Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8430.00  As on Jul 30, 2015 15:30:52 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
50 - - - - - 1,000 1,825.50 1,971.90 25 6450.00 - - 0.10 5,000 - - - - - 75
3,625 -14,075 758 - 1,918.90 46.35 25 1,908.70 1,918.60 50 6500.00 - - 0.10 4,250 -0.10 0.05 - 77 -225 8,900
- - - - - - 1,000 1,679.00 2,034.00 100 6550.00 - - 0.10 5,000 - - - - - 50
750 -875 42 - 1,815.05 71.20 675 1,815.05 1,839.25 4,000 6600.00 - - 0.05 75 - - - - - 1,300
- - - - - - 1,000 1,567.05 1,879.25 100 6650.00 - - 0.10 5,000 - - - - - -
4,850 -2,375 161 - 1,720.00 47.00 975 1,720.00 1,739.25 4,000 6700.00 - - 0.05 4,700 -0.15 0.05 - 27 25 7,525
- - - - - - 1,000 1,483.70 1,783.50 100 6750.00 - - 0.10 5,000 - - - - - -
100 -975 51 - 1,637.60 87.60 1,000 1,580.35 1,639.25 4,000 6800.00 - - 0.05 5,025 -0.05 0.05 - 34 -175 18,675
25 - 1 - 1,483.50 129.70 25 1,543.50 1,682.05 100 6850.00 - - 0.10 5,000 - - - - - -
1,275 -700 32 - 1,519.30 44.30 1,000 1,480.35 1,517.60 25 6900.00 - - 0.05 5,000 0.05 0.10 - 3 -25 34,925
- - - - - - 1,000 1,273.55 1,587.70 100 6950.00 - - 0.10 5,000 - - - - - -
66,875 -142,950 7,138 - 1,419.00 45.75 500 1,407.25 1,418.60 50 7000.00 - - 0.05 1,125 -0.05 0.05 - 637 -6,300 412,075
25 -325 14 - 1,375.00 25.00 1,000 1,163.00 1,487.70 100 7050.00 - - 0.10 5,000 -0.70 0.05 - 6 25 125
16,775 -42,825 2,396 - 1,319.00 46.15 1,625 1,318.00 1,318.60 50 7100.00 - - 0.05 40,950 - 0.05 - 657 -13,650 413,600
- - - - - - 1,000 1,056.15 1,391.90 100 7150.00 - - 0.25 10,000 - - - - - -
5,300 -5,650 531 - 1,226.45 55.25 25 1,203.60 1,225.95 2,000 7200.00 - - 0.05 1,650 -0.25 0.05 - 1,393 -10,600 324,125
- - - - - - 1,000 964.15 1,296.10 100 7250.00 - - 0.25 10,000 - - - - - -
8,325 -7,150 604 - 1,115.00 37.75 2,000 1,080.40 1,139.20 2,000 7300.00 - - 0.05 5,000 -0.20 0.10 - 2,750 225 289,850
50 50 3 - 945.00 -52.25 100 903.00 1,196.10 100 7350.00 - - 0.10 2,000 - - - - - -
1,700 -1,850 86 - 1,023.50 52.80 2,000 990.05 1,018.60 25 7400.00 - - 0.05 5,000 -0.25 0.05 - 5,149 375 440,075
175 175 8 - 870.00 -37.65 1,000 873.45 1,099.45 100 7450.00 - - 0.10 5,000 -10.90 0.25 - 40 1,000 1,850
3,625 -65,050 3,558 - 919.00 45.30 150 915.00 918.60 50 7500.00 - - 0.05 5,725 -0.30 0.05 - 5,732 -9,125 920,300
- - - - - - 25 801.00 929.00 25 7550.00 - - 0.10 10,000 -2.85 0.10 - 25 -25 950
5,350 -10,250 474 - 818.10 39.35 2,000 806.35 818.60 50 7600.00 - - 0.05 5,000 -0.25 0.05 - 2,687 -2,075 512,550
- - - - - - 25 701.00 829.00 25 7650.00 - - 0.10 5,000 -0.30 0.05 - 33 -25 2,875
2,425 -24,600 1,245 - 718.30 43.80 125 707.05 726.05 125 7700.00 - - 0.05 5,800 -0.30 0.05 - 3,822 -20,425 921,450
- - - - - - 25 601.00 729.00 25 7750.00 - - 2.60 10,000 -0.45 0.05 - 51 -25 8,800
5,750 -18,925 1,166 - 625.00 51.30 25 609.05 625.50 500 7800.00 - - 0.05 12,300 -0.35 0.05 - 18,911 1,825 2,445,325
25 - - - - - 25 547.00 709.00 100 7850.00 - - 0.05 5,000 -0.30 0.10 - 145 - 32,425
4,325 -29,375 1,731 - 515.95 45.10 50 516.00 524.90 300 7900.00 - - 0.05 13,175 -0.35 0.05 - 78,441 -1,750 5,023,450
- - - - - - 500 448.45 612.00 100 7950.00 - - 0.05 5,025 -0.35 0.05 - 251 -400 19,700
27,975 -135,525 9,209 - 414.40 42.25 100 411.00 413.40 125 8000.00 - - 0.05 27,025 -0.35 0.05 - 99,985 -100,175 4,175,800
125 - 1 - 356.15 32.15 25 359.00 374.70 250 8050.00 - - 0.05 1,000 -0.45 0.05 - 747 -6,975 30,350
139,275 -69,075 10,973 - 322.00 45.50 25 321.55 322.00 2,525 8100.00 - - 0.05 107,075 -0.45 0.05 - 82,182 -702,275 2,857,000
3,575 -775 92 - 267.55 46.75 25 269.95 274.00 200 8150.00 - - 0.05 1,900 -0.80 0.05 - 7,948 -46,050 267,800
327,000 -178,400 37,515 - 221.90 42.15 3,500 221.70 221.90 350 8200.00 - - 0.05 55,575 -1.65 0.05 - 164,582 -275,350 4,302,975
16,075 -10,725 1,481 - 172.05 44.15 500 172.40 172.80 2,000 8250.00 - - 0.05 3,975 -3.25 0.05 - 117,470 -173,375 1,072,075
778,050 -776,600 199,841 - 122.25 36.80 5,625 122.00 122.25 6,975 8300.00 - - 0.05 277,425 -8.75 0.05 - 850,147 1,039,900 6,266,675
236,275 -803,375 189,712 - 72.25 24.05 500 72.00 72.25 1,250 8350.00 - - 0.05 116,700 -19.80 0.05 - 951,266 1,047,475 2,671,000
1,750,275 -2,934,050 2,126,786 - 19.10 -3.20 1,200 19.05 19.10 2,100 8400.00 - - 0.05 654,550 -40.80 0.05 - 3,111,587 4,346,775 7,622,425
4,635,525 2,532,375 2,183,970 - 0.05 -8.30 - - 0.05 398,100 8450.00 450 16.20 18.00 500 -59.50 16.20 - 1,171,832 56,825 322,100
7,261,125 1,530,550 1,788,744 - 0.05 -2.70 - - 0.05 355,625 8500.00 4,925 68.30 68.50 9,200 -52.05 68.50 - 575,150 -812,300 740,950
1,464,650 322,500 153,433 - 0.05 -0.85 - - 0.05 58,500 8550.00 100 127.90 128.00 1,625 -39.85 128.00 - 11,088 -10,875 155,175
5,117,250 -126,075 138,748 - 0.05 -0.55 - - 0.05 80,625 8600.00 100 167.00 168.50 50 -48.75 167.10 - 46,411 -286,100 506,600
771,925 -41,275 21,711 - 0.05 -0.40 - - 0.05 23,025 8650.00 125 226.90 229.75 25 -42.95 230.00 - 1,628 -2,025 64,450
3,822,850 -293,900 68,723 - 0.05 -0.35 - - 0.05 252,075 8700.00 650 274.50 274.60 25 -43.60 274.65 - 12,873 -121,225 52,525
530,300 400 13,363 - 0.05 -0.35 - - 0.05 17,125 8750.00 250 311.75 319.00 100 -52.55 317.40 - 28 -325 1,000
2,908,875 -92,675 38,403 - 0.05 -0.35 - - 0.05 87,375 8800.00 675 374.50 374.60 25 -45.85 374.80 - 6,758 -92,375 13,475
234,125 -5,900 4,265 - 0.05 -0.25 - - 0.05 8,000 8850.00 1,000 410.65 436.70 1,000 -77.10 420.00 - 12 -150 200
2,469,275 -15,575 31,997 - 0.05 -0.35 - - 0.05 7,425 8900.00 75 470.00 474.60 25 -41.75 475.00 - 2,257 -38,400 4,450
65,350 -300 925 - 0.05 -0.25 - - 0.10 8,650 8950.00 1,000 509.65 536.70 1,000 -90.55 510.00 - 8 -100 100
1,792,650 -71,600 22,372 - 0.05 -0.30 - - 0.05 8,875 9000.00 2,000 570.00 574.55 50 -44.30 573.20 - 8,937 -153,350 23,650
675 - - - - - - - 0.10 12,000 9050.00 25 571.00 698.95 1,000 - - - - - -
486,575 -7,125 2,182 - 0.10 -0.25 - - 0.05 12,700 9100.00 2,500 668.00 674.60 25 -44.85 674.80 - 3,203 -64,675 4,725
- - - - - - - - 1.80 10,000 9150.00 1,000 536.55 931.65 100 - - - - - -
400,000 -675 2,474 - 0.10 -0.20 - - 0.05 50 9200.00 3,000 766.00 772.90 800 -40.40 773.00 - 2,024 -42,425 7,100
9,550 - 380 - 0.05 -1.95 - - 0.20 50 9250.00 1,000 636.55 1,031.65 100 - - - - - -
76,975 -2,800 1,165 - 0.05 -0.20 - - 0.05 525 9300.00 100 863.55 873.60 300 -53.00 872.00 - 1,763 -42,100 1,450
- - - - - - - - 1.45 10,000 9350.00 1,000 732.35 1,135.85 100 - - - - - -
39,550 775 996 - 0.05 -0.20 - - 0.10 12,500 9400.00 2,000 960.05 985.90 2,000 -42.00 980.00 - 360 -7,375 2,275
1,800 1,800 90 - 0.15 -24.05 - - 0.35 10,000 9450.00 1,000 828.15 1,240.10 100 - - - - - -
171,150 11,050 3,395 - 0.05 -0.20 - - 0.05 12,875 9500.00 100 1,073.00 1,074.60 25 -46.30 1,071.00 - 7,529 -77,075 117,975
- - - - - - - - 0.80 10,000 9550.00 1,000 928.15 1,340.10 100 - - - - - -
1,925 50 31 - 0.10 0.05 - - 0.10 4,400 9600.00 300 1,136.40 1,198.55 500 -40.25 1,180.50 - 56 -1,300 300
- - - - - - - - 0.90 10,000 9650.00 1,000 1,023.95 1,444.30 100 - - - - - -
1,525 -300 53 - 0.05 - - - 0.05 4,800 9700.00 1,000 1,236.35 1,298.50 2,000 -34.70 1,283.00 - 349 -7,775 575
- - - - - - - - 1.00 10,000 9750.00 1,000 1,123.95 1,544.30 100 - - - - - -
500 25 8 - 0.05 - - - 0.05 425 9800.00 1,000 1,336.35 1,398.50 2,000 -36.80 1,391.65 - 9 -125 125
- - - - - - - - 1.00 10,000 9850.00 1,000 1,219.75 1,648.50 100 - - - - - -
8,775 -1,825 111 - 0.05 -0.20 - - 0.05 200 9900.00 500 1,462.90 1,473.10 50 -47.50 1,472.00 - 3,310 -46,050 74,375
2,025 - - - - - - - 0.10 2,000 9950.00 1,000 1,315.55 1,752.70 100 - - - - - -
375 - 8 - 0.05 -0.80 - - 0.10 5,000 10000.00 2,000 1,387.30 1,749.50 100 - - - - - -
- - - - - - - - 0.45 10,000 10050.00 1,000 1,415.55 1,852.70 100 - - - - - -
- - - - - - - - 0.45 10,000 10100.00 2,000 1,487.60 1,849.50 100 - - - - - -
- - - - - - - - 0.45 10,000 10150.00 1,000 1,511.30 1,956.90 100 - - - - - -
Total 35,685,325 43,200,650 Total

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



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