Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8169.20  As on Oct 30, 2014 15:30:37 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
10,350 -35,000 842 - 2,113.45 76.30 100 2,107.75 2,121.85 600 6050.00 - - 0.10 1,900 -0.60 0.10 - 26 1,000 1,350
16,850 -249,350 5,303 - 2,063.95 82.85 500 2,055.95 2,063.95 250 6100.00 - - 0.10 1,400 - 0.10 - 12 600 25,700
- - - - - - 1,000 1,743.95 2,089.25 100 6150.00 - - 0.10 1,950 -0.35 0.10 - 1 50 50
2,200 -9,950 264 - 1,963.00 78.60 800 1,957.40 1,963.00 1,100 6200.00 - - 0.10 1,450 -0.25 0.10 - 5 - 5,400
- - - - - - 1,000 1,652.10 2,050.25 100 6250.00 - - 0.10 2,000 - - - - - -
500 -3,950 95 - 1,865.00 79.05 50 1,859.10 1,871.85 700 6300.00 - - 0.10 1,100 -0.10 0.10 - 31 200 4,150
- - - - - - 1,000 1,560.25 1,897.35 100 6350.00 - - 0.10 5,000 - - - - - -
3,450 -19,300 566 - 1,763.50 81.60 500 1,755.90 1,770.10 50 6400.00 - - 0.10 9,750 -0.05 0.10 - 179 3,100 5,700
- - - - - - 1,000 1,470.50 1,797.35 100 6450.00 - - 0.10 5,000 - - - - - -
23,200 -32,800 1,026 - 1,662.00 79.45 700 1,656.00 1,660.95 450 6500.00 - - 0.10 6,850 -0.15 0.10 - 23 600 18,400
- - - - - - 1,000 1,368.40 1,701.45 100 6550.00 - - 0.10 5,000 - - - - - 500
1,450 -19,500 648 - 1,565.00 76.35 500 1,555.95 1,562.00 50 6600.00 - - 0.15 1,000 -0.10 0.05 - 182 -200 13,150
- - - - - - 1,000 1,268.40 1,601.45 100 6650.00 - - 0.05 200 - - - - - 200
8,700 -21,500 514 - 1,463.00 84.70 500 1,455.95 1,462.95 3,050 6700.00 - - 0.05 350 -0.15 0.05 - 50 - 19,700
4,000 - - - - - 1,000 1,409.20 1,415.00 3,000 6750.00 - - 0.10 5,000 - - - - - -
3,700 -7,850 259 - 1,367.00 77.85 500 1,353.95 1,370.90 250 6800.00 - - 0.25 1,000 -0.25 0.05 - 97 -2,950 15,350
- - - - - - 1,000 1,084.65 1,409.55 100 6850.00 - - 0.10 5,000 - - - - - -
1,150 -9,900 231 - 1,261.50 75.55 500 1,255.95 1,270.45 50 6900.00 - - 0.10 10,000 -0.25 0.05 - 1,002 800 77,700
- - - - - - 1,000 984.65 1,309.55 100 6950.00 - - 0.10 5,000 - - - - - -
10,550 -81,450 1,755 - 1,159.80 75.60 250 1,158.50 1,161.00 2,800 7000.00 - - 0.05 9,300 -0.25 0.05 - 4,349 2,950 1,112,400
50 - - - - - 1,000 892.80 1,119.45 50 7050.00 - - 0.10 200 -3.00 0.10 - 16 - 850
800 -5,100 139 - 1,058.15 91.40 500 1,055.95 1,065.45 50 7100.00 - - 0.05 1,950 -0.25 0.05 - 4,137 -1,450 702,250
50 - - - - - 1,000 792.80 1,019.45 50 7150.00 - - 0.10 5,000 - - - - - 950
5,450 -16,100 466 - 969.15 85.55 500 955.95 970.45 50 7200.00 - - 0.05 7,000 -0.25 0.05 - 2,059 1,300 438,050
50 - - - - - 1,000 700.95 1,017.70 100 7250.00 - - 0.05 500 -0.10 0.05 - 221 -50 24,650
4,700 -31,550 692 - 865.00 80.90 100 862.00 865.00 250 7300.00 - - 0.05 21,550 -0.30 0.05 - 9,806 16,100 988,700
- - - - - - 100 765.00 895.90 100 7350.00 - - 0.05 100 -0.25 0.05 - 276 - 45,550
12,850 -137,900 3,157 - 759.95 78.85 500 755.95 762.00 3,000 7400.00 - - 0.05 23,200 -0.20 0.05 - 2,934 -78,750 1,024,200
300 - - - - - 600 679.85 785.65 100 7450.00 - - 0.15 1,000 -0.10 0.05 - 8 -350 29,750
41,500 -59,050 1,686 - 662.50 75.05 100 657.00 662.45 50 7500.00 - - 0.05 24,700 -0.35 0.05 - 35,765 -2,100 2,923,850
100 - - - - - 1,000 525.00 685.65 100 7550.00 - - 0.05 800 -0.45 0.05 - 808 14,300 153,150
22,950 -80,200 2,512 - 564.05 79.20 200 560.95 564.45 50 7600.00 - - 0.05 32,000 -0.40 0.05 - 46,511 -93,150 3,668,600
2,900 450 39 - 507.95 88.90 100 505.80 515.45 100 7650.00 - - 0.05 30,450 -0.45 0.05 - 3,344 300 287,550
35,900 -75,050 3,056 - 463.05 79.35 500 461.00 463.05 200 7700.00 - - 0.05 72,000 -0.50 0.05 - 68,005 635,400 4,369,600
8,050 -16,950 424 - 412.00 98.90 550 412.00 413.00 150 7750.00 - - 0.05 30,200 -0.60 0.05 - 4,613 -3,500 340,200
129,850 -244,050 10,085 - 359.55 75.55 3,350 358.00 359.30 250 7800.00 - - 0.05 57,100 -0.55 0.05 - 80,772 197,800 4,167,750
26,100 -19,900 679 - 305.20 71.55 100 305.20 311.50 400 7850.00 - - 0.05 22,800 -0.70 0.05 - 13,180 -98,150 810,650
423,500 -578,800 25,486 - 262.00 77.90 100 261.95 262.00 850 7900.00 - - 0.05 74,050 -1.15 0.05 - 88,358 235,000 4,519,500
155,350 -105,800 7,646 - 208.00 73.65 5,000 208.10 209.15 50 7950.00 - - 0.05 10,150 -1.85 0.05 - 53,097 -328,400 1,326,950
880,250 -1,563,750 165,125 - 158.40 70.50 2,500 158.10 158.40 4,250 8000.00 - - 0.05 177,500 -4.50 0.05 - 516,716 891,650 6,650,900
500,250 -1,200,550 120,964 - 112.00 64.05 150 111.00 112.95 200 8050.00 - - 0.05 97,450 -11.95 0.05 - 550,532 2,041,550 5,065,500
2,511,650 -3,528,900 1,050,123 - 64.50 46.65 750 64.50 65.00 450 8100.00 - - 0.05 243,250 -29.35 0.05 - 1,474,187 7,743,000 9,984,200
2,040,800 261,550 1,301,549 - 8.55 3.95 7,550 8.55 8.60 1,450 8150.00 - - 0.05 596,200 -62.70 0.05 - 935,132 5,193,550 5,362,700
9,018,200 3,760,700 706,762 - 0.05 -1.30 - - 0.05 696,450 8200.00 800 31.00 31.15 600 -78.80 31.00 - 220,787 -135,800 216,550
314,700 59,400 21,307 - 0.05 -0.55 - - 0.05 49,050 8250.00 2,000 71.70 88.00 5,000 -73.90 80.00 - 909 200 3,900
3,555,400 706,450 51,955 - 0.05 -0.45 - - 0.05 18,550 8300.00 50 120.00 132.10 100 -82.35 126.00 - 10,980 -148,350 42,150
90,750 -750 96 - 0.05 -0.20 - - 0.05 2,750 8350.00 50 173.00 188.10 1,000 -131.00 233.50 - 2 - 850
2,457,000 18,550 13,524 - 0.05 -0.25 - - 0.05 17,100 8400.00 50 218.95 227.05 50 -81.25 226.00 - 3,101 -119,800 16,150
35,400 -250 14 - 0.05 -0.20 - - 0.05 1,550 8450.00 1,000 265.10 288.10 1,000 - - - - - 250
1,656,100 -50,600 5,022 - 0.05 -0.15 - - 0.05 10,250 8500.00 50 329.25 333.05 50 -77.20 328.60 - 5,055 -165,750 28,700
1,350 - - - - - - - 0.45 50 8550.00 50 350.00 479.50 100 - - - - - -
633,650 21,100 1,346 - 0.05 -0.15 - - 0.05 9,650 8600.00 50 426.50 434.10 250 -82.25 436.20 - 84 -2,150 3,900
1,450 - 10 - 0.05 -0.40 - - 0.40 5,000 8650.00 50 420.00 699.05 100 - - - - - -
281,300 -350 117 - 0.05 -0.15 - - 0.05 10,050 8700.00 1,000 491.05 561.70 1,000 -63.35 550.65 - 17 -500 100
1,100 - - - - - - - 0.50 5,000 8750.00 1,000 425.35 799.55 2,000 - - - - - -
176,000 - - - - - - - 0.05 2,200 8800.00 1,000 591.05 651.70 1,000 -91.15 638.85 - 1 - -
- - - - - - - - 0.40 500 8850.00 1,000 572.65 903.15 100 - - - - - -
79,950 - 42 - 0.05 -0.05 - - 0.10 57,000 8900.00 1,000 691.05 739.65 3,000 - - - - - -
- - - - - - - - - - 8950.00 1,000 625.45 1,003.00 100 -59.00 773.15 - 181 -9,050 -
871,200 -43,400 2,757 - 0.05 -0.15 - - 0.05 4,650 9000.00 250 822.55 827.95 2,200 -82.50 827.95 - 2,630 -104,150 33,200
- - - - - - - - - - 9050.00 1,000 717.20 1,107.20 100 - - - - - -
750 - - - - - - - 1.90 2,000 9100.00 1,000 891.05 951.70 1,000 - - - - - -
- - - - - - - - - - 9150.00 1,000 858.70 1,211.25 100 - - - - - -
- - - - - - - - - - 9200.00 1,000 991.05 1,051.70 1,000 - - - - - -
- - - - - - - - - - 9250.00 100 1,001.50 1,184.50 100 - - - - - -
- - - - - - - - - - 9300.00 1,000 1,091.05 1,151.70 1,000 - - - - - -
- - - - - - - - - - 9350.00 1,000 1,009.05 1,415.35 100 - - - - - -
- - - - - - - - - - 9400.00 1,000 1,191.05 1,251.70 1,000 - - - - - -
- - - - - - - - - - 9450.00 1,000 1,105.00 1,519.40 100 - - - - - -
35,000 3,000 105 - 0.25 -0.45 - - 0.25 3,650 9500.00 1,000 1,313.55 1,324.95 1,250 -87.85 1,327.10 - 1,110 -30,800 20,550
- - - - - - - - - - 9550.00 1,000 1,205.00 1,619.40 100 - - - - - -
- - - - - - - - - - 9600.00 1,000 1,255.00 1,669.40 100 - - - - - -
- - - - - - - - - - 9650.00 1,000 1,300.90 1,723.50 100 - - - - - -

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



  •  Highlighted options are in-the-money.