Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8002.40  As on Oct 22, 2014 15:30:06 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
80,750 350 15 - 1,962.25 87.25 200 1,954.35 1,961.45 50 6050.00 100 0.25 0.75 500 - - - - - 2,000
858,950 -5,700 279 - 1,912.70 74.80 450 1,912.05 1,914.70 250 6100.00 1,050 0.15 0.50 1,000 -0.55 0.10 57.28 2 -100 27,150
- - - - - - 2,000 1,621.90 2,015.05 2,000 6150.00 - - 1.00 1,000 - - - - - -
54,650 -1,450 59 - 1,805.00 100.00 250 1,806.90 1,816.85 250 6200.00 - - 0.50 100 -0.15 0.50 62.14 24 400 7,450
- - - - - - 2,000 1,529.90 1,863.00 2,000 6250.00 - - 1.00 1,000 - - - - - -
23,900 -5,800 156 - 1,692.00 51.40 250 1,708.00 1,715.95 50 6300.00 1,300 0.15 0.90 2,000 -0.45 0.15 52.63 61 750 7,250
- - - - - - 2,000 1,429.90 1,763.00 2,000 6350.00 - - 1.00 1,000 - - - - - -
64,200 -100 10 - 1,613.45 132.35 250 1,607.65 1,617.00 100 6400.00 1,450 0.15 0.90 500 -0.85 0.15 49.43 7 -100 2,550
- - - - - - 2,000 1,337.90 1,667.00 2,000 6450.00 - - - - - - - - - -
215,900 -600 60 - 1,500.00 57.10 50 1,506.30 1,515.05 50 6500.00 800 0.40 0.80 2,000 0.05 0.60 52.58 38 -1,000 54,150
- - - - - - 2,000 1,237.95 1,567.00 2,000 6550.00 500 0.20 - - - - - - - 500
92,450 -550 14 - 1,390.55 50.65 100 1,406.15 1,414.40 100 6600.00 500 0.55 0.65 50 0.15 0.45 47.69 6 -200 17,700
- - - - - - 2,000 1,145.95 1,471.00 2,000 6650.00 500 0.20 - - - - - - - 200
201,000 -4,100 92 - 1,311.00 66.00 100 1,312.00 1,314.40 300 6700.00 2,400 0.45 0.85 600 -0.10 0.85 47.38 167 -7,900 35,450
13,400 - - - - - 500 1,258.00 1,373.65 4,000 6750.00 100 0.25 0.90 100 - - - - - 100
42,450 -250 5 - 1,198.00 101.50 50 1,211.00 1,214.40 50 6800.00 9,000 0.55 0.80 1,050 -0.30 0.70 42.92 310 -9,850 144,950
9,650 - - - - - 2,000 953.95 1,275.00 2,000 6850.00 500 0.20 - - - - - - - -
22,700 -50 2 - 1,092.00 87.00 250 1,108.15 1,114.95 50 6900.00 6,100 0.65 0.80 1,000 -0.20 0.80 40.08 1,196 -26,100 86,750
23,050 - - - - - 2,000 861.95 1,179.05 2,000 6950.00 1,000 0.30 - - - - - - - -
188,800 -14,650 627 - 1,003.25 67.50 150 1,011.85 1,015.00 50 7000.00 2,000 0.85 0.90 4,800 -0.35 0.90 37.36 7,862 -16,400 1,305,900
250 - - - - - 2,000 770.15 1,083.05 2,000 7050.00 1,050 0.75 1.35 2,000 - - - - - 850
16,500 -650 17 - 905.00 110.00 250 910.20 920.95 200 7100.00 3,800 1.05 1.10 1,000 -0.30 1.05 34.47 2,912 900 721,650
50 - - - - - 2,000 670.15 983.05 2,000 7150.00 1,000 0.75 1.30 1,000 - - - - - 950
49,500 -28,500 707 - 816.00 78.30 100 812.80 818.30 50 7200.00 5,250 1.20 1.25 1,400 -0.20 1.25 31.45 14,907 -58,650 617,650
50 - - - - - 2,000 574.30 887.05 2,000 7250.00 1,000 0.75 1.35 4,000 -0.70 0.85 28.27 1 - 26,800
57,200 -5,600 135 24.14 717.00 74.05 50 711.85 717.35 50 7300.00 42,000 1.35 1.40 81,400 -0.25 1.35 28.31 26,033 -273,800 1,173,250
- - - - - - 100 474.50 787.05 2,000 7350.00 1,150 1.15 1.35 1,000 -0.15 1.45 26.64 63 -950 49,200
203,500 -2,400 135 - 603.45 62.50 50 612.95 616.30 50 7400.00 100 1.35 1.40 50 -0.30 1.40 24.59 67,352 -1,277,300 1,452,150
300 - - - - - 1,000 401.00 691.05 2,000 7450.00 4,000 1.25 1.45 900 -0.60 1.20 22.42 164 -2,500 45,600
203,000 -19,700 937 19.94 517.55 75.60 50 514.45 517.55 50 7500.00 6,450 1.50 1.60 100 -0.60 1.55 21.30 39,126 -161,500 3,134,350
350 - - - - - 1,000 290.00 590.00 50 7550.00 1,100 1.80 2.05 50 -0.45 2.05 20.35 1,447 1,450 164,650
200,400 -49,700 2,906 - 416.00 70.60 300 414.80 418.15 50 7600.00 10,100 1.80 1.90 8,550 -1.45 1.80 18.14 50,943 -540,150 4,182,750
950 -100 34 - 355.50 64.15 1,000 201.00 399.95 50 7650.00 8,500 2.05 2.10 2,750 -2.45 2.05 16.60 7,742 -43,850 357,900
325,700 -75,600 5,347 13.90 318.00 69.20 300 318.00 319.90 50 7700.00 3,450 2.65 2.70 300 -4.25 2.65 15.39 154,642 -1,176,400 4,296,100
30,900 -3,750 229 9.85 268.00 65.75 500 255.00 299.95 50 7750.00 50 3.25 3.45 2,200 -6.75 3.25 13.97 22,537 -65,800 456,000
1,136,050 -463,450 27,979 10.71 219.00 62.30 100 219.00 220.00 2,600 7800.00 550 5.10 5.20 6,550 -10.40 5.10 12.99 307,397 -751,300 5,595,900
228,050 -6,750 4,413 9.47 171.00 54.70 150 171.40 198.90 50 7850.00 1,500 7.80 8.00 950 -15.10 7.80 12.07 54,582 215,550 928,550
2,978,250 -664,850 167,739 10.11 126.50 45.95 50 126.45 127.85 100 7900.00 100 13.35 13.40 200 -23.30 13.35 11.21 454,615 792,050 6,503,450
513,650 -199,950 33,834 9.57 87.00 34.60 50 86.05 87.95 100 7950.00 3,350 21.30 21.45 150 -34.25 21.30 10.20 68,729 246,200 910,550
5,001,400 -912,700 523,661 9.69 55.00 22.90 100 54.60 55.00 8,500 8000.00 150 36.45 37.10 50 -47.05 37.15 9.67 461,675 2,406,400 4,899,650
1,143,300 314,400 90,685 9.35 29.95 12.65 700 29.90 30.05 50 8050.00 100 59.10 59.45 200 -59.15 59.20 8.75 13,661 189,150 237,350
6,568,500 263,900 393,285 9.42 15.20 5.85 6,850 15.05 15.45 50 8100.00 200 92.00 92.90 250 -66.50 92.90 8.22 74,822 275,700 1,078,050
899,350 333,450 39,613 9.53 7.00 2.35 500 6.50 7.00 100 8150.00 50 132.10 157.50 50 -86.55 133.35 6.83 310 -2,750 23,650
6,539,950 825,000 191,329 10.10 3.40 0.50 2,800 3.40 3.45 500 8200.00 4,850 178.00 179.40 50 -72.25 179.35 - 6,927 -94,100 451,550
314,250 -27,750 9,385 10.81 2.05 -0.05 2,800 1.85 2.10 100 8250.00 1,000 181.00 422.10 2,000 -105.30 229.85 - 10 -350 4,150
3,489,750 -338,200 84,498 12.23 1.60 - 100 1.55 1.60 17,300 8300.00 50 275.80 277.80 50 -73.85 277.00 - 4,511 -78,500 455,900
105,700 -3,050 223 12.60 0.80 -0.45 1,100 0.80 1.25 50 8350.00 1,000 291.00 526.10 2,000 - - - - - 850
1,998,800 -2,600 13,672 14.92 1.05 -0.10 8,000 1.05 1.10 5,000 8400.00 50 373.25 376.05 200 -72.20 373.40 - 691 -3,600 172,950
36,900 -1,050 49 15.58 0.75 -0.45 800 0.75 1.10 100 8450.00 500 391.00 626.10 2,000 - - - - - 250
2,206,050 -121,300 15,190 15.60 0.70 -0.20 2,000 0.50 0.70 5,200 8500.00 50 471.40 475.35 250 -76.90 474.60 - 1,073 -9,550 373,450
1,350 - - - - - 100 0.45 0.70 50 8550.00 1,000 375.00 730.10 2,000 - - - - - -
661,900 -15,950 1,069 19.30 0.55 -0.20 1,450 0.55 0.60 3,150 8600.00 100 560.65 599.05 100 -64.75 582.15 22.23 10 -50 6,150
1,450 - - - - - 200 0.20 0.60 50 8650.00 2,000 457.00 834.10 2,000 - - - - - -
289,700 -200 44 21.30 0.50 - 50 0.40 0.60 50 8700.00 1,000 621.90 710.45 1,000 - - - - - -
1,100 - - - - - 10,000 0.05 1.50 200 8750.00 2,000 557.00 934.10 2,000 - - - - - -
182,400 100 170 23.60 0.35 -0.05 2,550 0.20 0.35 5,450 8800.00 1,000 721.90 800.45 1,000 -261.80 783.15 31.05 4 -100 200
- - - - - - 10,000 0.05 1.00 200 8850.00 2,000 653.00 1,038.10 2,000 - - - - - 5,250
81,050 -1,100 36 26.83 0.45 -0.10 1,700 0.35 0.50 800 8900.00 1,000 821.90 900.45 1,000 - - - - - -
- - - - - - 10,000 0.05 1.00 200 8950.00 2,000 753.00 1,138.10 2,000 - - - - - 9,650
933,800 -4,050 484 29.02 0.40 - 30,800 0.35 0.40 10,500 9000.00 50 972.00 974.80 50 -77.20 973.00 - 405 -15,800 316,450
- - - - - - - - 1.00 200 9050.00 2,000 848.95 1,242.10 2,000 - - - - - 10,350
750 - - - - - - - - - 9100.00 1,000 1,021.90 1,100.45 1,000 - - - - - -
- - - - - - - - - - 9150.00 2,000 944.95 1,346.10 2,000 - - - - - 9,150
- - - - - - - - - - 9200.00 1,000 1,111.90 1,200.45 1,000 - - - - - -
- - - - - - - - - - 9250.00 4,500 1,050.00 1,424.00 4,500 - - - - - 10,700
- - - - - - - - - - 9300.00 1,000 1,201.90 1,300.45 1,000 - - - - - -
- - - - - - - - - - 9350.00 2,000 1,140.90 1,550.10 2,000 - - - - - -
- - - - - - - - - - 9400.00 1,000 1,301.90 1,400.45 1,000 - - - - - -
- - - - - - - - - - 9450.00 2,000 1,236.90 1,654.10 2,000 - - - - - -
21,450 -200 27 37.46 0.15 -0.20 1,550 0.15 1.00 1,850 9500.00 100 1,469.00 1,473.95 50 -72.10 1,470.00 - 160 -3,900 221,800
- - - - - - - - - - 9550.00 2,000 1,336.90 1,754.10 2,000 - - - - - -
- - - - - - - - - - 9600.00 2,000 1,386.90 1,804.10 2,000 - - - - - -
- - - - - - - - - - 9650.00 2,000 1,432.90 1,858.10 2,000 - - - - - -

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



  •  Highlighted options are in-the-money.