Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8054.65  As on Sep 15, 2014 14:57:38 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
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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
200 - - - - - 1,000 4,290.35 4,735.50 100 3600.00 900 0.05 0.25 800 - - - - - 3,800
- - - - - - 1,000 4,190.00 4,640.30 100 3700.00 50 0.05 0.50 300 - - - - - 400
- - - - - - 1,000 4,089.50 4,541.40 100 3800.00 50 0.05 0.50 550 - - - - - 550
- - - - - - 1,000 3,989.10 4,442.40 100 3900.00 50 0.05 0.50 500 - - - - - 400
153,900 -800 17 - 4,065.00 -65.55 100 4,061.35 4,075.65 100 4000.00 3,850 0.05 1.50 100 - - - - - 4,100
- - - - - - 1,000 3,788.25 4,244.55 100 4100.00 - - 0.50 150 - 0.50 136.66 2 - 250
- - - - - - 1,000 3,687.75 4,145.65 100 4200.00 - - 3.05 1,000 - - - - - -
- - - - - - 1,000 3,587.35 4,046.65 100 4300.00 - - 3.05 250 - - - - - 50
- - - - - - 1,000 3,486.95 3,947.75 100 4400.00 - - 3.05 250 - - - - - -
- - - - - - 2,400 3,538.80 3,624.95 3,150 4500.00 - - - - - - - - - 50
- - - - - - 1,000 3,286.10 3,749.90 100 4600.00 - - - - - - - - - -
- - - - - - 1,000 3,185.60 3,650.90 100 4700.00 - - - - - - - - - -
- - - - - - 1,000 3,085.20 3,535.35 50 4800.00 - - - - - - - - - -
- - - - - - 1,000 2,984.75 3,453.05 100 4900.00 - - - - - - - - - -
44,600 -200 17 87.92 3,065.85 -61.65 50 3,057.50 3,069.75 100 5000.00 1,950 0.05 1.50 100 0.60 1.00 105.39 3 150 3,300
- - - - - - 1,000 2,783.85 3,255.15 100 5100.00 - - - - - - - - - -
27,700 - - - - - 2,900 2,775.10 2,924.95 2,900 5200.00 - - - - - - - - - -
- - - - - - 1,000 2,583.00 3,057.30 100 5300.00 - - - - - - - - - -
- - - - - - 1,000 2,482.60 2,958.30 100 5400.00 - - - - - - - - - -
22,250 -500 31 92.04 2,569.00 -21.00 50 2,555.40 2,565.45 50 5500.00 2,550 0.05 0.50 5,000 - - - - - 2,550
300 - - - - - 1,000 2,281.70 2,757.10 100 5600.00 - - 0.50 5,000 - - - - - -
14,900 - - - - - 50 2,347.90 2,370.00 200 5700.00 11,650 0.05 0.50 5,000 - - - - - 11,650
198,400 - - - - - 250 2,255.25 2,269.95 100 5800.00 100 0.15 0.20 100 -0.10 0.20 64.62 481 -16,750 29,450
13,500 -50 4 - 2,156.90 -58.10 50 2,157.00 2,165.45 50 5900.00 10,000 0.05 0.35 1,000 - - - - - 10,100
- - - - - - 1,000 1,930.20 2,231.50 100 5950.00 - - 0.50 1,000 - - - - - -
808,450 -1,950 88 - 2,060.00 -63.40 400 2,061.90 2,066.80 100 6000.00 750 0.30 0.40 1,550 - 0.40 62.08 89 50 59,050
- - - - - - 1,000 1,829.75 2,131.50 100 6050.00 10,000 0.05 - - - - - - - -
40,450 -200 5 - 1,967.90 -49.35 50 1,962.60 1,965.45 50 6100.00 200 0.30 0.35 2,350 - 0.35 58.17 4 -200 6,650
- - - - - - 1,000 1,729.35 2,092.10 100 6150.00 10,000 0.05 - - - - - - - -
15,150 - - - - - 3,450 1,775.10 1,869.75 450 6200.00 500 0.10 0.30 300 - 0.30 54.30 706 - 1,350
- - - - - - 1,000 1,628.85 1,992.10 100 6250.00 10,000 0.05 - - - - - - - -
20,200 - - - - - 3,450 1,720.65 1,768.60 400 6300.00 100 0.25 0.45 200 - 0.40 52.63 200 - 3,700
- - - - - - 1,000 1,528.45 1,839.60 100 6350.00 10,000 0.05 - - - - - - - -
81,050 -100 3 54.61 1,670.60 -32.05 750 1,658.15 1,669.60 500 6400.00 50 0.45 0.55 450 0.10 0.55 51.10 4 -150 10,050
- - - - - - 1,000 1,428.00 1,739.60 100 6450.00 20,000 0.05 - - - - - - - -
171,550 -1,100 30 - 1,556.40 -51.60 500 1,562.40 1,567.45 50 6500.00 250 0.40 0.45 200 - 0.50 47.53 47 -100 52,700
9,350 - - - - - 1,000 1,327.60 1,643.65 100 6550.00 10,000 0.05 - - - - - - - -
119,200 -1,000 22 - 1,462.10 -53.40 50 1,461.25 1,465.45 100 6600.00 100 0.45 0.55 500 - 0.50 44.47 20 - 39,250
- - - - - - 1,000 1,227.10 1,547.65 100 6650.00 10,000 0.05 - - - - - - - -
207,750 -450 14 - 1,364.00 -39.00 50 1,362.05 1,366.00 50 6700.00 650 0.45 0.55 50 -0.25 0.50 41.45 41 -50 48,850
- - - - - - 1,000 1,126.70 1,447.65 100 6750.00 10,000 0.05 - - - - - - - -
50,700 -200 7 - 1,250.00 -79.00 300 1,262.40 1,265.35 50 6800.00 400 0.50 0.60 150 -0.15 0.60 39.18 9 -400 41,450
100 - - - - - 500 1,101.00 1,349.70 100 6850.00 10,000 0.10 - - - - - - - 50
25,050 -400 9 - 1,166.15 -64.00 300 1,162.10 1,166.45 50 6900.00 100 0.55 0.65 100 -0.10 0.60 36.16 26 -750 44,600
- - - - - - 500 1,010.50 1,255.75 100 6950.00 10,000 0.10 - - - - - - - -
427,300 -16,300 358 - 1,066.65 -61.85 50 1,065.30 1,067.70 100 7000.00 2,500 0.60 0.70 13,350 -0.10 0.65 33.16 668 -600 631,450
50 - - - - - 500 900.50 1,155.75 100 7050.00 10,000 0.10 - - - - - - - -
19,700 -700 20 40.16 976.55 -21.05 1,650 957.10 972.55 1,250 7100.00 4,100 0.60 0.70 1,150 0.05 0.70 30.70 126 -3,900 543,500
- - - - - - 500 805.50 1,059.80 100 7150.00 50 0.30 3.05 1,000 - - - - - 1,650
159,250 -2,400 70 - 868.00 -64.70 50 864.05 868.95 100 7200.00 2,000 0.70 0.80 4,300 -0.10 0.80 28.13 928 -13,500 742,050
- - - - - - 500 710.50 960.00 100 7250.00 10,000 0.10 - - - - - - - 100
145,150 -2,450 162 - 757.00 -75.20 300 765.05 769.70 100 7300.00 13,400 0.80 0.90 600 -0.10 0.85 25.46 514 -9,400 823,350
- - - - - - 500 611.00 864.00 100 7350.00 3,000 0.20 - - - - - - - 3,700
325,700 -57,050 1,438 - 668.00 -60.00 50 666.00 669.70 100 7400.00 5,600 1.20 1.25 200 -0.05 1.25 23.37 4,200 -25,250 1,159,900
- - - - - - 500 516.00 766.00 100 7450.00 4,500 1.20 1.60 50 -0.10 1.30 21.91 20 -1,000 12,250
543,550 -108,300 3,458 - 570.60 -61.45 100 567.70 571.40 100 7500.00 3,350 1.70 1.75 22,250 - 1.70 21.11 9,890 43,600 2,082,350
- - - - - - 100 470.50 666.00 100 7550.00 500 1.90 2.10 9,500 -0.05 2.10 20.10 131 -500 106,400
578,600 -28,250 907 - 473.05 -60.25 50 468.65 471.75 100 7600.00 2,300 2.25 2.30 5,250 - 2.25 18.68 14,488 -31,300 2,588,850
3,650 - - - - - 50 372.20 568.00 100 7650.00 700 2.55 2.70 250 0.20 2.55 17.26 166 -2,100 77,650
363,900 -33,100 1,981 - 372.00 -62.80 100 372.35 373.50 250 7700.00 14,700 3.20 3.25 7,250 0.20 3.20 16.20 45,506 -104,000 2,929,550
11,500 -50 32 - 319.70 -66.30 50 281.90 360.00 50 7750.00 3,550 4.20 4.30 2,100 0.65 4.25 15.19 7,287 2,950 289,200
583,350 -36,500 3,599 - 277.00 -59.20 100 275.00 276.45 500 7800.00 1,800 6.10 6.15 5,050 1.25 6.10 14.43 118,595 -37,200 4,438,100
7,900 150 57 - 222.00 -67.80 500 213.00 234.85 50 7850.00 300 9.15 9.25 1,550 2.50 9.20 13.75 20,977 201,250 832,300
1,344,600 17,800 8,569 12.62 189.00 -57.25 50 187.05 188.35 150 7900.00 50 15.50 15.55 50 4.50 15.55 13.60 195,877 17,700 6,130,350
37,600 -5,000 417 12.99 147.50 -55.15 50 144.50 147.25 100 7950.00 100 23.50 23.70 1,300 7.35 23.55 13.08 30,885 50,450 1,081,950
2,620,250 321,300 115,764 12.17 109.60 -51.40 100 109.55 109.80 100 8000.00 250 36.85 36.90 250 11.20 37.00 12.91 335,473 -640,950 7,784,900
335,950 187,000 25,601 12.10 78.85 -44.20 50 78.10 78.65 50 8050.00 100 54.60 54.85 50 17.05 54.65 12.69 34,006 -57,850 546,300
5,962,950 890,350 369,171 12.13 53.45 -38.15 250 53.45 53.70 400 8100.00 250 77.60 77.90 150 23.85 77.65 12.28 301,503 -828,050 3,762,850
1,084,550 127,800 41,927 11.95 33.40 -30.95 100 33.35 33.40 400 8150.00 50 106.05 107.50 50 32.35 107.00 11.88 10,864 -126,350 293,650
7,356,300 1,081,650 331,816 11.83 19.50 -22.25 400 19.55 19.65 10,850 8200.00 100 141.45 142.00 300 40.20 142.00 11.51 75,630 -437,550 1,330,700
950,900 150,250 43,539 11.65 10.40 -14.10 50 10.40 10.55 200 8250.00 50 181.80 186.75 50 50.10 184.00 9.29 456 -4,750 23,550
6,491,900 -175,650 179,551 11.73 5.60 -8.80 5,700 5.55 5.60 2,000 8300.00 50 226.40 227.50 50 56.70 227.95 10.73 13,790 -243,250 436,400
529,100 -287,550 19,566 12.05 3.10 -3.75 750 3.10 3.15 1,000 8350.00 450 254.25 309.75 100 60.55 270.55 - 167 700 3,650
3,215,250 59,600 70,980 12.54 1.90 -2.20 2,200 1.85 1.90 26,200 8400.00 50 319.05 321.65 100 58.25 319.20 10.67 1,105 -8,750 343,550
83,450 -4,650 584 13.62 1.45 -0.75 200 1.35 1.45 600 8450.00 100 330.50 409.95 50 - - - - - 5,750
1,850,250 103,600 18,425 13.56 0.70 -0.75 36,650 0.70 0.75 26,750 8500.00 50 417.80 419.95 50 63.00 420.40 - 1,020 18,750 403,000
8,350 - - - - - 200 0.35 1.95 350 8550.00 500 401.00 648.50 100 - - - - - -
647,300 4,900 4,863 15.37 0.45 -0.25 399,300 0.40 0.45 209,250 8600.00 100 516.15 520.30 50 62.05 517.30 - 90 -50 13,400
4,250 - - - - - 10,000 0.05 3.35 500 8650.00 500 490.50 754.40 100 - - - - - -
278,250 11,600 1,543 17.34 0.40 -0.15 17,650 0.35 0.40 8,500 8700.00 100 614.95 621.85 50 68.45 625.00 19.23 1 50 850
50 - - - - - 10,000 0.05 - - 8750.00 500 600.50 858.45 100 - - - - - -
273,400 107,500 14,663 19.37 0.30 -0.25 362,600 0.30 0.35 303,650 8800.00 4,050 651.10 799.90 3,750 - - - - - -
500 - - - - - 10,000 0.05 - - 8850.00 500 700.50 958.45 100 - - - - - -
45,250 - - - - - 300 0.25 0.40 6,500 8900.00 3,850 751.10 887.20 1,000 - - - - - -
- - - - - - 10,000 0.05 - - 8950.00 50 770.00 1,062.50 100 - - - - - -
745,200 -1,100 173 23.42 0.30 -0.10 48,550 0.25 0.30 9,150 9000.00 250 914.05 918.50 50 62.40 915.00 - 116 2,900 350,450
- - - - - - - - 3.05 1,000 9050.00 1,000 775.55 1,162.50 100 - - - - - -
- - - - - - - - 1.35 1,000 9100.00 1,000 821.50 1,215.70 100 - - - - - -
- - - - - - - - 3.05 1,000 9150.00 1,000 871.50 1,265.10 100 - - - - - -
- - - - - - - - 2.90 3,000 9200.00 1,000 921.50 1,314.65 100 - - - - - -
50 - - - - - 50 0.05 3.05 1,000 9250.00 1,000 969.05 1,363.55 500 - - - - - 3,500
1,900 - - - - - 50 0.10 0.35 800 9300.00 500 1,186.15 1,234.95 300 - - - - - 50
- - - - - - - - 3.05 1,000 9350.00 1,000 1,067.50 1,463.00 100 - - - - - -
- - - - - - - - 3.05 1,000 9400.00 1,000 1,113.45 1,512.55 100 - - - - - -
- - - - - - - - 3.05 1,000 9450.00 1,000 1,163.45 1,562.00 100 - - - - - -
- - - - - - - - 3.05 1,000 9500.00 100 1,214.50 1,611.00 100 - - - - - 1,150
- - - - - - - - 3.05 1,000 9550.00 1,000 1,259.40 1,660.85 100 - - - - - -
- - - - - - - - 3.05 1,000 9600.00 1,000 1,309.40 1,710.40 100 - - - - - -
- - - - - - - - 3.05 1,000 9650.00 1,000 1,359.40 1,759.85 100 - - - - - -
250 - - - - - 250 0.05 3.05 1,000 9700.00 1,000 1,405.35 1,809.30 100 - - - - - -
- - - - - - - - 3.05 1,000 9800.00 1,000 1,505.35 1,908.30 100 - - - - - -
150 - - - - - 150 0.05 3.05 1,000 9900.00 1,000 1,601.30 2,007.15 100 - - - - - -
700 650 25 43.17 0.25 -0.75 650 0.05 0.80 4,950 10000.00 150 1,911.25 1,918.85 150 66.90 1,914.00 - 48 - 12,500
- - - - - - - - 3.05 1,000 10100.00 1,000 1,797.25 2,205.05 100 - - - - - -

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



  •  Highlighted options are in-the-money.