Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7791.40  As on Jul 30, 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
11,200 -2,950 59 - 2,631.00 61.00 500 2,620.10 2,635.95 100 5150.00 - - 0.10 650 - 0.15 - - - 2,600
81,850 -38,100 775 - 2,584.45 41.50 50 2,580.50 2,586.15 100 5200.00 1,000 0.15 0.35 1,000 0.30 0.50 267.58 85 200 24,900
- - - - - - 1,000 2,307.50 2,589.00 100 5250.00 - - 0.50 2,000 - - - - - -
14,550 -26,900 599 - 2,478.25 37.95 50 2,469.00 2,486.15 100 5300.00 - - 0.25 1,000 - 0.10 224.03 3,971 -1,650 7,000
- - - - - - 1,000 2,207.50 2,489.00 100 5350.00 - - 0.50 2,000 -0.25 0.20 231.03 200 - 200
6,400 -4,450 93 - 2,368.00 43.00 50 2,305.00 2,386.95 350 5400.00 7,900 0.05 0.10 1,850 - 0.10 213.81 5,263 -800 2,350
- - - - - - 1,000 2,107.50 2,389.00 100 5450.00 - - 0.50 2,000 0.20 0.25 224.51 200 - -
81,550 -246,400 5,013 - 2,283.30 46.95 200 2,270.20 2,286.25 100 5500.00 - - 0.10 12,100 -0.05 0.05 193.84 913 -19,050 19,500
- - - - - - 1,000 2,007.50 2,289.00 100 5550.00 - - 0.50 2,000 - - - - - -
10,900 -750 21 - 2,175.40 35.40 50 2,163.10 2,182.95 50 5600.00 - - 0.10 1,900 - 0.10 193.86 7,286 -350 3,800
- - - - - - 1,000 1,907.50 2,189.00 100 5650.00 - - 0.50 2,000 - - - - - -
12,750 -550 30 - 2,077.75 45.00 50 2,061.05 2,081.30 50 5700.00 - - 0.10 2,650 -0.10 0.05 175.06 2,508 -2,400 3,200
- - - - - - 1,000 1,807.50 2,089.00 100 5750.00 - - 0.50 2,000 - 0.15 - - - 300
7,200 -750 33 - 1,982.00 55.15 50 1,978.05 1,984.50 50 5800.00 9,800 0.05 0.10 2,000 - 0.10 174.53 647 -1,950 10,950
- - - - - - 1,000 1,707.50 1,989.50 100 5850.00 - - 0.25 100 - 0.75 - - - 100
6,300 -3,500 73 - 1,890.00 46.60 100 1,835.00 1,945.90 500 5900.00 - - 0.35 1,300 0.05 0.10 165.07 918 -2,450 4,200
- - - - - - 1,000 1,615.50 1,896.00 100 5950.00 - - 0.50 2,000 - - - - - -
144,000 -119,200 2,532 - 1,785.00 43.85 50 1,778.70 1,786.85 50 6000.00 450 0.25 0.35 6,950 -0.25 0.30 170.66 711 -1,200 307,700
- - - - - - 1,000 1,515.50 1,797.50 100 6050.00 - - 0.20 1,600 - 0.80 - - - 1,600
8,900 -32,800 666 - 1,686.00 47.35 100 1,675.00 1,687.00 50 6100.00 - - 0.10 2,550 -0.20 0.10 146.55 408 -7,300 51,800
- - - - - - 1,000 1,423.00 1,697.50 100 6150.00 - - 0.20 200 - 0.80 - - - 23,750
5,050 -9,000 194 - 1,578.00 38.90 100 1,576.05 1,586.30 50 6200.00 - - 0.15 1,950 -0.45 0.05 130.49 323 -3,050 52,900
- - - - - - 1,000 1,331.00 1,601.00 100 6250.00 2,000 0.05 0.50 1,000 - 10.00 - - - 300
10,600 -7,850 157 - 1,486.85 46.80 50 1,471.80 1,485.80 50 6300.00 - - 0.20 1,100 -0.15 0.20 136.11 658 -1,750 27,150
- - - - - - 1,000 1,231.00 1,504.00 100 6350.00 2,000 0.05 0.50 1,000 - 0.15 - - - 150
15,950 -8,850 180 - 1,386.00 50.25 50 1,371.85 1,385.50 50 6400.00 100 0.20 0.35 200 -0.25 0.30 131.52 124 -3,000 35,550
- - - - - - 1,000 1,139.00 1,405.00 100 6450.00 2,000 0.05 0.70 1,000 - - - - - -
114,550 -75,700 1,632 - 1,281.35 40.60 50 1,281.00 1,284.35 50 6500.00 1,300 0.30 0.35 150 -0.15 0.30 122.01 2,220 -22,350 163,950
- - - - - - 1,000 1,047.00 1,308.00 100 6550.00 200 0.20 0.70 1,000 - 2.50 - - - 1,200
33,700 -69,950 1,439 - 1,180.00 39.80 100 1,178.95 1,184.60 50 6600.00 300 0.25 0.35 550 -0.20 0.35 114.28 1,360 -850 149,200
550 - - - 1,005.00 - 1,000 947.00 1,196.50 100 6650.00 2,000 0.05 0.60 1,000 - - - - - -
109,200 -75,600 1,593 - 1,081.00 44.80 50 1,076.50 1,084.30 50 6700.00 900 0.30 0.40 16,000 -0.15 0.40 106.23 1,582 -15,900 480,550
- - - - - - 1,000 854.50 1,113.00 100 6750.00 2,000 0.05 0.65 1,000 - - - - - -
66,700 -12,100 292 - 986.15 48.25 250 946.45 984.30 50 6800.00 5,200 0.25 0.35 5,000 -0.20 0.35 95.46 631 -15,250 251,300
- - - - - - 200 892.00 1,016.50 100 6850.00 2,000 0.05 0.80 1,000 - - - - - -
19,500 -17,050 358 - 885.35 53.30 50 880.40 884.15 50 6900.00 2,000 0.15 0.25 6,450 -0.30 0.20 81.58 1,547 -20,850 465,750
200 -250 5 - 808.85 -11.15 200 806.50 916.00 100 6950.00 2,000 0.10 0.65 500 - 0.10 - - - 5,850
361,750 -348,400 7,648 - 782.00 44.15 50 782.00 784.90 250 7000.00 6,050 0.25 0.35 11,500 -0.40 0.25 74.34 10,617 -151,900 2,489,150
100 - - - 697.00 - 100 711.00 820.00 100 7050.00 2,000 0.20 0.25 600 -0.55 0.25 69.86 12 50 19,050
25,500 -7,050 188 - 686.85 45.60 50 676.50 685.95 50 7100.00 47,700 0.25 0.35 17,500 -0.40 0.30 66.61 2,954 -16,300 1,480,650
100 - - - 351.05 - 500 481.00 724.00 100 7150.00 2,950 0.25 0.35 5,400 -0.45 0.30 62.08 81 -650 42,250
76,850 -18,300 496 - 585.00 44.70 50 580.30 585.40 250 7200.00 4,500 0.35 0.45 11,000 -0.45 0.35 58.50 10,437 -60,450 3,219,800
900 - - - 498.05 - 50 395.00 628.00 100 7250.00 1,500 0.30 0.40 2,500 -0.55 0.30 53.01 225 -700 83,500
107,600 -45,950 1,617 - 482.55 46.55 50 480.50 486.45 50 7300.00 20,000 0.30 0.35 3,050 -0.50 0.35 49.31 10,147 -9,800 3,593,200
1,150 -550 17 - 427.90 37.20 1,000 417.35 531.00 100 7350.00 1,500 0.35 0.40 2,550 -0.55 0.40 45.39 804 -3,850 159,650
282,950 -83,050 3,355 - 383.60 44.20 50 383.10 386.35 200 7400.00 2,850 0.40 0.45 22,950 -0.60 0.40 40.71 24,952 -99,000 4,217,650
15,500 -3,550 77 - 328.30 43.20 100 328.60 432.95 100 7450.00 950 0.40 0.45 2,200 -0.80 0.40 36.01 3,049 -55,600 214,750
480,400 -357,650 15,290 - 280.95 38.65 50 281.35 283.05 100 7500.00 229,700 0.40 0.50 8,100 -0.95 0.45 31.74 76,154 -376,650 4,388,900
35,700 -9,450 415 - 232.00 39.50 450 231.00 244.20 100 7550.00 950 0.50 0.55 13,850 -1.05 0.50 27.28 15,428 1,350 402,300
1,356,100 -569,550 45,879 - 185.30 41.05 50 183.75 185.75 100 7600.00 250 0.60 0.70 37,050 -1.95 0.60 22.90 231,094 -231,250 4,697,000
141,500 -32,800 12,142 - 133.20 40.25 1,250 132.30 133.25 50 7650.00 6,900 0.65 0.90 50 -3.85 0.70 18.16 239,610 492,800 2,259,400
2,936,700 -1,591,800 482,196 - 87.80 33.95 100 86.15 87.00 50 7700.00 50 2.80 3.00 1,500 -9.70 3.15 17.56 846,366 498,750 6,867,600
1,856,900 -22,400 353,197 11.05 47.50 21.75 150 47.05 47.50 10,500 7750.00 150 8.80 9.00 100 -22.55 9.00 15.38 344,918 980,450 2,212,700
5,726,800 -937,000 979,681 12.14 16.70 5.25 50 16.55 16.70 350 7800.00 1,000 26.00 26.50 1,950 -37.20 26.20 14.02 462,547 273,700 3,581,150
2,349,500 361,650 226,584 13.38 4.30 0.20 6,900 4.30 4.40 100 7850.00 400 62.00 62.85 250 -41.75 62.00 14.62 12,621 41,200 233,650
4,363,900 -736,400 168,827 15.00 1.05 -1.05 5,800 0.95 1.05 800 7900.00 50 110.00 111.35 100 -45.70 110.05 19.78 18,476 -44,850 276,450
782,800 -13,350 10,420 18.18 0.50 -0.80 2,650 0.45 0.55 200 7950.00 100 154.10 168.10 50 -53.20 154.05 - 10 -250 2,050
7,180,300 -320,900 44,690 21.47 0.30 -0.70 20,850 0.30 0.35 9,850 8000.00 100 205.00 209.80 50 -46.45 208.40 28.78 4,312 -79,350 326,350
98,700 -5,350 409 25.31 0.25 -0.50 8,650 0.25 0.35 14,400 8050.00 1,000 235.90 260.00 50 -41.10 260.00 38.40 1 - 9,850
1,869,550 -52,900 3,640 28.80 0.20 -0.40 59,000 0.15 0.20 13,650 8100.00 50 303.25 309.05 50 -39.60 306.90 32.30 165 -1,500 11,700
28,400 -200 35 30.61 0.10 -0.15 950 0.10 0.20 650 8150.00 100 339.95 393.00 100 - 310.00 - - - 450
1,667,100 -32,000 1,487 35.75 0.15 -0.25 10,950 0.10 0.15 3,500 8200.00 50 405.25 408.60 50 -45.95 402.65 - 180 -5,850 45,250
22,350 -300 6 35.79 0.05 -0.10 500 0.05 0.30 1,000 8250.00 500 403.50 622.00 100 - - - - - -
591,850 -13,100 700 41.69 0.10 -0.30 3,950 0.10 0.15 50 8300.00 100 480.95 560.00 50 -65.50 507.55 55.32 7 -150 800
13,850 - - - 0.10 - - - 0.05 200 8350.00 500 505.50 738.00 100 - - - - - -
847,650 -37,000 1,320 54.31 0.30 0.05 9,650 0.15 0.30 10,800 8400.00 50 601.00 700.00 50 8.55 640.10 125.72 4 - 50
7,800 -50 1 49.35 0.05 -0.40 - - 0.05 150 8450.00 1,000 590.50 842.00 100 - 810.50 - - - 50
1,304,150 -17,600 2,543 59.44 0.20 -0.10 11,600 0.10 0.20 1,350 8500.00 50 705.00 706.85 200 -45.15 706.85 66.48 3,168 -127,100 205,400
- - - - - - - - 1.00 10,000 8550.00 1,000 622.50 942.00 100 - - - - - -
56,700 -6,450 260 64.85 0.15 -0.05 10,000 0.05 0.15 1,850 8600.00 1,000 742.00 968.50 100 - - - - - -
50 - - - 0.50 - - - 2.00 10,000 8650.00 1,000 722.50 1,045.50 100 - - - - - -
136,950 -900 4,783 71.71 0.15 -0.05 22,550 0.10 0.15 4,950 8700.00 1,000 842.00 1,068.50 100 - - - - - -
- - - - - - - - 1.50 10,000 8750.00 1,000 818.50 1,149.50 100 - - - - - -
65,400 - 10,140 78.42 0.15 - 1,000 0.05 0.15 650 8800.00 1,000 952.60 1,168.25 100 - 955.00 - - - 250
- - - - - - 500 0.05 1.80 5,000 8850.00 1,000 914.50 1,249.50 100 - - - - - -
102,650 -650 110 82.15 0.10 -0.05 5,650 0.10 0.15 800 8900.00 1,000 1,038.20 1,268.00 100 1.15 1,142.35 - - - 550
- - - - - - 500 0.05 1.75 5,000 8950.00 1,000 1,014.50 1,353.50 100 - - - - - -
104,000 -7,050 2,427 88.43 0.10 -0.05 46,100 0.10 0.15 10,000 9000.00 50 1,201.00 1,211.45 150 -41.30 1,210.05 131.99 451 -20,550 90,000
1,000 - - - 0.75 - 500 0.05 0.50 500 9050.00 1,000 1,110.50 1,457.50 100 - - - - - -
11,100 - - - 0.10 - 9,350 0.05 0.25 2,000 9100.00 1,000 1,160.50 1,507.50 100 - - - - - -
2,150 - - - 0.25 - 500 0.05 0.15 950 9150.00 1,000 1,206.50 1,557.50 100 - - - - - -
100 - - - 0.60 - 500 0.05 0.50 500 9200.00 1,000 1,139.85 1,744.85 100 - - - - - -
- - - - - - 500 0.05 0.50 500 9250.00 1,000 1,190.20 1,794.40 100 - - - - - -
- - - - - - 500 0.05 0.50 500 9300.00 1,000 1,240.45 1,844.05 100 - - - - - -
- - - - - - 500 0.05 0.50 500 9350.00 1,000 1,290.85 1,893.65 100 - - - - - -

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



  •  Highlighted options are in-the-money.