Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8491.00  As on Mar 31, 2015 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
150 - - - 1,700.00 - 1,000 1,475.30 1,799.50 100 6850.00 500 0.25 2.00 100 1.00 1.05 30.23 4 - 100
- - - - - - 50 1,608.20 1,641.70 25 6900.00 500 0.50 2.00 25 - 0.65 - - - 25
- - - - - - 1,000 1,383.85 1,734.40 100 6950.00 500 0.35 - - - - - - - -
113,625 44,125 4,782 - 1,513.60 -35.55 75 1,517.20 1,523.55 25 7000.00 350 1.10 1.20 300 -0.70 1.10 27.71 2,435 -9,900 9,875
134,400 -325 87 - 1,472.00 -18.10 250 1,465.25 1,480.15 250 7050.00 700 1.00 1.45 1,000 -1.00 1.00 26.55 60 300 2,700
1,146,150 -32,075 3,556 - 1,419.95 -26.05 25 1,419.85 1,427.20 75 7100.00 200 1.55 1.60 500 -0.25 1.55 27.01 2,810 -6,100 88,800
- - - - - - 1,000 1,192.40 1,538.70 100 7150.00 475 1.50 2.50 500 0.50 1.50 26.01 621 15,525 15,525
134,400 225 261 - 1,322.95 8.95 25 1,317.40 1,326.30 50 7200.00 500 1.55 1.75 475 0.05 1.75 25.59 1,839 27,250 39,675
- - - - - - 1,000 1,101.10 1,443.00 100 7250.00 500 1.50 - - - - - - - -
14,725 - 2 - 1,210.85 11.85 125 1,199.75 1,243.40 50 7300.00 500 1.70 1.80 900 -0.20 1.80 23.86 670 -1,300 18,025
- - - - - - 1,000 1,001.30 1,343.00 100 7350.00 500 1.50 - - - - - - - -
8,225 25 1 - 1,149.15 31.15 25 1,114.75 1,136.15 75 7400.00 1,000 1.75 1.90 1,000 -0.35 2.00 22.36 2,169 -7,575 85,275
- - - - - - 1,000 909.85 1,247.25 100 7450.00 25,000 1.00 - - - - - - - -
562,775 7,325 6,702 - 1,021.00 -27.30 50 1,021.00 1,023.65 25 7500.00 6,325 2.35 2.45 725 -0.30 2.35 21.00 12,780 -31,575 476,825
- - - - - - 1,000 818.70 1,151.55 100 7550.00 200 1.05 - - - - - - - -
82,575 25 448 - 933.55 -19.50 25 915.45 933.90 25 7600.00 100 3.15 3.40 25 - 3.30 20.13 7,037 11,150 323,600
- - - - - - 1,000 718.70 1,051.55 100 7650.00 200 1.05 - - - - - - - -
18,975 450 44 - 806.95 -35.90 25 822.80 826.75 25 7700.00 3,475 4.50 4.75 975 0.30 4.75 19.32 18,508 16,250 427,525
- - - - - - 1,000 623.00 955.80 100 7750.00 100 5.50 9.25 200 -6.70 5.50 18.79 4 100 100
25,100 - 70 - 734.15 -13.40 125 723.95 740.60 25 7800.00 375 7.00 7.20 25 0.70 7.10 18.62 43,515 -38,625 532,300
- - - - - - 1,000 523.20 855.80 100 7850.00 100 9.00 11.50 100 4.40 12.00 19.56 14 150 250
107,825 1,325 120 - 638.25 -16.75 25 628.90 635.65 25 7900.00 200 10.60 11.25 25 1.50 10.95 18.05 65,850 -26,600 533,125
- - - - - - 1,000 429.05 760.10 100 7950.00 100 12.05 15.00 25 4.50 15.50 18.35 266 -1,175 16,550
1,286,325 1,875 18,720 - 540.00 -22.70 25 537.05 540.30 25 8000.00 100 16.65 16.90 400 2.10 16.95 17.54 153,087 40,675 2,412,325
- - - - - - 2,000 342.15 660.00 100 8050.00 25 20.05 23.90 25 3.80 22.50 17.63 252 -975 12,475
189,550 -10,725 1,762 - 447.15 -23.40 25 446.30 448.80 25 8100.00 475 25.00 25.45 2,975 2.30 25.00 16.86 156,514 -92,525 2,263,675
25 25 25 16.87 440.00 -576.70 2,000 252.45 599.00 100 8150.00 50 28.50 33.00 25 6.00 33.00 17.00 762 5,675 33,025
652,075 1,525 8,948 9.27 363.00 -18.90 50 363.00 363.35 25 8200.00 50 37.10 38.05 250 2.50 36.55 16.16 226,814 -7,500 2,501,550
750 175 25 13.87 340.00 10.05 125 313.55 511.10 75 8250.00 50 44.15 48.40 200 3.20 45.00 15.94 2,572 8,525 51,700
505,250 43,675 14,546 10.89 281.00 -21.45 25 278.90 282.75 25 8300.00 425 55.55 56.65 200 5.45 56.50 15.92 316,598 529,400 3,109,575
5,225 -2,225 393 12.03 249.00 -15.00 100 236.05 248.95 75 8350.00 50 66.20 68.95 25 5.75 67.30 15.56 5,626 -1,800 71,275
1,144,700 -26,625 67,836 11.38 207.40 -19.80 1,475 207.10 208.75 25 8400.00 25 81.55 81.70 1,125 6.90 81.60 15.38 423,447 -130,350 2,981,275
41,625 -325 2,417 11.55 175.10 -18.40 100 174.50 177.20 50 8450.00 300 95.15 97.95 425 7.30 96.05 14.98 11,204 675 124,475
2,744,425 22,975 255,335 11.79 146.90 -15.10 1,000 145.05 146.65 25 8500.00 450 117.00 117.85 75 10.15 117.00 15.01 446,284 186,725 2,831,075
102,125 6,550 14,412 11.69 119.00 -14.00 300 117.25 119.90 200 8550.00 300 136.05 142.00 175 8.70 136.05 14.58 7,454 32,750 57,675
2,649,550 -138,725 460,960 11.64 95.00 -12.55 850 94.00 95.00 75 8600.00 25 163.15 164.55 25 11.75 163.00 14.68 155,781 170,450 1,642,850
113,000 8,325 9,555 11.65 75.00 -11.25 200 74.00 76.95 300 8650.00 50 181.85 199.55 200 3.45 181.95 13.65 1,130 -3,950 64,025
2,566,175 141,725 501,783 11.47 56.55 -10.25 425 56.50 57.30 100 8700.00 50 220.15 224.55 25 14.35 219.95 14.35 41,374 -25,125 1,079,900
78,100 20,350 6,344 11.11 40.05 -11.55 275 40.00 43.50 200 8750.00 50 250.35 268.60 25 24.00 263.30 15.44 518 -4,800 37,525
2,715,800 483,925 380,330 11.42 31.50 -6.85 2,925 31.50 31.80 475 8800.00 25 292.75 296.10 25 16.80 290.20 14.34 19,320 -60,975 977,775
46,375 6,525 4,585 11.41 22.90 -6.50 25 22.85 22.90 50 8850.00 200 325.70 488.40 100 9.00 333.00 14.94 147 -2,350 5,175
1,364,900 77,175 215,145 11.45 16.50 -5.05 250 16.15 16.65 25 8900.00 1,000 375.00 378.90 25 20.80 377.60 15.64 7,893 64,400 464,875
27,425 7,725 981 11.08 10.15 -5.50 50 10.10 12.10 50 8950.00 225 405.40 466.80 100 -9.00 419.00 15.68 16 50 2,950
2,950,600 109,875 190,192 11.47 8.00 -3.35 4,975 7.90 8.00 25 9000.00 50 465.05 467.90 25 24.25 466.00 16.49 15,768 12,900 1,053,850
7,650 675 376 11.41 5.25 -2.95 100 5.00 7.45 75 9050.00 1,000 443.80 542.60 125 -18.85 466.15 - 103 -275 1,000
1,055,950 52,050 62,113 11.73 4.05 -1.70 75 4.05 4.45 50 9100.00 150 559.55 562.00 25 29.20 565.85 18.99 3,980 875 416,600
1,225 - 9 12.27 3.50 -1.70 50 3.00 4.00 100 9150.00 25 576.95 656.15 25 - - - - - -
1,083,450 2,300 23,287 12.09 2.10 -1.30 1,875 2.10 2.60 1,000 9200.00 200 656.35 658.40 50 27.70 657.45 19.67 1,777 1,400 137,975
25 - - - 45.00 - 100 1.45 4.00 200 9250.00 25 671.05 775.50 25 - - - - - -
848,750 -2,875 19,627 13.31 1.80 -0.70 175 1.80 1.95 200 9300.00 175 754.50 756.60 25 28.75 755.90 21.59 402 -100 90,225
- - - - - - 5,000 0.55 4.00 200 9350.00 25 768.05 858.05 25 - - - - - -
684,425 11,100 9,420 14.65 1.70 -0.60 2,000 1.55 1.80 475 9400.00 75 853.75 855.70 25 27.65 860.00 24.81 383 -675 135,425
- - - - - - 500 0.50 - - 9450.00 25 865.05 961.45 25 - - - - - -
799,350 -6,400 18,229 16.07 1.70 -0.15 2,150 1.50 1.70 6,900 9500.00 250 952.45 957.60 50 27.70 957.00 26.29 6,086 -6,900 840,150
- - - - - - 500 0.50 - - 9550.00 25 962.05 1,064.45 25 - - - - - -
226,900 -275 4,683 17.25 1.55 -0.20 1,000 1.45 1.55 900 9600.00 75 1,049.45 1,070.95 25 6.85 1,056.85 28.40 1 - 3,700
- - - - - - 500 0.50 - - 9650.00 1,000 875.70 1,294.80 100 - - - - - -
63,675 100 291 18.19 1.30 -0.10 1,375 1.30 1.40 1,925 9700.00 75 1,150.25 1,170.65 25 -32.10 1,166.90 33.01 10 - 10,175
- - - - - - 500 0.50 - - 9750.00 1,000 975.70 1,394.80 100 - - - - - -
25,775 -75 85 19.30 1.20 - 625 1.10 1.30 150 9800.00 125 1,225.30 1,279.05 125 -25.85 1,224.15 - 4 - 750
- - - - - - 500 0.40 - - 9850.00 1,000 1,071.45 1,499.05 100 - - - - - -
19,925 - 106 20.66 1.25 -0.05 1,000 1.05 1.40 500 9900.00 1,000 1,307.05 1,387.85 1,000 - - - - - -
- - - - - - 500 0.30 - - 9950.00 1,000 1,167.15 1,603.35 100 - - - - - -
296,425 49,800 11,712 21.80 1.20 -0.05 400 1.15 1.20 475 10000.00 800 1,457.00 1,459.10 25 31.35 1,459.00 37.27 7,158 -52,825 584,850
- - - - - - 500 0.20 - - 10050.00 1,000 1,267.15 1,703.35 100 - - - - - -
11,975 5,600 642 23.02 1.20 0.60 50 1.00 1.20 100 10100.00 1,000 1,486.70 1,597.65 1,000 - - - - - -
- - - - - - 7,500 0.10 - - 10150.00 1,000 1,362.85 1,807.65 100 - - - - - -
3,250 - - - 2.50 - 5,000 0.25 - - 10200.00 1,000 1,586.00 1,696.45 1,000 - - - - - -
- - - - - - 7,500 0.10 - - 10250.00 1,000 1,462.85 1,907.65 100 - - - - - -
550 - - - 1.85 - 7,500 0.10 - - 10300.00 1,000 1,686.00 1,796.45 1,000 - - - - - -
- - - - - - 7,500 0.10 - - 10350.00 1,000 1,558.60 2,011.90 100 - - - - - -
- - - - - - 7,500 0.10 - - 10400.00 1,000 1,786.00 1,896.45 1,000 - - - - - -
- - - - - - 7,500 0.10 - - 10450.00 1,000 1,654.30 2,116.70 100 - - - - - -
725 175 156 26.86 0.90 0.65 300 0.45 0.90 775 10500.00 800 1,957.00 1,986.45 1,000 27.50 1,956.85 46.40 786 4,050 56,650

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



  •  Highlighted options are in-the-money.