Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7747.00  As on May 03, 2016 15:30:46 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
300 - 1 - 2,299.20 -39.00 300 2,300.15 2,455.95 75 5450.00 - - 3.00 150 - - - - - -
387,375 -24,300 1,172 - 2,261.55 -60.35 300 2,260.90 2,265.95 75 5500.00 4,425 0.60 0.65 6,525 -0.05 0.60 49.51 838 17,625 50,850
- - - - - - 1,200 2,068.50 2,468.00 75 5550.00 - - - - - - - - - -
75 75 1 107.89 2,277.00 784.35 975 2,113.00 2,192.90 75 5600.00 300 0.40 1.40 300 -6.35 1.40 51.45 12 750 750
- - - - - - 1,200 1,968.50 2,368.00 75 5650.00 - - - - - - - - - -
- - - - - - 75 2,010.40 2,093.00 75 5700.00 300 0.15 1.50 150 - - - - - -
- - - - - - 1,200 1,869.00 2,268.00 75 5750.00 - - - - - - - - - -
- - - - - - 75 1,912.90 1,992.95 75 5800.00 300 0.15 1.45 150 - - - - - -
- - - - - - 1,200 1,768.50 2,168.00 75 5850.00 - - - - - - - - - -
- - - - - - 75 1,812.90 1,893.20 75 5900.00 300 0.15 1.70 150 - - - - - -
- - - - - - 1,200 1,668.50 2,068.00 75 5950.00 - - - - - - - - - -
280,800 225 88 - 1,765.00 -59.25 150 1,761.55 1,767.75 75 6000.00 1,050 0.90 1.00 300 0.10 1.00 40.12 288 4,200 27,450
- - - - - - 1,200 1,576.50 1,962.00 75 6050.00 1,500 0.10 - - - - - - - -
975 375 5 84.41 1,773.75 -48.20 975 1,625.60 1,693.00 75 6100.00 75 1.00 1.50 150 0.95 1.50 39.58 7 525 1,050
- - - - - - 1,200 1,484.50 1,924.50 150 6150.00 9,975 0.05 - - - - - - - -
1,275 375 5 78.30 1,667.45 -22.30 975 1,525.35 1,593.00 75 6200.00 150 0.75 1.50 75 -0.70 0.30 31.51 6 375 2,925
- - - - - - 1,200 1,385.00 1,775.50 75 6250.00 9,975 0.05 - - - - - - - -
1,275 450 6 75.23 1,571.65 22.20 975 1,425.70 1,492.55 75 6300.00 150 1.10 1.90 150 0.45 1.45 34.74 10 450 1,800
- - - - - - 1,200 1,292.00 1,680.00 75 6350.00 9,975 0.05 - - - - - - - -
10,275 -300 11 - 1,376.00 -138.65 975 1,325.80 1,392.35 75 6400.00 825 1.20 1.50 75 0.20 1.20 31.73 61 -375 5,925
- - - - - - 1,200 1,200.00 1,580.00 75 6450.00 9,975 0.05 - - - - - - - -
389,775 -2,025 191 - 1,265.00 -62.05 375 1,266.35 1,270.60 75 6500.00 375 1.35 1.50 525 -0.10 1.35 29.90 856 -9,750 294,000
- - - - - - 75 1,151.00 1,309.00 75 6550.00 9,975 0.05 3.05 1,500 - - - - - -
38,250 -15,150 451 - 1,171.65 -57.40 75 1,164.50 1,176.10 150 6600.00 75 1.75 1.95 1,125 0.20 1.95 28.96 799 13,575 94,050
- - - - - - 1,200 1,010.50 1,229.00 75 6650.00 9,975 0.35 - - - - - - - -
61,725 -13,875 298 - 1,067.25 -57.90 150 1,068.55 1,076.60 75 6700.00 1,875 2.15 2.35 75 - 2.20 27.08 905 6,825 127,425
- - - - - - 1,200 908.00 1,129.00 75 6750.00 9,975 0.45 - - - - - - - -
363,975 -13,200 454 - 971.20 -58.50 150 968.60 977.45 75 6800.00 150 2.95 3.05 750 0.40 3.00 25.87 3,827 21,375 322,200
- - - - - - 1,200 816.00 1,029.00 75 6850.00 1,500 2.00 - - - - - - - -
150,750 -600 33 - 872.40 -69.40 75 868.60 878.65 375 6900.00 1,050 4.30 4.45 1,500 0.65 4.30 24.83 5,627 36,300 353,475
- - - - - - 75 761.00 909.00 75 6950.00 75 5.00 5.50 75 1.20 5.90 24.88 42 -450 2,475
1,593,900 2,850 1,459 - 772.70 -60.65 375 772.70 780.05 375 7000.00 1,050 6.80 6.85 1,575 1.20 6.80 24.19 22,548 104,250 3,578,550
675 375 13 46.82 835.40 -53.80 1,200 624.00 809.00 75 7050.00 75 8.00 9.50 600 4.30 10.00 24.66 20 750 2,100
406,275 -6,975 250 - 682.80 -59.20 375 675.30 683.70 75 7100.00 75 9.35 9.85 225 1.85 9.40 22.97 16,702 66,375 759,825
1,200 675 16 42.94 737.55 16.80 1,200 533.00 709.00 75 7150.00 600 9.20 11.50 75 2.65 11.00 22.31 23 300 1,800
508,875 -8,250 584 - 583.25 -58.00 75 580.85 588.45 75 7200.00 150 13.75 14.35 75 3.30 14.35 22.21 37,710 271,650 2,546,325
600 450 37 41.91 656.65 31.20 2,025 440.05 609.00 75 7250.00 150 15.35 17.85 150 3.35 15.20 21.01 198 4,575 10,350
466,200 -8,925 622 13.72 495.65 -52.30 75 491.10 496.60 75 7300.00 75 20.10 20.95 150 5.50 20.90 21.23 57,960 -105,525 2,049,975
1,275 375 17 35.69 546.55 -41.90 1,200 345.50 519.00 75 7350.00 300 22.65 26.50 300 6.20 24.60 20.58 237 375 10,575
985,425 -8,925 769 14.33 402.40 -54.90 225 399.60 406.35 75 7400.00 1,200 29.60 30.20 375 7.90 29.60 20.06 102,271 -111,075 2,635,275
1,275 450 21 32.38 454.75 3.15 75 336.05 387.80 75 7450.00 150 36.00 37.00 150 10.25 36.90 19.80 434 3,375 16,950
1,189,425 -44,850 4,559 15.29 318.00 -48.20 75 316.00 323.65 75 7500.00 75 43.75 44.50 2,175 11.70 44.45 19.32 147,605 41,400 3,354,600
1,650 675 37 15.94 281.00 -58.60 75 252.90 299.00 75 7550.00 450 52.65 54.35 150 12.95 52.75 18.72 1,592 9,750 34,275
857,550 15,750 5,559 15.56 241.00 -42.75 150 238.55 241.00 750 7600.00 450 65.05 65.30 150 16.20 65.30 18.53 205,005 318,750 3,012,075
2,475 825 62 15.86 207.90 -32.10 150 194.80 218.40 150 7650.00 75 78.05 79.15 600 19.10 79.00 18.18 4,776 60,750 109,425
1,465,125 -26,100 22,693 15.57 173.70 -35.50 1,125 169.00 173.75 1,500 7700.00 900 95.00 95.85 75 22.40 95.25 17.86 272,727 496,650 4,467,900
40,950 21,300 1,147 15.49 144.00 -33.25 525 140.00 144.00 225 7750.00 75 114.00 116.25 75 27.65 116.25 17.83 10,233 -30,825 122,400
2,514,600 436,575 116,736 15.21 116.00 -29.70 75 115.00 116.00 5,400 7800.00 75 135.95 137.00 8,550 28.85 135.85 17.25 302,521 -401,175 3,264,375
190,125 47,175 8,713 15.08 92.50 -26.45 75 92.50 93.70 150 7850.00 75 161.50 163.00 75 32.55 161.20 17.04 8,188 17,700 130,575
3,736,350 695,925 301,496 15.04 72.95 -21.80 75 72.10 73.15 975 7900.00 75 188.70 191.30 150 35.15 189.20 16.78 142,351 -319,275 2,194,350
234,975 26,625 11,809 14.83 55.35 -19.45 150 55.20 56.50 300 7950.00 300 217.30 224.80 75 42.20 224.80 17.19 1,003 2,775 67,500
4,941,000 654,525 363,212 14.92 42.75 -14.95 1,650 42.75 42.80 75 8000.00 6,525 257.00 259.90 1,875 45.20 259.90 17.18 39,083 -9,750 1,208,400
144,750 33,675 5,273 14.91 32.00 -11.80 600 31.90 32.45 75 8050.00 300 289.20 304.80 600 51.60 303.60 18.19 65 450 5,400
4,384,725 415,950 211,474 15.00 24.00 -8.85 1,650 24.00 24.30 7,650 8100.00 150 336.00 340.00 75 51.45 339.00 17.53 7,303 1,425 425,550
74,475 15,975 3,369 14.90 17.05 -7.35 75 17.00 18.90 750 8150.00 975 369.00 422.45 300 -47.10 278.90 - 25 1,125 1,275
5,446,875 988,650 178,398 15.23 13.20 -5.05 1,500 13.05 13.25 75 8200.00 375 423.05 428.40 75 58.60 427.80 18.59 2,303 6,075 278,475
68,400 675 1,669 15.24 9.35 -3.95 300 9.20 10.00 150 8250.00 75 391.00 572.50 75 -5.35 385.00 - 10 375 675
3,232,425 65,250 97,200 15.50 7.05 -2.80 6,000 7.00 7.35 150 8300.00 300 515.60 521.15 75 58.65 519.75 19.58 1,288 -5,025 361,350
21,825 -2,475 433 15.81 5.40 -1.50 975 5.10 5.50 375 8350.00 75 481.00 676.00 75 10.20 434.25 - 14 375 900
1,984,725 355,275 59,555 15.84 3.75 -1.25 525 3.60 3.70 150 8400.00 300 611.25 617.15 75 56.90 611.00 19.44 341 525 256,950
37,050 2,625 329 16.26 3.00 -1.20 75 2.75 3.00 450 8450.00 75 571.00 776.00 75 - 553.70 - - - 375
2,028,000 143,400 38,562 16.40 2.15 -0.65 600 2.00 2.15 4,650 8500.00 75 708.85 714.75 75 58.45 711.25 22.16 790 2,850 486,825
2,175 - 29 17.72 2.50 -0.50 600 1.25 3.75 900 8550.00 75 681.00 880.00 75 - 649.40 - - - 375
840,375 67,425 18,301 17.45 1.55 -0.30 3,000 1.45 1.55 150 8600.00 375 806.80 814.00 75 55.50 804.85 21.43 143 -150 58,950
- - - - - - 1,500 0.25 10.00 600 8650.00 75 781.00 984.00 75 - - - - - -
419,700 141,225 6,123 18.39 1.10 -0.05 1,500 1.05 1.10 675 8700.00 75 901.15 915.25 75 64.00 900.00 19.36 53 225 23,400
- - - - - - 9,975 0.05 6.60 1,500 8750.00 75 861.00 1,084.00 75 - - - - - -
95,475 9,600 997 19.31 0.80 -0.05 375 0.80 1.00 5,550 8800.00 225 1,001.85 1,020.00 150 62.55 1,009.75 29.04 53 -150 34,950
- - - - - - 10,950 0.05 - - 8850.00 1,200 803.05 1,188.00 75 - - - - - -
75,525 -2,100 330 21.03 0.85 0.15 75 0.80 0.95 225 8900.00 75 1,102.05 1,111.55 225 66.55 1,106.65 29.83 78 1,500 45,825
- - - - - - 9,975 0.05 - - 8950.00 1,200 903.05 1,288.00 75 - - - - - -
608,925 35,625 1,917 22.10 0.70 - 5,175 0.70 0.75 8,850 9000.00 75 1,203.65 1,208.40 150 61.20 1,206.25 31.97 351 3,600 668,250
- - - - - - - - - - 9050.00 1,200 999.15 1,392.00 75 - - - - - -
35,475 -3,225 3,534 22.78 0.50 -0.05 300 0.45 0.55 3,975 9100.00 75 1,301.65 1,309.00 150 54.40 1,299.30 28.75 88 -2,775 121,800
- - - - - - - - - - 9150.00 1,200 1,095.20 1,496.00 75 - - - - - -
82,725 46,950 1,991 23.96 0.45 - 43,800 0.30 0.45 19,200 9200.00 225 1,401.05 1,407.75 300 63.95 1,407.00 37.09 1,860 79,200 265,500
- - - - - - - - - - 9250.00 1,200 1,195.20 1,596.00 75 - - - - - -
750 150 18 25.07 0.40 -0.10 300 0.35 0.45 375 9300.00 75 1,498.30 1,530.15 225 51.50 1,500.00 34.30 14 450 1,350
- - - - - - - - - - 9350.00 1,200 1,291.25 1,700.00 75 - - - - - -
2,025 - 264 26.09 0.35 - 150 0.35 0.45 600 9400.00 75 1,597.30 1,630.15 225 77.95 1,600.00 36.63 238 600 7,425
- - - - - - - - - - 9450.00 1,200 1,387.35 1,804.00 75 - - - - - -
750 750 19 28.62 0.55 0.45 750 0.15 0.55 2,250 9500.00 75 1,695.40 1,730.25 225 60.00 1,709.00 45.04 27 -75 4,275
Total 40,413,900 33,911,850 Total

Top

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



  •  Highlighted options are in-the-money.