Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8330.90  As on May 27, 2015 15:02:06 IST
View Options Contracts for: OR
Filter by: Expiry Date
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
- - - - - - 1,000 1,503.50 1,880.50 100 6550.00 - - 1.00 250 0.95 1.00 176.18 20 - -
400 - - - - - 1,000 1,453.50 1,830.50 100 6600.00 - - - - - - - - - -
- - - - - - 1,000 1,411.80 1,780.50 100 6650.00 - - - - - - - - - -
2,525 -525 101 - 1,607.30 -18.45 5,800 1,579.55 1,623.10 200 6700.00 300 0.10 0.40 4,600 0.15 0.40 146.72 16 - 32,775
- - - - - - 1,000 1,311.80 1,684.50 100 6750.00 - - - - - - - - - -
150 - 20 - 1,507.50 -16.40 7,000 1,479.60 1,534.95 6,500 6800.00 - - 0.40 5,000 - - - - - 4,525
1,025 - - - - - 1,000 1,221.50 1,588.50 100 6850.00 250 0.05 0.55 475 - - - - - 525
19,125 - 7 - 1,407.00 -21.95 50 1,419.75 1,427.25 275 6900.00 3,575 0.05 0.40 5,000 -0.05 0.10 113.73 147 -2,775 25,225
- - - - - - 1,000 1,120.10 1,488.50 100 6950.00 - - - - - - - - - -
165,150 -40,350 4,477 - 1,327.00 -8.70 425 1,323.05 1,328.65 1,450 7000.00 - - 0.05 675 -0.10 0.05 100.13 978 -7,550 167,800
25,425 -125 9 - 1,257.95 -82.05 50 1,269.00 1,272.55 100 7050.00 - - 0.40 725 -0.10 0.50 117.53 2 -50 3,175
249,950 -58,700 6,840 - 1,213.00 -22.25 100 1,226.00 1,228.65 25 7100.00 - - 0.05 6,525 -0.10 0.05 92.46 2,429 -1,050 334,325
- - - - - - 50 1,169.00 1,293.00 100 7150.00 - - - - - - - - - -
89,475 -5,000 423 - 1,123.70 -1.30 75 1,122.90 1,127.80 25 7200.00 300 0.10 0.15 2,075 -0.35 0.10 89.62 816 -17,450 219,875
- - - - - - 50 1,069.00 1,197.00 100 7250.00 - - - - - - - - - 2,050
14,050 -250 44 - 1,028.85 19.35 50 1,019.00 1,029.60 2,500 7300.00 10,675 0.35 0.40 6,000 -0.15 0.35 91.58 3,048 -3,900 1,346,875
- - - - - - 50 969.00 1,101.00 100 7350.00 175 0.20 - - - - - - - 250
5,550 -1,275 61 - 911.00 -13.70 50 919.00 926.00 25 7400.00 9,975 0.25 0.35 2,000 -0.25 0.25 80.23 3,792 -68,200 406,825
- - - - - - 50 869.00 969.00 100 7450.00 - - - - - - - - - 400
239,625 -46,750 6,783 - 823.00 -3.60 50 825.55 827.60 25 7500.00 12,900 0.40 0.45 3,425 -0.15 0.45 76.32 14,935 -68,700 1,827,250
- - - - - - 50 769.00 873.00 100 7550.00 1,075 0.20 0.60 5,000 -0.45 0.15 64.49 1 -25 2,400
29,650 -9,875 899 - 725.70 -15.20 250 725.75 730.15 25 7600.00 150 0.30 0.35 7,250 -0.25 0.30 65.76 19,763 -189,700 520,075
100 - - - - - 1,000 453.25 777.00 100 7650.00 1,450 0.25 0.50 275 -0.20 0.15 56.51 1 -25 16,525
90,175 -12,275 574 - 621.85 -5.35 25 623.30 625.95 100 7700.00 67,975 0.45 0.50 8,325 -0.15 0.50 58.81 19,758 -57,175 1,821,850
- - - - - - 50 569.00 677.00 100 7750.00 5,000 0.50 0.55 25 -0.40 0.45 54.43 426 - 25,175
138,100 -12,350 1,354 - 523.00 -5.25 200 524.00 527.80 50 7800.00 78,775 0.50 0.55 3,625 -0.25 0.50 50.67 42,537 -164,275 2,830,225
- - - - - - 50 469.00 578.50 100 7850.00 350 0.50 0.95 1,700 -0.20 0.50 45.66 383 -2,800 30,400
67,050 -28,400 1,558 - 421.85 -2.95 200 421.10 425.00 725 7900.00 141,100 0.50 0.55 15,800 -0.35 0.55 41.79 57,920 -216,475 2,103,200
2,500 - 2 - 361.95 -107.00 50 369.00 375.15 25 7950.00 2,000 0.60 0.65 2,500 -0.30 0.70 38.59 1,790 -2,750 74,775
165,775 -29,475 7,081 - 329.00 -1.20 50 327.05 327.85 100 8000.00 20,700 0.70 0.75 59,750 -0.60 0.75 34.95 204,423 -400,100 4,257,100
3,025 -2,425 161 - 272.60 -18.90 100 272.35 280.35 950 8050.00 11,575 0.80 0.90 1,500 -0.90 0.80 30.95 21,402 30,900 199,000
252,150 -134,950 16,950 - 229.35 -3.00 200 227.55 228.70 100 8100.00 16,525 1.15 1.20 59,325 -1.15 1.15 27.20 378,872 127,300 4,434,725
21,575 -41,750 2,872 - 177.45 -19.35 100 176.10 178.05 725 8150.00 1,475 1.70 1.75 125 -1.75 1.75 23.52 210,794 47,650 541,025
1,073,925 30,825 206,719 - 129.55 -10.90 75 129.95 130.35 25 8200.00 2,550 3.65 3.75 4,425 -3.55 3.65 21.67 1,038,785 496,400 5,231,975
197,950 129,000 75,332 11.40 83.85 -19.65 25 83.65 84.20 25 8250.00 325 7.80 7.90 350 -6.35 7.95 19.53 477,785 563,750 1,274,175
2,867,525 740,325 1,291,128 15.86 46.50 -15.60 75 46.50 46.70 75 8300.00 375 18.75 18.90 350 -9.90 18.75 18.63 1,469,726 948,900 5,896,900
2,091,700 862,350 592,620 17.13 21.90 -11.50 325 21.80 21.95 125 8350.00 500 40.70 40.85 50 -7.55 40.80 17.79 187,946 113,525 780,925
5,470,125 635,075 1,574,676 17.63 7.65 -8.20 975 7.65 7.75 325 8400.00 50 76.45 76.85 75 -3.30 76.70 18.86 454,845 -368,125 2,240,175
1,066,925 -163,375 386,754 18.33 2.20 -4.05 2,050 2.15 2.20 775 8450.00 50 117.65 118.60 25 2.05 118.30 14.08 7,945 -57,375 89,325
5,819,050 -23,650 470,553 20.82 1.00 -1.95 89,525 0.95 1.00 64,900 8500.00 50 167.80 168.40 25 3.15 168.15 21.75 49,134 -83,250 1,016,375
669,475 -83,925 35,631 24.68 0.70 -0.70 10,100 0.65 0.70 1,775 8550.00 850 212.00 218.20 50 11.55 226.75 22.54 291 -3,375 3,250
3,057,050 -515,150 85,903 27.95 0.55 -0.30 193,225 0.50 0.55 23,150 8600.00 50 264.55 266.30 50 6.20 266.35 - 6,780 -19,425 342,125
149,100 -39,400 7,452 31.80 0.50 -0.30 12,675 0.50 0.60 16,875 8650.00 50 310.85 331.40 25 -5.00 318.65 - 25 -500 1,025
3,261,175 -164,900 40,377 35.91 0.55 -0.20 348,075 0.50 0.55 4,525 8700.00 50 366.75 368.00 25 8.10 368.00 35.28 5,983 -7,900 236,450
62,200 -375 381 39.43 0.45 -0.30 5,725 0.45 0.50 2,000 8750.00 50 410.85 498.95 50 - - - - - 800
3,644,375 -95,125 71,285 43.90 0.50 -0.25 26,775 0.50 0.55 83,400 8800.00 25 465.50 467.20 100 13.50 468.40 - 9,233 -147,650 123,325
15,825 -500 416 46.58 0.40 - 2,700 0.40 0.50 5,000 8850.00 50 510.85 744.95 100 - - - - - 300
1,377,600 -33,250 12,450 51.64 0.50 -0.20 4,650 0.45 0.50 9,100 8900.00 25 562.55 566.50 25 12.15 573.20 - 1,307 -20,350 87,200
2,675 - - - - - 800 0.30 0.50 5,000 8950.00 50 610.85 616.70 100 - - - - - 200
1,829,975 -69,025 23,028 58.47 0.45 -0.25 8,500 0.40 0.45 1,200 9000.00 25 663.65 666.85 250 -1.10 664.40 - 3,549 -45,600 238,775
- - - - - - - - 2.00 6,000 9050.00 1,000 569.25 959.20 100 - - - - - -
610,100 -15,525 7,877 64.92 0.40 -0.25 4,650 0.35 0.45 3,550 9100.00 350 762.25 765.15 75 12.15 776.90 69.01 243 -4,600 69,750
- - - - - - - - - - 9150.00 1,000 665.10 1,063.35 100 - - - - - -
876,450 -51,650 3,471 71.95 0.40 -0.25 1,550 0.35 0.45 6,525 9200.00 375 861.45 864.65 50 3.25 863.55 67.80 620 -10,175 38,750
- - - - - - - - - - 9250.00 1,000 765.10 1,163.35 100 - - - - - -
497,650 1,200 1,803 77.78 0.40 -0.20 500 0.40 0.45 1,850 9300.00 1,400 960.30 968.90 50 21.00 974.00 85.56 1,808 -39,925 20,525
- - - - - - - - - - 9350.00 1,000 861.00 1,267.50 100 - - - - - -
697,075 -750 1,564 85.59 0.40 -0.20 10,025 0.30 0.40 2,150 9400.00 3,400 1,060.20 1,064.65 25 4.00 1,066.55 - 71 -1,500 8,425
- - - - - - - - - - 9450.00 1,000 956.85 1,371.65 100 - - - - - -
404,775 -24,075 1,697 89.67 0.30 -0.15 1,825 0.30 0.45 3,475 9500.00 25 1,163.30 1,166.70 50 8.40 1,163.85 - 5,067 -101,025 172,950
- - - - - - - - - - 9550.00 1,000 1,056.85 1,471.65 100 - - - - - -
74,125 -2,125 222 96.03 0.30 -0.10 850 0.20 0.30 525 9600.00 4,375 1,250.10 1,290.70 5,525 5.00 1,280.00 129.82 20 -250 975
- - - - - - - - - - 9650.00 1,000 1,154.30 1,576.60 100 - - - - - -
34,450 150 18 105.11 0.40 -0.10 1,000 0.20 0.40 1,000 9700.00 5,100 1,344.45 1,370.45 500 -76.00 1,384.00 153.76 342 -4,825 3,825
- - - - - - - - - - 9750.00 1,000 1,252.70 1,675.75 100 - - - - - -
30,825 -25 15 104.56 0.20 0.05 1,925 0.20 0.55 75 9800.00 5,000 1,437.30 1,490.90 1,000 62.70 1,503.35 205.59 16 -350 -
- - - - - - - - - - 9850.00 1,000 1,348.55 1,779.90 100 - - - - - -
3,350 - 5 114.48 0.30 0.15 - - 0.30 125 9900.00 5,525 1,543.00 1,585.55 4,575 - - - - - -
- - - - - - - - - - 9950.00 1,000 1,444.40 1,884.05 100 - - - - - -
43,675 -425 180 104.29 0.05 -0.15 5,850 0.05 0.15 350 10000.00 3,300 1,659.95 1,666.00 25 12.45 1,674.85 - 1,525 -25,975 132,875
- - - - - - - - - - 10050.00 1,000 1,544.40 1,984.05 100 - - - - - -
- - - - - - - - - - 10100.00 1,000 1,721.25 1,800.85 1,000 - - - - - -
- - - - - - - - - - 10150.00 1,000 1,640.25 2,088.20 100 - - - - - -
- - - - - - - - - - 10200.00 1,000 1,821.25 1,900.85 1,000 - - - - - -
- - - - - - - - - - 10250.00 1,000 1,740.25 2,188.20 100 - - - - - -
- - - - - - - - - - 10300.00 1,000 1,921.25 2,000.85 1,000 - - - - - -
- - - - - - - - - - 10350.00 1,000 1,836.10 2,292.35 100 - - - - - -
- - - - - - - - - - 10400.00 1,000 2,021.25 2,100.85 1,000 - - - - - -
- - - - - - - - - - 10450.00 1,000 1,936.10 2,392.35 100 - - - - - -
1,775 75 9 136.29 0.10 -0.90 1,775 0.05 0.20 150 10500.00 5,675 2,152.05 2,165.40 25 9.30 2,173.50 - 545 -9,550 25,075

Top

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



  •  Highlighted options are in-the-money.