Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8368.50  As on Jun 30, 2015 15:30:38 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 1,636.00 2,043.50 100 6450.00 1,000 0.10 1.90 25 - 2.50 - - - 50
69,350 9,400 452 - 1,858.00 63.10 25 1,856.10 1,861.00 100 6500.00 25 0.65 1.00 550 0.05 1.00 34.72 909 20,400 22,900
- - - - - - 1,000 1,544.35 1,948.00 100 6550.00 10,000 0.05 2.40 25 - - - - - -
2,100 - - - 1,610.00 - 1,000 1,719.00 1,800.20 2,000 6600.00 5,000 0.55 1.20 5,000 0.20 1.30 33.83 200 4,925 6,675
- - - - - - 1,000 1,444.35 1,848.00 100 6650.00 20,000 0.05 2.40 25 - - - - - -
10,600 - - - 1,493.00 - 1,000 1,619.00 1,700.20 2,000 6700.00 50 0.75 1.40 5,000 - 1.45 - - - 7,025
- - - - - - 1,000 1,352.65 1,752.00 100 6750.00 10,000 0.15 2.40 25 - - - - - -
2,500 - - - 1,405.00 - 1,000 1,519.00 1,600.20 2,000 6800.00 25 1.10 1.35 5,000 0.10 1.40 30.37 158 50 18,475
- - - - - - 1,000 1,261.00 1,652.00 100 6850.00 10,000 0.15 2.40 25 - - - - - -
2,075 - - - 1,496.00 - 1,000 1,419.00 1,500.20 2,000 6900.00 1,000 1.50 1.65 5,000 -0.20 1.60 28.97 304 2,125 38,375
- - - - - - 1,000 1,161.00 1,555.00 100 6950.00 25 0.20 2.40 25 - - - - - -
535,725 -9,250 1,417 - 1,360.30 61.10 25 1,360.40 1,364.00 25 7000.00 10,025 1.95 2.05 3,900 -0.10 2.05 27.97 13,657 55,100 468,625
350 - - - 1,350.00 - 1,000 1,069.35 1,349.50 100 7050.00 2,000 1.00 2.00 100 - 0.75 - - - 100
616,500 -800 75 - 1,265.00 64.55 25 1,265.00 1,267.80 25 7100.00 2,750 2.15 2.30 50 -0.25 2.20 26.32 6,779 25,800 463,475
- - - - - - 1,000 969.35 1,360.00 100 7150.00 10,000 1.05 - - - - - - - -
146,900 -75 56 - 1,161.70 64.45 25 1,162.00 1,168.55 25 7200.00 275 2.65 2.80 275 -0.75 2.70 25.12 10,482 41,425 447,775
- - - - - - 1,000 877.65 1,264.50 100 7250.00 10,000 1.55 - - - - - - - -
27,000 150 28 - 1,049.00 45.45 25 1,065.30 1,072.15 75 7300.00 3,075 3.55 3.60 500 -1.35 3.65 24.23 25,208 179,475 734,875
- - - - - - 1,000 786.65 1,164.50 100 7350.00 10,000 1.50 - - - - - - - -
15,825 175 20 - 971.75 62.95 50 970.30 977.05 25 7400.00 100 5.35 5.40 25 -1.95 5.45 23.72 32,504 -91,625 603,700
- - - - - - 1,000 686.00 1,069.00 100 7450.00 10,000 2.40 - - - 11.15 - - - 850
447,925 -9,425 739 - 876.00 57.40 50 873.85 877.85 25 7500.00 1,025 8.15 8.30 625 -2.75 8.35 23.36 65,207 -17,900 1,313,050
- - - - - - 1,000 590.15 914.30 100 7550.00 200 9.00 13.95 200 -0.05 14.95 25.06 13 -100 975
67,625 -50 30 - 766.75 41.25 100 779.20 794.00 200 7600.00 25 12.00 12.15 200 -4.00 12.00 22.77 73,310 89,700 1,152,600
- - - - - - 1,000 491.20 873.00 100 7650.00 100 14.05 15.90 100 -3.80 15.50 22.87 98 750 1,100
70,250 -500 228 - 687.00 60.15 800 687.00 689.00 25 7700.00 25 16.75 17.00 1,025 -6.00 16.75 22.07 89,307 44,225 2,224,700
50 - - - 680.00 - 1,000 425.50 736.25 100 7750.00 300 17.55 21.00 1,000 -5.55 21.00 22.06 88 775 4,025
223,025 -3,875 781 - 594.25 53.60 25 593.65 595.95 100 7800.00 100 24.05 24.60 475 -7.85 24.55 21.68 144,167 60,875 3,458,025
- - - - - - 1,000 351.00 883.15 100 7850.00 300 27.05 29.70 250 -8.85 28.65 21.29 592 875 32,900
198,025 -25,825 3,046 - 504.50 52.20 25 501.25 508.05 25 7900.00 25 32.05 34.40 25 -9.90 34.40 21.10 170,453 -97,350 5,728,200
- - - - - - 1,000 263.70 573.30 100 7950.00 25 39.00 40.00 1,025 -11.40 40.20 20.75 1,646 2,775 22,975
957,175 10,350 7,124 - 419.90 48.30 50 419.25 421.00 6,200 8000.00 25 47.15 47.40 500 -13.45 47.40 20.48 286,969 292,850 4,719,050
100 - - - 305.00 - 1,500 358.25 489.50 100 8050.00 50 54.00 57.45 25 -13.40 57.45 20.46 1,958 6,250 35,775
613,350 -79,275 14,035 8.78 339.35 42.60 100 339.05 340.45 50 8100.00 575 64.50 64.60 25 -18.05 64.50 19.82 316,495 164,950 2,568,975
11,850 -350 103 10.95 302.75 40.20 50 291.80 318.50 50 8150.00 300 73.05 75.45 25 -22.75 73.25 19.27 3,419 10,950 48,900
1,156,400 -36,075 67,376 11.40 264.00 37.15 25 264.05 265.65 100 8200.00 125 86.70 87.50 100 -23.95 86.80 19.15 397,452 172,150 3,385,750
48,675 -12,950 2,308 12.00 230.00 34.70 75 225.00 230.00 75 8250.00 200 99.05 100.50 25 -28.90 99.05 18.67 10,192 8,675 105,550
1,949,200 87,500 188,021 12.01 195.00 29.85 500 195.30 195.40 50 8300.00 50 116.70 117.00 250 -30.10 117.00 18.64 268,542 526,900 2,921,850
61,950 525 9,163 12.23 165.00 26.80 75 160.90 165.50 50 8350.00 25 135.75 136.55 25 -33.75 136.25 18.52 6,928 32,600 82,850
3,028,975 166,825 332,190 12.46 138.50 25.00 25 137.90 138.50 1,775 8400.00 125 157.00 157.95 25 -36.30 157.00 18.33 88,717 133,175 1,673,675
101,150 37,125 9,705 12.47 113.40 20.80 25 112.65 113.85 500 8450.00 25 170.00 185.00 25 -39.20 182.35 18.39 201 -750 4,000
3,485,150 384,275 509,770 12.54 92.00 18.25 25 91.95 92.00 350 8500.00 25 206.25 207.50 200 -44.55 205.85 18.02 21,570 54,550 1,062,225
72,150 9,575 4,431 12.60 73.70 15.50 25 73.70 73.75 475 8550.00 25 211.00 329.00 25 - 230.00 - - - 1,025
2,752,375 -5,275 337,402 12.55 57.40 12.90 200 57.10 57.40 975 8600.00 25 268.35 271.25 50 -47.35 270.00 18.42 10,829 16,775 516,550
46,300 10,025 2,891 12.50 43.80 9.70 50 43.00 44.00 125 8650.00 25 280.00 369.00 25 104.00 409.00 30.10 2 50 225
2,612,925 278,600 239,437 12.47 33.00 7.60 25 32.90 33.15 400 8700.00 25 340.55 344.30 25 -57.55 341.30 18.77 2,773 -25,200 332,175
14,325 2,175 376 12.46 24.50 4.90 50 23.35 24.50 625 8750.00 1,000 257.10 622.40 100 - 375.00 - - - 200
1,951,825 103,750 178,753 12.43 17.80 3.90 50 17.60 17.80 1,225 8800.00 50 424.20 427.65 175 -58.75 425.75 20.02 3,515 24,850 362,600
6,725 1,250 381 12.36 12.50 1.70 100 12.15 13.35 250 8850.00 1,000 385.50 734.30 100 - 435.00 - - - 300
1,249,600 153,400 86,997 12.53 9.35 1.80 400 9.20 9.35 125 8900.00 25 513.25 517.00 25 -60.45 513.00 21.16 884 -6,450 150,125
2,925 1,125 584 12.32 6.00 -0.25 200 5.15 7.40 250 8950.00 1,000 486.50 834.40 100 - 520.00 - - - 200
2,200,550 395,475 75,802 12.77 4.95 0.80 2,175 4.75 4.95 2,950 9000.00 25 607.90 611.70 25 -64.10 608.55 23.21 1,269 -8,400 648,950
- - - - - - 200 2.25 5.00 200 9050.00 1,000 527.40 918.20 100 - - - - - -
617,350 2,925 20,988 13.44 3.15 0.35 1,250 3.15 3.50 225 9100.00 25 701.70 707.85 25 -60.25 707.30 25.62 90 50 98,875
- - - - - - 10,000 0.65 14.80 500 9150.00 1,000 627.40 1,018.20 100 - - - - - -
379,625 17,200 12,189 14.11 2.05 0.05 200 2.05 2.10 600 9200.00 50 796.55 806.75 50 -69.30 802.80 27.34 61 900 44,350
9,500 - - - 3.75 - 10,000 0.35 13.10 1,000 9250.00 1,000 723.25 1,122.35 100 - - - - - -
64,225 1,450 1,441 14.52 1.20 -0.10 175 1.20 1.45 1,000 9300.00 100 897.50 904.65 25 -1.35 961.00 39.23 16 50 57,425
- - - - - - 10,000 0.25 7.90 500 9350.00 1,000 819.10 1,226.50 100 - - - - - -
42,050 -225 377 15.98 1.25 0.30 75 0.90 1.30 1,000 9400.00 25 996.05 1,006.05 100 -50.40 1,001.00 31.77 9 - 11,275
- - - - - - 10,000 0.05 2.50 25 9450.00 1,000 919.10 1,326.50 100 - - - - - -
170,025 26,375 3,876 16.20 0.70 -0.05 50,050 0.65 0.70 26,925 9500.00 25 1,096.80 1,100.70 100 -58.75 1,097.65 33.38 943 3,200 442,200
- - - - - - 10,000 0.05 2.40 25 9550.00 1,000 1,014.90 1,430.70 100 - - - - - -
9,075 200 159 17.46 0.70 0.10 200 0.65 0.70 50 9600.00 50 1,194.30 1,202.60 25 -41.15 1,216.40 39.40 20 25 2,575
- - - - - - 20,000 0.05 2.40 25 9650.00 1,000 1,114.90 1,530.70 100 - - - - - -
6,025 -1,825 701 18.55 0.65 - 200 0.60 0.65 1,125 9700.00 200 1,292.10 1,305.15 100 -59.80 1,307.40 39.90 2 -25 11,700
- - - - - - 10,000 0.05 2.40 25 9750.00 1,000 1,210.75 1,634.85 100 - - - - - -
525 200 35 19.59 0.60 0.30 225 0.55 0.80 1,000 9800.00 1,000 1,350.35 1,441.80 6,000 104.50 1,462.50 52.04 6 - 250
- - - - - - 10,000 0.05 2.40 25 9850.00 1,000 1,306.60 1,739.00 100 - - - - - -
19,875 425 387 20.58 0.55 - 675 0.50 0.55 2,725 9900.00 125 1,491.50 1,500.00 300 -67.30 1,492.45 40.85 100 825 242,375
2,025 - - - 0.05 -0.75 25 0.20 1.90 500 9950.00 1,000 1,406.60 1,839.00 100 - - - - - -

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



  •  Highlighted options are in-the-money.