Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8491.00  As on Nov 26, 2014 14:09:35 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
31,675 -4,425 394 307.07 2,255.35 40.65 25 2,244.60 2,248.30 25 6250.00 - - - - - - - - - -
538,750 -48,375 6,030 275.02 2,200.00 38.90 5,000 2,198.10 2,200.00 175 6300.00 200 0.15 0.45 500 0.85 0.95 213.64 37 650 1,975
50 - - - - - 2,000 1,845.50 2,254.10 2,000 6350.00 - - - - -0.20 0.20 - 160 - 25
57,225 -275 1,091 292.60 2,107.00 37.60 350 2,096.20 2,100.35 25 6400.00 425 0.10 0.30 1,100 -0.55 0.10 166.54 155 -475 2,250
50 - - - - - 2,000 1,753.95 2,168.65 2,000 6450.00 - - - - - - - - - -
161,225 -24,400 3,892 256.45 2,001.40 35.25 500 1,982.75 2,000.35 25 6500.00 3,000 0.15 0.45 3,000 0.25 0.50 181.19 299 2,975 15,850
- - - - - - 2,000 1,653.95 2,068.65 2,000 6550.00 - - - - - - - - - -
19,250 -3,150 626 - 1,901.00 38.00 50 1,901.00 1,903.00 25 6600.00 925 0.15 0.20 50 -0.20 0.20 - 174 -75 13,650
- - - - - - 2,000 1,562.40 1,962.60 2,000 6650.00 - - - - - - - - - -
25,600 750 371 - 1,801.00 41.20 25 1,800.00 1,828.95 975 6700.00 100 0.30 0.45 1,800 0.15 0.45 160.65 111 -175 2,725
- - - - - - 2,000 1,462.40 1,862.60 2,000 6750.00 - - - - - - - - - -
24,225 -2,500 418 216.77 1,701.00 42.55 475 1,693.25 1,701.00 2,375 6800.00 400 0.20 0.50 500 -0.35 0.20 - 105 550 11,525
75 - - - - - 2,000 1,370.85 1,766.80 25 6850.00 - - - - - - - - - -
13,150 -4,075 430 - 1,602.95 43.50 25 1,592.60 1,601.15 50 6900.00 100 0.35 0.50 1,900 - 0.45 142.32 50 -250 15,175
- - - - - - 2,000 1,279.30 1,676.05 2,000 6950.00 - - - - - - - - - -
96,225 -16,900 1,091 178.62 1,500.95 38.80 50 1,495.45 1,497.60 125 7000.00 2,200 0.30 0.40 9,775 -0.10 0.40 131.79 457 -5,375 187,100
50 - - - - - 2,000 1,179.30 1,448.85 50 7050.00 550 0.15 - - - - - - - -
6,950 -1,300 112 215.98 1,414.05 62.45 500 1,379.70 1,404.95 450 7100.00 25 0.30 0.45 125 -0.25 0.45 124.36 97 1,200 25,075
125 - - - - - 25 1,101.00 1,348.85 50 7150.00 550 0.15 - - - - - - - -
15,625 -53,250 2,135 - 1,269.65 13.10 2,900 1,292.20 1,305.05 3,200 7200.00 1,000 0.40 0.50 3,775 -0.15 0.50 - 1,489 -1,500 146,500
7,900 - - - - - 2,000 987.75 1,384.55 2,000 7250.00 100 0.15 - - - - - - - 1,000
9,025 -5,725 259 161.93 1,202.85 42.15 2,450 1,190.65 1,200.35 125 7300.00 950 0.40 0.45 1,000 -0.15 0.45 106.72 2,459 -33,450 359,725
- - - - - - 2,000 896.20 1,288.80 2,000 7350.00 100 0.15 - - - - - - - -
45,275 -8,525 346 140.78 1,100.00 59.30 1,700 1,092.65 1,098.55 25 7400.00 7,275 0.50 0.55 5,400 -0.10 0.55 - 2,509 -11,200 796,550
- - - - - - 2,000 804.80 1,134.85 2,000 7450.00 - - - - -0.15 0.20 86.56 1 -25 900
85,550 -39,475 1,787 123.66 999.00 37.70 100 995.00 999.35 25 7500.00 4,475 0.50 0.55 10,125 -0.15 0.55 - 3,901 -5,450 1,509,525
- - - - - - 25 730.00 1,034.85 2,000 7550.00 1,000 0.25 0.80 250 - - - - - 9,425
113,425 -65,950 3,366 117.47 900.00 41.70 500 898.00 898.90 100 7600.00 5,850 0.50 0.55 3,775 -0.20 0.50 - 3,986 -14,275 1,154,125
- - - - - - 250 833.95 860.40 250 7650.00 1,000 0.30 0.65 250 - - - - - 109,600
78,550 -34,000 1,834 - 796.00 37.00 250 795.35 799.80 250 7700.00 2,450 0.55 0.60 32,800 -0.25 0.55 72.95 7,958 -34,050 1,576,500
- - - - - - 250 736.15 760.30 250 7750.00 50 0.30 0.70 250 -0.15 0.50 68.63 1 - 11,575
128,500 -63,500 3,090 - 700.00 39.65 7,700 696.15 699.40 425 7800.00 2,100 0.60 0.65 11,000 -0.30 0.60 65.66 11,490 -31,675 1,904,625
325 - 2 - 596.20 -42.50 9,975 641.45 648.85 50 7850.00 675 0.35 0.55 325 -0.50 0.50 59.99 158 -3,225 64,625
293,825 -2,675 2,763 86.94 602.00 35.15 150 600.00 601.35 25 7900.00 20,625 0.65 0.70 33,400 -0.20 0.70 - 11,055 -54,425 1,305,650
1,250 -25 1 - 500.00 -10.00 250 542.20 548.85 50 7950.00 500 0.60 0.70 1,925 -0.30 0.70 53.46 273 -550 109,675
852,575 -154,775 9,492 - 497.50 37.10 25 497.20 498.85 25 8000.00 11,825 0.70 0.75 32,525 -0.20 0.75 48.53 40,888 -205,250 4,528,575
8,250 -575 35 72.99 454.70 45.85 9,975 443.70 448.00 525 8050.00 500 0.45 0.55 500 -0.55 0.50 42.65 1,786 21,650 184,375
587,525 2,450 4,652 57.47 398.00 37.10 10,075 397.25 398.35 100 8100.00 28,500 0.75 0.80 20,200 -0.40 0.75 39.97 32,431 -96,075 3,875,825
23,500 -375 31 - 352.00 45.25 125 346.95 353.45 9,975 8150.00 2,000 0.70 0.75 625 -0.55 0.75 - 3,078 -11,650 357,750
773,875 -27,850 7,121 - 298.10 37.15 250 298.05 298.70 100 8200.00 26,550 0.90 0.95 32,225 -0.80 0.90 31.96 138,259 -179,775 3,939,500
14,675 -12,175 618 44.42 253.10 36.85 25 248.00 249.80 2,375 8250.00 75 1.00 1.05 525 -1.10 1.05 27.63 47,484 -183,500 839,875
982,275 -37,100 42,582 35.75 199.15 31.60 125 199.10 200.00 25 8300.00 9,600 1.25 1.30 150 -1.95 1.30 - 338,287 -73,325 6,056,900
153,425 -10,000 9,621 - 150.50 30.15 25 149.10 151.40 25 8350.00 3,050 2.00 2.05 8,175 -2.90 2.05 19.94 319,433 354,475 1,799,875
2,646,275 -200,925 375,347 - 102.55 27.60 25 102.55 102.80 225 8400.00 5,425 4.10 4.20 8,825 -7.00 4.20 - 1,270,072 1,518,200 7,292,050
1,712,300 247,875 342,254 18.51 56.70 18.60 175 56.70 56.90 50 8450.00 325 8.25 8.30 300 -14.50 8.25 13.23 668,622 1,406,800 3,255,150
6,115,925 128,625 1,467,236 - 25.85 9.05 1,525 25.75 25.90 750 8500.00 775 23.35 23.50 25 -24.50 23.40 - 721,361 1,141,425 3,637,200
3,364,475 201,125 544,205 15.32 7.25 1.70 250 7.20 7.30 825 8550.00 375 51.65 51.90 1,000 -32.15 51.80 - 33,254 -57,100 242,500
5,206,525 -304,375 364,857 - 2.40 -0.30 2,950 2.35 2.45 1,850 8600.00 1,950 95.95 96.35 550 -35.75 95.95 - 52,496 109,750 370,525
933,700 -129,825 26,871 17.60 0.65 -0.30 107,650 0.65 0.70 26,625 8650.00 250 140.45 144.35 250 -38.75 136.95 - 105 -375 975
1,428,975 -22,125 26,207 - 0.50 -0.30 102,025 0.50 0.55 27,050 8700.00 3,325 191.10 193.35 1,875 -35.90 192.65 - 2,195 525 28,175
59,350 13,225 643 25.05 0.45 -0.05 250 0.25 0.70 5,000 8750.00 1,000 150.00 269.95 250 - - - - - -
704,725 -1,025 10,446 29.16 0.45 -0.15 2,825 0.45 0.50 45,100 8800.00 350 289.20 294.65 100 -44.30 290.00 - 161 -775 4,425
- - - - - - - - 1.80 46,000 8850.00 1,000 220.00 547.60 500 - - - - - 4,850
142,325 -15,350 1,261 37.12 0.45 -0.05 5,700 0.30 0.45 9,950 8900.00 6,525 370.30 408.25 2,000 -26.15 407.95 43.21 5 -25 2,050
- - - - - - - - 3.05 1,000 8950.00 1,000 322.00 649.90 50 - - - - - -
468,275 -12,575 1,602 41.03 0.20 -0.20 25,125 0.20 0.30 6,550 9000.00 250 493.40 493.45 100 -34.25 493.00 - 3,455 -40,175 236,650
- - - - - - - - - - 9050.00 2,000 406.00 795.40 2,000 - - - - - -
- - - - - - - - 0.90 1,000 9100.00 1,000 556.50 626.25 1,000 - - - - - -
- - - - - - - - - - 9150.00 2,000 501.80 899.60 2,000 - - - - - -
50 - - - - - - - 1.45 1,000 9200.00 1,000 656.50 726.25 1,000 - - - - - -
- - - - - - - - - - 9250.00 2,000 601.80 999.60 2,000 - - - - - -
- - - - - - - - - - 9300.00 1,000 756.50 826.25 1,000 - - - - - -
- - - - - - - - - - 9350.00 2,000 697.55 1,103.80 2,000 - - - - - 50
- - - - - - - - - - 9400.00 1,000 856.50 926.25 1,000 - - - - - -
- - - - - - - - - - 9450.00 2,000 797.55 1,203.80 2,000 - - - - - -
25,300 375 150 - 0.40 0.05 800 0.10 0.40 200 9500.00 25 985.65 993.30 25 -46.05 986.00 - 2,635 -55,750 190,375
- - - - - - - - - - 9550.00 2,000 893.35 1,308.05 2,000 - - - - - -
- - - - - - - - - - 9600.00 3,000 990.10 1,249.90 3,000 - - - - - -
- - - - - - - - - - 9650.00 2,000 989.10 1,412.25 2,000 - - - - - -
- - - - - - - - - - 9700.00 2,000 1,039.10 1,462.25 2,000 - - - - - -
- - - - - - - - - - 9750.00 2,000 1,089.10 1,512.25 2,000 - - - - - -
- - - - - - - - - - 9800.00 2,000 1,139.10 1,562.25 2,000 - - - - - -
- - - - - - - - - - 9850.00 2,000 1,184.90 1,616.50 2,000 - - - - - -
- - - - - - - - - - 9900.00 2,000 1,234.90 1,666.50 2,000 - - - - - -
- - - - - - - - - - 9950.00 2,000 1,284.90 1,716.50 2,000 - - - - - -
- - - - - - - - - - 10000.00 2,000 1,330.65 1,770.70 2,000 - - - - - -
- - - - - - - - - - 10050.00 2,000 1,380.65 1,820.70 2,000 - - - - - -

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



  •  Highlighted options are in-the-money.