Option Chain (Equity Derivatives)

Underlying Index: NIFTY 6779.40  As on Apr 17, 2014 15:30:35 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
166,400 -3,750 108 131.33 2,289.00 104.05 250 2,285.05 2,292.55 50 4500.00 2,000 0.10 0.15 100 - 0.15 101.35 16,628 2,500 34,850
- - - - - - 2,000 1,959.00 2,332.35 2,000 4550.00 500 0.05 1.00 500 - - - - - -
77,350 -1,800 46 - 2,176.00 71.65 100 2,179.20 2,194.95 50 4600.00 5,150 0.10 0.15 4,850 -0.05 0.15 96.27 2,664 -2,500 5,500
- - - - - - 2,000 1,859.00 2,232.35 2,000 4650.00 500 0.05 1.00 500 - - - - - -
13,750 700 16 - 2,085.65 101.10 200 2,081.65 2,091.60 200 4700.00 4,150 0.10 0.15 1,600 -0.05 0.10 88.45 18 -100 8,600
- - - - - - 2,000 1,759.00 2,132.35 2,000 4750.00 1,100 0.05 1.00 500 - 0.15 - - - 600
14,150 -150 3 - 1,986.00 24.75 250 1,980.20 1,992.35 100 4800.00 1,000 0.20 0.25 3,000 0.05 0.15 86.40 3,628 -1,400 13,000
- - - - - - 2,000 1,659.00 1,993.15 2,000 4850.00 500 0.05 1.00 500 - - - - - -
11,250 -50 2 - 1,841.30 17.55 2,000 1,609.10 1,893.65 50 4900.00 - - 0.15 3,700 - 0.15 81.60 96 -4,800 5,250
- - - - - - 2,000 1,559.00 1,893.15 2,000 4950.00 500 0.05 1.00 500 - - - - - -
252,400 -11,200 392 118.98 1,795.00 109.45 50 1,789.60 1,795.95 150 5000.00 8,550 0.10 0.20 2,600 0.05 0.20 78.74 1,401 -8,800 118,700
- - - - - - 250 1,459.10 1,793.15 2,000 5050.00 500 0.05 1.00 500 - - - - - -
32,900 -250 10 - 1,671.75 59.65 50 1,688.85 1,693.25 50 5100.00 1,300 0.15 0.20 12,200 0.05 0.20 74.00 112 -5,350 17,100
- - - - - - 250 1,365.80 1,732.35 2,000 5150.00 500 0.05 1.00 500 - - - - - -
37,550 -6,800 140 107.18 1,596.00 90.00 3,000 1,390.10 1,659.90 3,000 5200.00 3,900 0.05 0.15 3,650 -0.05 0.15 67.68 1,295 -16,750 18,150
850 - - - 1,345.65 - 2,000 1,272.40 1,643.80 2,000 5250.00 500 0.05 1.00 500 - - - - - -
23,150 -1,300 43 100.25 1,496.00 100.15 200 1,445.10 1,497.00 50 5300.00 10,250 0.10 0.20 14,900 -0.10 0.15 63.18 485 -9,050 34,700
7,950 - - - 1,350.95 - 2,000 1,172.40 - - 5350.00 500 0.05 1.00 500 - - - - - -
62,350 -1,300 73 86.57 1,393.05 101.00 250 1,391.35 1,392.95 250 5400.00 1,650 0.20 0.25 9,550 - 0.20 60.23 177 -6,500 101,350
6,100 - - - 1,168.55 - 2,000 1,079.10 - - 5450.00 500 0.10 2.00 500 - 0.80 - - - 1,250
203,300 -5,600 141 87.84 1,296.60 96.40 250 1,253.20 1,309.05 200 5500.00 5,250 0.20 0.30 100 -0.15 0.30 57.87 142 -3,800 267,650
- - - - - - 2,000 985.85 - - 5550.00 - - 2.00 500 - 1.40 - - - 500
107,300 1,100 104 85.69 1,199.40 97.35 50 1,195.20 1,198.75 250 5600.00 900 0.35 0.40 1,050 -0.10 0.40 54.84 306 -100 232,200
- -50 1 74.92 1,145.00 120.00 2,000 892.55 1,255.00 100 5650.00 - - 1.90 500 - 0.50 - - - 3,400
54,700 -150 32 76.83 1,098.00 93.15 50 1,090.75 1,095.55 200 5700.00 400 0.45 0.55 4,200 0.05 0.55 51.92 1,220 -850 155,900
- - - - - - 100 999.65 1,110.00 100 5750.00 400 0.30 2.00 400 -0.20 0.30 46.61 8 -100 2,650
96,800 -12,700 481 65.34 995.00 89.50 250 995.05 999.20 150 5800.00 3,700 0.45 0.55 11,500 - 0.55 47.25 5,878 -35,950 689,900
100 - - - 942.50 - 100 900.95 1,005.00 100 5850.00 10,000 0.05 2.00 500 - 1.95 - - - 1,750
93,450 -12,600 482 70.58 903.90 117.90 50 895.50 898.00 250 5900.00 250 0.60 0.65 5,500 - 0.60 43.02 7,346 -18,550 1,054,000
1,100 - - - 800.00 - 50 808.45 934.00 50 5950.00 4,000 0.05 2.00 500 - 1.55 - - - 5,800
596,600 -56,000 1,818 51.10 794.00 100.40 50 793.45 796.50 50 6000.00 10,050 0.55 0.60 3,400 -0.05 0.60 38.39 10,875 -46,400 1,768,450
4,150 - - - 663.60 - 50 675.95 842.95 2,000 6050.00 50 0.60 0.95 50 - 0.50 35.35 1 -50 5,600
263,550 -15,550 479 49.17 696.80 96.70 50 692.15 697.10 50 6100.00 1,650 0.65 0.70 2,000 -0.10 0.65 34.10 8,777 -17,250 1,390,800
18,950 - - - 544.00 - 50 585.90 746.35 2,000 6150.00 4,700 0.70 0.95 50 -0.10 0.75 32.34 159 -2,450 46,300
519,850 -20,350 622 39.86 594.55 97.70 150 594.90 597.20 50 6200.00 1,750 0.70 0.75 450 -0.10 0.75 29.99 11,716 -17,500 1,872,300
11,750 -150 13 47.35 555.25 95.25 100 525.05 575.00 50 6250.00 200 0.05 0.85 1,750 - 0.75 27.65 32 -300 89,600
725,200 -5,250 740 36.76 497.05 102.60 50 493.50 496.95 50 6300.00 4,600 0.80 0.85 6,350 -0.25 0.80 25.51 20,323 -144,650 1,573,050
15,000 -50 21 33.00 446.50 96.50 100 425.05 474.95 100 6350.00 9,650 0.90 1.05 1,200 -0.20 1.05 24.02 2,678 -21,500 263,700
431,050 -30,400 1,951 31.23 398.00 102.20 100 395.40 397.75 100 6400.00 8,950 0.90 1.00 2,450 -0.50 1.00 21.43 62,878 -1,093,800 3,037,900
13,100 -100 32 30.45 351.30 64.40 250 342.25 350.25 100 6450.00 6,000 1.05 1.30 1,000 -1.10 1.20 19.50 4,421 -30,250 299,750
626,300 -36,050 4,371 24.19 297.45 94.50 50 296.15 298.45 150 6500.00 2,700 1.60 1.75 8,100 -2.40 1.75 18.06 116,939 -459,850 4,002,800
49,600 -5,750 256 21.52 248.40 100.75 50 246.05 251.55 50 6550.00 2,450 1.75 2.00 250 -5.85 1.75 15.39 31,499 59,200 1,040,750
975,600 -172,200 33,617 19.58 201.00 91.10 200 200.00 202.00 50 6600.00 50 3.25 3.40 50 -12.25 3.30 14.41 323,680 610,700 5,868,600
86,300 -43,200 5,343 15.82 151.00 79.05 200 150.20 152.70 100 6650.00 200 5.50 5.55 500 -22.55 5.50 12.94 140,572 386,900 1,332,200
3,498,900 -923,450 384,121 14.83 108.50 63.55 2,000 107.00 109.00 1,800 6700.00 5,100 10.75 10.80 100 -37.45 10.75 11.92 631,044 2,010,350 6,446,050
704,250 -269,450 114,369 12.67 67.00 41.00 2,600 66.00 67.90 100 6750.00 1,650 19.50 20.00 11,100 -57.35 19.50 10.47 121,485 806,450 1,280,600
4,425,700 -870,550 719,227 12.12 37.50 23.70 2,750 37.50 38.00 350 6800.00 50 36.50 37.00 50 -76.30 36.00 8.95 370,287 2,057,300 4,222,200
1,239,800 211,600 152,721 11.73 17.85 10.65 50 17.40 17.50 100 6850.00 50 63.80 65.95 50 -89.65 65.10 7.17 7,600 111,950 176,500
4,002,900 -384,800 309,559 11.79 7.70 3.75 100 7.75 8.00 5,000 6900.00 50 103.60 105.00 650 -99.45 104.00 - 36,224 -22,150 560,500
794,500 163,850 29,367 12.15 3.20 0.95 1,250 3.20 3.50 1,000 6950.00 250 135.40 176.05 100 -103.40 151.05 - 26 -150 11,900
3,841,700 -248,950 106,487 13.75 2.10 0.25 10,850 2.05 2.10 8,450 7000.00 100 197.40 199.00 50 -101.35 198.70 - 3,458 -30,100 448,200
275,250 26,800 2,985 14.83 1.20 -0.15 2,300 1.25 1.40 5,000 7050.00 100 225.95 486.80 200 -90.15 249.85 - 2 - 5,850
1,938,800 -167,150 14,696 16.55 0.95 -0.05 3,350 0.90 0.95 1,100 7100.00 100 293.85 297.80 50 -107.25 293.70 - 185 600 42,300
69,100 -3,800 547 18.74 0.95 -0.15 50 0.95 1.10 2,000 7150.00 50 315.90 594.05 2,000 - 420.00 - - - 50
597,750 -93,350 4,329 19.21 0.50 -0.05 50 0.50 0.55 1,300 7200.00 50 393.45 397.75 300 -94.20 393.00 - 212 950 34,750
150 - 208 20.31 0.35 -0.25 50 0.10 0.60 250 7250.00 250 406.80 697.40 2,000 - 740.35 - - - 9,550
302,450 -69,850 2,053 23.11 0.50 0.05 1,450 0.40 0.50 19,250 7300.00 50 490.80 496.75 50 -25.00 528.65 44.81 3 -100 3,600
- - - - - - 500 0.05 1.00 500 7350.00 50 505.00 797.40 2,000 - 665.15 - - - 9,050
59,350 -7,750 408 23.72 0.15 -0.35 3,950 0.15 0.20 350 7400.00 50 540.00 789.90 3,000 -2.50 555.00 - - - 450
- - - - - - 500 0.05 1.00 500 7450.00 50 580.00 900.75 2,000 - 828.15 - - - 9,650
452,850 -2,600 1,591 28.40 0.25 -0.15 100 0.20 0.25 8,650 7500.00 150 693.50 696.40 50 -98.95 696.60 - 447 -8,650 195,800
150 - 140 30.65 0.30 -0.10 500 0.05 1.00 500 7550.00 50 709.90 1,004.10 2,000 - - - - - -
4,550 -500 115 29.21 0.10 -0.20 4,000 0.05 0.15 50 7600.00 3,000 725.10 989.90 3,000 - - - - - -
- - - - - - 500 0.05 1.00 500 7650.00 100 805.90 1,107.10 100 - 1,144.40 - - - 3,450
10,100 - 1,283 33.44 0.15 - 1,750 0.10 0.20 2,250 7700.00 3,000 825.10 1,089.90 3,000 - - - - - -
50 - - - 1.50 - 500 0.05 1.00 500 7750.00 200 904.15 1,205.50 200 - - - - - -
1,000 - - - 0.30 - 500 0.10 0.45 500 7800.00 3,000 925.10 1,185.00 200 - 921.75 - - - 1,000
- - - - - - 500 0.05 1.00 500 7850.00 100 994.90 1,309.50 100 - 944.80 - - - 8,700
50 - - - 0.50 - 550 0.05 0.45 3,000 7900.00 3,000 1,020.10 1,289.90 3,000 - - - - - -
- - - - - - 500 0.05 1.00 500 7950.00 2,000 1,064.00 1,414.15 2,000 - - - - - -
4,750 -50 3 41.11 0.10 -0.20 4,700 0.10 0.20 50 8000.00 3,000 1,120.10 1,393.90 100 - 1,238.00 - - - 50
150 - - - 1.00 - 500 0.05 0.80 500 8050.00 2,000 1,164.00 1,514.15 2,000 - - - - - -
750 -500 10 43.94 0.10 - 750 0.10 0.30 500 8100.00 2,000 1,210.65 1,567.50 2,000 - - - - - -
- - - - - - 500 0.05 1.00 500 8150.00 2,000 1,260.65 1,617.50 2,000 - - - - - -
- - - - - - - - 1.00 500 8200.00 - - - - - - - - - -
- - - - - - - - 1.00 500 8250.00 - - - - - - - - - -
- - - - - - - - 1.00 500 8300.00 - - - - - - - - - -

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



  •  Highlighted options are in-the-money.