Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7968.00  As on Aug 31, 2015 10:09:35 IST
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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
19,825 - - - - - 1,000 2,647.05 2,683.75 3,600 5300.00 10,000 0.05 3.00 100 - - - - - 200
- - - - - - 1,000 2,495.05 2,593.50 300 5400.00 10,000 0.05 - - - - - - - -
38,925 - 5 - 2,466.60 -46.45 1,000 2,449.05 2,469.65 125 5500.00 10,000 0.05 - - - - - - - -
50 - - - - - 2,500 2,295.05 2,393.50 300 5600.00 10,000 0.05 - - - - - - - -
- - - - - - 2,500 2,195.05 2,293.50 300 5700.00 11,000 0.05 - - - - - - - -
- - - - - - 2,500 2,095.05 2,193.50 300 5800.00 10,000 0.05 - - - - - - - -
- - - - - - 2,500 1,995.05 2,093.50 300 5900.00 10,000 0.05 - - - - - - - -
168,750 3,125 178 - 1,957.10 -43.90 100 1,960.10 1,965.95 1,000 6000.00 600 1.50 1.70 3,300 -0.55 1.50 44.94 189 -225 98,250
- - - - - - 1,500 1,805.25 2,032.50 100 6100.00 10,000 0.20 - - - - - - - 25
50 - - - - - 1,500 1,705.30 1,932.50 100 6200.00 16,000 0.25 - - - - - - - -
50 - - - - - 1,500 1,610.25 1,780.70 100 6300.00 10,000 0.20 - - - - - - - -
- - - - - - 1,000 1,399.95 1,730.70 100 6350.00 16,000 0.25 - - - - - - - -
- - - - - - 2,500 1,514.35 1,684.70 100 6400.00 25 1.50 - - - - - - - 500
- - - - - - 1,000 1,307.95 1,634.70 100 6450.00 16,000 0.25 - - - - - - - -
94,550 3,200 166 - 1,467.00 -37.70 1,000 1,464.85 1,470.00 25 6500.00 125 3.90 4.00 1,000 -0.10 4.15 38.41 932 9,550 186,375
- - - - - - 1,000 1,215.90 1,538.65 100 6550.00 16,000 0.60 - - - - - - - -
2,225 - 1 - 1,350.00 -50.40 5,300 1,331.10 1,388.55 3,300 6600.00 525 4.65 5.00 100 -0.25 4.80 36.75 330 -525 52,225
- - - - - - 1,000 1,115.90 1,438.65 100 6650.00 25 1.20 - - - - - - - -
1,100 - - - - - 2,300 1,244.60 1,294.20 3,300 6700.00 500 6.05 6.30 100 0.15 6.25 35.74 649 1,275 61,600
- - - - - - 1,000 1,023.90 1,342.65 100 6750.00 10,000 1.40 - - - - - - - -
9,875 - - - - - 150 1,170.70 1,179.55 125 6800.00 650 8.40 8.55 50 -0.05 8.35 34.96 2,674 19,725 261,225
- - - - - - 1,000 925.00 1,242.65 100 6850.00 25 1.60 - - - - - - - -
1,250 - - - - - 2,775 1,052.95 1,087.15 1,375 6900.00 50 11.85 11.90 425 0.70 11.85 34.41 3,972 22,025 212,375
- - - - - - 1,000 833.35 1,146.65 100 6950.00 25 2.20 32.00 100 - - - - - -
665,100 -1,875 189 - 983.00 -35.20 25 982.05 985.00 100 7000.00 100 15.60 15.70 725 1.40 15.70 33.59 15,519 4,675 1,302,775
200 - - - - - 25 742.40 1,050.60 25 7050.00 2,000 9.90 38.35 1,800 - - - - - 1,025
401,350 400 22 - 887.80 -43.20 25 887.60 894.00 50 7100.00 150 21.25 21.40 475 2.40 21.40 33.04 10,054 45,325 782,625
75 - - - - - 25 643.25 950.60 25 7150.00 2,000 13.50 44.20 1,800 - - - - - 575
89,050 25 10 - 794.35 -39.60 125 798.10 805.45 25 7200.00 750 28.35 28.45 775 3.00 28.50 32.31 20,121 99,725 820,700
- - - - - - 1,000 548.50 854.50 200 7250.00 1,000 29.00 34.50 100 0.95 30.00 31.24 202 5,000 5,375
51,100 -25 15 - 705.60 -40.50 100 707.70 712.65 25 7300.00 600 37.20 37.40 250 3.05 37.30 31.63 21,726 127,275 959,375
- - - - - - 1,000 464.50 758.55 200 7350.00 25 32.05 44.95 25 - - - - - 225
40,875 - 10 18.40 623.00 -24.60 50 619.05 623.20 25 7400.00 125 48.15 48.40 350 3.20 48.25 30.74 27,165 240,950 2,336,475
- - - - - - 1,000 394.85 1,099.00 100 7450.00 50 51.00 57.00 775 8.35 55.00 30.38 48 950 2,525
626,650 -7,575 510 21.11 538.70 -31.75 25 537.70 539.90 25 7500.00 125 62.90 63.10 125 4.45 63.15 30.08 33,716 105,300 2,409,550
- - - - - - 1,000 320.50 999.00 100 7550.00 25 68.05 80.15 200 12.50 77.50 30.73 34 175 2,400
175,400 225 313 21.67 455.85 -31.80 100 454.90 457.40 25 7600.00 25 81.15 81.40 175 6.15 81.40 29.37 35,311 107,325 2,724,675
225 - - - - - 500 354.35 542.00 100 7650.00 50 92.10 94.95 25 5.20 91.30 28.90 41 -325 2,725
388,825 4,750 1,794 21.80 377.75 -29.15 25 377.80 378.95 25 7700.00 400 103.80 104.20 225 8.50 103.90 28.72 47,194 60,725 2,152,200
625 - 1 18.74 321.30 -60.55 25 326.00 374.10 25 7750.00 25 117.00 117.75 25 8.95 116.05 28.14 332 -475 8,375
736,900 40,175 5,121 21.92 308.00 -26.60 50 307.25 307.95 75 7800.00 50 131.90 132.15 150 13.20 132.00 27.97 47,216 43,050 4,413,725
4,475 25 3 21.95 274.50 -20.65 25 266.75 277.75 100 7850.00 50 146.90 148.10 100 14.65 147.50 27.54 586 3,625 28,600
1,151,975 33,225 12,819 21.57 242.00 -20.85 50 242.05 242.75 100 7900.00 275 165.35 165.50 225 18.05 165.40 27.26 41,891 150,075 2,500,800
32,025 8,025 532 21.74 213.65 -14.50 250 210.90 213.90 200 7950.00 25 184.00 185.20 400 23.65 185.25 26.66 1,036 4,475 40,800
2,523,625 172,825 40,494 21.33 184.50 -15.05 375 184.25 184.75 100 8000.00 175 205.10 205.60 100 22.45 205.20 26.53 41,952 78,650 4,408,625
44,925 -1,575 700 21.22 157.95 -12.95 50 157.05 157.95 25 8050.00 25 226.45 227.95 25 26.30 229.00 25.91 371 1,175 26,275
2,335,650 72,700 41,581 20.79 134.45 -10.15 75 133.95 134.25 100 8100.00 25 252.30 252.75 25 26.00 252.75 25.79 14,499 -10,825 1,717,650
44,150 750 731 20.65 113.05 -8.10 50 112.05 113.30 400 8150.00 250 275.60 282.85 100 30.95 285.00 26.12 27 525 3,825
2,913,075 133,725 64,863 20.16 92.90 -7.20 125 92.60 92.90 275 8200.00 50 308.55 309.20 50 30.55 309.50 25.28 4,538 -9,825 1,589,000
154,475 4,450 761 19.83 75.15 -4.10 50 74.40 75.15 75 8250.00 100 328.40 346.20 150 25.00 330.00 23.62 2 - 18,850
2,394,575 55,200 46,637 19.54 59.90 -4.65 125 59.90 60.00 50 8300.00 50 372.55 373.45 50 32.30 373.00 24.77 2,368 -5,575 1,059,425
45,550 350 459 19.25 46.95 -5.15 50 46.85 47.60 25 8350.00 100 393.20 444.25 100 38.10 407.60 24.46 5 25 3,325
2,062,800 44,675 33,365 18.97 36.45 -3.80 500 36.45 36.70 125 8400.00 6,200 446.20 447.25 150 38.70 446.75 24.65 806 2,275 878,225
30,450 2,925 219 18.98 28.85 -3.15 200 28.20 29.25 25 8450.00 100 322.30 501.65 150 - - - - - 1,675
3,463,150 28,775 29,322 18.70 21.75 -2.85 200 21.65 21.75 100 8500.00 50 527.10 529.55 150 38.30 529.00 25.08 675 -4,525 879,050
18,600 200 27 19.06 18.00 -1.50 50 15.70 17.85 50 8550.00 1,050 400.20 789.30 100 - - - - - 5,900
1,405,775 -3,825 20,171 18.63 12.60 -2.05 450 12.55 12.60 750 8600.00 25 615.05 618.75 50 33.05 617.30 25.95 406 -6,500 393,350
21,525 -125 11 18.80 10.00 -2.30 50 10.00 11.70 50 8650.00 1,000 494.70 864.15 100 - - - - - 50
1,306,050 -18,350 16,604 18.87 7.85 -1.50 1,650 7.75 7.80 600 8700.00 25 707.20 713.05 50 32.95 708.00 26.78 40 -625 240,375
1,000 - - - - - 200 5.50 10.00 200 8750.00 1,000 594.70 964.10 100 - - - - - -
1,791,325 10,750 11,726 19.67 5.45 -0.95 2,725 5.40 5.50 7,425 8800.00 25 802.55 807.00 25 39.50 807.30 29.36 64 -1,100 264,850
575 - - - - - 200 1.50 5.90 500 8850.00 1,000 686.60 1,068.15 100 - - - - - 300
1,784,300 33,125 8,167 20.41 3.90 -0.75 875 3.85 3.90 1,725 8900.00 500 899.70 906.45 25 38.50 909.95 32.70 9 - 151,175
500 - - - - - 16,000 0.70 71.00 500 8950.00 1,000 782.25 1,172.15 100 - - - - - 200
2,790,225 -19,925 4,256 21.19 2.80 -0.50 4,125 2.80 2.85 2,150 9000.00 50 999.15 1,003.30 125 37.15 1,002.30 33.24 241 -3,725 812,025
- - - - - - 8,000 0.70 78.00 1,000 9050.00 1,000 882.25 1,272.15 100 - - - - - -
910,500 900 1,476 22.34 2.35 -0.60 2,125 2.30 2.35 1,450 9100.00 25 1,098.40 1,105.00 25 45.45 1,107.00 37.10 12 - 49,950
- - - - - - 10,000 0.35 60.00 1,000 9150.00 1,000 977.95 1,376.10 100 - - - - - -
400,200 -7,325 695 23.24 1.85 -0.20 14,375 1.80 1.85 24,750 9200.00 25 1,195.65 1,202.50 125 - - - - - 48,175
- - - - - - 10,000 0.35 - - 9250.00 1,000 1,073.95 1,480.10 100 - - - - - -
170,475 200 129 24.36 1.60 -0.15 350 1.55 1.65 1,750 9300.00 25 1,294.75 1,299.85 25 - - - - - 60,350
- - - - - - 10,000 0.35 - - 9350.00 1,000 1,173.95 1,580.10 100 - - - - - -
144,825 - 150 25.47 1.40 -0.25 325 1.35 1.40 3,700 9400.00 125 1,392.90 1,402.70 50 - - - - - 10,400
- - - - - - 10,000 0.15 - - 9450.00 1,000 1,269.80 1,684.10 100 - - - - - -
138,175 3,950 807 26.21 1.10 -0.25 500 1.05 1.10 225 9500.00 125 1,491.80 1,496.55 50 34.70 1,492.00 41.64 17 -150 397,800
- - - - - - 10,000 0.05 - - 9550.00 1,000 1,369.70 1,784.10 100 - - - - - -
29,650 - 17 28.03 1.25 -0.05 400 1.20 1.25 575 9600.00 1,000 1,589.10 1,606.90 1,300 - - - - - 525
- - - - - - 10,000 0.05 - - 9650.00 1,000 1,465.70 1,888.10 100 - - - - - -
2,350 - - - - - 100 0.60 1.30 25 9700.00 1,000 1,687.90 1,708.45 2,475 - - - - - 2,425
- - - - - - 10,000 0.05 - - 9750.00 1,000 1,561.70 1,992.05 100 - - - - - -
1,300 - - - - - 500 0.35 1.95 100 9800.00 1,025 1,787.30 1,809.10 2,475 - - - - - 825
- - - - - - 10,000 0.05 - - 9850.00 1,000 1,661.70 2,092.05 100 - - - - - -
12,350 - 2 30.88 0.85 - 200 0.75 0.85 800 9900.00 125 1,885.65 1,894.30 25 38.80 1,890.00 49.59 4 - 73,300
- - - - - - 10,000 0.05 - - 9950.00 1,000 1,757.75 2,196.05 100 - - - - - -
17,850 - 20 31.55 0.70 -0.15 125 0.70 0.80 75 10000.00 250 1,986.35 1,994.70 100 33.65 1,983.00 48.33 11 250 68,225
- - - - - - 5,000 0.05 - - 10050.00 1,000 1,857.75 2,296.05 100 - - - - - -
- - - - - - 5,000 0.05 - - 10100.00 300 2,036.50 2,124.95 1,500 - - - - - -
- - - - - - 5,000 0.05 - - 10150.00 1,000 1,957.75 2,396.05 100 - - - - - -
- - - - - - 5,000 0.05 - - 10200.00 300 2,131.50 2,224.95 1,500 - - - - - -
- - - - - - 5,000 0.05 - - 10300.00 300 2,226.50 2,324.95 1,500 - - - - - -
- - - - - - 5,000 0.05 - - 10400.00 1,000 2,324.60 2,424.95 1,500 - - - - - -
- - - - - - 5,000 0.05 - - 10500.00 1,000 2,482.75 2,518.20 4,200 - - - - - 18,950
- - - - - - 5,000 0.05 - - 10600.00 300 2,516.50 2,624.95 1,500 - - - - - -
- - - - - - 5,000 0.05 - - 10700.00 300 2,616.50 2,724.95 1,500 - - - - - -
- - - - - - 5,000 0.05 - - 10800.00 300 2,716.50 2,824.95 1,500 - - - - - -
- - - - - - 5,000 0.05 - - 10900.00 300 2,816.50 2,924.95 1,500 - - - - - -
500 - - - - - 5,000 0.05 - - 11000.00 1,000 2,978.75 2,992.00 25 35.25 2,982.00 67.78 2 - 18,500
- - - - - - 5,000 0.05 - - 11100.00 300 3,011.50 3,124.95 1,500 - - - - - -
- - - - - - 5,000 0.05 - - 11200.00 300 3,111.50 3,224.95 1,500 - - - - - -
- - - - - - 5,000 0.05 - - 11300.00 300 3,211.50 3,324.95 1,500 - - - - - -
- - - - - - 5,000 0.05 - - 11400.00 2,025 3,367.75 3,418.20 4,100 110.20 3,434.20 95.07 1 - 575
Total 31,661,975 34,572,450 Total

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



  •  Highlighted options are in-the-money.