Option Chain (Equity Derivatives)

Underlying Index: NIFTY 6976.35  As on Feb 11, 2016 15:30:45 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
- - - - - - 300 1,155.00 1,912.75 150 5700.00 75 1.20 2.40 75 0.05 0.10 33.61 2 75 75
- - - - - - - - 1,863.10 150 5750.00 - - - - - - - - - -
9,375 150 27 - 1,162.95 -277.55 4,725 1,163.05 1,188.15 6,300 5800.00 75 1.70 3.20 2,025 0.35 1.60 40.93 65 1,875 5,100
- - - - - - - - 1,451.70 75 5850.00 - - - - - - - - - -
4,575 - - - 1,571.40 - 5,925 1,058.45 1,085.30 4,650 5900.00 150 2.50 4.00 2,100 1.50 2.50 39.92 178 6,225 9,075
- - - - - - - - 1,355.30 75 5950.00 1,800 0.05 - - - - - - - -
332,850 80,025 1,343 - 974.00 -266.00 75 970.90 978.90 75 6000.00 600 3.60 3.85 1,425 2.00 3.65 38.57 3,926 102,750 310,575
- - - - - - - - 1,258.90 75 6050.00 150 0.35 - - - - - - - -
1,125 - 7 - 890.00 -497.00 2,700 856.35 887.00 5,850 6100.00 75 4.45 4.60 75 2.80 4.70 36.45 786 22,725 27,300
- - - - - - - - 1,158.90 75 6150.00 150 0.30 - - - - - - - -
3,300 -975 32 - 786.95 -254.90 6,750 759.55 791.00 6,750 6200.00 1,950 6.90 7.00 75 4.70 6.90 35.09 3,731 96,300 119,850
- - - - - - 1,200 601.00 1,062.50 75 6250.00 150 0.40 - - - - - - - -
6,975 - 25 37.80 717.30 -307.70 2,700 657.95 693.75 2,700 6300.00 300 9.70 9.85 825 6.75 9.85 33.55 10,977 93,450 280,575
- - - - - - 1,200 507.00 966.10 75 6350.00 3,000 3.10 - - - - - - - -
300 - - - 1,170.50 - 1,350 581.30 602.90 6,750 6400.00 375 12.90 14.80 150 8.80 12.90 31.33 20,622 90,375 484,800
- - - - - - 1,200 407.50 866.10 75 6450.00 5,175 3.25 - - - - - - - -
490,800 -43,575 2,102 - 500.00 -240.65 75 493.70 503.85 3,600 6500.00 1,125 22.05 22.30 750 16.40 22.05 31.18 62,839 497,775 1,822,950
75 - - - 770.00 - 1,200 317.50 769.70 75 6550.00 3,300 10.15 - - - 7.00 - - - 825
25,575 600 364 - 401.00 -234.35 300 403.60 413.05 3,000 6600.00 75 32.55 33.00 6,300 24.50 33.00 30.14 75,524 479,700 1,410,450
- - - - - - 1,200 221.50 673.30 75 6650.00 54,150 10.30 - - - - - - - -
63,300 26,175 745 23.05 328.65 -224.40 75 319.80 328.05 600 6700.00 600 49.15 49.90 75 36.05 49.50 29.30 125,006 638,325 1,687,425
13,650 13,650 183 27.56 306.60 -952.45 75 270.95 301.35 1,800 6750.00 150 58.00 60.35 300 45.10 60.30 28.93 1,785 33,075 48,150
281,700 21,825 3,369 22.49 248.00 -209.95 75 244.75 249.95 600 6800.00 5,925 72.45 72.60 75 52.45 72.60 28.48 243,798 636,450 3,935,625
11,925 11,925 160 24.24 220.90 -941.85 75 137.20 220.10 300 6850.00 600 86.60 87.95 600 63.10 87.80 28.21 3,601 62,175 69,300
798,300 709,275 16,410 22.22 178.50 -189.70 75 179.00 181.65 150 6900.00 150 104.60 105.50 375 74.70 105.40 27.96 284,297 395,475 2,800,575
23,475 13,575 281 22.41 150.00 -155.00 300 148.35 153.80 300 6950.00 75 125.95 126.00 150 89.15 125.95 27.80 5,604 63,075 98,550
2,211,600 1,339,725 72,564 22.44 123.85 -162.40 150 122.55 126.00 75 7000.00 1,950 147.20 148.60 150 102.05 148.60 27.56 373,555 693,375 5,245,875
74,850 64,350 3,017 22.27 99.85 -142.85 450 97.50 101.40 450 7050.00 300 172.15 177.95 75 118.05 173.35 27.22 10,675 76,725 136,200
2,598,525 1,575,075 167,505 22.44 80.90 -130.00 375 80.60 80.90 3,750 7100.00 75 203.25 204.05 450 133.40 202.60 27.23 308,875 -496,275 3,832,275
232,425 217,800 14,690 22.27 63.15 -111.00 75 63.00 64.25 300 7150.00 300 232.10 235.60 150 149.40 232.60 26.89 14,765 93,600 286,425
3,486,825 2,054,250 380,317 22.45 49.90 -94.65 1,275 49.80 49.90 75 7200.00 75 270.10 271.55 75 169.40 271.55 27.88 217,965 -921,675 4,119,075
406,950 172,125 23,097 22.21 37.35 -79.25 300 37.20 37.75 150 7250.00 300 305.10 310.60 75 183.35 304.00 27.06 6,875 -171,450 147,675
4,329,150 527,550 418,251 22.46 29.00 -63.95 75 28.75 29.00 1,200 7300.00 150 345.05 348.80 375 200.90 348.30 28.48 86,916 -1,139,625 2,961,150
369,825 7,725 32,216 22.67 22.25 -50.45 75 21.80 22.25 75 7350.00 75 389.45 394.15 300 211.80 386.90 28.18 1,939 -66,225 94,350
5,487,150 216,375 374,785 22.52 16.00 -40.15 75 16.25 16.70 150 7400.00 150 434.45 438.10 750 228.80 438.10 30.92 30,239 -43,725 3,534,225
350,475 -87,375 19,892 23.16 12.95 -28.85 75 12.50 13.00 1,725 7450.00 150 475.55 487.00 150 240.25 480.40 31.05 724 -23,700 104,475
6,537,075 544,125 311,565 22.96 9.00 -21.75 75 8.90 9.00 375 7500.00 225 526.65 533.25 75 250.35 532.50 33.91 15,454 -236,625 2,092,875
378,825 15,300 12,172 23.36 6.95 -15.30 150 6.85 7.15 375 7550.00 75 570.50 580.80 300 252.40 577.00 34.34 96 -3,750 26,100
5,479,500 -396,000 208,215 23.49 5.05 -10.60 1,575 5.05 5.10 525 7600.00 375 620.00 625.25 75 253.05 620.00 33.94 8,411 -213,000 896,625
409,875 -53,625 13,658 24.50 4.50 -6.20 150 4.45 4.75 150 7650.00 75 665.60 680.55 525 271.80 676.80 38.42 154 -6,900 5,175
3,810,675 -536,025 133,724 24.66 3.30 -4.35 75 3.25 3.45 3,000 7700.00 150 721.00 726.75 75 265.55 719.70 37.76 1,450 -26,325 742,200
144,300 -34,725 3,431 25.73 3.05 -2.90 9,675 3.05 3.20 150 7750.00 75 756.00 782.45 1,725 - 555.05 - - - 2,550
3,490,575 -512,925 93,492 26.74 2.80 -1.50 1,800 2.75 2.80 750 7800.00 675 818.00 826.20 75 271.10 823.00 42.90 1,307 -11,550 713,925
98,250 -7,650 1,182 26.74 2.00 -1.50 900 2.00 2.45 150 7850.00 75 850.35 884.15 3,300 - 435.65 - - - 225
1,952,025 -67,425 44,880 28.10 2.05 -0.55 35,700 1.85 2.00 150 7900.00 375 917.65 924.80 75 271.80 924.25 47.17 2,530 -27,300 426,450
28,350 -1,050 175 28.73 1.75 -0.10 13,350 1.65 1.75 150 7950.00 2,175 947.20 987.10 3,375 - 697.75 - - - 75
3,664,125 -140,775 38,407 29.22 1.45 -0.40 5,550 1.40 1.45 2,850 8000.00 300 1,016.80 1,023.40 75 265.40 1,016.95 47.58 2,060 -26,025 1,106,700
6,450 - 1 29.06 1.00 - 375 1.00 2.00 1,050 8050.00 2,250 1,046.05 1,087.45 3,450 - - - - - -
1,888,725 -104,700 9,672 30.35 1.05 -0.30 4,725 0.85 1.00 675 8100.00 300 1,115.00 1,121.45 150 251.85 1,117.00 51.08 2,789 -45,150 539,250
525 - - - 0.80 - - - 1.30 375 8150.00 1,500 772.15 1,236.30 1,500 - 703.50 - - - 300
870,075 -106,425 5,145 33.10 1.20 -0.05 4,050 1.15 1.20 1,350 8200.00 525 1,210.65 1,217.25 225 267.45 1,210.25 50.78 1,169 -34,500 358,500
- - - - - - - - - - 8250.00 1,200 869.05 1,339.50 75 - - - - - -
968,775 -34,125 2,036 34.57 1.00 -0.15 2,100 0.60 1.00 5,100 8300.00 75 1,308.35 1,316.85 75 270.55 1,322.00 60.29 461 -27,150 174,225
150 - - - 8.50 - - - - - 8350.00 1,200 969.05 1,439.50 75 - - - - - -
293,700 -4,800 1,750 37.28 1.15 0.05 1,500 1.15 1.25 1,500 8400.00 75 1,408.60 1,420.15 75 280.90 1,420.00 62.62 63 -3,000 180,300
- - - - - - - - - - 8450.00 1,200 1,065.45 1,543.00 75 - - - - - -
815,625 -91,125 4,784 39.40 1.15 0.05 150 1.15 1.20 3,225 8500.00 300 1,507.90 1,513.95 225 257.25 1,505.90 57.31 467 4,950 613,575
- - - - - - - - - - 8550.00 1,200 1,161.85 - - - - - - - -
272,775 -18,150 1,352 41.27 1.10 - 450 1.05 1.20 7,800 8600.00 225 1,606.50 1,620.30 1,575 267.00 1,589.80 - 52 -3,600 83,625
- - - - - - - - - - 8650.00 1,200 1,258.25 - - - - - - - -
30,450 300 52 41.84 0.80 -0.10 300 0.65 0.80 75 8700.00 75 1,705.40 1,722.65 2,700 232.70 1,675.00 - 25 -1,575 30,450
- - - - - - - - - - 8750.00 1,200 1,358.25 - - - - - - - -
71,775 2,400 2,147 44.83 1.00 0.30 300 0.70 1.00 450 8800.00 300 1,807.95 1,820.05 1,350 253.80 1,808.25 67.97 62 -4,200 99,450
- - - - - - - - - - 8850.00 1,200 1,454.65 - - - - - - - -
24,600 -1,575 47 46.78 1.00 0.30 150 0.70 1.00 600 8900.00 225 1,910.85 1,920.20 1,425 285.10 1,921.75 79.21 23 -1,275 44,400
- - - - - - - - - - 8950.00 1,200 1,551.05 - - - - - - - -
131,775 -1,125 1,225 44.48 0.40 -0.05 10,350 0.40 0.45 51,525 9000.00 150 2,008.15 2,014.10 300 265.65 2,013.70 77.47 1,598 -67,650 599,925
- - - - - - - - - - 9050.00 1,200 1,651.05 - - - - - - - -
28,875 150 1,875 47.21 0.50 0.05 750 0.40 0.75 150 9100.00 1,575 2,103.30 2,119.30 75 - 1,760.55 - - - 44,175
- - - - - - - - - - 9150.00 1,200 1,751.05 - - - - - - - -
2,775 75 16 55.74 1.75 1.35 150 0.40 1.75 1,425 9200.00 150 2,205.80 2,215.00 75 280.20 2,213.20 82.86 5 - 35,100
- - - - - - - - - - 9250.00 1,200 1,851.05 - - - - - - - -
1,500 150 44 48.42 0.30 -0.10 450 0.30 0.35 150 9300.00 4,650 2,297.25 2,315.00 150 - 2,030.70 - - - 56,925
- - - - - - - - - - 9350.00 1,200 1,951.05 - - - - - - - -
40,125 - 758 47.29 0.15 -0.20 2,775 0.20 0.35 525 9400.00 2,850 2,402.00 2,414.10 75 276.35 2,417.00 90.88 156 -5,475 458,325
- - - - - - - - - - 9450.00 1,200 1,834.60 - - - - - - - -
Total 53,057,325 42,904,350 Total

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



  •  Highlighted options are in-the-money.