Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7927.75  As on Oct 21, 2014 15:30:37 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
80,400 -3,650 80 - 1,875.00 31.00 50 1,882.20 1,887.80 100 6050.00 - - 1.00 2,000 - 0.95 - - - 2,000
864,650 -4,300 118 - 1,837.60 44.05 100 1,839.50 1,843.95 250 6100.00 9,900 0.10 0.40 2,000 0.55 0.65 61.75 4 -50 27,250
- - - - - - 2,000 1,529.70 1,917.50 2,000 6150.00 - - 1.00 2,000 - - - - - -
56,100 -100 2 - 1,705.00 20.00 250 1,731.25 1,743.00 50 6200.00 2,000 0.10 0.65 2,950 0.15 0.65 58.28 161 - 7,050
- - - - - - 2,000 1,437.60 1,814.10 2,000 6250.00 - - 1.00 1,000 - - - - - -
29,700 -2,950 69 - 1,640.00 58.25 250 1,634.65 1,641.40 50 6300.00 1,650 0.20 0.65 450 0.55 0.70 55.27 47 -1,350 6,500
- - - - - - 2,000 1,345.50 1,670.05 2,000 6350.00 - - 1.00 2,000 - - - - - -
64,300 - - - 1,481.10 - 250 1,534.75 1,546.50 50 6400.00 1,500 0.10 0.80 400 - 1.00 - - - 2,650
- - - - - - 2,000 1,245.50 1,570.05 2,000 6450.00 - - 1.00 2,000 - - - - - -
216,500 -150 12 - 1,440.00 43.00 50 1,438.10 1,444.55 50 6500.00 900 0.45 0.70 200 0.35 0.70 48.48 22 -50 55,150
- - - - - - 2,000 1,153.40 1,474.00 2,000 6550.00 500 0.20 1.00 1,000 - 1.00 - - - 500
93,000 -400 18 - 1,339.45 126.30 50 1,335.35 1,340.40 100 6600.00 950 0.30 0.80 950 -0.55 0.30 41.48 146 - 17,900
- - - - - - 2,000 1,061.35 1,377.95 2,000 6650.00 500 0.25 1.00 1,000 - 1.00 - - - 200
205,100 -1,800 40 42.13 1,245.00 40.00 50 1,235.20 1,241.80 50 6700.00 4,000 0.60 0.90 50 0.40 0.95 43.26 540 3,850 43,350
13,400 - - - 1,157.10 - 500 1,181.30 1,276.75 3,000 6750.00 1,000 0.20 1.50 1,000 - 0.95 - - - 100
42,700 -150 5 - 1,096.50 7.45 50 1,136.55 1,141.50 50 6800.00 300 0.95 1.30 2,000 0.15 1.00 40.12 391 -1,450 154,800
9,650 - - - 1,039.25 - 2,000 869.25 1,181.90 2,000 6850.00 1,000 0.20 2.00 1,000 - - - - - -
22,750 -50 6 - 1,005.00 17.00 50 1,036.40 1,041.95 50 6900.00 250 1.00 1.05 50 -0.05 1.00 36.75 272 -9,050 112,850
23,050 - - - 880.25 - 2,000 769.40 1,081.90 2,000 6950.00 10,000 0.20 - - - - - - - -
203,450 -16,750 544 - 942.30 52.15 100 938.70 942.90 50 7000.00 10,900 1.20 1.50 100 -0.15 1.25 34.33 4,450 -6,200 1,322,300
250 - - - 735.25 - 2,000 677.50 985.85 2,000 7050.00 50 1.15 2.00 1,000 - 3.10 - - - 850
17,150 -1,450 34 - 795.00 0.75 100 840.10 844.75 100 7100.00 5,000 1.30 1.40 2,650 -0.20 1.40 31.38 3,047 12,300 720,750
50 - - - 698.05 - 2,000 581.55 889.80 2,000 7150.00 50 1.20 1.70 1,000 - 2.75 - - - 950
78,000 -1,550 43 - 737.10 53.35 50 739.30 742.90 200 7200.00 1,900 1.45 1.50 1,150 -0.40 1.50 28.21 5,665 -20,150 676,300
50 - - - 596.00 - 2,000 482.20 789.80 2,000 7250.00 4,000 1.40 1.65 100 -0.60 1.50 26.48 410 -200 26,800
62,800 -3,450 97 - 642.00 50.85 100 639.55 645.00 150 7300.00 10,050 1.55 1.65 4,850 -0.70 1.55 24.86 16,474 -61,200 1,447,050
- - - - - - 2,000 385.45 693.75 2,000 7350.00 250 1.60 1.75 100 -0.75 1.60 23.23 352 -100 50,150
205,900 -3,050 698 - 542.35 51.55 50 540.60 543.50 250 7400.00 5,000 1.65 1.70 23,150 -1.35 1.70 21.67 44,127 -596,600 2,729,450
300 - - - 455.00 - 1,000 301.00 597.70 2,000 7450.00 500 1.70 4.90 5,000 -1.65 1.75 20.00 1,669 -25,700 48,100
222,700 -25,500 1,259 - 442.00 43.35 50 442.15 445.95 50 7500.00 900 2.15 2.30 1,700 -2.10 2.30 19.03 94,525 -728,050 3,295,850
350 -500 10 16.29 398.00 31.00 500 351.00 490.00 500 7550.00 450 2.60 2.70 100 -2.55 2.65 17.60 4,554 -18,000 163,200
250,100 -122,900 4,775 - 345.00 48.15 250 344.00 347.45 100 7600.00 1,950 3.50 3.55 50 -3.85 3.50 16.54 184,074 -161,300 4,722,900
1,050 -250 63 - 291.60 30.90 500 286.00 313.35 500 7650.00 150 4.60 4.75 9,500 -5.10 4.75 15.49 21,285 -200,900 401,750
401,300 -290,050 17,635 12.36 250.00 38.35 50 250.00 250.95 1,000 7700.00 4,600 7.05 7.30 20,000 -8.15 7.05 14.70 370,893 -146,400 5,472,500
34,650 -5,150 789 9.75 199.35 35.50 250 198.70 205.20 250 7750.00 550 10.00 10.50 50 -11.65 10.00 13.67 42,818 -56,750 521,800
1,599,500 -415,500 93,955 11.75 158.70 32.75 50 157.50 158.85 50 7800.00 250 15.60 15.90 100 -16.55 15.90 13.09 527,749 922,650 6,347,200
234,800 -28,200 13,847 11.20 116.85 23.90 200 113.10 118.50 50 7850.00 300 21.90 23.60 50 -23.90 23.10 12.05 63,727 329,350 713,000
3,643,100 -702,900 628,852 10.86 80.65 16.15 50 80.70 82.40 50 7900.00 550 36.70 37.00 1,800 -29.45 37.00 11.62 771,071 937,250 5,711,400
713,600 128,800 82,042 10.98 53.20 10.40 150 53.20 53.50 250 7950.00 850 55.00 55.45 250 -38.45 55.30 10.86 32,381 404,350 664,350
5,914,100 -507,950 704,907 11.04 32.70 4.95 150 32.05 32.70 2,350 8000.00 50 82.05 83.00 900 -43.75 83.00 10.56 194,977 203,700 2,493,250
828,900 162,800 62,151 10.66 17.00 0.60 500 16.85 17.30 1,150 8050.00 100 114.70 120.70 500 -49.45 116.05 9.72 754 -6,050 48,200
6,304,600 -126,350 431,181 10.98 9.40 -0.50 950 9.45 9.50 1,500 8100.00 100 156.10 158.85 50 -45.55 160.00 10.33 17,571 -59,350 802,350
565,900 23,850 17,702 11.16 4.75 -0.95 1,200 4.75 5.00 5,700 8150.00 100 190.05 414.85 100 -29.10 219.90 16.32 128 -600 26,400
5,714,950 153,200 194,992 11.84 2.85 -0.90 8,500 2.85 3.05 6,750 8200.00 50 249.40 252.00 100 -48.05 252.00 - 6,957 -201,050 545,650
342,000 -33,300 6,177 12.97 2.15 -0.30 100 2.05 2.30 200 8250.00 50 282.05 399.95 50 -7.25 335.15 26.31 75 -1,050 4,500
3,827,950 -453,350 72,691 13.98 1.60 -0.15 50,000 1.50 1.65 500 8300.00 150 346.30 349.60 50 -45.40 347.30 - 8,481 -137,400 534,400
108,750 -1,850 232 15.35 1.45 - 650 1.15 1.45 350 8350.00 1,000 301.00 618.90 100 - 438.00 - - - 850
2,001,400 -144,100 30,587 16.54 1.25 0.10 500 1.15 1.25 500 8400.00 50 444.85 448.10 50 -48.80 448.00 - 433 -11,350 176,550
37,950 -2,200 55 17.94 1.20 -0.10 2,000 0.80 1.35 500 8450.00 1,000 365.00 721.90 100 - 568.60 - - - 250
2,327,350 -31,800 20,197 18.54 0.85 - 8,050 0.80 0.85 4,350 8500.00 100 544.00 547.80 100 -51.25 544.70 - 1,663 -18,200 383,000
1,350 - - - 4.95 - 1,000 0.10 0.90 500 8550.00 1,000 460.00 826.85 2,000 - - - - - -
677,850 -10,050 2,541 20.81 0.70 0.05 600 0.70 0.75 10,000 8600.00 100 621.45 655.25 50 -28.85 646.70 - 72 -50 6,200
1,450 - - - 0.45 - 1,000 0.10 1.00 1,000 8650.00 2,000 554.90 926.85 2,000 - - - - - -
289,900 -20,750 924 22.58 0.50 0.05 750 0.45 0.75 6,000 8700.00 1,000 693.45 782.20 1,000 - - - - - -
1,100 - - - 0.40 - 1,000 0.10 1.00 1,000 8750.00 2,000 650.95 1,030.80 2,000 - - - - - -
182,300 -1,150 46 24.49 0.40 -0.05 50 0.40 0.60 1,500 8800.00 1,000 793.45 872.20 1,000 215.00 1,044.95 97.82 6 100 300
- - - - - - 1,000 0.15 1.00 1,000 8850.00 2,000 750.95 1,130.80 2,000 - 956.85 - - - 5,250
82,150 - 1 27.82 0.55 0.10 500 0.35 0.55 750 8900.00 1,000 893.45 972.20 1,000 - - - - - -
- - - - - - 1,000 0.10 1.00 1,000 8950.00 2,000 846.95 1,234.75 2,000 - 1,038.45 - - - 9,650
937,850 -14,700 1,274 29.25 0.40 - 13,750 0.35 0.40 5,700 9000.00 100 1,042.00 1,046.90 100 -56.50 1,040.60 - 381 -13,000 332,250
- - - - - - - - 1.00 1,000 9050.00 2,000 942.95 1,338.75 2,000 - 1,201.75 - - - 10,350
750 - - - 2.05 - - - - - 9100.00 1,000 1,093.45 1,172.20 1,000 - - - - - -
- - - - - - - - - - 9150.00 2,000 1,042.95 1,438.75 2,000 - 1,023.85 - - - 9,150
- - - - - - - - - - 9200.00 1,000 1,183.45 1,272.20 1,000 - - - - - -
- - - - - - - - - - 9250.00 2,500 1,145.00 1,525.00 2,500 - 1,401.55 - - - 10,700
- - - - - - - - - - 9300.00 1,000 1,273.45 1,372.20 1,000 - - - - - -
- - - - - - - - - - 9350.00 2,000 1,235.05 1,646.65 2,000 - - - - - -
- - - - - - - - - - 9400.00 1,000 1,373.45 1,472.20 1,000 - - - - - -
- - - - - - - - - - 9450.00 2,000 1,335.05 1,746.65 2,000 - - - - - -
21,650 1,100 27 39.89 0.35 -0.35 7,200 0.10 0.45 450 9500.00 50 1,540.10 1,543.35 100 -42.85 1,543.20 - 115 -3,800 225,700
- - - - - - - - - - 9550.00 2,000 1,431.10 1,850.60 2,000 - - - - - -
- - - - - - - - - - 9600.00 2,000 1,481.10 1,900.60 2,000 - - - - - -
- - - - - - - - - - 9650.00 2,000 1,527.15 1,954.55 2,000 - - - - - -

Top

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



  •  Highlighted options are in-the-money.