Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9108.00  As on Mar 24, 2017 15:30:29 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
82,050 -375 5 - 4,007.85 47.40 75 4,003.20 4,009.00 75 5100.00 600 0.05 3.00 300 - 0.05 - - - 600
- - - - - - 2,100 3,876.20 3,932.00 2,100 5200.00 - - 3.00 150 - - - - - -
- - - - - - 2,100 3,776.20 3,832.00 2,100 5300.00 - - 3.00 225 - - - - - -
- - - - - - 2,100 3,676.20 3,732.00 2,100 5400.00 - - 3.00 150 - - - - - -
225 - - - 3,652.35 - 75 3,576.25 3,631.95 75 5500.00 - - 3.00 300 - - - - - -
- - - - - - 2,100 3,476.20 3,532.00 2,100 5600.00 - - 3.00 150 - - - - - -
- - - - - - 2,100 3,376.20 3,432.00 2,100 5700.00 - - 3.00 300 - - - - - -
- - - - - - 2,100 3,276.20 3,332.00 2,100 5800.00 - - 3.00 150 - - - - - -
- - - - - - 2,100 3,176.20 3,232.00 2,100 5900.00 - - 3.00 300 - - - - - -
131,025 -8,100 108 173.64 3,136.80 35.00 75 3,101.35 3,111.00 75 6000.00 75 0.25 0.30 75 0.10 0.30 106.48 15 -900 27,000
- - - - - - 2,100 2,976.20 3,032.00 2,100 6100.00 - - 3.00 150 - - - - - -
75 - - - 2,735.50 - 2,100 2,876.20 2,932.00 2,100 6200.00 - - 3.00 75 - - - - - -
- - - - - - 2,100 2,776.20 2,832.00 2,100 6300.00 - - 3.00 75 - - - - - -
- - - - - - 75 2,688.75 2,731.85 75 6400.00 - - 3.00 75 - - - - - -
188,625 -3,000 45 - 2,612.00 40.30 75 2,602.15 2,610.00 75 6500.00 75 0.20 0.50 300 -0.10 0.20 84.50 16 -225 2,100
75 - - - 2,317.00 - 2,100 2,476.20 2,532.00 2,100 6600.00 - - 3.00 300 - - - - - -
- - - - - - 2,025 2,178.90 2,565.80 2,025 6650.00 - - - - - - - - - -
- - - - - - 2,100 2,376.20 2,432.00 2,100 6700.00 - - 3.00 225 - - - - - -
- - - - - - 2,025 2,078.90 2,465.80 2,025 6750.00 - - - - - - - - - -
- - - - - - 2,100 2,276.20 2,332.00 2,100 6800.00 - - 3.00 300 - - - - - -
- - - - - - 2,025 1,978.90 2,365.80 2,025 6850.00 - - - - - - - - - -
75 - - - 2,026.60 - 2,100 2,176.20 2,232.00 2,100 6900.00 - - - - - 0.50 - - - 75
- - - - - - 2,025 1,888.00 2,334.05 2,025 6950.00 - - - - - - - - - -
446,475 -93,825 1,523 - 2,107.00 9.10 300 2,108.55 2,111.20 75 7000.00 29,100 0.10 0.20 25,800 -0.05 0.15 65.61 971 -75 299,625
85,425 - 1 - 2,066.95 -73.05 150 2,048.75 2,059.95 150 7050.00 1,500 0.40 0.55 75 0.25 0.50 71.03 164 150 59,025
153,300 -1,725 23 - 2,016.00 18.05 225 2,003.05 2,010.00 75 7100.00 150 0.15 0.25 1,575 - 0.10 60.39 3 - 126,975
- - - - - - 2,025 1,697.10 2,074.90 2,025 7150.00 - - - - - - - - - -
34,200 -2,775 63 - 1,917.00 17.55 150 1,905.60 1,910.00 75 7200.00 525 0.40 0.55 7,500 0.15 0.40 64.33 4,171 450 50,775
- - - - - - 2,025 1,597.10 1,974.90 2,025 7250.00 - - - - - - - - - -
34,200 -150 6 - 1,812.00 12.55 150 1,801.45 1,807.40 75 7300.00 150 0.25 0.45 1,125 0.40 0.45 61.56 10 -300 22,725
- - - - - - 2,025 1,506.20 1,879.45 2,025 7350.00 - - - - - - - - - -
48,750 3,525 54 - 1,701.65 -10.20 150 1,699.80 1,710.00 75 7400.00 150 0.25 0.55 300 -0.05 0.30 55.96 76 -600 49,050
- - - - - - 2,025 1,406.20 1,779.45 2,025 7450.00 - - - - - - - - - -
676,800 -6,900 1,015 - 1,604.20 4.15 75 1,604.95 1,608.35 150 7500.00 69,150 0.15 0.25 60,375 -0.05 0.15 49.59 493 -17,625 514,650
75 - - - 1,230.00 - 2,100 1,526.20 1,582.00 2,100 7550.00 1,500 0.05 1.50 1,500 - 2.50 - - - 75
53,475 -8,175 111 - 1,511.00 14.30 75 1,505.75 1,510.00 75 7600.00 1,125 0.40 0.65 6,900 0.15 0.65 53.24 404 -3,825 147,750
- - - - - - 150 1,226.10 1,588.55 2,025 7650.00 - - - - - - - - - -
29,625 -300 18 - 1,405.00 10.10 75 1,402.50 1,407.60 75 7700.00 1,500 0.25 0.70 1,500 0.10 0.70 50.16 713 -675 237,825
- - - - - - 2,025 1,124.40 1,488.55 2,025 7750.00 - - - - - - - - - -
77,850 -2,775 49 - 1,319.00 22.30 75 1,305.30 1,308.15 75 7800.00 3,000 0.60 0.80 6,000 0.05 0.65 46.34 2,390 -3,525 232,950
- - - - - - 2,025 1,033.50 1,393.10 2,025 7850.00 - - - - - - - - - -
133,275 -1,275 20 - 1,219.00 22.65 75 1,202.90 1,207.75 75 7900.00 75 0.40 0.50 900 0.10 0.50 41.76 49 -975 329,925
- - - - - - 2,025 933.50 1,293.10 2,025 7950.00 - - - - - - - - - -
963,150 -38,550 697 - 1,108.50 5.80 75 1,107.00 1,110.00 75 8000.00 1,575 0.55 0.65 2,400 0.10 0.55 38.83 812 -12,450 1,171,350
- - - - - - 2,100 1,026.20 1,082.00 2,100 8050.00 - - 1.45 750 - 1.25 - - - 300
266,325 -9,075 166 - 1,010.05 3.30 75 1,007.65 1,010.95 750 8100.00 3,750 0.55 0.80 1,350 0.15 0.85 37.27 1,202 -6,825 834,150
- - - - - - 2,025 742.60 1,097.65 2,025 8150.00 - - - - - 3.10 - - - 300
545,025 -94,050 1,424 - 916.00 9.60 150 907.85 914.00 75 8200.00 1,050 0.55 0.80 2,250 -0.05 0.75 33.34 2,937 -17,025 1,659,075
4,950 - - - 693.00 - 2,025 647.15 1,002.20 2,025 8250.00 7,500 0.05 - - - - - - - -
531,975 -19,500 328 - 808.65 4.35 225 807.65 810.00 75 8300.00 75 0.90 1.00 825 0.05 0.90 30.60 3,349 -18,450 1,305,225
150 - - - 551.00 - 3,000 615.10 879.90 3,000 8350.00 7,500 0.05 - - - - - - - -
426,600 -32,325 619 - 710.00 4.60 75 707.05 710.45 750 8400.00 19,050 1.10 1.15 5,550 0.20 1.10 27.84 28,134 1,049,625 3,204,450
6,150 -150 4 25.32 672.75 44.35 150 640.15 673.15 150 8450.00 1,800 1.00 1.05 900 - 1.00 25.76 140 -3,000 31,725
809,325 -45,300 997 - 610.50 9.75 75 608.15 611.15 1,125 8500.00 1,425 1.20 1.30 1,650 0.25 1.30 24.87 10,590 -32,550 2,463,900
14,100 -450 9 31.34 580.00 36.80 150 543.25 568.25 1,050 8550.00 675 1.10 1.25 2,925 -0.05 1.10 22.55 151 -4,425 56,025
578,775 -12,825 386 - 508.90 3.60 75 508.60 511.95 750 8600.00 7,275 1.35 1.40 150 0.25 1.35 21.38 16,233 -135,900 2,024,925
3,375 - 5 - 472.15 24.20 75 443.65 470.70 1,050 8650.00 75 1.20 1.65 75 0.05 1.35 19.56 230 -4,725 76,425
743,550 -48,525 1,126 - 410.95 4.55 525 410.30 412.30 75 8700.00 15,900 1.50 1.60 150 0.05 1.50 18.01 25,759 -1,725 3,106,350
6,450 -900 15 17.72 375.00 15.00 75 346.80 370.95 1,050 8750.00 3,600 1.55 1.90 75 -0.20 1.65 16.39 3,664 -32,625 415,575
697,350 -66,825 2,299 - 312.85 2.90 750 312.00 313.30 75 8800.00 225 2.25 2.45 1,575 -0.40 2.45 15.50 71,869 -144,375 5,400,150
13,575 -2,175 103 - 263.00 4.10 1,125 263.00 266.85 75 8850.00 600 3.00 3.10 4,425 -0.80 3.10 14.09 11,713 68,250 459,825
1,449,750 -92,250 6,637 - 216.30 1.80 75 214.20 215.95 75 8900.00 1,500 4.30 4.65 150 -1.60 4.50 12.97 138,642 -493,800 4,741,950
69,900 -14,400 517 - 165.05 - 1,200 165.00 168.90 75 8950.00 75 7.40 7.85 75 -2.65 7.65 12.25 37,869 -139,200 867,825
2,062,350 -264,000 46,507 6.36 124.25 1.75 1,200 124.25 124.80 900 9000.00 900 14.60 14.65 75 -3.25 14.65 12.07 235,876 -467,025 4,785,000
387,750 -115,875 11,529 8.21 85.10 -0.05 75 84.05 85.25 75 9050.00 150 24.00 24.70 75 -4.55 24.05 11.35 60,553 187,725 1,284,075
4,156,500 -407,400 253,313 8.48 52.00 -3.70 1,950 52.00 52.70 150 9100.00 150 41.40 42.00 4,575 -5.65 41.75 11.27 327,165 642,225 4,269,600
1,896,000 410,175 78,558 8.81 29.00 -3.75 525 28.75 29.00 675 9150.00 750 65.00 66.20 75 -6.65 66.15 11.05 27,502 319,725 621,000
6,640,050 563,400 297,889 9.31 15.50 -2.70 150 15.40 15.45 300 9200.00 2,850 100.00 100.50 75 -7.05 100.50 11.43 89,751 71,850 920,025
1,386,525 225,225 51,704 9.23 6.50 -1.80 375 6.50 6.60 75 9250.00 150 142.30 144.80 75 -8.70 142.45 12.45 454 -8,550 48,075
4,160,475 -227,775 137,515 9.47 2.70 -1.10 8,475 2.70 2.75 150 9300.00 75 184.65 187.00 75 -6.55 185.25 12.60 5,289 -24,750 240,375
869,025 245,175 17,199 10.19 1.40 -0.40 1,200 1.35 1.40 3,000 9350.00 150 224.70 240.00 75 -43.10 206.60 - 9 150 825
2,943,825 -114,375 56,051 11.20 0.90 -0.25 7,500 0.85 0.95 750 9400.00 225 280.75 285.70 150 -1.00 284.50 17.05 801 -30,075 210,675
244,500 -1,650 1,908 12.87 0.90 -0.05 4,350 0.85 0.90 3,000 9450.00 1,050 324.85 341.70 75 -65.35 322.75 - 1 -75 150
2,271,600 15,075 13,100 13.73 0.60 -0.10 14,775 0.60 0.65 7,875 9500.00 225 380.25 382.35 75 -5.35 382.95 20.52 778 -2,475 596,925
26,550 -750 58 15.10 0.55 -0.15 525 0.45 3.45 5,025 9550.00 1,050 425.05 448.70 1,050 38.70 420.95 - 2 - 225
950,625 -18,900 1,283 16.60 0.55 - 10,425 0.45 0.55 5,925 9600.00 450 478.10 484.85 150 -19.55 473.50 - 33 750 18,000
300 - - - 0.70 - 7,500 0.05 2.70 5,100 9650.00 150 522.20 558.75 150 - - - - - -
462,900 -6,750 2,855 19.31 0.50 - 15,000 0.40 0.60 1,050 9700.00 75 580.25 589.40 75 -31.35 563.70 - 5 -75 1,200
2,025 - - - 0.25 - - - 2.70 5,100 9750.00 150 612.05 658.75 150 - 610.00 - - - 1,575
331,800 -8,250 1,761 21.87 0.45 -0.05 1,650 0.45 0.55 675 9800.00 150 678.90 704.75 75 -20.25 671.30 - 1 75 1,725
600 - - - 1.00 -1.35 450 1.00 3.85 3,000 9850.00 150 686.55 759.95 150 - 740.00 - - - 600
157,800 -2,100 431 24.89 0.50 - 3,825 0.40 0.55 1,050 9900.00 300 779.40 784.25 75 -21.00 770.60 - 1 - 38,250
225 - - - 1.00 - - - 2.70 5,100 9950.00 150 768.90 883.60 150 - - - - - -
751,575 9,300 3,072 27.27 0.45 0.05 375 0.45 0.50 7,575 10000.00 225 879.05 881.25 75 -13.60 870.35 - 2,434 -90,600 914,175
- - - - - - - - - - 10050.00 2,025 729.55 1,166.50 2,025 - - - - - -
150 - - - 1.00 - 75 0.20 1.60 2,100 10100.00 150 953.05 993.10 150 - - - - - -
- - - - - - - - - - 10150.00 2,025 829.55 1,266.50 2,025 - - - - - -
1,650 - 1,600 32.06 0.40 0.10 8,775 0.10 0.50 7,500 10200.00 75 1,073.45 1,086.30 75 -1.75 1,087.30 - - - 600
- - - - - - - - - - 10250.00 2,025 925.00 1,371.05 2,025 - - - - - -
- - - - - - - - - - 10300.00 2,100 1,153.00 1,208.80 2,100 - - - - - -
- - - - - - - - - - 10350.00 2,025 1,025.00 1,471.05 2,025 - - - - - -
- - - - - - - - - - 10400.00 2,100 1,253.00 1,308.80 2,100 - - - - - -
- - - - - - - - - - 10450.00 2,025 1,120.45 1,575.60 2,025 - - - - - -
43,275 - 206 40.30 0.50 0.05 225 0.20 0.50 7,500 10500.00 75 1,375.90 1,381.65 75 -7.75 1,379.00 52.24 45 1,275 116,250
- - - - - - - - - - 10550.00 2,025 1,220.45 1,675.60 2,025 - - - - - -
- - - - - - - - - - 10600.00 2,100 1,453.00 1,508.80 2,100 - - - - - -
- - - - - - - - - - 10650.00 - - - - - - - - - -
- - - - - - - - - - 10700.00 2,100 1,553.00 1,608.80 2,100 - 1,510.10 - - - 75
- - - - - - - - - - 10800.00 2,100 1,653.00 1,708.80 2,100 - - - - - -
- - - - - - - - - - 10900.00 2,100 1,753.00 1,808.80 2,100 - - - - - -
470,925 -13,950 885 51.52 0.45 - 15,825 0.40 0.45 7,500 11000.00 75 1,872.70 1,884.60 150 -10.10 1,876.50 62.26 27 -450 57,675
- - - - - - - - - - 11100.00 2,100 1,953.00 2,008.80 2,100 - - - - - -
- - - - - - - - - - 11200.00 2,100 2,053.00 2,108.80 2,100 - - - - - -
- - - - - - - - - - 11300.00 2,100 2,153.00 2,208.80 2,100 - - - - - -
- - - - - - - - - - 11400.00 150 2,264.30 2,308.80 2,100 - 2,410.40 - - - 450
Total 39,525,075 995,797 1,113,496 44,048,175 Total

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



  •  Highlighted options are in-the-money.