Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11045.75  As on Jan 23, 2018 11:46:23 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
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Bid
Price
Ask
Price
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Qty
Strike Price Bid
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Bid
Price
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Net Chng LTP IV Volume Chng in OI OI Chart
Graph 77,025 -600 88 - 2,471.00 61.40 225 2,475.25 2,479.30 75 8550.00 3,300 0.25 0.35 525 0.10 0.35 116.66 129 -9,000 32,400 Graph
Graph 1,490,325 -187,350 4,111 - 2,437.00 74.25 825 2,437.00 2,437.70 150 8600.00 2,100 0.20 0.25 17,775 - 0.25 110.97 254 -15,450 272,775 Graph
Graph - - - - - - 6,750 2,351.15 2,411.45 6,750 8650.00 - - 3.00 7,500 - - - - - - Graph
Graph 703,575 4,125 297 - 2,334.40 68.55 150 2,332.45 2,337.65 300 8700.00 75 0.15 0.30 3,675 -0.15 0.10 98.78 7 -450 61,575 Graph
Graph - - - - - - 6,750 2,251.15 2,311.45 6,750 8750.00 - - 3.80 7,500 - - - - - 300 Graph
Graph 32,325 -75 1 - 2,228.00 88.00 6,900 2,221.95 2,236.30 150 8800.00 1,875 0.25 0.40 1,200 -0.30 0.25 105.79 13 -525 44,850 Graph
Graph - - - - - - 6,750 2,151.15 2,211.45 6,750 8850.00 - - 3.00 7,500 - - - - - - Graph
Graph 19,950 -225 3 - 2,134.85 74.85 75 2,122.10 2,139.20 975 8900.00 300 0.30 0.70 1,650 - - - - - 71,850 Graph
Graph - - - - - - 6,750 2,051.15 2,111.45 6,750 8950.00 - - 3.00 7,500 - - - - - - Graph
Graph 579,600 -91,950 1,489 - 2,032.00 71.75 300 2,033.20 2,035.90 150 9000.00 24,600 0.35 0.40 150 -0.10 0.35 95.01 1,380 -12,825 1,124,775 Graph
Graph - - - - - - 6,750 1,951.15 2,011.45 6,750 9050.00 - - 0.90 150 - 1.00 102.65 1 - 525 Graph
Graph 43,050 -4,350 83 - 1,929.00 107.00 7,275 1,921.70 1,937.65 150 9100.00 5,700 0.40 0.50 3,000 -0.25 0.50 93.35 33 300 20,175 Graph
Graph - - - - - - 6,750 1,849.55 1,911.45 6,750 9150.00 - - 3.05 6,000 - - - - - - Graph
Graph 46,050 -1,950 55 - 1,817.50 52.75 300 1,825.00 1,836.05 75 9200.00 2,025 0.40 0.50 2,025 -0.30 0.40 86.70 45 -3,225 52,725 Graph
Graph - - - - - - 6,750 1,751.15 1,811.45 6,750 9250.00 - - 3.05 6,000 - - - - - - Graph
Graph 135,225 -1,275 213 - 1,730.50 69.50 600 1,727.10 1,735.35 150 9300.00 300 0.80 0.95 900 -0.05 0.80 87.83 16 - 203,700 Graph
Graph - - - - - - 6,750 1,651.15 1,711.45 6,750 9350.00 - - 3.05 6,000 - - - - - - Graph
Graph 51,150 -22,875 421 - 1,633.50 80.70 75 1,630.05 1,634.60 150 9400.00 7,500 0.80 0.90 900 0.05 0.85 83.43 325 600 397,875 Graph
Graph - - - - - - 6,750 1,551.15 1,611.45 6,750 9450.00 - - 3.05 6,000 - - - - - - Graph
Graph 394,950 -32,775 592 - 1,530.00 70.75 900 1,528.80 1,531.90 600 9500.00 4,800 0.80 0.85 600 - 0.85 77.47 1,665 -23,475 928,875 Graph
Graph - - - - - - 450 1,451.15 1,511.45 450 9550.00 7,500 0.10 - - - - - - - - Graph
Graph 45,975 -8,850 128 - 1,429.00 69.35 75 1,426.05 1,435.15 75 9600.00 1,500 1.25 1.30 75 0.10 1.30 76.85 2,859 -6,075 616,875 Graph
Graph - - - - - - 900 1,351.10 1,421.75 900 9650.00 6,900 0.85 - - -17.05 0.85 71.16 2 - - Graph
Graph 87,225 -7,125 166 - 1,337.95 82.95 600 1,331.85 1,339.40 300 9700.00 1,125 1.40 1.45 1,725 0.35 1.45 73.07 2,202 -37,800 755,475 Graph
Graph - - - - - - 7,500 1,249.55 1,309.95 7,500 9750.00 3,075 0.15 2.15 5,100 - - - - - 75 Graph
Graph 82,800 -3,225 95 - 1,229.00 71.00 150 1,228.75 1,235.05 75 9800.00 9,825 1.60 1.70 75 0.30 1.70 69.57 2,740 -35,100 1,168,350 Graph
Graph - - - - - - 7,500 1,149.55 1,209.95 7,500 9850.00 3,900 0.25 2.95 5,100 - - - - - - Graph
Graph 80,400 -1,575 32 - 1,129.25 68.40 150 1,130.35 1,136.10 150 9900.00 7,950 1.80 1.90 3,150 0.15 1.85 64.84 7,410 -22,650 1,867,800 Graph
Graph 1,500 - - - - - 900 1,049.50 1,085.85 300 9950.00 6,450 1.15 - - 0.15 2.00 57.69 14 -150 39,150 Graph
Graph 544,725 -6,750 486 - 1,032.65 72.30 75 1,030.65 1,033.80 75 10000.00 11,100 1.90 1.95 4,200 0.05 1.90 60.45 13,989 -199,950 2,959,725 Graph
Graph - - - - - - 6,450 967.35 1,004.95 6,450 10050.00 2,025 1.10 2.50 2,025 -0.20 1.50 55.50 98 -825 46,275 Graph
Graph 166,950 -4,575 83 - 935.60 75.80 75 932.00 936.85 75 10100.00 525 2.15 2.25 1,425 -0.05 2.15 56.25 4,884 -29,700 1,260,900 Graph
Graph 225 - - - - - 6,450 866.55 903.80 6,300 10150.00 2,025 2.10 2.45 150 -0.25 2.25 51.44 272 -825 108,300 Graph
Graph 340,050 -5,100 639 - 837.00 71.00 75 836.10 837.40 75 10200.00 5,025 2.35 2.45 5,550 0.05 2.40 51.21 8,280 -212,100 2,603,175 Graph
Graph 150 - - - - - 4,275 767.40 799.60 2,025 10250.00 1,425 2.45 2.55 225 0.05 2.55 47.77 657 -10,350 104,250 Graph
Graph 590,625 -28,725 759 - 734.90 71.75 300 733.35 735.30 1,500 10300.00 120,375 2.60 2.65 17,100 -0.15 2.65 46.10 8,677 -194,475 4,097,850 Graph
Graph 7,800 -75 2 - 664.75 86.75 1,800 677.95 695.45 75 10350.00 375 2.65 2.75 5,175 -0.40 2.70 43.77 1,038 -19,200 233,700 Graph
Graph 776,850 -14,250 748 - 636.95 72.15 675 635.00 639.40 75 10400.00 8,175 2.80 2.85 14,550 -0.80 2.80 41.27 17,571 -93,900 4,128,675 Graph
Graph 49,575 -300 23 - 580.80 55.40 600 578.80 587.70 75 10450.00 1,425 3.05 3.15 1,275 -1.10 3.10 39.15 3,059 -83,325 436,725 Graph
Graph 1,195,650 -74,100 3,536 - 539.00 67.10 75 538.35 540.05 600 10500.00 3,825 3.45 3.50 3,150 -1.20 3.45 37.00 39,213 -427,500 6,637,950 Graph
Graph 134,925 -25,425 721 - 492.60 79.70 300 490.20 493.85 375 10550.00 825 3.95 4.05 2,025 -1.20 4.05 34.81 4,604 -43,350 525,900 Graph
Graph 1,316,400 -32,400 4,741 - 441.00 70.20 75 440.55 442.20 75 10600.00 6,525 4.15 4.20 5,400 -1.85 4.20 32.33 45,091 -121,575 5,874,375 Graph
Graph 238,350 -16,800 842 - 394.65 73.00 825 391.60 394.75 600 10650.00 75 4.90 5.00 2,325 -2.35 4.90 30.38 7,772 4,425 747,600 Graph
Graph 1,505,625 -50,175 4,123 - 343.00 68.45 75 343.00 344.65 225 10700.00 3,900 5.70 5.75 4,425 -3.20 5.70 28.06 74,087 58,425 5,933,100 Graph
Graph 396,750 -9,525 987 - 293.15 65.00 225 293.65 296.05 525 10750.00 1,575 7.10 7.20 150 -4.15 7.10 26.20 21,227 -209,400 948,225 Graph
Graph 1,985,250 -263,925 14,062 - 246.65 67.40 75 245.75 246.95 75 10800.00 975 9.40 9.45 1,875 -5.20 9.40 24.47 192,351 -453,450 5,612,775 Graph
Graph 762,450 -83,475 5,699 - 199.10 65.10 300 199.35 200.90 225 10850.00 1,425 12.25 12.40 2,025 -6.95 12.30 22.60 51,519 -413,700 1,380,675 Graph
Graph 2,236,275 -1,346,625 76,358 - 152.90 60.90 150 152.35 152.95 75 10900.00 750 16.75 16.85 300 -10.95 16.75 20.68 206,834 858,525 5,216,775 Graph
Graph 730,200 -380,250 29,000 10.91 109.00 50.40 1,125 108.70 109.40 1,350 10950.00 300 23.15 23.35 1,125 -17.50 23.20 18.95 54,841 478,650 1,422,675 Graph
Graph 4,035,375 -1,076,025 241,553 12.16 72.35 37.25 300 72.15 72.35 300 11000.00 1,050 35.30 35.45 300 -30.40 35.45 17.77 207,937 3,415,350 4,661,175 Graph
Graph 1,112,175 -63,150 85,719 12.59 42.90 24.75 150 42.75 42.95 1,200 11050.00 825 54.00 54.15 225 -48.90 54.00 16.90 25,397 543,300 641,475 Graph
Graph 3,473,850 323,625 208,084 13.38 24.45 15.00 150 24.35 24.45 1,125 11100.00 75 84.00 84.40 1,275 -56.40 84.25 17.52 28,624 451,200 548,025 Graph
Graph 613,800 285,375 40,916 14.36 13.75 8.10 375 13.75 13.80 75 11150.00 75 118.15 125.95 75 -549.50 130.95 22.41 41 750 750 Graph
Graph 2,949,900 489,000 98,691 15.64 8.25 4.55 375 8.20 8.25 5,475 11200.00 75 164.10 165.00 1,350 -61.10 164.70 20.61 4,745 83,025 121,350 Graph
Graph 168,975 131,775 7,076 16.58 4.80 2.40 2,625 4.75 4.90 1,650 11250.00 75 200.40 218.85 600 - - - - - - Graph
Graph 792,000 67,200 33,415 17.73 2.90 1.20 5,700 2.85 2.90 3,300 11300.00 75 255.90 258.90 75 -69.40 263.05 28.17 74 675 6,075 Graph
Graph 5,025 3,075 60 18.64 1.80 -1.20 75 1.70 1.90 75 11350.00 2,625 292.90 331.60 7,425 - - - - - - Graph
Graph 355,500 134,925 9,766 19.77 1.15 0.15 4,350 1.05 1.15 3,225 11400.00 375 356.45 359.40 375 -67.15 361.45 34.54 30 600 9,000 Graph
Graph 1,800 1,200 23 21.32 0.80 0.45 7,500 0.60 1.40 150 11450.00 6,750 378.55 428.45 6,750 - - - - - - Graph
Graph 1,283,175 135,900 10,280 23.39 0.75 0.05 150 0.75 0.80 30,300 11500.00 75 455.70 457.90 525 -69.20 456.80 36.84 4,348 -168,375 686,925 Graph
Graph 3,075 2,550 46 25.14 0.65 -1.85 75 0.65 0.70 150 11550.00 6,750 478.55 528.85 6,750 - - - - - - Graph
Graph 97,275 5,625 451 25.78 0.35 -0.05 15,525 0.35 0.40 15,375 11600.00 300 549.00 558.45 150 -107.35 556.25 43.58 7 75 6,900 Graph
Graph 2,850 -225 3 24.22 0.10 -0.80 150 0.20 0.40 150 11650.00 6,750 578.55 638.85 6,750 - - - - - - Graph
Graph 13,725 -825 22 28.90 0.30 0.15 6,000 0.20 0.35 225 11700.00 1,050 651.20 661.15 75 -144.30 657.50 50.71 3 -225 2,850 Graph
Graph 1,050 - - - - - 1,200 0.15 2.40 4,500 11750.00 4,500 678.55 738.85 4,500 - - - - - - Graph
Graph 11,475 -2,100 65 32.15 0.25 -0.05 975 0.20 0.25 1,050 11800.00 1,200 750.85 758.70 75 -81.80 754.25 53.03 19 -1,350 11,025 Graph
Graph - - - - - - 9,000 0.05 2.00 4,500 11850.00 4,500 778.55 838.85 4,500 - - - - - - Graph
Graph 70,875 5,100 183 39.29 0.60 0.15 1,650 0.30 0.60 2,025 11900.00 525 854.15 861.45 975 -66.40 863.00 67.52 81 -3,675 29,850 Graph
Graph 450 - - - - - 9,000 0.05 2.40 3,000 11950.00 6,675 878.60 938.85 7,050 - - - - - 225 Graph
Graph 289,425 43,275 2,780 38.68 0.20 - 48,975 0.20 0.25 77,475 12000.00 1,200 954.85 959.10 75 -77.65 952.75 60.82 1,596 3,900 571,050 Graph
Graph 525 - - - - - 375 0.05 1.90 4,500 12050.00 4,800 982.75 1,029.35 4,800 - - - - - 225 Graph
Graph 675 - - - - - 375 0.10 1.95 4,050 12100.00 6,750 1,039.80 1,072.80 6,750 - - - - - - Graph
Graph - - - - - - - - 1.90 4,050 12150.00 1,200 891.75 - - - - - - - - Graph
Graph - - - - - - - - 1.95 4,050 12200.00 4,800 1,142.90 1,172.80 6,750 - - - - - - Graph
Graph 300 - - - - - 150 0.05 1.90 4,050 12250.00 1,200 992.70 - - - - - - - - Graph
Graph - - - - - - - - 1.95 4,050 12300.00 3,600 1,242.90 1,272.80 7,050 - - - - - - Graph
Graph - - - - - - - - 2.30 4,500 12350.00 1,200 1,093.65 - - - - - - - - Graph
Graph - - - - - - - - 1.95 4,050 12400.00 3,450 1,251.05 1,428.95 3,450 - - - - - - Graph
Graph - - - - - - - - 2.40 4,500 12450.00 1,200 1,194.60 - - - - - - - - Graph
Total 32,133,225 889,716 1,048,061 65,236,650 Total

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



  • highlighted  Highlighted options are in-the-money.