Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8247.05  As on Dec 22, 2014 11:00:05 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
86,175 - 20 622.41 5,553.00 12.60 775 5,546.60 5,555.75 25 2700.00 - - 3.00 25 - - - - - 4,700
- - - - - - 1,000 5,105.35 5,762.65 100 2800.00 - - - - - - - - - -
- - - - - - 1,000 5,004.95 5,662.95 100 2900.00 - - - - - - - - - -
182,825 - 215 597.65 5,256.00 15.35 200 5,250.00 5,256.00 50 3000.00 - - 3.00 750 - - - - - 4,725
- - - - - - 1,000 4,804.20 5,463.70 100 3100.00 - - - - - - - - - -
- - - - - - 1,000 4,703.80 5,364.10 100 3200.00 - - - - - - - - - -
- - - - - - 1,000 4,603.45 5,264.45 100 3300.00 - - - - - - - - - -
- - - - - - 1,000 4,503.05 5,164.85 100 3400.00 - - - - - - - - - -
- - - - - - 5,050 4,654.90 4,846.10 5,300 3500.00 - - - - - - - - - 15,525
- - - - - - 1,000 4,302.30 4,965.60 100 3600.00 - - - - - - - - - -
- - - - - - 1,000 4,201.90 4,865.90 100 3700.00 - - - - - - - - - -
- - - - - - 1,000 4,101.50 4,766.30 100 3800.00 - - - - - - - - - -
- - - - - - 1,000 4,001.15 4,666.65 100 3900.00 - - - - - - - - - -
93,400 - 212 363.14 4,250.00 10.20 325 4,250.00 4,255.95 25 4000.00 - - - - - - - - - 93,475
- - - - - - 1,000 3,800.35 4,467.35 100 4100.00 - - - - - - - - - -
- - - - - - 1,000 3,700.00 4,367.80 100 4200.00 - - - - - - - - - -
- - - - - - 1,000 3,599.60 4,268.10 100 4300.00 - - - - - - - - - 37,500
- - - - - - 1,000 3,499.20 4,168.50 100 4400.00 - - - - - - - - - -
500 - - - - - 4,850 3,676.25 3,817.80 5,050 4500.00 - - 1.90 2,100 - - - - - 533,325
- - - - - - 1,000 3,298.45 3,969.25 100 4600.00 - - - - - - - - - 75,000
- - - - - - 1,000 3,198.05 3,869.55 100 4700.00 - - - - - - - - - 600
200,000 - - - - - 100 3,382.50 3,482.70 1,000 4800.00 - - - - - - - - - 700
252,250 - - - - - 100 3,282.50 3,382.70 500 4900.00 - - - - - - - - - -
408,250 -100 299 276.78 3,250.05 8.80 75 3,250.05 3,256.80 1,000 5000.00 10,000 0.05 0.80 5,000 - - - - - 804,125
127,500 - - - - - 25 3,102.50 3,182.70 1,000 5100.00 - - - - - - - - - -
662,600 - - - - - 25 3,002.50 3,082.70 1,000 5200.00 - - - - - - - - - 44,000
852,650 - - - - - 25 2,902.50 2,982.70 1,000 5300.00 - - - - - - - - - 6,500
345,950 - - - - - 25 2,802.50 2,892.70 1,000 5400.00 - - - - - - - - - -
277,675 - 6 251.48 2,755.65 11.95 425 2,750.20 2,757.95 1,100 5500.00 - - 0.80 9,525 0.30 0.80 197.14 1 - 215,900
50 - - - - - 1,000 2,294.60 2,972.80 100 5600.00 - - - - - - - - - -
- - - - - - 1,000 2,194.25 2,873.25 100 5700.00 - - - - - - - - - 6,500
25 - - - - - 1,000 2,207.85 2,558.70 100 5800.00 - - - - - - - - - -
25 - - - - - 1,000 2,107.85 2,458.70 100 5900.00 - - - - - - - - - 500
186,500 - 239 179.55 2,254.00 13.85 1,350 2,249.40 2,254.00 25 6000.00 75 0.35 0.45 250 0.10 0.45 149.40 75 925 447,625
25 - - - - - 25 2,112.50 2,182.70 1,000 6100.00 - - - - - - - - - -
1,125 - - - - - 25 2,012.50 2,051.35 75 6200.00 - - - - - - - - - -
30,875 - - - - - 250 1,994.70 1,999.25 25 6250.00 - - - - - - - - - -
258,750 - 707 153.45 1,952.00 17.55 325 1,952.00 1,955.95 25 6300.00 125 0.50 0.55 275 0.35 0.55 130.67 90 875 3,125
25 - - - - - 1,000 1,666.10 2,070.60 100 6350.00 - - - - - - - - - 25
49,600 -575 49 - 1,852.10 22.10 500 1,844.25 1,852.95 250 6400.00 50 0.10 0.60 50 0.30 0.40 119.97 5 -100 675
- - - - - - 1,000 1,574.35 1,916.95 100 6450.00 - - - - - - - - - -
400,975 -72,375 3,122 - 1,750.50 17.10 475 1,750.00 1,750.95 150 6500.00 400 0.50 0.70 500 0.10 0.50 115.66 237 -675 567,500
- - - - - - 1,000 1,474.35 1,816.95 100 6550.00 - - - - - - - - - -
46,875 -6,400 890 150.62 1,651.00 15.30 250 1,643.75 1,660.55 2,000 6600.00 - - 0.70 25 0.40 0.75 113.42 4 -50 2,350
- - - - - - 1,000 1,382.60 1,721.10 100 6650.00 - - - - - - - - - -
102,425 -25 568 126.50 1,553.00 10.05 400 1,550.35 1,555.85 50 6700.00 1,300 0.50 0.75 900 0.30 0.90 108.56 72 1,800 3,800
- - - - - - 1,000 1,282.60 1,621.10 100 6750.00 - - - - - - - - - -
49,550 -825 260 123.65 1,452.00 18.55 875 1,449.80 1,455.45 25 6800.00 150 0.55 0.75 1,875 - 0.75 99.59 229 4,200 7,825
- - - - - - 1,000 1,190.85 1,525.20 100 6850.00 - - - - - - - - - -
14,575 -350 19 - 1,349.20 8.05 25 1,349.20 1,356.50 1,100 6900.00 1,175 0.20 0.70 625 -0.30 0.20 81.59 18 -300 1,525
2,700 - - - - - 1,000 1,099.15 1,429.35 100 6950.00 - - - - - - - - - -
453,575 -3,550 560 88.98 1,251.00 15.70 2,325 1,251.00 1,253.15 25 7000.00 9,775 0.60 0.65 2,125 -0.15 0.65 84.70 398 1,275 888,750
- - - - - - 1,000 999.15 1,329.35 100 7050.00 5,000 0.05 - - - - - - - -
13,025 -50 5 68.19 1,150.20 -10.90 525 1,147.40 1,151.90 500 7100.00 875 0.50 0.55 75 -0.05 0.60 77.42 43 -1,075 24,625
2,050 - - - - - 1,000 907.40 1,233.45 100 7150.00 5,000 0.05 - - - - - - - -
59,825 -1,900 88 78.27 1,051.50 10.20 800 1,046.70 1,052.95 100 7200.00 875 0.50 0.60 600 -0.15 0.65 71.52 29 - 509,550
5,300 - - - - - 1,000 807.40 1,133.45 100 7250.00 5,000 0.05 - - - - - - - -
13,050 -2,400 121 80.37 953.50 -2.15 10,800 914.75 957.90 4,575 7300.00 875 0.60 0.70 2,000 -0.20 0.75 66.04 113 -2,200 568,325
4,150 - - - - - 1,000 715.70 1,037.60 100 7350.00 10,000 0.05 - - - - - - - -
17,500 -250 15 - 850.00 16.95 725 848.45 852.55 25 7400.00 12,075 0.65 0.70 6,850 -0.40 0.70 58.99 329 -1,100 331,050
2,450 - - - - - 1,000 619.75 941.70 100 7450.00 50 0.15 1.30 2,000 - - - - - 50
521,325 -1,825 420 68.79 755.00 9.05 125 752.70 756.15 25 7500.00 12,625 0.70 0.75 16,075 -0.50 0.75 52.89 1,881 4,250 2,726,425
- - - - - - 1,000 519.90 841.70 100 7550.00 100 0.55 0.90 1,000 - - - - - 1,700
78,825 -3,525 186 - 650.05 3.60 50 647.00 652.55 25 7600.00 19,975 0.80 0.85 25,075 -0.65 0.80 47.06 4,909 -11,475 811,025
- - - - - - 1,000 424.45 745.85 100 7650.00 250 0.60 0.95 4,500 - - - - - 12,150
51,200 -6,250 268 - 550.25 12.90 200 547.15 553.05 675 7700.00 17,375 0.85 0.90 15,150 -0.65 0.85 40.71 6,914 -12,975 1,638,025
- - - - - - 1,000 440.50 646.00 100 7750.00 675 0.85 0.95 10,125 -0.80 0.95 37.63 339 450 55,800
87,875 -5,525 317 - 446.85 4.00 25 447.50 450.90 50 7800.00 125 0.90 0.95 28,325 -0.90 0.90 34.00 22,933 -180,975 2,337,825
500 - 4 - 397.15 101.15 100 366.00 439.50 100 7850.00 800 0.95 1.15 10,875 -1.10 1.05 31.50 2,341 -18,475 282,325
1,347,900 3,200 458 29.44 354.00 7.95 925 352.00 354.95 50 7900.00 34,225 1.20 1.25 725 -1.25 1.25 28.38 42,403 -2,375 2,715,775
1,625 - 1 38.79 311.25 26.05 1,200 287.00 305.25 25 7950.00 17,175 1.35 1.45 16,450 -1.10 1.40 25.30 12,115 20,475 1,034,150
2,944,575 -1,975 7,653 24.47 253.90 9.80 100 253.60 254.00 25 8000.00 49,725 2.10 2.15 2,975 -2.10 2.10 23.39 223,427 -598,175 5,214,775
132,500 -825 548 - 199.85 11.60 25 197.50 199.90 25 8050.00 10,300 2.40 2.50 12,050 -3.20 2.50 20.06 25,898 25,625 940,850
1,292,950 -15,250 16,325 13.55 151.95 6.10 75 151.55 152.10 50 8100.00 1,250 3.95 4.00 10,225 -5.95 3.95 17.90 247,714 975,850 5,619,150
458,225 -25,300 4,403 13.41 104.85 3.70 950 104.35 105.35 25 8150.00 725 7.40 7.45 400 -8.35 7.45 16.04 70,696 88,475 1,530,050
3,945,050 75,100 171,982 14.25 66.25 0.10 375 66.25 66.40 450 8200.00 550 16.90 17.00 250 -11.75 17.00 15.28 399,965 1,367,725 5,065,000
1,731,775 171,475 78,484 14.11 35.05 -3.35 275 34.90 35.05 250 8250.00 250 34.20 34.65 25 -14.25 34.00 14.43 60,989 182,150 1,669,350
5,460,925 544,600 427,929 14.34 15.90 -5.15 400 15.85 15.90 100 8300.00 100 63.15 63.25 50 -15.95 63.00 13.66 110,930 339,375 2,477,475
2,001,675 212,975 77,291 14.25 5.55 -3.90 375 5.60 5.65 1,075 8350.00 50 101.65 102.25 50 -14.85 101.40 12.80 1,629 4,975 518,600
5,367,325 219,625 145,465 15.34 2.30 -2.50 1,950 2.30 2.35 11,500 8400.00 1,400 145.50 145.85 25 -11.40 145.75 - 10,476 6,600 1,734,975
1,069,975 7,400 15,945 17.07 1.25 -1.55 4,650 1.25 1.30 2,600 8450.00 100 187.60 201.60 2,750 -14.60 192.00 - 31 -425 179,225
5,264,975 -100,325 72,446 19.93 1.00 -0.90 161,900 0.95 1.00 54,025 8500.00 175 241.25 241.45 75 -12.25 241.25 - 3,738 -17,250 1,740,650
468,800 8,950 3,086 23.03 0.95 -0.80 6,350 0.80 0.95 450 8550.00 50 285.00 296.20 50 -12.70 292.45 - 112 -1,625 118,175
3,440,475 36,150 26,089 26.00 0.90 -0.60 173,775 0.85 0.90 232,125 8600.00 1,925 340.50 342.20 25 -10.00 342.25 - 420 -4,450 517,950
472,300 -16,200 780 28.62 0.80 -0.60 8,825 0.80 0.85 625 8650.00 25 385.20 390.15 100 -8.75 390.40 - 26 -300 137,025
3,007,200 -33,100 10,378 31.34 0.75 -0.55 94,675 0.75 0.80 26,900 8700.00 50 439.40 441.40 25 -12.55 441.00 - 172 -2,300 308,675
264,650 -2,325 275 33.65 0.65 -0.65 3,950 0.65 0.85 9,175 8750.00 1,000 473.05 504.45 1,000 - - - - - 16,550
2,968,925 -23,325 4,562 37.13 0.75 -0.40 17,725 0.70 0.75 8,725 8800.00 100 540.00 541.65 100 -10.70 545.00 - 371 -7,875 203,425
126,700 -1,600 71 35.98 0.30 -0.85 100 0.35 1.00 2,050 8850.00 1,000 420.50 784.35 100 - - - - - 7,050
863,800 -7,425 992 41.62 0.60 -0.45 30,800 0.60 0.70 4,000 8900.00 50 640.90 643.75 250 -9.30 646.00 - 144 -1,525 20,000
22,750 - - - - - 200 0.10 0.60 25 8950.00 1,000 535.50 888.50 100 - - - - - 5,000
2,005,375 -24,875 3,175 46.97 0.60 -0.30 7,425 0.50 0.60 7,875 9000.00 100 741.00 741.35 50 -11.00 741.05 - 1,220 -26,800 409,400
5,100 - 15 39.28 0.05 -0.95 54,625 0.05 0.35 375 9050.00 1,000 605.50 988.50 100 - - - - - 5,500
330,650 25 18 51.16 0.50 -0.20 24,375 0.35 0.50 4,800 9100.00 8,350 807.70 872.45 8,050 16.85 842.30 - 9 - 850
- - - - - - 10,000 0.05 - - 9150.00 1,000 696.35 1,092.60 100 - - - - - 8,150
124,900 -18,500 1,150 54.15 0.35 -0.10 19,200 0.35 0.45 8,050 9200.00 8,600 907.70 976.30 8,600 - - - - - -
- - - - - - - - - - 9250.00 100 984.85 1,196.75 100 - - - - - 11,300
82,075 - - - - - 1,000 0.30 0.50 10,000 9300.00 8,300 1,007.55 1,076.35 8,550 - - - - - 1,800
- - - - - - - - - - 9350.00 1,000 892.25 1,296.75 100 - - - - - 3,650
300 - - - - - 175 0.05 0.90 1,800 9400.00 8,600 1,107.40 1,176.75 8,600 - - - - - 25
- - - - - - - - - - 9450.00 1,000 988.10 1,400.90 100 - - - - - -
982,250 -1,650 86 61.09 0.10 - 165,000 0.05 0.10 31,075 9500.00 100 1,240.00 1,241.30 275 -7.65 1,241.15 - 161 -3,000 234,725
- - - - - - - - - - 9550.00 1,000 1,088.10 1,500.90 100 - - - - - 250
- - - - - - - - - - 9600.00 1,000 1,133.95 1,555.00 100 - - - - - -
- - - - - - - - - - 9650.00 1,000 1,186.50 1,605.00 100 - - - - - 8,600
- - - - - - - - - - 9700.00 1,000 1,233.95 1,655.00 100 - - - - - -
- - - - - - - - - - 9750.00 1,000 1,279.85 1,709.15 100 - - - - - 25
- - - - - - - - - - 9800.00 1,000 1,329.85 1,759.15 100 - - - - - -
- - - - - - - - - - 9850.00 1,000 1,379.85 1,809.15 100 - - - - - -
- - - - - - - - - - 9900.00 1,000 1,429.85 1,859.15 100 - - - - - -
- - - - - - - - - - 9950.00 1,000 1,475.70 1,913.25 100 - - - - - -
31,475 - 26 81.12 0.10 - - - 0.10 5,950 10000.00 500 1,738.35 1,743.10 150 -11.50 1,746.40 - 2,403 -44,575 233,625
- - - - - - - - - - 10050.00 1,000 1,575.70 2,013.25 100 - - - - - -
- - - - - - - - - - 10100.00 1,000 1,621.60 2,067.40 100 - - - - - -
- - - - - - - - - - 10200.00 1,000 1,721.60 2,167.40 100 - - - - - -
- - - - - - - - - - 10300.00 1,000 1,817.45 2,271.50 100 - - - - - -
- - - - - - - - - - 10400.00 1,000 1,917.45 2,371.50 100 - - - - - -
3,900 - - - - - - - 1.00 1,000 10500.00 25 2,236.50 2,243.85 350 -9.20 2,244.80 - 2 - 8,525
- - - - - - - - - - 10600.00 1,000 2,117.45 2,571.50 100 - - - - - -

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



  •  Highlighted options are in-the-money.