Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7767.85  As on Jul 22, 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
16,800 - - - 2,488.75 - 1,000 2,332.50 2,857.45 100 5150.00 - - 0.20 2,650 -0.05 0.20 84.14 419 - 4,550
133,200 -800 146 - 2,531.80 58.95 100 2,551.00 2,566.50 250 5200.00 4,000 0.15 0.30 50 -0.10 0.20 82.30 107 1,050 23,850
- - - - - - 1,000 2,232.50 2,758.50 100 5250.00 - - - - -0.15 0.15 78.66 301 - -
55,600 -5,100 102 - 2,460.00 77.75 50 2,407.25 2,484.70 200 5300.00 7,000 0.05 0.15 1,150 -0.05 0.15 76.88 1,945 -3,050 12,400
- - - - - - 1,000 2,132.50 2,659.45 100 5350.00 - - - - - 0.45 - - - 200
10,900 -200 5 - 2,340.65 149.40 750 2,303.45 2,403.50 750 5400.00 100 0.15 0.20 2,050 0.05 0.20 75.09 626 -200 4,250
- - - - - - 1,000 2,032.50 2,359.50 100 5450.00 - - 0.30 200 - 0.30 - - - 200
348,600 -350 7 - 2,214.95 46.70 50 2,245.55 2,258.75 100 5500.00 2,000 0.10 0.20 1,700 -0.10 0.10 67.78 669 100 43,550
- - - - - - 1,000 1,932.50 2,461.40 100 5550.00 - - - - - - - - - -
12,250 -100 2 - 2,133.45 103.10 100 2,125.15 2,178.15 100 5600.00 4,000 0.05 0.20 50 -0.15 0.15 66.54 1,633 -50 9,000
- - - - - - 1,000 1,832.50 2,362.35 100 5650.00 - - - - - - - - - -
11,800 - - - 1,989.35 - 100 2,045.85 2,061.25 50 5700.00 4,000 0.05 0.20 1,000 -0.15 0.10 61.23 300 - 9,900
- - - - - - 1,000 1,739.50 2,059.50 100 5750.00 - - 0.50 300 - 0.50 - - - 300
24,650 - 1 - 1,919.00 31.50 50 1,930.65 1,961.00 100 5800.00 1,500 0.10 0.20 2,000 - 0.15 59.91 1,670 - 15,850
- - - - - - 1,000 1,647.50 1,959.50 100 5850.00 - - 0.75 100 - 0.75 - - - 100
14,300 100 8 - 1,855.00 147.35 750 1,813.35 1,899.95 750 5900.00 3,900 0.05 0.20 650 -0.15 0.05 52.15 2 100 10,500
- - - - - - 1,000 1,548.50 1,917.50 100 5950.00 - - - - - - - - - -
371,350 -5,650 146 - 1,757.75 83.20 50 1,758.90 1,766.00 50 6000.00 400 0.25 0.30 1,650 -0.10 0.30 56.73 1,644 -9,450 312,650
- - - - - - 1,000 1,454.50 1,767.50 100 6050.00 2,000 0.10 0.30 1,600 - 0.80 - - - 1,600
51,200 -150 47 - 1,624.00 100.50 200 1,653.10 1,660.80 50 6100.00 1,000 0.15 0.20 1,200 - 0.20 51.54 4,332 -300 65,900
- - - - - - 1,000 1,362.50 1,667.50 100 6150.00 2,000 0.10 0.30 200 - 0.80 - - - 23,750
18,850 -150 6 - 1,542.20 59.95 1,000 1,513.50 1,563.30 50 6200.00 900 0.20 0.25 600 - 0.25 49.31 3,030 -150 62,700
- - - - - - 1,000 1,262.50 1,768.25 100 6250.00 2,000 0.10 - - - 10.00 - - - 300
32,400 -350 32 - 1,452.25 82.50 50 1,454.80 1,460.65 50 6300.00 2,550 0.15 0.20 50 -0.05 0.20 45.22 20,798 -400 39,450
- - - - - - 1,000 1,169.50 1,475.00 100 6350.00 2,000 0.10 - - - 0.15 - - - 150
91,200 -1,450 50 - 1,351.00 76.50 50 1,356.85 1,361.45 100 6400.00 550 0.25 0.35 850 -0.15 0.30 43.68 147 -900 72,500
- - - - - - 1,000 1,077.50 1,570.20 100 6450.00 2,000 0.10 - - - - - - - -
216,300 350 57 - 1,258.00 80.95 50 1,258.25 1,264.40 50 6500.00 800 0.60 0.70 1,050 -0.05 0.60 43.39 211 -5,700 218,100
- - - - - - 1,000 977.50 1,471.25 100 6550.00 2,000 0.10 - - - 0.15 - - - 1,000
109,950 -1,700 90 - 1,154.00 83.65 200 1,156.65 1,160.10 50 6600.00 3,600 0.75 0.80 1,200 0.15 0.75 41.04 1,028 150 164,950
550 - - - 1,005.00 - 1,000 884.50 1,150.00 50 6650.00 2,000 0.10 - - - - - - - -
269,600 3,150 163 - 1,059.30 82.45 50 1,058.50 1,061.60 100 6700.00 3,800 0.85 1.00 500 0.15 0.85 38.21 1,148 4,050 565,250
- - - - - - 1,000 788.50 1,273.20 100 6750.00 2,500 0.25 - - - - - - - -
98,650 -2,650 91 - 959.50 80.25 150 960.25 966.10 50 6800.00 2,650 1.20 1.25 1,750 -0.05 1.25 36.47 1,846 -41,850 311,150
- - - - - - 500 750.50 1,174.15 100 6850.00 2,500 0.35 - - - - - - - -
42,150 50 34 - 863.65 88.20 250 860.30 868.85 50 6900.00 3,000 1.30 1.40 250 0.05 1.40 33.46 2,607 -4,400 582,900
450 - - - 713.00 - 200 760.50 1,075.20 100 6950.00 100 1.10 - - 0.45 1.10 30.74 3 -100 6,000
828,150 -24,350 1,120 - 766.70 87.55 50 764.45 766.00 100 7000.00 1,100 1.85 1.90 50 - 1.85 31.10 17,988 -156,300 3,135,900
100 - - - 620.25 - 200 640.50 790.65 2,000 7050.00 3,000 1.65 2.05 50 -0.25 1.65 28.83 220 -1,000 19,450
53,150 -1,200 93 - 665.00 81.70 200 663.15 669.70 50 7100.00 9,000 2.10 2.15 2,950 0.05 2.15 28.09 27,283 -154,550 1,757,600
100 - - - 351.05 - 500 530.50 713.80 2,000 7150.00 1,000 2.15 2.70 5,100 0.15 2.40 26.69 300 -1,850 49,250
133,500 -11,500 627 - 567.00 85.00 350 564.35 568.90 100 7200.00 13,200 2.30 2.35 2,100 -0.25 2.35 24.74 42,720 -296,150 3,730,850
950 - 2 - 467.70 157.80 100 430.05 598.45 2,000 7250.00 100 2.50 3.80 1,950 0.70 3.80 24.78 916 -8,500 92,350
332,600 -9,250 583 - 469.10 81.00 50 468.10 471.35 50 7300.00 50 2.55 2.80 3,950 -1.10 2.80 21.61 94,615 -855,600 4,145,050
2,500 -300 13 - 395.00 45.85 50 320.00 502.75 100 7350.00 250 3.15 3.25 3,000 -2.20 3.15 20.10 7,641 -109,400 224,250
768,350 -64,950 4,104 - 371.20 80.80 50 369.50 371.35 100 7400.00 450 3.65 3.80 250 -4.00 3.70 18.68 139,190 -203,750 5,143,650
34,100 -5,650 291 - 316.50 75.50 100 307.05 410.50 100 7450.00 500 4.80 5.00 9,550 -5.85 4.85 17.59 24,087 -194,450 428,550
1,789,500 -386,550 27,835 - 274.30 75.00 450 274.50 275.00 100 7500.00 2,000 6.60 6.70 250 -9.50 6.70 16.63 268,554 -148,100 6,687,400
96,350 -9,950 1,110 - 225.00 68.30 400 225.00 227.00 50 7550.00 150 8.35 8.65 3,000 -14.65 8.70 15.34 49,783 587,150 1,132,900
2,925,850 -654,350 101,151 - 180.75 61.70 200 180.55 180.75 50 7600.00 1,450 13.20 13.45 1,950 -21.50 13.20 14.66 439,840 500,000 5,990,300
245,250 -17,650 8,146 5.62 137.25 51.95 250 136.85 140.00 300 7650.00 50 19.30 20.00 50 -30.35 20.00 13.98 57,699 446,850 776,500
5,057,300 -115,050 475,152 8.55 98.50 40.50 1,700 98.50 98.90 15,600 7700.00 1,450 30.65 30.90 5,950 -41.25 30.90 13.50 557,214 3,214,700 6,081,350
1,288,050 259,400 60,787 9.56 67.20 30.95 100 66.85 67.40 50 7750.00 1,100 46.50 48.00 4,100 -52.55 47.00 13.14 32,365 343,100 487,350
4,606,550 -526,200 571,616 9.71 41.10 18.80 1,000 41.10 41.70 2,450 7800.00 450 69.60 70.70 50 -63.45 69.65 12.93 149,058 968,350 1,775,250
856,150 203,900 43,682 9.80 22.90 11.15 50 22.95 23.50 600 7850.00 50 98.90 101.95 50 -76.95 100.90 13.24 1,725 57,250 72,100
4,896,150 1,038,250 284,328 10.08 12.20 5.30 10,400 12.10 12.20 21,650 7900.00 50 137.10 138.00 150 -81.40 138.00 13.70 12,362 79,650 270,500
420,400 166,950 19,402 10.20 5.80 1.60 100 5.15 5.80 50 7950.00 50 150.05 193.00 50 -78.95 183.05 15.36 39 -50 850
8,315,800 11,650 146,423 10.79 3.15 0.55 2,600 3.15 3.35 900 8000.00 50 226.10 228.45 50 -86.15 226.30 15.84 4,839 -20,850 503,450
74,750 2,600 1,144 11.16 1.55 -0.05 1,500 1.55 1.90 250 8050.00 100 240.05 499.50 100 -181.80 315.00 29.99 1 - 9,700
2,064,650 -50,600 18,140 12.43 1.25 0.05 1,500 1.25 1.30 300 8100.00 50 321.15 329.35 50 -80.80 330.10 22.22 110 -550 23,800
28,050 -50 47 13.06 0.75 -0.05 450 0.45 1.10 50 8150.00 100 350.05 412.70 100 - 476.00 - - - 450
1,509,800 -83,200 4,287 14.81 0.85 -0.10 600 0.75 0.85 1,100 8200.00 50 420.75 426.65 50 -73.60 429.20 26.58 109 -1,750 57,150
22,400 - - - 0.45 - 1,000 0.30 1.55 500 8250.00 50 450.00 706.50 100 - - - - - -
699,300 -13,250 2,106 17.17 0.65 -0.15 50 0.70 0.75 1,350 8300.00 50 515.35 562.25 750 -48.25 535.60 33.85 2 - 950
13,850 -250 5 15.85 0.15 -0.85 10,000 0.15 2.85 1,000 8350.00 50 560.00 813.00 100 - - - - - -
953,400 -37,500 2,352 19.35 0.50 -0.15 2,650 0.45 0.55 2,000 8400.00 50 590.00 657.25 750 - 683.05 - - - 150
7,900 - 445 20.17 0.40 0.10 50 0.15 - - 8450.00 50 655.00 912.50 100 - 810.50 - - - 50
1,489,500 -43,300 2,163 22.23 0.55 -0.05 14,850 0.50 0.55 34,600 8500.00 50 722.00 724.85 50 -83.65 724.60 36.89 635 -22,550 413,750
- - 44 21.19 0.20 -0.50 10,000 0.05 - - 8550.00 1,000 652.50 1,019.50 100 - - - - - -
61,850 -4,500 94 23.28 0.30 -0.20 7,450 0.30 0.35 400 8600.00 750 777.40 857.05 750 - - - - - -
50 - - - 0.05 - 10,000 0.05 - - 8650.00 1,000 752.50 1,119.50 100 - - - - - -
141,400 - 12 25.69 0.30 -0.10 400 0.30 0.40 1,000 8700.00 750 877.40 957.10 750 - - - - - -
- - - - - - 10,000 0.05 - - 8750.00 1,000 848.50 1,224.50 100 - - - - - -
65,650 -900 18 27.00 0.20 -0.25 100 0.20 0.40 1,300 8800.00 750 967.30 1,057.10 750 - 1,089.85 - - - 150
- - - - - - - - - - 8850.00 1,000 944.50 1,328.50 100 - - - - - -
104,350 - - - 0.60 - 10,000 0.20 0.35 1,050 8900.00 750 1,067.30 1,157.05 750 - 1,291.00 - - - 500
- - - - - - - - - - 8950.00 1,000 1,044.50 1,428.50 100 - - - - - -
127,550 -1,550 107 32.09 0.25 -0.05 1,050 0.20 0.25 2,900 9000.00 150 1,220.00 1,223.80 50 -82.50 1,222.00 53.42 75 -2,150 138,900
2,000 - - - 0.05 - 50 0.15 - - 9050.00 1,000 1,140.50 1,532.50 100 - - - - - -
12,250 - - - 0.75 - - - 0.90 4,000 9100.00 1,000 1,190.50 1,582.50 100 - - - - - -
2,150 - - - 0.25 - 50 0.05 - - 9150.00 1,000 1,236.50 1,636.50 100 - - - - - -
3,200 - - - 0.30 - 50 0.20 - - 9200.00 1,000 1,170.05 1,812.95 100 - - - - - -
500 - - - 0.30 - 50 0.15 - - 9250.00 1,000 1,220.35 1,862.45 100 - - - - - -
- - - - - - - - - - 9300.00 1,000 1,270.65 1,912.05 100 - - - - - -

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



  •  Highlighted options are in-the-money.