Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9837.40  As on Aug 18, 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
2,252,100 -10,725 283 - 1,840.00 -62.70 75 1,837.30 1,840.00 450 8000.00 75 1.15 1.20 150 -0.25 1.15 43.30 801 -6,900 581,850
58,425 - - - 1,715.00 - 150 1,771.55 1,801.90 75 8050.00 7,500 0.80 1.15 750 - 1.50 43.42 4 - 6,075
372,450 -1,350 18 - 1,740.00 -86.65 75 1,722.05 1,756.15 75 8100.00 3,000 1.25 1.30 3,000 -0.45 1.25 41.37 862 1,575 101,175
- - - - - - 75 1,641.00 1,779.00 75 8150.00 6,000 0.30 3.00 1,500 - - - - - -
196,875 -3,675 56 - 1,651.05 -50.45 150 1,635.10 1,651.80 75 8200.00 150 1.25 1.35 225 -0.10 1.30 39.23 214 -4,425 31,500
- - - - - - - - 1,750.90 75 8250.00 6,000 0.35 3.00 1,500 - - - - - -
335,550 -20,775 583 - 1,549.40 -60.60 300 1,547.20 1,551.30 75 8300.00 450 1.15 1.35 150 -0.55 1.15 36.41 1,167 16,275 38,700
- - - - - - - - 1,655.85 75 8350.00 3,000 0.80 3.00 3,000 - - - - - -
277,800 -5,850 790 - 1,455.80 -47.55 300 1,447.20 1,451.50 75 8400.00 750 1.20 1.30 900 -0.65 1.20 34.32 2,033 38,775 152,475
- - - - - - - - 1,555.85 75 8450.00 3,000 0.80 3.00 3,000 - - - - - -
491,250 -6,450 322 - 1,339.00 -54.85 75 1,338.90 1,344.45 150 8500.00 15,000 1.10 1.20 7,350 -0.55 1.20 32.06 5,733 25,875 488,475
- - - - - - 75 1,241.00 1,359.00 75 8550.00 3,000 0.35 3.00 3,000 - - - - - -
479,475 -525 21 - 1,251.15 -74.05 75 1,243.75 1,251.75 75 8600.00 1,200 1.80 1.90 1,575 -0.70 1.80 31.33 557 8,550 182,550
300 - - - 1,425.00 - 1,200 971.20 1,360.75 75 8650.00 3,000 1.25 - - - 3.00 - - - 300
396,375 -30,000 500 - 1,165.65 -45.95 75 1,147.65 1,152.35 75 8700.00 15,000 2.00 2.30 75 -0.55 2.30 29.96 2,491 -43,650 322,950
900 - - - 1,330.00 - 1,200 881.05 1,265.70 75 8750.00 3,000 1.30 - - - 2.90 - - - 2,550
233,475 -225 4 - 1,026.00 -85.00 75 1,040.00 1,052.60 75 8800.00 75 2.25 2.35 11,100 -0.35 2.35 27.66 2,079 -19,125 370,050
- - - - - - 1,200 781.25 1,165.70 75 8850.00 300 0.40 - - - - - - - -
101,775 -300 4 - 951.00 -58.00 300 938.35 953.55 75 8900.00 5,325 0.65 2.90 4,200 -0.70 2.90 26.06 3,558 -57,675 306,900
- - - - - - 1,200 686.45 1,070.60 75 8950.00 300 0.75 - - - - - - - -
1,037,250 6,150 450 - 849.75 -53.90 450 844.00 848.30 75 9000.00 35,775 3.70 3.75 600 -0.50 3.70 24.53 17,114 -16,800 2,835,825
600 - 2 - 788.15 -179.85 75 751.00 849.15 75 9050.00 300 3.00 5.50 600 -36.50 4.85 24.33 3 150 150
125,925 -2,850 113 - 750.75 -48.60 75 745.25 751.15 75 9100.00 300 3.85 3.90 10,125 -0.65 3.90 22.21 15,094 13,650 1,763,100
75 - - - 675.00 - 75 631.00 779.00 75 9150.00 3,000 4.55 5.80 3,000 1.55 4.60 21.54 35 2,250 2,325
126,000 -2,025 62 - 660.00 -43.80 75 646.55 653.70 75 9200.00 75 5.45 5.60 75 -0.95 5.45 20.86 26,386 -332,850 1,765,350
- - - - - - 1,200 500.20 699.80 150 9250.00 18,000 3.10 - - - - - - - -
129,300 -4,575 77 - 560.45 -43.35 300 550.35 552.90 75 9300.00 75 7.05 7.25 75 -1.05 7.15 19.19 29,735 -37,725 1,652,850
225 - - - 541.40 - 450 461.70 559.00 75 9350.00 - - - - -3.00 7.50 17.98 317 5,550 11,925
202,125 -3,150 254 - 454.25 -66.40 75 452.45 456.10 225 9400.00 600 10.75 10.90 5,700 -0.40 10.90 18.02 48,037 -201,225 1,644,600
150 - - - 613.00 71.60 450 361.70 479.00 75 9450.00 225 13.20 13.45 75 -0.25 13.50 17.42 1,770 14,100 74,775
537,525 -12,525 1,588 - 365.45 -52.65 75 360.60 365.00 75 9500.00 75 17.00 17.25 225 0.65 17.25 16.95 110,700 -487,125 5,175,675
3,825 75 2 - 315.05 -58.45 450 261.70 369.00 75 9550.00 150 20.50 20.60 150 1.40 20.50 16.11 4,882 49,275 88,425
680,025 -15,300 2,580 7.71 273.00 -52.80 750 268.65 272.45 75 9600.00 75 25.55 25.90 975 3.40 25.75 15.52 138,881 -252,450 3,773,700
14,550 -4,275 179 8.75 227.85 -57.35 75 227.75 234.30 75 9650.00 75 31.80 32.45 450 4.65 31.85 14.82 9,558 39,600 212,250
1,156,875 -27,600 20,480 9.71 187.90 -53.15 750 186.40 188.00 75 9700.00 900 41.10 41.55 75 7.35 41.55 14.45 214,993 -84,150 4,538,400
105,000 -1,425 1,281 10.11 150.85 -50.40 750 150.20 152.05 900 9750.00 1,200 53.05 53.40 75 9.75 53.70 14.06 17,450 14,100 269,100
3,150,375 561,150 146,101 10.22 117.00 -42.60 375 115.70 117.00 17,025 9800.00 600 67.85 68.00 300 13.60 67.85 13.53 300,906 -522,375 5,892,825
420,900 173,700 25,104 10.03 85.95 -35.65 150 85.20 85.95 825 9850.00 75 85.15 85.85 750 16.70 85.20 12.98 21,625 -17,175 376,500
4,106,475 743,100 272,772 10.00 61.25 -30.45 75 61.25 61.45 900 9900.00 900 108.75 109.00 1,575 23.25 109.00 12.76 166,238 -1,088,925 2,969,025
460,125 27,525 30,038 9.85 41.00 -25.40 1,350 41.00 41.85 300 9950.00 75 135.75 137.50 75 29.85 137.50 12.63 3,258 -37,125 116,625
5,903,925 535,350 240,314 9.91 27.10 -18.35 13,125 27.00 27.10 1,800 10000.00 75 170.05 170.80 75 36.35 171.00 12.63 39,683 -140,700 2,568,150
615,825 88,050 16,192 10.07 17.65 -12.75 150 17.45 18.25 300 10050.00 75 208.25 211.65 75 43.95 210.75 13.11 175 -1,725 204,900
4,487,700 -336,225 144,077 10.33 11.60 -9.40 225 11.60 11.95 975 10100.00 75 253.05 254.35 525 46.65 254.35 13.88 6,711 -48,750 1,164,225
816,150 133,725 12,146 11.07 8.95 -5.95 300 8.70 8.95 825 10150.00 75 301.50 311.55 75 46.35 296.00 13.89 262 -10,425 62,175
4,928,325 13,275 76,033 11.29 5.80 -4.15 1,050 5.65 5.80 2,325 10200.00 75 346.20 350.00 75 54.30 350.00 16.50 960 -9,300 408,300
301,050 8,100 2,382 11.97 4.55 -2.75 150 4.25 4.55 4,200 10250.00 600 382.00 422.25 75 -21.85 400.00 18.17 1 - 600
2,721,525 12,000 38,202 12.43 3.30 -1.95 75 3.25 3.35 150 10300.00 150 443.15 445.30 75 51.40 443.80 18.14 465 -3,300 263,625
597,225 -9,900 987 13.50 3.20 -1.05 75 3.05 3.10 3,000 10350.00 75 432.00 579.00 75 - - - - - -
2,465,625 -255,750 14,634 13.86 2.30 -0.80 2,625 2.10 2.30 6,750 10400.00 75 541.75 545.85 75 53.35 545.00 21.51 81 -825 200,400
80,475 -2,250 152 14.97 2.35 -0.35 150 2.05 2.40 300 10450.00 75 532.00 608.95 75 - - - - - -
2,898,225 -152,625 13,686 15.75 2.10 -0.25 1,575 2.00 2.10 75 10500.00 450 641.85 645.65 75 63.05 644.30 24.22 885 -28,050 994,725
30,825 -1,275 31 16.20 1.65 -0.85 75 1.50 2.20 600 10550.00 75 632.00 779.00 75 - - - - - -
866,100 -44,325 1,409 17.25 1.70 0.05 6,075 1.70 1.80 375 10600.00 75 739.55 745.10 75 85.60 764.00 32.75 23 -1,575 35,250
- - - - - - 600 0.10 - - 10650.00 1,200 560.45 1,024.05 75 - - - - - -
274,800 3,000 404 18.52 1.30 -0.15 3,975 1.30 1.35 75 10700.00 75 838.55 843.20 75 66.85 831.75 24.11 40 -450 31,125
- - - - - - 600 0.10 - - 10750.00 1,200 660.45 1,124.05 75 - - - - - -
78,750 6,075 141 19.83 1.05 -0.15 5,025 0.85 1.05 1,500 10800.00 75 932.00 942.25 75 68.35 932.50 27.04 9 -150 3,900
- - - - - - 600 0.05 3.05 75 10850.00 75 931.00 1,079.00 75 - - - - - -
51,825 -5,100 114 20.93 0.80 -0.10 1,875 0.75 0.85 375 10900.00 75 1,036.40 1,049.95 75 - 971.80 - - - 1,500
- - - - - - 6,000 0.25 2.00 3,000 10950.00 75 1,031.00 1,179.00 75 - - - - - -
1,314,075 180,975 10,176 22.77 0.85 -0.10 73,200 0.80 0.85 14,775 11000.00 300 1,137.35 1,140.65 75 53.60 1,136.00 33.94 677 -8,625 1,272,000
2,100 - 5 24.05 1.00 0.45 75 0.30 1.35 75 11050.00 1,200 950.50 - - - - - - - -
18,375 1,425 41 24.28 0.80 -0.05 75 0.80 0.90 75 11100.00 75 1,236.50 1,248.30 75 48.85 1,238.05 37.45 40 2,700 2,925
- - - - - - 6,000 0.20 1.50 3,000 11150.00 1,200 1,050.50 - - - - - - - -
36,675 - 10 24.41 0.45 -0.45 1,425 0.45 1.00 4,425 11200.00 75 1,341.85 1,347.15 75 82.65 1,349.00 44.73 48 - 85,500
75 - - - 0.85 - 75 1.00 1.50 3,000 11250.00 1,200 1,145.60 - - - - - - - -
8,625 - - - 0.75 - 3,000 0.50 1.00 300 11300.00 75 1,431.85 1,449.00 150 - 1,507.60 - - - 300
- - - - - - 6,000 0.10 2.00 3,000 11350.00 1,200 1,245.60 - - - - - - - -
57,150 -1,050 131 28.91 0.75 0.05 300 0.60 0.75 3,300 11400.00 75 1,535.65 1,543.00 75 51.45 1,528.00 37.62 39 600 166,950
- - - - - - 6,000 0.10 2.00 3,000 11450.00 150 1,582.75 1,590.75 75 -6.50 1,527.00 - - - 14,400
85,650 -4,725 157 28.94 0.45 -0.10 10,125 0.45 0.55 5,100 11500.00 300 1,635.55 1,642.20 75 59.05 1,634.60 44.95 169 1,500 107,625
- - - - - - 75 0.05 3.05 75 11550.00 1,200 1,440.65 - - - - - - - -
600 - - - 0.05 - - - - - 11600.00 300 1,732.80 1,751.35 75 - 1,632.90 - - - 600
Total 46,095,750 1,075,088 1,196,749 43,338,150 Total

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



  •  Highlighted options are in-the-money.