Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10146.55  As on Oct 19, 2017 19:30:41 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
2,249,400 11,325 183 - 1,901.25 -126.25 2,400 1,901.25 1,916.75 225 8200.00 5,400 0.35 0.45 1,125 -0.20 0.45 54.55 133 5,700 441,825
- - - - - - - - 2,290.00 75 8250.00 7,500 0.05 3.00 6,000 - - - - - -
30,375 - - - 1,850.75 - 1,050 1,780.75 1,814.85 150 8300.00 3,075 0.15 1.00 3,000 - 0.50 - - - 12,375
- - - - - - - - - - 8350.00 7,500 0.05 3.00 7,500 - - - - - -
234,675 - - - 1,836.80 -0.25 1,050 1,688.15 1,716.75 150 8400.00 3,000 0.20 1.00 4,500 - 0.85 - - - 160,500
- - - - - - - - - - 8450.00 7,500 0.05 3.00 7,500 - - - - - -
778,050 525 125 - 1,615.00 -109.85 1,050 1,588.35 1,614.80 150 8500.00 2,925 0.40 0.45 7,425 - 0.45 46.15 26 - 457,425
- - - - - - - - - - 8550.00 7,500 0.05 3.00 7,500 - - - - - -
445,875 - 1 - 1,518.60 59.15 1,050 1,488.10 1,530.80 1,050 8600.00 3,000 0.15 0.90 525 0.50 1.00 47.12 1 -75 67,650
- - - - - - - - 1,890.70 75 8650.00 - - 3.00 7,500 - - - - - -
213,300 - 1 - 1,436.90 -103.30 1,050 1,388.45 1,429.00 1,050 8700.00 225 0.50 1.00 225 0.30 1.00 44.19 1 - 69,900
- - - - - - - - - - 8750.00 - - 3.00 6,000 - - - - - -
176,700 -300 6 - 1,330.80 -93.15 1,050 1,288.70 1,329.10 1,050 8800.00 75 0.75 1.10 4,275 - 1.10 41.72 4 - 348,375
- - - - - - - - - - 8850.00 5,025 0.15 3.00 6,000 - - - - - -
54,675 - - - 1,320.70 - 1,050 1,189.25 1,223.75 1,050 8900.00 75 1.30 1.50 75 0.10 1.30 39.56 68 375 318,150
- - - - - - - - - - 8950.00 5,025 0.35 3.00 6,000 - - - - - -
748,050 -2,625 66 - 1,111.95 -120.30 1,050 1,089.30 1,129.50 75 9000.00 6,975 1.35 1.55 300 0.10 1.35 36.76 756 -13,650 1,559,775
- - - - - - - - - - 9050.00 4,950 0.50 3.00 600 - 2.45 - - - 2,775
106,800 - - - 1,120.00 -8.10 1,050 989.00 1,023.90 1,050 9100.00 1,500 1.05 1.65 4,575 0.20 1.65 34.67 254 -11,475 515,850
- - - - - - - - - - 9150.00 4,950 0.50 - - - 2.20 - - - 1,575
185,775 10,275 151 - 940.00 -95.85 75 895.00 929.85 1,050 9200.00 375 1.65 1.85 1,350 0.15 1.85 32.13 1,062 -44,550 707,175
- - - - - - - - - - 9250.00 1,800 0.85 5.00 1,050 - 2.00 - - - 1,050
138,825 -975 13 - 810.00 -122.30 1,050 790.20 830.45 1,050 9300.00 1,500 2.25 2.45 825 0.25 2.45 30.25 1,835 -61,425 1,121,325
- - - - - - - - - - 9350.00 4,950 1.30 5.80 1,125 - 2.80 - - - 2,700
107,100 -225 3 - 710.00 -122.70 1,050 690.95 731.30 1,050 9400.00 300 3.05 3.30 225 0.55 3.30 28.36 2,512 -8,175 1,869,900
- - - - - - - - - - 9450.00 450 2.50 3.70 1,500 1.60 4.40 28.03 19 - 36,375
422,850 47,625 916 - 610.85 -124.05 1,050 596.85 623.75 75 9500.00 1,275 3.90 4.00 9,000 0.55 3.90 25.79 6,676 78,825 3,667,650
150 - - - 298.00 - - - - - 9550.00 150 3.00 4.50 75 0.45 4.00 24.22 9 -75 75,675
359,025 -750 38 - 514.55 -122.45 1,050 497.95 526.50 375 9600.00 2,550 5.00 5.35 225 0.95 5.00 23.45 5,455 15,150 2,543,400
525 - - - 522.35 - 600 436.10 - - 9650.00 375 5.75 6.20 5,475 1.45 5.70 22.25 68 -600 117,000
597,825 -3,675 132 - 425.35 -113.85 150 407.00 428.10 150 9700.00 450 7.70 7.95 1,125 2.50 7.70 21.78 8,307 -27,750 3,683,025
54,075 -75 1 - 402.30 -74.70 75 366.00 400.00 75 9750.00 75 8.30 9.00 1,650 3.15 9.00 20.60 633 -600 248,700
732,075 -20,625 765 - 317.15 -120.95 375 315.00 329.95 75 9800.00 1,950 12.00 12.40 4,050 4.55 12.00 20.03 18,856 -219,300 4,527,600
37,125 -225 11 - 295.50 -90.55 600 263.65 280.50 150 9850.00 225 15.20 15.30 1,650 6.80 15.20 19.17 2,157 -9,900 417,225
1,693,350 -18,375 1,260 - 226.35 -120.65 75 225.05 233.00 1,500 9900.00 150 20.00 21.00 3,825 10.90 21.00 18.81 29,316 -332,400 4,466,550
115,500 -3,525 113 - 190.00 -102.20 75 180.00 191.25 300 9950.00 300 25.95 27.00 150 13.70 25.95 17.74 4,564 -69,000 662,100
2,338,125 -10,650 4,998 - 141.05 -100.70 75 141.00 144.00 1,050 10000.00 300 34.00 34.25 75 19.25 34.05 17.04 64,543 -86,775 7,518,300
188,025 -4,725 264 - 102.00 -95.20 450 99.80 105.00 75 10050.00 525 43.10 45.00 5,100 27.55 44.95 16.40 7,541 -80,700 694,125
2,438,850 429,150 29,587 3.74 68.50 -84.90 3,750 68.50 68.75 4,350 10100.00 2,250 57.10 60.00 4,200 36.90 60.00 15.95 99,513 -66,750 4,559,100
881,925 254,100 10,536 5.60 40.00 -69.45 150 37.45 43.00 225 10150.00 225 75.05 80.00 3,375 47.10 78.00 15.31 26,103 -197,025 900,000
4,671,525 1,081,200 97,371 6.18 20.35 -54.90 225 20.30 26.50 7,275 10200.00 75 101.10 106.65 225 57.50 101.00 14.77 96,697 -1,052,625 3,865,950
1,191,450 210,375 25,577 6.77 10.00 -37.75 300 7.50 11.95 75 10250.00 75 135.00 143.75 300 74.55 135.00 15.41 7,032 -42,075 903,525
3,871,800 384,150 69,840 7.84 6.15 -22.30 75 6.05 7.85 75 10300.00 75 179.20 188.75 75 90.25 181.05 17.78 24,693 -131,700 1,149,525
700,275 -18,300 10,551 8.64 3.60 -11.80 750 3.60 3.95 3,675 10350.00 75 165.00 237.65 300 92.35 222.15 18.74 52 -375 15,300
3,303,525 168,075 27,642 9.69 2.55 -6.20 6,750 2.45 2.55 900 10400.00 150 273.95 286.70 300 118.25 284.85 24.29 1,715 -31,050 249,600
383,025 -28,050 4,966 11.35 2.60 -2.35 2,400 2.30 2.60 225 10450.00 7,500 86.65 - - 52.45 271.45 - 1 75 1,350
2,700,300 47,475 16,060 11.96 1.65 -1.75 9,825 1.65 1.70 150 10500.00 825 372.00 385.00 75 110.50 372.15 26.36 1,461 -62,700 677,175
58,050 3,300 206 13.22 1.50 -0.75 75 1.10 1.75 75 10550.00 7,500 85.65 - - - - - - - -
1,311,450 -21,750 4,695 13.27 0.75 -0.80 7,950 0.75 0.80 7,650 10600.00 150 452.85 505.20 1,050 93.40 441.90 20.28 17 75 11,250
11,625 - - - 1.10 -0.30 600 0.15 1.35 1,050 10650.00 7,500 120.65 - - - - - - - -
393,900 -82,875 1,692 15.39 0.60 -0.20 30,000 0.55 0.70 15,000 10700.00 150 550.70 605.10 1,050 97.65 555.65 30.00 29 1,950 16,275
5,325 - - - 1.00 -0.80 450 0.10 1.00 600 10750.00 - - - - - - - - - -
306,900 -975 155 17.82 0.60 - 7,500 0.50 0.60 3,750 10800.00 1,050 655.50 705.00 1,050 - 552.75 - - - 4,575
- - - - - - 15,000 0.05 - - 10850.00 - - - - - - - - - -
42,525 - 27 17.99 0.20 -0.35 14,325 0.20 0.35 225 10900.00 1,050 755.20 804.75 1,050 - 653.90 - - - 1,425
- - - - - - 15,000 0.05 - - 10950.00 - - - - - - - - - -
975,150 -30,900 874 21.24 0.35 -0.15 10,200 0.35 0.40 3,450 11000.00 150 870.15 886.05 150 119.85 873.15 48.10 350 13,425 1,391,400
- - - - - - - - - - 11050.00 - - - - - - - - - -
3,300 - - - 0.65 - - - - - 11100.00 2,175 700.30 1,004.90 1,050 - 880.55 - - - 3,075
8,925 - - - 0.30 - - - 0.45 2,775 11200.00 225 1,067.15 1,085.65 150 - 993.15 - - - 2,325
2,775 - - - 0.10 - - - 0.95 1,500 11300.00 2,175 900.30 1,205.35 1,050 - 1,071.10 - - - 2,025
2,850 - - - 0.60 - - - - - 11400.00 225 1,266.25 - - - 1,302.20 - - - 15,150
7,350 - - - 0.05 - - - - - 11450.00 - - - - - - - - - -
206,325 75 25 30.11 0.20 -0.15 75 0.20 0.30 375 11500.00 225 1,365.15 1,384.15 150 114.75 1,365.00 63.03 32 750 388,800
33,825 - - - 0.10 - 150 0.10 1.90 900 11600.00 225 1,463.15 1,485.05 150 -4.20 1,343.25 - - - 78,750
1,200 - - - 0.05 - - - 1.00 1,200 11650.00 300 1,511.15 - - - 1,395.70 - - - 8,775
Total 35,522,400 308,851 412,491 50,561,400 Total

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



  •  Highlighted options are in-the-money.