Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8501.60  As on Nov 27, 2014 15:30:36 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
6,500 -16,750 862 - 2,248.50 21.90 150 2,241.05 2,242.20 25 6250.00 - - - - - - - - - -
83,900 -315,825 16,449 - 2,192.00 15.75 75 2,191.55 2,192.20 25 6300.00 - - 0.10 5,500 -0.20 0.05 - 256 5,500 6,975
50 - 2 - 2,160.00 100.00 1,000 1,874.40 2,159.95 5,000 6350.00 - - - - - - - - - 25
8,500 -16,000 737 - 2,092.65 16.40 50 2,092.65 2,097.55 150 6400.00 - - 0.10 1,925 -0.05 0.05 - 50 - 1,475
50 - - - - - 1,000 1,781.75 2,159.95 5,000 6450.00 - - - - - - - - - -
36,875 -44,200 2,784 - 1,998.00 21.25 8,000 1,998.00 2,001.15 375 6500.00 - - 0.10 1,950 - 0.10 - 276 975 13,800
- - - - - - 1,000 1,681.75 2,096.20 100 6550.00 - - - - - - - - - -
4,200 -5,925 353 - 1,892.30 12.40 250 1,888.70 1,892.20 25 6600.00 - - 0.10 3,575 -0.30 0.10 - 201 4,400 17,775
- - - - - - 1,000 1,590.25 1,941.10 100 6650.00 - - - - - - - - - -
6,450 -9,700 760 - 1,792.85 16.50 1,000 1,780.15 1,792.20 25 6700.00 - - 0.10 9,725 -0.15 0.05 - 276 2,425 4,725
- - - - - - 1,000 1,490.25 1,841.10 100 6750.00 - - - - - - - - - -
3,450 -16,050 925 - 1,692.30 17.20 50 1,689.00 1,692.20 25 6800.00 - - 0.10 9,525 -0.40 0.05 - 341 2,475 14,050
75 - - - - - 1,000 1,398.70 1,688.95 25 6850.00 - - - - - - - - - -
2,325 -3,250 163 - 1,596.60 17.90 1,000 1,580.15 1,601.15 1,000 6900.00 - - 0.10 8,800 -0.20 0.05 - 29 - 15,175
- - - - - - 1,000 1,298.70 1,645.35 100 6950.00 - - - - - - - - - -
21,575 -43,200 2,445 - 1,498.00 21.25 25 1,496.10 1,497.35 125 7000.00 - - 0.10 26,425 -0.15 0.10 - 2,443 32,325 216,150
50 - - - - - 1,000 1,207.20 1,438.70 50 7050.00 - - - - - - - - - -
7,675 1,100 287 - 1,392.00 12.55 350 1,393.05 1,397.15 125 7100.00 - - 0.10 18,050 -0.30 0.05 - 296 3,850 28,950
100 -25 1 - 1,322.25 -33.90 1,000 1,151.50 1,338.70 25 7150.00 - - - - - - - - - -
11,350 -500 465 - 1,297.15 19.90 500 1,293.00 1,297.15 75 7200.00 - - 0.10 16,850 -0.35 0.05 - 1,433 -26,425 97,800
- - - - - - 1,000 1,015.65 1,353.80 100 7250.00 - - - - - - - - - 1,000
8,925 250 242 - 1,190.00 8.05 300 1,194.00 1,197.15 50 7300.00 - - 0.05 2,000 -0.40 0.05 - 737 -8,400 337,700
- - - - - - 1,000 924.15 1,258.05 100 7350.00 - - - - - - - - - -
4,425 -40,550 1,727 - 1,090.65 16.00 375 1,092.00 1,097.25 25 7400.00 - - 0.05 2,000 -0.40 0.10 - 6,748 5,825 802,175
- - - - - - 1,000 824.15 1,158.05 100 7450.00 - - - - - - - - - 900
6,750 -61,750 2,645 - 989.90 16.40 300 988.00 989.60 1,000 7500.00 - - 0.10 26,575 -0.45 0.10 - 4,376 -29,200 1,481,325
- - - - - - 1,000 732.65 1,062.30 100 7550.00 - - 1.00 5,000 - - - - - 9,425
12,250 -79,175 3,309 - 888.65 14.65 50 883.00 888.70 200 7600.00 - - 0.10 23,400 -0.40 0.10 - 3,251 2,300 1,156,200
- - - - - - 1,000 637.00 966.00 100 7650.00 - - 0.10 5,000 -0.35 0.05 - 80 -500 109,100
23,925 -48,150 3,630 - 789.50 14.40 500 780.10 799.55 1,000 7700.00 - - 0.05 5,950 -0.55 0.05 - 10,067 13,025 1,582,000
- - - - - - 1,000 542.95 866.00 100 7750.00 - - 0.10 2,000 -0.70 0.05 - 108 - 12,525
54,525 -64,500 3,889 - 699.20 24.90 450 688.30 689.70 25 7800.00 - - 0.05 375 -0.55 0.05 - 26,408 114,150 1,979,975
275 - - - - - 1,000 471.85 771.00 100 7850.00 - - 0.10 600 -0.60 0.05 - 113 -2,375 60,150
263,375 -4,325 4,452 - 596.00 21.05 250 595.60 596.00 2,350 7900.00 7,025 0.05 0.10 29,250 -0.55 0.05 - 15,749 -68,000 1,223,200
850 -400 21 - 542.00 17.85 2,000 528.00 550.00 25 7950.00 - - 0.10 49,500 -0.60 0.10 - 2,804 -5,800 106,650
368,600 -412,100 35,016 - 496.00 20.50 500 495.20 496.00 6,150 8000.00 - - 0.05 10,250 -0.60 0.05 - 116,173 -230,425 4,196,000
4,450 -2,550 138 - 445.00 20.90 50 437.00 489.00 5,000 8050.00 - - 0.10 29,900 -0.40 0.10 - 1,261 -7,475 162,300
331,525 -148,900 14,808 - 396.00 20.55 125 395.00 398.90 5,000 8100.00 - - 0.10 80,450 -0.60 0.10 - 54,695 -195,575 3,645,675
15,200 -8,300 636 - 342.80 11.50 25 338.20 342.20 25 8150.00 - - 0.05 6,125 -0.80 0.05 - 6,987 -6,050 339,450
399,025 -257,450 30,128 - 295.00 20.00 475 294.00 295.00 1,100 8200.00 2,975 0.05 0.10 133,775 -0.85 0.05 - 85,860 -82,050 3,889,100
8,225 -5,550 487 - 253.40 30.05 200 241.00 253.15 700 8250.00 - - 0.05 1,000 -1.00 0.05 - 13,049 3,050 832,125
410,675 -358,550 51,541 - 195.00 17.70 1,100 194.70 195.00 3,500 8300.00 - - 0.05 425 -1.30 0.05 - 290,681 2,471,925 8,233,200
29,525 -96,425 9,881 - 135.00 7.70 4,500 134.20 137.00 175 8350.00 5,000 0.05 0.10 125,150 -1.90 0.05 - 185,089 -50,625 1,478,450
1,292,850 -902,375 409,870 - 93.30 12.90 75 91.65 93.30 19,700 8400.00 - - 0.05 25,300 -4.60 0.05 - 1,628,923 2,244,200 9,053,150
546,500 -996,000 616,115 - 45.00 7.00 6,125 45.00 45.50 25 8450.00 - - 0.05 10,475 -11.35 0.05 - 1,587,077 1,203,375 3,949,525
12,204,175 7,006,925 3,460,203 - 0.50 -13.45 - - 0.05 525 8500.00 2,025 3.65 3.80 5,000 -29.30 3.65 - 1,514,386 -1,326,875 1,271,800
4,441,750 902,725 760,901 - 0.05 -2.50 - - 0.05 12,875 8550.00 125 45.00 46.90 1,000 -24.75 45.00 - 60,990 -131,250 42,625
6,051,175 1,078,100 402,656 - 0.05 -0.95 - - 0.05 9,675 8600.00 50,775 95.00 95.40 50 -22.65 95.00 - 61,206 -126,675 84,450
697,000 -65,100 16,814 - 0.05 -0.60 - - 0.10 26,450 8650.00 2,000 143.00 155.00 5,000 -14.55 154.00 - 52 375 900
1,368,475 5,850 40,617 - 0.05 -0.40 - - 0.05 25 8700.00 25 194.75 210.50 500 -5.60 210.35 - 2,564 -15,825 7,825
60,925 1,150 1,331 - 0.05 -0.30 - - 0.10 7,125 8750.00 1,000 235.05 257.95 1,000 -434.15 211.00 - 1 - -
708,075 14,100 11,193 - 0.10 -0.30 - - 0.05 5,000 8800.00 375 299.00 310.20 500 -10.15 305.00 - 206 -1,275 2,975
- - - - - - - - 0.10 5,000 8850.00 250 230.10 549.00 100 - - - - - -
140,100 2,775 1,027 - 0.05 -0.30 - - 0.10 7,375 8900.00 500 401.00 411.90 1,000 17.45 425.40 - 75 -150 1,850
- - - - - - - - 1.95 1,000 8950.00 1,000 431.20 478.05 500 - - - - - -
469,800 -525 20,812 - 0.05 -0.25 - - 0.05 5,000 9000.00 250 491.00 498.85 1,175 -13.55 498.85 - 9,233 -184,725 7,100
- - - - - - - - 3.00 10,000 9050.00 1,000 378.40 767.35 100 - - - - - -
- - 80 - 0.05 -9.55 - - 0.20 2,000 9100.00 1,000 566.45 634.90 1,000 - - - - - -
- - - - - - - - 2.95 10,000 9150.00 1,000 478.40 867.35 100 - - - - - -
50 - - - - - - - 0.20 2,000 9200.00 1,000 666.45 734.90 1,000 - - - - - -
- - - - - - - - 3.00 10,000 9250.00 1,000 574.15 971.60 100 - - - - - -
- - - - - - - - 3.00 10,000 9300.00 1,000 766.45 834.90 1,000 - - - - - -
- - - - - - - - 3.00 10,000 9350.00 1,000 669.90 1,075.85 100 - - - - - 50
- - - - - - - - 0.15 2,000 9400.00 1,000 866.45 934.90 1,000 - - - - - -
- - - - - - - - 3.00 10,000 9450.00 1,000 769.90 1,175.85 100 - - - - - -
30,075 4,750 600 - 0.10 -0.30 - - 0.10 5,925 9500.00 125 993.35 1,000.45 125 -17.35 997.85 - 7,469 -174,850 6,175
- - - - - - - - 3.00 10,000 9550.00 1,000 865.65 1,280.10 100 - - - - - -
- - - - - - - - 3.00 10,000 9600.00 1,000 1,002.00 1,244.00 100 - - - - - -
- - - - - - - - 3.00 10,000 9650.00 1,000 965.65 1,380.10 100 - - - - - -
- - - - - - - - 3.00 10,000 9700.00 1,000 1,011.40 1,434.35 100 - - - - - -
- - - - - - - - 3.00 10,000 9750.00 1,000 1,061.40 1,484.35 100 - - - - - -
- - - - - - - - 3.00 10,000 9800.00 1,000 1,111.40 1,534.35 100 - - - - - -
- - - - - - - - 3.00 10,000 9850.00 1,000 1,157.20 1,588.55 100 - - - - - -
- - - - - - - - 3.00 10,000 9900.00 1,000 1,207.20 1,638.55 100 - - - - - -
- - - - - - - - 3.00 10,000 9950.00 1,000 1,257.00 1,689.00 100 - - - - - -
- - - - - - - - 3.00 10,000 10000.00 1,000 1,307.00 1,739.00 100 - - - - - -
- - - - - - - - 3.00 10,000 10050.00 1,000 1,352.50 1,793.00 100 - - - - - -

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



  •  Highlighted options are in-the-money.