,700 - 7 - 2,782.00 -21.85 50 2,781.00 2,784.65 250 3000.00 - - 0.25 2,000 - - - - - 73,000
- - - - - - 500 2,520.10 2,766.30 100 3100.00 - - - - - - - - - -
- - - - - - 500 2,420.80 2,665.70 100 3200.00 - - - - - - - - - -
- - - - - - 500 2,320.70 2,565.90 100 3300.00 - - - - - - - - - -
- - - - - - 500 2,220.70 2,466.30 100 3400.00 - - - - - - - - - -
227,650 - - - - - 200 2,277.05 2,366.30 100 3500.00 - - 0.25 2,000 - - - - - 650
- - - - - - 500 2,020.10 2,265.70 100 3600.00 - - - - - - - - - -
- - - - - - 500 1,920.90 2,165.60 100 3700.00 - - - - - - - - - -
- - - - - - 500 1,820.50 2,066.40 100 3800.00 - - - - - - - - - -
- - - - - - 500 1,720.10 1,965.70 100 3900.00 - - - - - - - - - -
135,000 - 4 - 1,791.45 -8.65 300 1,779.85 1,784.65 250 4000.00 12,000 0.05 0.15 3,000 - - - - - 12,200
- - - - - - 100 1,520.35 1,766.15 100 4100.00 - - 0.50 2,000 - - - - - 50
- - - - - - 500 1,420.60 1,665.50 100 4200.00 - - 0.45 150 - - - - - 450
- - - - - - 1,550 1,471.70 1,565.75 1,900 4300.00 1,500 0.05 0.25 2,000 - - - - - 50
166,900 -3,850 166 - 1,377.00 -35.50 50 1,381.25 1,385.80 100 4400.00 500 0.10 0.20 200 0.10 0.20 62.90 2 - 5,750
234,500 -200 38 - 1,287.35 -28.00 550 1,280.90 1,286.25 1,600 4500.00 500 0.20 0.25 1,650 - 0.25 59.34 33 1,400 14,350
400 - - - - - 600 1,178.00 1,187.15 1,550 4600.00 5,000 0.10 0.40 1,000 - - - - - 4,100
75,600 - - - - - 300 1,079.45 1,084.70 200 4700.00 400 0.25 0.45 150 -0.05 0.40 52.27 10 300 9,750
40,650 - 1 - 984.00 -36.95 500 979.50 987.05 650 4800.00 50 0.20 0.45 10,000 - - - - - 44,900
27,700 - - - - - 250 879.35 884.75 50 4900.00 1,000 0.25 0.50 5,000 - - - - - 29,200
302,050 -1,100 166 - 784.00 -24.30 500 783.50 784.80 350 5000.00 700 0.50 0.55 5,400 - 0.50 39.06 659 -7,300 760,050
79,350 - 3 - 675.00 -42.00 550 679.85 685.30 600 5100.00 9,350 0.50 0.60 4,000 - 0.55 34.73 468 -14,250 782,450
135,650 -900 116 - 575.05 -29.70 500 581.00 583.95 500 5200.00 8,850 0.65 0.75 6,600 0.05 0.70 30.90 1,934 3,600 1,295,500
130,150 -1,500 236 - 486.00 -21.55 500 481.40 484.40 8,700 5300.00 700 0.90 0.95 7,600 0.05 0.95 27.15 3,376 12,800 1,245,350
174,350 650 137 - 386.00 -19.05 200 384.00 385.45 400 5400.00 5,700 1.80 1.85 2,600 0.30 1.85 24.53 7,906 61,100 3,151,750
471,600 14,150 991 - 291.00 -19.80 100 287.35 288.80 200 5500.00 3,950 4.95 5.00 50 0.90 5.00 23.16 26,314 122,650 5,697,900
1,209,900 22,900 1,727 - 198.55 -21.50 50 196.85 197.90 100 5600.00 600 13.60 13.75 1,650 2.65 13.60 22.16 86,139 623,050 6,118,850
2,139,100 291,800 30,901 16.21 118.90 -16.65 150 118.55 119.10 150 5700.00 50 34.30 34.40 450 7.35 34.30 21.77 142,245 605,650 8,029,200
6,429,400 414,500 145,325 17.57 60.00 -9.40 100 59.95 60.05 350 5800.00 150 74.20 74.30 8,900 13.75 74.30 21.86 132,819 233,500 7,034,000
8,308,100 843,950 135,636 18.37 25.60 -5.00 6,150 25.50 25.60 450 5900.00 450 137.25 137.75 200 19.55 137.80 22.57 30,918 -122,600 3,405,850
8,922,950 346,900 76,398 19.02 9.30 -1.90 450 9.25 9.30 2,050 6000.00 50 218.80 219.85 800 25.80 220.50 25.24 4,179 -10,950 1,934,700
6,807,200 276,350 66,026 19.71 2.95 -0.65 2,450 2.95 3.00 36,750 6100.00 550 311.60 312.65 200 19.50 310.30 27.11 948 4,400 1,350,900
5,225,750 40,900 18,202 21.58 1.25 -0.05 40,200 1.25 1.30 37,050 6200.00 100 410.10 411.90 950 22.40 410.25 32.09 444 -7,300 626,550
3,568,700 7,000 6,113 24.06 0.75 0.20 41,150 0.70 0.75 41,250 6300.00 500 508.50 510.50 300 13.55 505.60 35.34 60 -350 368,400
1,814,250 -50,850 3,283 26.68 0.50 0.10 26,500 0.50 0.55 18,100 6400.00 100 606.90 611.85 750 21.85 605.95 41.11 21 -950 176,450
1,398,300 -6,000 1,233 30.00 0.45 0.10 30,550 0.35 0.45 35,250 6500.00 250 709.00 710.15 300 28.45 708.00 48.48 148 -5,800 435,250
575,950 -5,200 225 31.57 0.25 -0.05 9,900 0.25 0.30 7,400 6600.00 200 806.55 813.40 100 26.95 818.60 62.65 12 - 30,900
441,950 3,950 140 32.08 0.10 -0.15 20,000 0.10 0.15 2,000 6700.00 2,100 905.45 911.55 100 21.80 906.20 56.76 164 3,800 91,100
98,000 - - - - - 5,000 0.05 0.15 5,000 6800.00 450 986.40 1,014.25 1,850 - - - - - 900
30,200 - - - - - 5,000 0.05 0.15 900 6900.00 500 1,107.30 1,112.75 1,050 - - - - - 17,900
155,700 150 79 42.25 0.15 - 11,000 0.10 0.15 14,450 7000.00 1,000 1,204.25 1,208.55 300 26.80 1,206.60 71.57 58 300 241,500
650 - - - - - - - 0.25 5,000 7100.00 500 1,149.00 1,463.20 2,000 - - - - - 2,750
50 - - - - - - - 0.25 5,000 7200.00 100 1,356.70 1,446.70 100 - - - - - 2,100
- - - - - - - - 0.50 1,000 7300.00 500 1,347.20 1,664.60 100 - - - - - -
- - - - - - - - 0.50 1,000 7400.00 500 1,447.20 1,765.20 100 - - - - - -
- - - - - - - - 0.50 1,000 7500.00 500 1,703.40 1,710.80 100 31.90 1,715.40 104.21 19 - 308,100
- - - - - - - - 0.50 1,000 7600.00 500 1,646.90 1,964.50 100 - - - - - -
- - - - - - - - 0.50 1,000 7700.00 500 1,747.10 2,064.80 100 - - - - - -
1,900 - - - - - - - 0.50 1,000 7800.00 500 1,846.90 2,165.30 100 - - - - - -
- - - - - - - - 0.50 1,000 7900.00 500 1,947.40 2,265.50 100 - - - - - -
50 - - - - - - - 0.50 1,000 8000.00 500 2,046.70 2,364.80 100 - - - - - 50
- - - - - - - - 0.50 1,000 8100.00 500 2,147.30 2,464.70 100 - - - - - -
- - - - - - - - 0.50 1,000 8200.00 500 2,247.10 2,565.30 100 - - - - - -
- - - - - - - - 0.50 1,000 8300.00 500 2,346.70 2,665.00 100 - - - - - -
- - - - - - - - 0.50 1,000 8400.00 500 2,447.10 2,765.20 100 - - - - - -
428,700 - - - - - - - 0.45 2,000 8500.00 300 2,699.05 2,710.45 150 - - - - - 461,300
- - - - - - - - 0.50 1,000 8600.00 500 2,646.50 2,965.40 100 - - - - - -

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



  •  Highlighted options are in-the-money.