Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8121.45  As on Sep 19, 2014 15:30:35 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
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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
200 - - - 4,347.00 - 1,000 4,228.40 4,830.80 100 3600.00 400 0.05 0.20 750 - 0.25 - - - 3,300
- - - - - - 1,000 4,126.55 4,734.15 100 3700.00 50 0.05 0.25 300 - 0.05 - - - 400
- - - - - - 1,000 4,026.05 4,634.65 100 3800.00 50 0.05 0.25 550 - 0.05 - - - 550
- - - - - - 1,000 3,925.40 4,535.00 100 3900.00 50 0.05 - - - 1.00 - - - 400
151,250 -1,100 22 - 4,123.75 -7.60 100 4,120.00 4,185.65 100 4000.00 3,850 0.05 2.90 200 -0.25 0.40 - - - 4,100
- - - - - - 1,000 3,724.25 4,335.85 100 4100.00 - - - - - 0.50 - - - 250
- - - - - - 1,000 3,623.70 4,236.30 100 4200.00 - - - - - - - - - -
- - - - - - 1,000 3,523.10 4,136.70 100 4300.00 - - - - - 0.50 - - - 50
- - - - - - 1,000 3,422.55 4,037.15 100 4400.00 - - - - - - - - - -
- - - - - - 50 3,550.00 3,725.00 50 4500.00 - - - - 2.70 3.05 186.17 1 - 50
- - - - - - 1,000 3,221.40 3,838.00 100 4600.00 - - - - - - - - - -
- - - - - - 1,000 3,120.75 3,738.35 100 4700.00 - - - - - - - - - -
- - - - - - 1,000 3,020.20 3,638.80 100 4800.00 - - - - - - - - - -
- - - - - - 1,000 2,919.60 3,539.20 100 4900.00 - - - - - - - - - -
41,600 -900 20 - 3,121.00 -7.35 250 3,116.65 3,124.85 50 5000.00 150 1.00 1.65 150 - 0.95 - - - 3,350
- - - - - - 1,000 2,718.40 3,340.00 100 5100.00 - - - - - - - - - -
26,550 -700 14 - 2,928.15 -6.85 50 2,850.00 3,025.00 50 5200.00 50 0.05 - - - 1.00 127.60 9 450 500
- - - - - - 1,000 2,517.25 3,140.85 100 5300.00 - - - - - - - - - -
- - - - - - 1,000 2,416.70 3,041.30 100 5400.00 - - - - - - - - - -
16,900 -100 2 153.31 2,641.85 34.55 250 2,616.65 2,625.80 200 5500.00 2,700 0.05 2.00 1,000 - 0.95 - - - 2,600
300 - - - 2,170.00 - 50 2,466.45 2,552.25 50 5600.00 - - - - - - - - - -
14,200 -700 14 - 2,430.00 -32.80 50 2,367.45 2,426.10 50 5700.00 11,150 0.05 - - - 0.10 - - - 11,150
195,350 -1,200 33 - 2,320.35 -0.10 250 2,318.25 2,325.00 100 5800.00 1,000 0.10 0.20 4,600 0.05 0.20 85.13 429 -400 4,600
13,400 - - - 2,230.00 -1.25 1,000 2,030.50 2,225.90 200 5900.00 2,000 0.05 0.20 2,000 - 0.15 79.25 1,350 -2,500 2,150
- - - - - - 1,000 1,942.80 2,288.15 100 5950.00 - - - - - - - - - -
784,150 -8,700 334 103.31 2,134.70 7.80 100 2,118.40 2,124.35 250 6000.00 400 0.20 0.25 100 -0.15 0.25 78.62 42 - 56,600
- - - - - - 1,000 1,842.80 2,188.15 100 6050.00 - - - - - - - - - -
39,750 - - - 1,988.00 - 50 1,951.00 2,025.90 200 6100.00 500 0.10 0.25 2,750 0.05 0.25 74.65 1 - 6,000
- - - - - - 1,000 1,742.80 2,088.15 100 6150.00 - - - - - - - - - -
14,900 -150 3 - 1,924.55 141.55 50 1,851.00 1,925.90 200 6200.00 - - 0.30 250 - 0.30 71.88 3 - 1,300
- - - - - - 1,000 1,650.95 2,049.20 100 6250.00 - - - - - - - - - -
20,200 - - - 1,828.10 - 50 1,751.00 1,825.90 200 6300.00 - - 0.40 350 - 0.25 - - - 3,700
- - - - - - 1,000 1,559.10 1,896.30 100 6350.00 - - - - - - - - - -
80,000 -100 3 - 1,730.95 0.95 300 1,717.10 1,723.40 250 6400.00 200 0.15 0.45 1,200 0.10 0.45 66.55 802 -100 10,250
- - - - - - 1,000 1,459.15 1,796.30 100 6450.00 10,000 0.05 - - - - - - - -
164,200 -3,050 72 - 1,623.10 -6.90 200 1,621.00 1,624.25 100 6500.00 500 0.20 0.40 750 - 0.40 61.90 71 -50 47,950
9,350 - - - 1,329.75 - 1,000 1,367.25 1,700.35 100 6550.00 10,000 0.05 - - - - - - - -
110,450 -1,050 71 - 1,521.00 -13.70 50 1,521.00 1,523.50 250 6600.00 1,750 0.20 0.40 2,750 -0.10 0.40 58.03 150 -1,600 34,350
- - - - - - 1,000 1,267.25 1,600.35 100 6650.00 10,000 0.05 1.00 100 - - - - - -
200,750 -1,200 30 - 1,425.00 42.35 250 1,416.50 1,424.10 100 6700.00 6,600 0.20 0.40 2,000 -0.30 0.20 50.86 515 - 44,950
- - - - - - 1,000 1,175.40 1,504.45 100 6750.00 10,000 0.05 1.00 100 - - - - - -
43,800 -3,200 64 - 1,326.35 45.75 50 1,305.55 1,324.35 50 6800.00 200 0.25 0.45 1,850 -0.05 0.45 51.01 50 -100 34,550
100 - - - 1,082.75 - 500 1,200.50 1,408.50 100 6850.00 50 0.10 1.00 100 - 0.60 - - - 50
23,700 -50 1 67.67 1,240.00 18.35 100 1,218.30 1,223.20 50 6900.00 100 0.25 0.40 200 -0.20 0.55 48.19 29 100 41,100
- - - - - - 500 1,090.50 1,308.50 100 6950.00 10,000 0.05 1.00 100 - - - - - -
366,500 -7,700 169 - 1,125.65 -3.40 100 1,120.95 1,124.45 150 7000.00 5,500 0.15 0.20 150 -0.65 0.15 39.20 1,882 -16,950 569,400
50 - - - 674.50 - 500 1,010.50 1,212.55 100 7050.00 10,000 0.10 1.45 100 - - - - - -
16,550 -950 21 - 1,026.35 -4.80 50 1,015.15 1,024.80 50 7100.00 4,000 0.30 0.50 500 -0.70 0.30 38.15 1,336 200 388,650
- - - - - - 500 900.50 1,112.55 100 7150.00 50 0.30 1.45 100 - 0.50 - - - 2,100
123,650 -20,750 424 - 927.55 9.55 50 920.35 924.90 50 7200.00 19,450 0.25 0.50 100 -0.90 0.25 33.96 3,523 -2,950 578,650
- - - - - - 500 790.50 1,017.00 100 7250.00 10,000 0.20 1.45 100 - 0.35 - - - 100
87,550 -3,250 220 - 823.00 -10.60 200 815.05 826.00 50 7300.00 6,550 0.65 0.70 9,000 -0.65 0.65 33.68 6,958 75,650 879,800
- - - - - - 500 691.00 875.00 50 7350.00 5,000 0.65 1.15 1,000 -0.60 0.90 33.03 12 -550 3,200
291,750 -2,800 90 - 725.65 -8.00 100 720.25 725.35 50 7400.00 2,000 0.75 0.85 9,450 -0.60 0.75 30.39 5,111 10,200 1,028,600
- - - - - - 500 581.00 774.50 100 7450.00 350 1.00 1.15 100 -0.55 1.05 29.69 2 - 11,300
422,200 -20,250 716 - 624.65 -6.80 50 622.80 625.60 100 7500.00 3,100 0.85 0.95 5,000 -0.60 0.85 26.96 14,104 -163,150 2,172,650
- - - - - - 200 525.50 674.50 100 7550.00 200 1.00 1.05 2,550 -0.45 1.05 25.71 344 -8,450 36,900
400,800 -23,050 1,089 - 528.55 -3.15 50 523.35 526.90 50 7600.00 36,900 0.95 1.05 7,250 -0.55 1.05 23.71 22,228 -154,500 2,746,400
3,050 - - - 350.10 - 200 450.50 515.90 100 7650.00 50 1.05 1.25 500 -0.60 1.20 22.12 718 -3,550 74,600
268,150 -30,950 1,536 - 427.25 -8.10 50 425.00 427.90 50 7700.00 200 1.10 1.20 2,700 -0.70 1.10 19.84 37,605 -251,000 2,892,000
7,950 -50 2 - 358.55 -19.95 100 360.50 415.00 500 7750.00 3,000 1.35 1.45 150 -0.70 1.40 18.46 5,853 -25,550 247,100
626,700 47,050 7,128 - 329.40 -5.55 50 325.95 332.15 50 7800.00 11,850 1.85 1.95 5,600 -1.20 1.85 17.11 95,393 -339,750 3,872,150
11,300 550 93 - 282.65 -0.50 50 265.05 295.00 500 7850.00 50 2.60 2.65 16,700 -1.40 2.65 15.91 26,756 -52,350 743,500
1,277,550 -43,500 12,869 - 232.90 -7.80 50 229.35 232.90 250 7900.00 1,600 3.60 3.80 1,000 -2.30 3.75 14.57 245,423 -865,900 5,163,600
142,150 -96,300 3,778 - 179.10 -11.90 250 176.60 182.40 300 7950.00 250 5.05 5.25 150 -3.45 5.05 12.94 73,409 -454,700 971,450
2,287,850 -329,950 92,106 7.88 136.25 -10.80 100 133.25 136.30 50 8000.00 1,850 9.35 9.50 900 -5.10 9.35 12.26 493,733 121,250 8,427,300
685,400 -244,000 23,779 8.08 91.50 -12.35 250 90.00 93.10 600 8050.00 750 15.00 15.90 50 -7.70 15.00 10.96 132,150 -26,700 1,189,300
4,567,500 -576,050 579,082 8.71 56.10 -14.25 50 54.50 57.10 150 8100.00 50 28.65 29.85 50 -7.10 28.85 10.63 680,359 518,300 5,381,250
1,622,850 214,250 160,493 9.14 30.90 -11.55 100 29.85 30.60 200 8150.00 450 50.00 50.70 500 -5.95 50.00 10.10 76,230 351,250 797,900
7,522,600 824,050 719,913 9.11 14.00 -9.20 6,950 13.50 14.00 4,400 8200.00 50 81.00 82.80 100 -2.65 81.80 9.92 205,447 -51,550 1,506,400
1,605,050 622,800 123,390 8.90 4.90 -7.00 550 4.90 5.15 550 8250.00 150 119.75 125.50 250 -1.20 122.00 9.89 1,693 5,600 24,050
5,735,300 45,800 254,702 10.01 2.65 -3.20 1,500 2.55 2.65 1,450 8300.00 50 167.55 169.95 100 2.25 168.20 10.50 14,296 -41,900 306,100
363,300 80,650 19,284 11.43 1.80 -1.20 3,450 1.65 1.80 600 8350.00 50 215.55 219.25 200 -3.70 211.05 - 160 -450 2,950
2,999,000 -15,250 68,884 12.09 0.90 -1.10 800 0.90 0.95 3,750 8400.00 100 263.65 266.90 150 4.25 264.85 9.20 979 -1,550 279,650
88,700 -6,200 250 11.56 0.20 -0.65 10,000 0.15 0.30 850 8450.00 1,000 277.00 340.00 200 - 300.00 - - - 5,750
1,703,850 125,150 17,429 13.74 0.30 -0.60 32,450 0.25 0.30 5,950 8500.00 50 362.40 365.00 50 5.85 363.30 - 1,381 -22,850 391,200
31,150 - 371 14.69 0.20 -0.25 4,100 0.10 0.20 2,250 8550.00 1,000 277.55 588.05 100 - - - - - -
292,300 43,650 5,052 16.22 0.20 -0.35 1,000 0.20 0.25 12,000 8600.00 50 461.80 471.95 50 7.80 462.30 - 21 -550 8,850
2,050 -50 1 18.81 0.35 -0.30 500 0.10 0.95 1,000 8650.00 1,000 377.55 700.25 100 - - - - - -
226,550 -1,850 2,199 17.98 0.10 -0.15 23,150 0.10 0.15 2,500 8700.00 100 559.40 565.65 50 -2.40 562.60 - 4 -50 350
50 - 40 20.67 0.20 0.10 50 0.15 1.00 2,000 8750.00 1,000 426.50 800.25 100 - - - - - -
248,250 -400 218 22.11 0.20 -0.05 60,000 0.15 0.25 1,500 8800.00 50 601.00 750.00 50 - - - - - -
- - - - - - - - 1.50 5,000 8850.00 1,000 522.35 904.30 100 - - - - - -
46,250 1,000 20 25.97 0.30 - 10,300 0.10 0.25 1,500 8900.00 50 701.00 850.00 50 - - - - - -
- - - - - - - - 1.50 5,000 8950.00 1,000 622.35 1,004.30 100 - - - - - -
645,850 -300 310 27.01 0.15 -0.20 150,050 0.15 0.25 30,450 9000.00 50 861.30 866.55 900 8.75 865.00 33.80 481 -18,450 314,900
- - - - - - - - - - 9050.00 1,000 718.25 1,108.35 100 - - - - - -
- - 4 28.65 0.10 -0.20 - - 1.30 5,000 9100.00 1,000 768.25 1,158.35 100 - - - - - -
- - - - - - - - - - 9150.00 1,000 814.20 1,212.45 100 - - - - - -
- - - - - - - - - - 9200.00 1,000 864.20 1,262.45 100 - - - - - -
50 - - - 1.00 - 50 0.05 - - 9250.00 1,000 917.65 1,307.20 100 -5.00 1,185.00 - - - 3,500
1,900 - 25 48.35 2.95 -0.05 1,900 0.05 3.00 3,000 9300.00 500 1,128.60 1,185.40 50 - 1,340.00 - - - 50
- - - - - - - - - - 9350.00 1,000 1,010.15 1,416.50 100 - - - - - -
- - - - - - - - - - 9400.00 1,000 1,060.15 1,466.50 100 - - - - - -
- - - - - - - - - - 9450.00 1,000 1,106.05 1,520.60 100 - - - - - -
- - - - - - - - - - 9500.00 50 1,264.75 1,368.50 400 - 1,523.05 - - - 1,150
- - - - - - - - - - 9550.00 1,000 1,206.05 1,620.60 100 - - - - - -
- - - - - - - - - - 9600.00 1,000 1,256.05 1,670.60 100 - - - - - -
- - - - - - - - - - 9650.00 1,000 1,302.00 1,724.65 100 - - - - - -
250 - - - 0.70 - 250 0.05 - - 9700.00 1,000 1,352.00 1,774.65 100 - - - - - -
- - - - - - - - - - 9800.00 1,000 1,447.90 1,878.70 100 - - - - - -
150 - - - 0.70 - 150 0.05 - - 9900.00 1,000 1,547.90 1,978.70 100 - - - - - -
950 - - - 1.80 - 150 0.10 3.00 1,000 10000.00 250 1,856.65 1,867.50 200 -6.00 1,854.00 - - - 17,650
- - - - - - - - - - 10100.00 1,000 1,739.80 2,186.85 100 - - - - - -

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



  •  Highlighted options are in-the-money.