Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8489.30  As on Apr 01, 2015 11:15:06 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
150 - - - - - 1,000 1,448.30 1,774.50 100 6850.00 7,000 0.05 - - - - - - - 100
- - - - - - 4,825 1,584.00 1,652.20 4,500 6900.00 500 0.20 1.90 500 - - - - - 25
- - - - - - 1,000 1,348.30 1,698.65 100 6950.00 7,000 0.05 - - - - - - - -
78,175 -35,450 2,101 - 1,520.00 -3.75 75 1,517.20 1,520.00 50 7000.00 400 1.05 1.10 25 -0.20 1.05 28.38 753 8,400 18,275
134,350 -50 5 - 1,469.00 -8.55 25 1,464.55 1,482.65 250 7050.00 1,000 1.00 1.70 1,000 - - - - - 2,700
1,089,450 -56,700 2,711 - 1,420.00 -5.30 450 1,421.00 1,425.05 25 7100.00 7,800 1.35 1.40 1,025 -0.30 1.35 27.17 2,214 75 88,875
- - - - - - 1,000 1,156.80 1,502.95 100 7150.00 175 1.05 1.40 175 - 1.50 26.36 621 -15,350 175
134,500 100 28 - 1,317.55 -5.40 25 1,318.60 1,324.30 25 7200.00 2,375 1.35 1.45 475 -0.45 1.35 25.24 1,512 -20,075 19,600
- - - - - - 1,000 1,065.35 1,407.20 100 7250.00 7,000 0.05 - - - - - - - -
14,725 - - - - - 75 1,218.00 1,224.20 25 7300.00 1,325 1.50 1.60 1,100 -0.15 1.60 23.82 120 -175 17,850
- - - - - - 1,000 973.90 1,311.45 100 7350.00 5,000 0.10 2.50 1,000 - - - - - -
8,200 -25 1 - 1,119.95 -29.20 25 1,121.05 1,124.30 25 7400.00 1,025 1.95 2.15 250 -0.10 1.95 22.57 198 - 85,275
- - - - - - 1,000 873.90 1,211.45 100 7450.00 5,000 0.10 3.50 1,000 - - - - - -
521,075 -41,700 4,107 - 1,022.00 -3.05 350 1,022.00 1,023.90 100 7500.00 19,725 2.45 2.50 7,300 0.05 2.45 21.45 9,287 111,150 587,975
- - - - - - 1,000 782.50 1,115.75 100 7550.00 5,000 0.20 4.50 1,000 - - - - - -
82,575 - 2 - 911.00 -21.55 300 923.15 931.10 2,375 7600.00 100 3.15 3.30 50 -0.15 3.20 20.51 943 -7,125 316,475
- - - - - - 1,000 682.70 1,015.75 100 7650.00 5,000 0.45 - - - - - - - -
18,975 - 3 - 823.15 16.20 100 823.05 828.50 25 7700.00 325 4.65 4.75 1,750 -0.20 4.65 19.51 4,166 675 428,200
- - - - - - 1,000 586.95 920.00 100 7750.00 200 3.00 10.00 200 - - - - - 100
24,575 -525 241 - 731.45 -2.70 75 725.85 732.40 200 7800.00 1,200 6.95 7.00 800 -0.20 7.00 18.78 16,626 6,025 538,325
- - - - - - 1,000 560.50 824.25 100 7850.00 50 7.50 11.00 100 -4.50 7.50 17.94 2 -50 200
105,775 -2,050 160 - 637.60 0.10 25 629.30 635.50 100 7900.00 500 10.60 10.65 850 -0.30 10.60 18.15 25,177 86,400 619,525
- - - - - - 1,000 480.50 724.25 100 7950.00 250 12.00 13.60 5,825 -1.85 13.65 17.97 294 -575 15,975
1,191,675 -94,650 7,653 - 539.00 -2.35 425 538.15 541.70 325 8000.00 675 16.35 16.45 600 -0.45 16.35 17.59 51,122 128,200 2,540,525
- - - - - - 250 481.25 503.55 250 8050.00 9,975 19.45 20.90 7,500 -2.60 19.40 17.07 214 1,975 14,450
184,525 -5,025 847 - 446.50 -3.60 50 447.50 449.25 50 8100.00 200 24.55 24.60 200 -0.35 24.75 16.94 55,790 208,600 2,472,275
25 - - - - - 9,975 396.75 411.40 9,975 8150.00 2,900 29.50 30.90 10,125 0.10 31.00 16.77 196 125 33,150
629,575 -22,500 2,104 10.34 361.00 -2.40 50 362.25 363.45 50 8200.00 450 36.75 36.95 325 -0.40 37.20 16.38 63,781 218,725 2,720,275
725 -25 1 11.31 319.70 -20.30 25 318.85 325.05 150 8250.00 10,075 44.55 45.55 50 -0.75 44.85 16.16 560 3,425 55,125
490,825 -14,425 3,616 11.64 280.05 -4.00 25 280.30 281.70 50 8300.00 25 55.10 55.20 50 -0.90 55.15 15.89 98,386 321,675 3,431,250
5,850 625 49 11.71 240.85 -7.10 275 240.85 245.05 25 8350.00 200 65.90 67.00 50 -0.45 66.60 15.70 837 4,125 75,400
1,179,300 34,600 20,607 11.96 207.50 -2.45 150 207.25 208.00 2,475 8400.00 50 80.35 80.55 50 -0.85 80.55 15.37 149,878 700,500 3,681,775
46,675 5,050 506 12.07 174.10 -3.75 50 173.90 176.45 300 8450.00 25 96.05 96.95 50 -2.40 96.10 15.21 3,401 44,600 169,075
2,805,875 61,450 86,412 12.02 145.30 -3.60 200 144.75 145.25 150 8500.00 50 114.70 115.10 100 -2.00 114.75 14.90 124,425 25,050 2,856,125
113,175 11,050 1,632 11.94 117.95 -3.85 50 117.35 118.10 1,000 8550.00 50 135.35 137.80 400 -0.75 138.00 14.95 1,291 20,575 78,250
2,866,125 216,575 126,967 11.92 93.95 -3.40 50 93.65 94.00 325 8600.00 50 160.75 161.25 100 -2.25 160.60 14.50 33,582 38,525 1,681,375
125,525 12,525 1,576 11.81 73.15 -3.45 50 72.75 73.75 250 8650.00 9,975 187.60 191.85 4,875 -0.65 190.05 14.38 130 -350 63,675
2,795,275 229,100 115,122 11.72 55.80 -2.75 50 55.65 55.80 50 8700.00 50 219.30 220.15 25 1.70 221.50 14.32 8,433 -7,275 1,072,625
81,450 3,350 1,314 11.61 41.40 -3.10 25 41.35 41.80 75 8750.00 250 253.90 257.15 25 -5.75 256.75 14.44 8 25 37,550
2,847,525 131,725 95,842 11.59 30.60 -2.05 800 30.55 30.70 550 8800.00 50 292.05 293.20 50 -0.20 293.30 14.64 5,497 -51,000 926,775
53,975 7,600 501 11.42 22.65 -1.00 50 21.30 22.30 10,025 8850.00 200 320.45 333.30 125 - - - - - 5,175
1,404,675 39,775 55,477 11.55 15.70 -1.55 300 15.60 15.70 525 8900.00 50 374.55 375.95 50 2.30 376.10 15.00 4,122 -55,350 409,525
29,075 1,650 131 11.72 11.35 -0.45 2,175 10.30 11.50 9,975 8950.00 375 396.70 426.00 125 5.95 424.95 16.12 10 -200 2,750
3,069,600 119,000 41,583 11.64 7.75 -0.80 175 7.70 7.75 700 9000.00 50 464.05 468.00 350 5.30 468.05 16.21 10,017 -174,925 878,925
7,700 50 2 12.64 7.60 1.00 25 5.05 7.15 175 9050.00 225 500.85 568.00 125 - - - - - 1,000
1,055,250 -700 10,977 11.94 3.90 -0.45 425 3.90 3.95 175 9100.00 50 559.15 562.25 25 -1.00 560.40 17.63 500 -7,100 409,500
1,625 400 46 11.52 2.00 -1.50 300 2.05 3.70 400 9150.00 1,000 424.80 817.65 100 - - - - - -
1,094,875 11,425 5,777 12.64 2.40 -0.25 3,075 2.40 2.50 4,575 9200.00 500 656.30 658.30 25 6.85 660.00 19.34 138 -300 137,675
25 - - - - - 200 1.25 5.00 200 9250.00 1,000 520.35 921.90 100 - - - - - -
846,675 -2,075 6,105 13.79 1.95 - 6,975 1.95 2.00 8,050 9300.00 500 754.85 756.85 25 4.85 760.45 21.74 93 -2,025 88,200
- - - - - - 1,000 0.35 - - 9350.00 1,000 620.35 1,021.90 100 - - - - - -
675,975 -8,450 7,253 15.17 1.85 0.05 38,400 1.80 1.85 1,250 9400.00 25 853.50 858.90 25 4.60 863.00 24.64 278 -6,850 128,575
- - - - - - 500 0.10 - - 9450.00 1,000 716.10 1,126.15 100 - - - - - -
797,150 -2,200 4,840 16.24 1.50 -0.20 8,150 1.50 1.55 2,875 9500.00 300 955.00 957.10 50 -0.45 956.50 26.21 1,277 -3,275 836,875
- - - - - - 500 0.10 - - 9550.00 1,000 816.10 1,226.15 100 - - - - - -
227,075 175 1,441 17.33 1.35 -0.20 3,500 1.30 1.35 1,000 9600.00 250 1,050.95 1,063.30 1,750 - - - - - 3,700
- - - - - - 5,500 0.10 - - 9650.00 1,000 911.80 1,330.45 100 - - - - - -
63,675 - - - - - 500 0.90 1.40 2,000 9700.00 25 1,149.60 1,158.35 25 - - - - - 10,175
- - - - - - 500 0.10 - - 9750.00 1,000 1,007.55 1,434.70 100 - - - - - -
25,775 - 1 19.30 1.00 -0.20 75 0.90 1.35 900 9800.00 5,825 1,228.75 1,274.25 3,475 - - - - - 750
- - - - - - 500 0.10 - - 9850.00 1,000 1,107.55 1,534.70 100 - - - - - -
19,925 - - - - - 475 0.75 1.65 1,000 9900.00 1,900 1,336.10 1,364.95 3,200 - - - - - -
- - - - - - 500 0.10 - - 9950.00 1,000 1,203.30 1,638.95 100 - - - - - -
257,000 -39,425 3,760 21.42 0.85 -0.35 22,275 0.85 0.90 15,950 10000.00 100 1,456.50 1,458.00 500 1.50 1,456.50 36.52 2,165 -29,850 555,000
- - - - - - 500 0.10 - - 10050.00 1,000 1,303.30 1,738.95 100 - - - - - -
11,975 - - - - - 50 0.50 1.20 2,500 10100.00 4,000 1,488.30 1,596.40 4,000 - - - - - -
- - - - - - 500 0.10 - - 10150.00 1,000 1,399.05 1,843.25 100 - - - - - -
3,250 - - - - - 500 0.10 - - 10200.00 4,000 1,587.80 1,698.95 4,000 - - - - - -
- - - - - - 500 0.10 - - 10250.00 1,000 1,494.75 1,947.50 100 - - - - - -
550 - - - - - 500 0.10 - - 10300.00 4,000 1,687.80 1,798.95 4,000 - - - - - -
- - - - - - 500 0.10 - - 10350.00 1,000 1,594.75 2,047.50 100 - - - - - -
- - - - - - 500 0.10 - - 10400.00 4,000 1,787.80 1,898.95 4,000 - - - - - -
- - - - - - 500 0.10 - - 10450.00 1,000 1,692.35 2,152.20 100 - - - - - -
725 - - - - - 500 0.30 1.00 350 10500.00 2,400 1,945.60 1,960.65 3,300 -4.25 1,951.85 43.45 110 - 56,650

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



  •  Highlighted options are in-the-money.