Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8014.55  As on Oct 23, 2014 19:30:24 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
80,750 - - - 1,962.25 5.50 200 1,841.00 2,075.70 2,000 6050.00 - - - - - 0.95 - - - 2,000
851,850 -450 10 - 1,916.95 13.35 50 1,905.00 1,919.85 200 6100.00 - - 0.30 1,000 - 0.10 - - - 27,150
- - - - - - 2,000 1,642.30 2,035.90 2,000 6150.00 - - - - - - - - - -
54,400 - - - 1,805.00 - 2,000 1,592.30 1,985.90 2,000 6200.00 - - - - - 0.50 - - - 7,450
- - - - - - 2,000 1,542.30 1,935.90 2,000 6250.00 - - - - - - - - - -
23,050 - - - 1,692.00 - 50 1,530.40 1,833.75 2,000 6300.00 - - 0.65 2,000 - 0.15 - - - 6,750
- - - - - - 2,000 1,450.30 1,783.75 2,000 6350.00 - - - - - - - - - -
63,950 - - - 1,613.45 2.20 100 1,589.00 1,733.75 2,000 6400.00 - - - - - 0.15 - - - 2,500
- - - - - - 2,000 1,358.35 1,687.75 2,000 6450.00 - - - - - - - - - -
214,100 -300 7 - 1,519.65 19.65 50 1,511.50 1,522.50 200 6500.00 1,950 0.15 0.65 4,000 -0.50 0.15 49.71 2 - 54,150
- - - - - - 2,000 1,258.40 1,587.75 2,000 6550.00 10,000 0.05 - - - 1.00 - - - 500
92,500 - - - 1,390.55 -5.90 1,000 1,216.45 1,541.75 2,000 6600.00 9,000 0.05 0.15 1,000 -0.40 0.05 42.55 20 - 17,750
- - - - - - 2,000 1,166.40 1,491.75 2,000 6650.00 10,000 0.05 - - - 1.00 - - - 200
200,600 - - - 1,311.00 6.85 1,100 1,155.15 1,320.95 100 6700.00 10,000 0.05 - - - 0.85 - - - 35,150
13,400 - - - 1,157.10 - 2,000 1,074.45 1,395.80 2,000 6750.00 10,000 0.05 - - - 0.95 - - - 100
42,400 -50 1 - 1,219.00 21.00 1,000 1,200.05 1,345.80 2,000 6800.00 2,500 0.40 0.95 1,000 0.25 0.95 47.75 1 - 144,900
9,650 - - - 1,039.25 - 2,000 974.45 1,295.80 2,000 6850.00 10,000 0.05 - - - - - - - -
22,650 - - - 1,092.00 - 100 1,120.00 1,245.75 1,000 6900.00 2,500 0.40 0.90 550 - 0.80 - - - 83,850
23,050 - - - 880.25 - 2,000 882.45 1,199.80 2,000 6950.00 10,000 0.05 - - - - - - - -
188,350 150 14 - 1,015.30 16.25 50 1,017.00 1,021.75 200 7000.00 4,000 0.70 0.75 300 -0.20 0.75 39.14 210 -2,450 1,211,450
250 - - - 735.25 - 2,000 782.50 986.00 50 7050.00 50 0.70 - - - 3.10 - - - 850
16,450 - - - 905.00 - 1,100 760.25 1,053.70 1,200 7100.00 5,000 0.80 1.05 50 -0.15 0.95 36.49 218 -1,000 720,650
50 - - - 698.05 - 2,000 690.60 886.00 50 7150.00 50 0.75 1.40 2,000 - 2.75 - - - 950
47,250 - - - 816.00 3.55 1,000 640.70 953.75 1,000 7200.00 6,500 1.15 1.30 1,100 - 1.15 33.56 394 1,900 616,450
50 - - - 596.00 - 2,000 594.65 907.80 2,000 7250.00 1,000 0.65 1.45 1,950 0.60 1.45 32.65 1 - 26,800
56,600 -200 5 - 723.40 10.20 1,000 701.00 736.00 1,000 7300.00 2,900 1.30 1.35 250 -0.05 1.35 30.43 1,181 50 1,173,400
- - - - - - 200 495.00 807.80 2,000 7350.00 450 0.80 1.50 2,000 -0.65 0.80 26.65 11 - 48,300
203,450 -100 21 - 614.85 11.70 50 618.35 622.00 50 7400.00 100 1.40 1.45 1,800 0.05 1.40 26.72 1,426 -8,300 1,438,500
300 - - - 455.00 - 1,000 402.00 711.85 2,000 7450.00 100 1.20 1.60 200 0.40 1.60 25.27 38 400 45,850
198,900 -3,200 125 - 522.80 12.35 50 519.20 523.45 50 7500.00 7,750 1.60 1.70 3,200 0.05 1.60 23.31 8,813 -20,850 3,118,200
350 - - - 398.00 - 1,000 350.00 615.85 2,000 7550.00 300 1.55 1.80 2,000 -0.20 1.75 21.63 342 -150 166,450
195,150 -3,750 142 - 423.55 11.95 50 420.00 423.90 100 7600.00 9,750 1.80 1.90 3,650 0.05 1.85 19.81 7,025 1,000 4,177,100
850 - - - 355.50 - 1,000 250.00 515.85 2,000 7650.00 1,000 1.80 2.15 1,100 -0.25 1.85 17.78 316 550 345,500
308,200 -16,800 541 - 324.00 11.20 500 323.10 324.00 100 7700.00 50 2.50 2.55 3,350 -0.20 2.55 16.64 13,146 -24,700 4,105,250
30,650 -200 16 - 271.50 14.90 500 263.00 280.35 100 7750.00 450 2.75 2.80 50 -0.75 2.80 14.75 2,612 -19,600 432,250
1,069,100 -58,850 2,925 - 225.00 12.45 50 224.50 225.45 200 7800.00 250 4.55 4.60 4,100 -0.80 4.60 13.93 33,478 -133,700 4,800,100
222,150 -5,750 366 9.85 179.00 12.95 50 175.00 178.00 150 7850.00 500 6.90 7.00 800 -1.60 7.00 12.81 6,157 -53,850 746,350
2,225,100 -455,750 22,635 9.43 132.35 11.00 50 132.15 133.00 100 7900.00 800 11.85 11.95 2,600 -2.50 11.85 11.99 62,586 233,000 5,989,550
499,200 -16,800 4,066 9.29 90.35 7.05 50 88.60 91.00 50 7950.00 500 18.90 19.70 450 -3.60 19.35 10.98 18,473 98,200 1,003,200
4,278,200 -16,350 85,697 9.54 57.00 5.90 250 57.00 57.10 250 8000.00 2,750 33.75 34.25 3,600 -5.55 34.00 10.46 69,212 268,200 4,978,150
1,295,350 145,500 23,837 9.06 29.75 2.25 2,250 29.60 29.75 2,450 8050.00 850 54.50 55.50 1,100 -7.50 55.40 9.69 3,474 58,750 302,950
6,378,950 -98,700 52,033 9.32 14.80 1.15 500 14.80 15.00 150 8100.00 50 86.25 87.30 1,950 -10.70 87.30 9.22 15,293 54,750 1,132,300
936,250 26,500 6,497 9.06 5.55 -0.30 500 5.65 6.00 2,450 8150.00 50 126.10 128.95 50 -9.95 129.00 9.39 41 -550 23,100
6,146,050 -258,350 26,139 9.70 2.60 -0.40 1,450 2.60 2.65 3,450 8200.00 100 172.00 174.00 50 -12.70 173.30 7.57 1,106 -6,200 443,900
317,700 6,550 1,269 10.74 1.55 -0.25 3,650 1.55 1.65 5,400 8250.00 2,000 193.40 401.55 2,000 -7.25 229.85 - - - 4,150
3,093,500 -280,500 19,774 12.22 1.25 -0.20 71,550 1.25 1.30 9,950 8300.00 50 267.90 271.00 50 -16.85 267.60 - 2,504 -7,650 440,000
104,050 -1,100 53 12.78 0.65 -0.45 5,200 0.45 1.35 2,000 8350.00 2,000 282.00 505.55 2,000 - 438.00 - - - 850
1,963,400 -15,700 3,434 14.71 0.75 -0.25 11,100 0.70 0.75 1,000 8400.00 50 366.85 371.00 50 -8.80 368.00 - 143 -3,800 168,800
36,400 - - - 0.75 - 10,000 0.15 5.50 250 8450.00 1,000 302.00 605.00 100 - 568.60 - - - 250
2,096,800 -83,900 8,566 16.11 0.30 -0.35 10,000 0.25 0.30 700 8500.00 50 465.80 469.70 200 -12.20 467.50 - 77 -450 372,050
1,350 - - - 4.95 - 10,000 0.05 - - 8550.00 1,000 350.00 709.60 2,000 - - - - - -
660,450 -1,200 156 19.61 0.40 -0.15 650 0.35 0.40 200 8600.00 1,000 390.15 592.65 1,000 -2.60 579.20 30.32 12 - 6,150
1,450 - - - 0.45 - 10,000 0.05 - - 8650.00 2,000 440.05 809.60 2,000 - - - - - -
287,100 -2,100 42 20.95 0.20 -0.30 900 0.20 0.30 100 8700.00 1,000 486.10 863.55 1,000 - - - - - -
1,100 - - - 0.40 - 10,000 0.05 - - 8750.00 2,000 536.05 913.60 2,000 - - - - - -
181,400 -1,000 30 23.60 0.20 -0.10 10,000 0.05 0.20 1,700 8800.00 1,000 586.10 963.55 1,000 - 783.15 - - - 200
- - - - - - 10,000 0.05 - - 8850.00 2,000 632.05 1,017.60 2,000 - 956.85 - - - 5,250
81,050 - - - 0.45 - 100 0.15 0.45 900 8900.00 1,000 682.10 1,067.55 1,000 - - - - - -
- - - - - - 10,000 0.05 - - 8950.00 2,000 732.05 1,117.60 2,000 - 1,038.45 - - - 9,650
932,250 -1,500 36 30.75 0.40 0.05 58,750 0.25 0.40 10,500 9000.00 50 968.10 970.20 50 -10.90 969.00 - 26 -1,300 311,300
- - - - - - - - - - 9050.00 2,000 828.00 1,221.60 2,000 - 1,201.75 - - - 10,350
750 - - - 2.05 - - - - - 9100.00 2,000 878.00 1,271.60 2,000 - - - - - -
- - - - - - - - - - 9150.00 2,000 923.95 1,325.65 2,000 - 1,023.85 - - - 9,150
- - - - - - - - - - 9200.00 2,000 973.95 1,375.65 2,000 - - - - - -
- - - - - - - - - - 9250.00 2,000 1,023.95 1,425.65 2,000 - 1,401.55 - - - 10,700
- - - - - - - - - - 9300.00 2,000 1,073.95 1,475.65 2,000 - - - - - -
- - - - - - - - - - 9350.00 2,000 1,119.95 1,529.65 2,000 - - - - - -
- - - - - - - - - - 9400.00 2,000 1,169.95 1,579.65 2,000 - - - - - -
- - - - - - - - - - 9450.00 2,000 1,219.95 1,629.65 2,000 - - - - - -
21,050 - - - 0.15 -0.05 2,500 0.15 - - 9500.00 950 1,465.00 1,469.25 50 -14.55 1,465.00 - 2 -100 221,700
- - - - - - - - - - 9550.00 2,000 1,315.95 1,733.65 2,000 - - - - - -
- - - - - - - - - - 9600.00 2,000 1,365.95 1,783.65 2,000 - - - - - -
- - - - - - - - - - 9650.00 2,000 1,411.95 1,837.65 2,000 - - - - - -

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



  •  Highlighted options are in-the-money.