Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8317.65  As on May 28, 2015 15:24:00 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
- - - - - - 1,000 1,625.50 1,859.50 100 6550.00 - - - - - - - - - -
400 - - - - - 1,000 1,502.15 1,839.50 100 6600.00 - - - - - - - - - -
- - - - - - 1,000 1,452.15 1,800.05 100 6650.00 - - - - - - - - - -
525 -825 35 - 1,582.90 -42.45 7,500 1,579.75 1,626.80 7,000 6700.00 - - 0.05 50 -0.05 0.05 - 28 250 33,425
- - - - - - 1,000 1,360.50 1,704.25 100 6750.00 - - 0.30 1,000 - - - - - -
50 -100 4 - 1,460.00 -74.35 7,500 1,495.05 1,526.80 9,100 6800.00 - - 0.10 12,000 - - - - - 4,525
775 -250 48 - 1,436.00 -85.50 1,000 1,268.85 1,606.35 200 6850.00 - - 0.05 100 -0.95 0.05 - 52 575 1,100
3,600 -15,400 749 - 1,385.50 -21.50 7,750 1,402.05 1,414.05 25 6900.00 - - 0.20 6,000 - 0.10 - 1 25 25,250
- - - - - - 1,000 1,168.85 1,508.40 100 6950.00 - - 0.30 1,000 - - - - - -
63,525 -68,750 4,676 - 1,314.15 -12.60 50 1,310.15 1,314.50 25 7000.00 - - 0.05 30,675 - 0.05 - 214 -4,050 163,650
1,550 -23,875 1,019 - 1,264.00 -2.75 200 1,256.80 1,357.50 100 7050.00 - - 0.05 175 -0.45 0.05 - 109 -2,125 1,050
36,625 -124,300 7,270 - 1,212.50 -14.85 25 1,212.05 1,215.15 100 7100.00 - - 0.05 45,650 - 0.05 - 56 -225 333,775
- - - - - - 200 1,156.80 1,312.55 100 7150.00 - - 0.50 500 - - - - - -
8,350 -77,000 4,565 - 1,114.55 -7.95 6,100 1,109.15 1,114.55 25 7200.00 - - 0.05 51,050 -0.05 0.05 - 5,440 73,175 292,475
- - - - - - 200 1,056.80 1,216.75 100 7250.00 - - 0.05 75 -2.75 0.05 - 17 - 2,050
6,650 -6,625 464 - 1,006.80 -22.85 3,900 1,008.10 1,015.10 75 7300.00 - - 0.05 13,375 -0.25 0.05 - 19,302 1,325 1,347,225
- - - - - - 200 956.80 1,120.90 100 7350.00 - - 1.00 500 - - - - - 250
1,875 -3,550 253 - 905.85 -5.15 700 909.05 914.50 25 7400.00 - - 0.05 11,550 -0.20 0.05 - 1,289 -8,150 396,250
- - - - - - 200 856.80 1,020.90 100 7450.00 - - 1.00 500 - - - - - 400
19,075 -155,125 8,925 - 813.40 -16.35 100 811.00 814.55 25 7500.00 - - 0.05 800 -0.40 0.05 - 17,293 -80,025 1,735,000
- - - - - - 200 756.80 925.10 100 7550.00 - - 0.65 25 - - - - - 2,400
5,650 -13,650 1,042 - 713.35 -13.25 4,200 708.55 715.30 25 7600.00 - - 0.05 9,075 -0.30 0.05 - 4,840 -38,150 468,700
100 - - - - - 100 650.00 823.25 100 7650.00 - - 1.00 500 -0.05 0.10 - 44 -325 16,200
21,500 -67,750 5,803 - 576.50 -43.45 3,500 608.10 614.55 25 7700.00 - - 0.05 8,850 -0.45 0.05 - 43,393 -22,875 1,787,700
- - - - - - 200 556.80 729.25 100 7750.00 - - 0.40 25 -0.45 0.05 - 655 -1,725 23,425
13,625 -114,275 7,206 - 515.00 -16.45 200 510.45 514.55 50 7800.00 - - 0.05 7,625 -0.50 0.05 - 44,407 -129,400 2,675,075
- - - - - - 200 456.80 631.50 100 7850.00 - - 0.05 1,600 -0.50 0.05 - 492 -500 26,700
33,200 -33,750 3,855 - 417.15 -13.65 1,225 417.05 420.50 4,200 7900.00 - - 0.05 37,025 -0.50 0.05 - 26,033 -80,525 2,053,100
2,325 -175 103 - 334.00 -35.05 200 356.80 366.50 325 7950.00 - - 0.05 75 -0.55 0.05 - 1,724 1,625 74,125
86,775 -28,100 8,310 - 318.10 -12.95 50 317.25 318.50 900 8000.00 - - 0.05 43,925 -0.60 0.05 - 46,626 -172,450 3,950,200
2,000 -550 70 - 269.00 -10.60 25 260.00 268.70 25 8050.00 - - 0.05 6,575 -0.70 0.05 - 7,859 -42,450 141,725
144,675 -103,925 13,999 - 212.00 -18.90 50 212.75 214.45 50 8100.00 - - 0.05 28,175 -1.10 0.05 - 180,447 335,400 4,721,025
8,475 -7,775 761 - 165.35 -11.85 25 158.10 170.00 3,025 8150.00 - - 0.05 58,550 -1.60 0.05 - 191,525 477,950 982,525
538,475 -393,625 241,433 - 114.70 -17.20 50 114.75 115.00 525 8200.00 - - 0.05 57,250 -3.40 0.05 - 1,321,287 821,625 5,718,650
170,000 1,150 388,582 - 66.60 -18.95 725 66.15 66.55 125 8250.00 - - 0.05 128,950 -7.40 0.05 - 1,203,601 1,132,200 2,427,375
1,851,000 -320,350 2,676,357 - 11.65 -37.10 175 11.65 11.75 150 8300.00 - - 0.05 263,425 -18.10 0.05 - 2,750,065 1,282,300 6,504,350
4,722,375 2,813,900 1,720,182 - 0.05 -23.20 - - 0.05 48,975 8350.00 3,200 27.90 28.00 1,050 -10.90 27.90 - 579,549 -501,875 315,725
6,078,100 1,427,425 1,902,264 - 0.05 -8.15 - - 0.05 22,825 8400.00 50 80.80 81.00 1,200 6.70 81.00 - 513,978 -775,600 1,194,700
1,605,450 469,350 321,599 - 0.05 -2.05 - - 0.05 62,700 8450.00 25 123.10 124.60 25 11.20 125.20 - 10,377 -43,400 42,850
5,569,200 161,075 278,163 - 0.05 -0.85 - - 0.05 223,425 8500.00 50 181.00 181.90 75 17.85 182.00 - 54,527 -292,650 524,525
596,300 -52,375 35,592 - 0.05 -0.60 - - 0.05 4,075 8550.00 25 220.80 225.45 200 11.30 225.00 - 136 -1,325 975
2,777,200 -208,025 64,814 - 0.05 -0.50 - - 0.05 44,900 8600.00 100 272.10 275.40 25 10.30 273.20 - 24,404 -261,800 52,500
147,250 -2,150 3,288 - 0.05 -0.50 - - 0.05 10,100 8650.00 250 319.70 332.55 100 6.95 325.60 - 55 -175 825
3,597,575 342,350 90,447 - 0.05 -0.50 - - 0.05 25,325 8700.00 50 381.00 382.15 25 15.15 381.25 - 7,567 -83,350 57,350
59,600 -2,425 1,135 - 0.05 -0.45 - - 0.05 475 8750.00 200 418.80 432.35 100 23.10 423.10 - 20 -100 700
3,493,275 -148,950 86,242 - 0.05 -0.45 - - 0.05 3,925 8800.00 150 480.15 482.35 25 17.25 481.10 - 5,642 -36,275 69,375
15,825 - 193 - 0.05 -0.35 - - 0.05 25 8850.00 1,000 508.05 540.95 1,000 68.65 561.15 - 14 -275 25
1,363,350 -9,175 16,575 - 0.05 -0.40 - - 0.05 1,225 8900.00 125 580.10 582.55 2,875 19.25 582.65 - 3,015 -51,150 17,800
3,675 1,000 86 - 0.05 -0.45 - - 0.05 975 8950.00 1,000 602.05 649.95 1,000 -79.00 601.00 - 8 -200 -
1,751,350 -73,175 20,824 - 0.05 -0.35 - - 0.05 275 9000.00 25 676.05 683.75 1,000 23.65 689.85 - 10,367 -184,600 32,000
- - - - - - - - 0.10 10,000 9050.00 1,000 516.55 910.30 100 - - - - - -
623,375 900 7,481 - 0.05 -0.35 - - 0.05 4,500 9100.00 2,075 777.40 782.10 25 16.45 780.00 - 3,067 -57,600 11,250
- - - - - - - - 2.85 500 9150.00 1,000 616.55 1,010.30 100 - - - - - -
878,175 1,225 11,884 - 0.05 -0.30 - - 0.05 2,400 9200.00 75 868.10 884.40 50 17.65 881.20 - 2,002 -36,250 2,500
- - - - - - - - - - 9250.00 1,000 712.40 1,114.50 100 - - - - - -
493,775 -2,725 5,962 - 0.10 -0.30 - - 0.05 1,800 9300.00 200 967.40 984.00 25 16.20 985.10 - 784 -17,825 575
- - - - - - - - - - 9350.00 1,000 808.20 1,218.65 100 - - - - - -
695,675 -1,300 6,140 - 0.05 -0.30 - - 0.05 2,975 9400.00 25 1,064.50 1,087.00 50 8.35 1,070.80 - 287 -6,775 1,100
- - - - - - - - - - 9450.00 1,000 908.20 1,318.65 100 - - - - - -
417,125 13,175 4,144 - 0.05 -0.35 - - 0.05 500 9500.00 100 1,173.00 1,177.00 25 13.50 1,177.00 - 7,331 -141,250 20,950
- - - - - - - - - - 9550.00 1,000 1,004.05 1,422.85 100 - - - - - -
75,900 1,775 100 - 0.10 -0.25 - - 0.05 1,000 9600.00 7,200 1,254.05 1,289.75 6,525 20.00 1,300.00 - 40 -125 850
- - - - - - - - - - 9650.00 1,000 1,104.05 1,522.65 100 - - - - - -
34,575 125 52 - 0.05 -0.35 - - 0.05 125 9700.00 500 1,344.55 1,384.00 5,350 12.00 1,375.00 - 131 -2,475 900
- - - - - - - - - - 9750.00 1,000 1,199.90 1,627.00 100 - - - - - -
30,775 -50 77 - 0.05 -0.45 - - 0.05 125 9800.00 7,500 1,450.05 1,489.75 7,725 -18.15 1,485.20 - 5 - -
- - - - - - - - - - 9850.00 1,000 1,295.70 1,731.15 100 - - - - - -
3,350 - - - - - - - 0.05 275 9900.00 7,500 1,550.05 1,589.75 6,250 -16.90 1,619.10 - 12 - -
- - - - - - - - - - 9950.00 1,000 1,395.70 1,831.15 100 - - - - - -
43,450 - 406 - 0.05 -0.05 - - 0.05 2,675 10000.00 800 1,671.00 1,677.60 1,025 12.70 1,675.00 - 5,614 -45,175 78,675
- - - - - - - - - - 10050.00 1,000 1,491.55 1,935.35 100 - - - - - -
- - - - - - - - - - 10100.00 1,000 1,743.05 1,813.25 1,000 - - - - - -
- - - - - - - - - - 10150.00 1,000 1,591.55 2,035.35 100 - - - - - -
- - - - - - - - - - 10200.00 1,000 1,843.05 1,913.25 1,000 - - - - - -
- - - - - - - - - - 10250.00 1,000 1,687.35 2,139.50 100 - - - - - -
- - - - - - - - - - 10300.00 1,000 1,943.05 2,013.25 1,000 - - - - - -
- - - - - - - - - - 10350.00 1,000 1,783.20 2,243.65 100 - - - - - -
- - - - - - - - - - 10400.00 1,000 2,043.05 2,113.25 1,000 - - - - - -
- - - - - - - - - - 10450.00 1,000 1,883.20 2,343.65 100 - - - - - -
1,625 - - - - - - - 1.00 500 10500.00 7,500 2,167.40 2,189.40 275 24.00 2,190.00 - 937 -21,250 225

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



  •  Highlighted options are in-the-money.