Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8102.05  As on Dec 07, 2016 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
- - - - - - 375 5,084.30 5,430.05 375 2800.00 - - - - - - - - - -
- - - - - - 1,200 4,984.50 5,330.00 75 2900.00 - - - - - - - - - -
516,200 -8,400 259 - 5,112.05 -57.95 75 5,117.90 5,139.95 450 3000.00 1,275 0.35 0.85 1,500 0.10 0.75 138.03 64 4,200 46,825
- - - - - - 2,025 4,784.25 5,130.10 2,025 3100.00 - - - - - - - - - -
- - - - - - 2,025 4,684.25 5,030.10 2,025 3200.00 - - - - - - - - - -
- - - - - - 2,025 4,583.25 4,928.70 2,025 3300.00 - - - - - - - - - -
- - - - - - 2,025 4,484.25 4,830.10 2,025 3400.00 - - - - - - - - - -
- - - - - - 2,025 4,384.25 4,730.10 2,025 3500.00 - - - - - - - - - -
- - - - - - 2,025 4,284.25 4,630.10 2,025 3600.00 - - - - - 0.50 - - - 23,975
- - - - - - 2,025 4,184.25 4,530.10 2,025 3700.00 - - - - - - - - - -
- - - - - - 2,025 4,084.25 4,430.10 2,025 3800.00 - - - - - - - - - -
- - - - - - 2,025 3,984.25 4,330.10 2,025 3900.00 - - - - - - - - - -
1,650 - - - 4,086.00 - 375 4,054.15 4,230.05 375 4000.00 525 0.30 1.90 300 - 0.40 - - - 18,425
- - - - - - 2,025 3,784.25 4,130.10 2,025 4100.00 - - - - - - - - - -
- - - - - - 2,025 3,684.25 4,030.10 2,025 4200.00 - - - - - 40.00 - - - 29,050
- - - - - - 2,025 3,584.25 3,930.10 2,025 4300.00 - - - - - 7.25 - - - 25,200
- - - - - - 2,025 3,484.25 3,830.10 2,025 4400.00 - - - - - - - - - -
- - - - - - 2,025 3,384.30 3,730.10 2,025 4500.00 - - 3.05 600 - 1.00 - - - 4,200
- - - - - - 2,025 3,284.25 3,630.10 2,025 4600.00 - - - - - - - - - -
- - - - - - 2,025 3,184.25 3,530.10 2,025 4700.00 - - 2.50 7,650 - 2.95 - - - 17,850
- - - - - - 2,025 3,084.25 3,430.10 2,025 4800.00 - - - - - 20.00 - - - 44,300
- - - - - - 2,025 2,984.25 3,330.10 2,025 4900.00 - - - - - 33.00 - - - 9,800
294,750 -150 12 - 3,099.00 -57.50 150 3,116.05 3,132.65 150 5000.00 225 0.20 0.60 2,325 0.20 0.60 68.88 11 -75 149,275
- - - - - - 2,025 2,784.25 3,130.10 2,025 5100.00 - - - - - 143.00 - - - 19,650
- - - - - - 2,025 2,684.25 3,030.10 2,025 5200.00 - - - - - - - - - -
- - - - - - 2,025 2,584.25 2,930.10 2,025 5300.00 - - - - - - - - - -
- - - - - - 2,025 2,484.25 2,830.10 2,025 5400.00 - - - - - - - - - -
33,675 - 1 112.27 2,698.00 43.00 450 2,612.15 2,631.85 450 5500.00 2,100 0.40 1.00 975 - 0.75 57.53 2 - 92,400
25,000 - - - 1,520.00 - 2,025 2,284.25 2,630.10 2,025 5600.00 - - - - - 35.00 - - - 31,400
55,000 - - - 1,499.00 - 2,025 2,184.25 2,530.10 2,025 5700.00 - - - - - 54.30 - - - 5,875
- - - - - - 2,025 2,084.25 2,430.10 2,025 5800.00 - - - - - - - - - -
58,375 - - - 1,617.45 - 2,025 1,984.25 2,330.10 2,025 5900.00 - - - - - - - - - -
287,650 -2,400 95 - 2,131.00 -45.00 150 2,122.60 2,132.80 150 6000.00 8,625 0.70 0.80 5,100 - 0.80 46.02 224 900 405,225
538,875 - - - 2,230.30 - 2,025 1,784.95 2,130.10 2,025 6100.00 1,500 0.55 1.50 150 - 1.20 - - - 74,175
150,100 - - - 2,240.00 - 2,025 1,693.50 2,091.05 2,025 6200.00 1,500 0.30 2.30 150 0.10 1.90 - - - 102,625
157,150 - - - 2,355.00 - 2,025 1,593.45 1,991.05 2,025 6300.00 1,500 0.30 2.30 150 - 2.00 - - - 36,175
- - - - - - 1,200 1,502.00 1,838.25 2,025 6400.00 16,950 1.00 2.60 150 -0.05 1.70 - - - 36,800
- - - - - - 1,200 1,451.00 1,788.00 75 6450.00 - - - - - - - - - -
271,200 1,650 51 - 1,632.00 -27.55 300 1,619.15 1,640.35 75 6500.00 3,600 1.70 1.95 1,200 0.25 1.70 38.01 609 -15,150 549,200
- - - - - - 1,200 1,359.00 1,692.00 75 6550.00 6,975 0.05 - - - - - - - -
1,575 - - - 1,578.75 - 3,000 1,410.10 1,642.25 1,500 6600.00 225 1.50 2.75 4,575 0.05 1.50 35.18 4 - 80,100
- - - - - - 1,200 1,259.00 1,592.00 75 6650.00 7,500 0.30 - - - - - - - -
75,175 - - - 1,500.00 - 3,000 1,310.10 1,546.30 1,500 6700.00 900 1.80 2.45 150 -0.20 1.85 33.79 117 -8,100 49,400
- - - - - - 1,200 1,168.00 1,496.00 75 6750.00 7,500 0.45 - - - - - - - -
8,900 - - - 1,335.00 - 3,000 1,210.10 1,446.30 1,500 6800.00 150 1.90 2.20 300 0.05 1.95 31.73 54 1,500 118,625
- - - - - - 1,200 1,077.00 1,400.00 75 6850.00 450 1.75 2.25 75 -0.75 2.00 30.69 3 225 4,200
1,500 - - - 1,341.35 - 3,000 1,110.10 1,350.40 1,500 6900.00 225 2.10 2.25 75 -0.10 2.15 29.83 471 -11,400 163,500
- - - - - - 1,200 976.00 1,300.00 75 6950.00 3,000 1.05 3.00 300 - 2.00 - - - 450
1,111,775 10,875 1,015 - 1,127.55 -37.20 75 1,126.85 1,129.00 150 7000.00 3,675 2.80 2.90 6,375 -0.05 2.80 28.57 8,142 -78,075 1,908,200
94,650 - 8 - 1,077.15 -54.65 150 1,075.45 1,083.20 75 7050.00 450 2.80 3.50 300 0.20 3.00 27.68 12 -600 54,225
238,275 -525 73 - 1,031.00 -29.55 75 1,025.85 1,033.70 75 7100.00 1,500 3.15 3.20 300 -0.10 3.20 26.76 3,914 -5,175 780,100
- - - - - - 1,200 785.00 1,104.50 2,025 7150.00 5,100 1.75 - - - 5.50 - - - 150
217,650 -150 8 - 927.00 -30.95 75 928.10 934.90 375 7200.00 75 4.15 4.20 525 -0.35 4.20 25.45 5,948 -3,375 827,850
- - - - - - 1,200 695.00 1,008.55 2,025 7250.00 525 3.65 - - - 8.00 - - - 450
66,825 - 1 40.99 899.25 -0.70 75 831.40 837.95 225 7300.00 1,200 5.75 5.90 1,500 -0.65 5.80 24.32 7,316 88,275 897,825
225 - - - 801.00 - 225 774.05 878.80 225 7350.00 300 5.05 8.45 3,075 -3.00 7.00 23.86 2 75 1,350
117,825 -600 19 - 734.00 -29.70 75 732.85 739.95 225 7400.00 2,175 8.10 8.50 10,575 -0.70 8.50 23.42 21,046 104,550 1,133,500
300 - - - 462.10 - 75 601.00 812.60 2,025 7450.00 75 8.90 12.00 75 -0.30 10.55 23.10 78 150 25,575
1,149,775 -3,075 453 - 639.80 -34.80 300 638.55 640.00 300 7500.00 300 12.10 12.15 1,125 -0.60 12.15 22.41 52,323 363,525 3,292,900
75 - 2 26.35 626.65 -75.30 225 575.65 705.10 225 7550.00 75 13.60 14.10 75 -1.15 14.10 21.73 321 3,225 26,700
237,075 -2,775 105 - 545.50 -25.70 75 541.75 548.40 75 7600.00 75 16.25 16.55 225 -0.90 16.50 21.09 33,863 57,000 2,314,500
225 - 2 - 494.10 86.10 225 414.40 570.20 225 7650.00 75 19.10 20.00 75 -0.10 20.50 20.77 1,461 1,875 46,875
213,000 -6,075 309 13.99 453.80 -37.50 150 450.25 455.75 75 7700.00 1,425 22.75 22.95 2,325 -1.20 22.95 19.84 63,889 57,825 3,062,925
750 - 1 22.21 439.90 27.15 225 382.85 518.85 450 7750.00 75 25.80 28.95 75 -3.20 25.80 18.90 1,241 8,850 61,275
719,225 -3,525 936 13.52 360.25 -33.80 75 360.95 365.10 75 7800.00 75 33.05 33.30 2,100 -1.25 33.30 18.81 78,623 -33,300 2,794,875
1,800 - 2 21.17 355.90 4.15 75 314.20 374.30 75 7850.00 150 39.85 40.85 150 0.10 40.80 18.42 4,763 -34,500 97,125
577,950 -7,500 1,293 14.12 277.15 -34.55 150 276.65 280.60 75 7900.00 75 48.25 48.85 75 -0.45 48.80 17.85 95,781 115,800 3,229,050
52,200 675 46 15.22 244.85 -23.65 225 227.20 244.90 75 7950.00 75 58.20 59.05 75 -0.25 58.40 17.29 4,972 36,600 183,000
2,653,200 -54,975 12,162 14.07 201.50 -31.90 75 201.05 203.95 75 8000.00 975 71.00 71.90 75 0.85 71.05 16.90 162,173 75,225 7,657,975
48,000 825 291 14.13 168.75 -26.85 75 166.25 169.35 75 8050.00 75 85.10 87.20 75 1.60 85.10 16.38 5,245 3,075 197,775
2,243,025 121,425 50,913 13.55 134.45 -29.15 75 134.60 135.50 1,125 8100.00 5,700 102.00 102.45 2,475 4.50 102.90 16.01 134,302 70,425 3,428,850
148,050 23,325 4,943 13.42 107.00 -25.50 75 106.00 107.00 375 8150.00 75 122.20 124.85 75 7.55 124.20 15.72 5,513 -12,600 100,125
4,045,575 163,050 164,591 13.07 81.50 -22.30 300 81.15 81.50 975 8200.00 75 146.20 147.00 75 8.70 146.35 15.13 79,624 -79,875 3,127,800
295,125 -46,125 9,397 12.84 60.75 -18.95 1,275 60.00 60.75 75 8250.00 75 173.65 187.50 75 13.80 174.40 14.88 974 1,800 103,725
4,774,275 -218,175 165,747 12.82 45.15 -15.30 150 44.55 45.20 75 8300.00 150 206.80 208.15 225 15.85 207.60 14.89 11,587 -13,050 1,687,275
254,775 - 7,200 12.63 31.75 -12.05 450 31.75 32.00 75 8350.00 225 206.10 263.40 225 38.70 265.00 18.08 31 75 20,775
3,937,500 -12,525 130,815 12.65 22.60 -9.95 900 22.05 22.70 75 8400.00 75 282.45 286.70 75 25.25 286.75 15.68 2,873 14,475 1,137,450
224,100 9,450 5,580 12.54 15.15 -7.55 75 15.10 15.85 75 8450.00 225 288.50 348.20 225 -5.20 276.45 - 1 -75 9,600
4,039,500 88,050 107,306 12.71 10.70 -5.45 4,875 10.70 10.75 1,350 8500.00 75 370.70 374.90 150 25.30 373.75 16.66 2,132 -13,800 1,883,400
158,400 19,500 1,992 12.73 7.10 -3.90 75 7.00 7.40 75 8550.00 75 362.05 448.00 225 -3.55 363.75 - 2 - 1,575
2,302,125 110,775 60,309 13.00 5.10 -2.55 3,150 5.00 5.15 75 8600.00 75 462.85 467.75 150 32.10 466.35 18.00 2,555 -27,525 583,350
76,725 4,125 231 13.42 3.90 -1.65 75 3.75 4.00 75 8650.00 75 475.80 546.20 75 - 459.80 - - - 375
2,104,475 -311,775 29,457 13.68 2.80 -1.25 150 2.75 2.85 675 8700.00 75 560.00 565.10 525 26.85 560.20 19.04 1,693 -101,100 475,425
27,900 -4,650 113 14.42 2.50 -0.55 600 0.70 2.50 150 8750.00 75 545.20 648.90 225 - 700.00 - - - 150
1,674,975 -26,100 13,689 14.71 1.85 -0.70 150 1.85 1.90 150 8800.00 75 655.00 659.80 75 33.05 657.35 20.68 185 525 1,184,400
1,050 - - - 2.65 - 75 0.60 2.65 75 8850.00 75 661.50 816.60 75 - - - - - -
906,225 -53,175 4,717 15.99 1.45 -0.30 10,950 1.40 1.45 1,650 8900.00 150 751.90 761.90 75 44.95 763.00 25.27 84 -150 830,625
150 - - - 2.50 - 75 0.35 13.90 300 8950.00 75 760.05 924.90 75 - - - - - -
2,683,875 -81,450 4,176 17.30 1.20 -0.25 975 1.20 1.25 11,700 9000.00 150 852.25 858.25 75 26.70 850.25 22.23 657 -16,125 2,340,100
300 - - - 1.55 - 300 0.50 7.90 375 9050.00 75 858.20 1,022.55 75 - - - - - -
331,650 -11,175 841 18.76 1.10 -0.15 450 1.05 1.10 2,850 9100.00 75 950.30 961.20 75 60.30 975.30 34.24 7 300 156,000
75 - - - 5.00 - 7,500 0.15 4.70 5,100 9150.00 225 956.05 1,123.00 75 - - - - - -
515,200 450 855 20.37 1.10 -0.05 2,025 1.05 1.10 1,125 9200.00 75 1,049.80 1,060.85 75 67.00 1,080.00 38.17 17 375 138,900
75 - - - 5.00 - 7,500 0.15 - - 9250.00 600 923.00 1,320.00 75 - - - - - -
286,350 -825 167 21.45 0.90 -0.10 1,050 0.90 1.15 1,500 9300.00 150 1,139.05 1,186.10 75 -18.20 1,110.00 - 2 -150 38,100
- - - - - - 7,500 0.05 - - 9350.00 600 1,018.50 1,425.00 75 - - - - - -
174,675 - 77 22.67 0.80 0.05 5,250 0.70 0.80 675 9400.00 225 1,225.85 1,265.35 75 -14.95 1,219.55 - 1 - 34,500
- - - - - - 7,500 0.05 - - 9450.00 600 1,114.50 1,529.00 75 - - - - - -
1,005,300 -19,725 686 24.15 0.80 - 450 0.75 0.80 6,150 9500.00 75 1,347.95 1,357.80 75 45.65 1,355.65 36.89 60 1,950 316,200
- - - - - - 7,500 0.05 - - 9550.00 600 1,214.50 1,629.00 75 - - - - - -
111,450 - 27 25.60 0.80 - 2,550 0.50 0.80 600 9600.00 375 1,440.60 1,465.90 300 38.65 1,473.55 46.22 8 - 8,175
- - - - - - 7,500 0.05 - - 9650.00 600 1,310.50 1,733.00 75 - - - - - -
44,550 75 1 27.37 0.90 0.10 3,000 0.45 1.90 600 9700.00 600 1,361.00 1,674.50 75 -1.45 1,519.00 - - - 1,500
- - - - - - 7,500 0.05 - - 9750.00 600 1,410.50 1,833.00 75 - - - - - -
1,275 - - - 0.85 - 3,000 0.10 2.00 1,500 9800.00 600 1,456.50 1,774.00 75 - - - - - -
- - - - - - 7,500 0.05 - - 9850.00 600 1,506.50 1,937.00 75 - - - - - -
1,300 - - - 0.90 - 1,500 0.10 1.00 75 9900.00 600 1,556.50 1,874.50 75 - - - - - -
- - - - - - 7,500 0.05 - - 9950.00 600 1,602.50 2,041.00 75 - - - - - -
784,175 -1,350 2,005 30.75 0.70 -0.05 8,625 0.65 0.70 525 10000.00 300 1,844.65 1,859.65 75 21.75 1,845.00 41.08 623 -5,475 794,325
- - - - - - - - 3.05 600 10050.00 600 1,702.50 2,141.00 75 - - - - - -
- - 400 31.59 0.60 -0.05 - - - - 10100.00 600 1,748.50 2,195.00 75 - - - - - -
- - - - - - - - 3.05 600 10150.00 600 1,800.00 2,245.00 75 - - - - - -
- - - - - - - - - - 10200.00 600 1,850.00 2,295.00 75 - - - - - -
- - - - - - - - 3.05 600 10250.00 600 1,900.00 2,345.00 75 - - - - - -
- - - - - - - - - - 10300.00 600 1,950.00 2,395.00 75 - - - - - -
75 - - - 0.60 - 75 0.75 - - 10400.00 375 2,048.00 2,414.95 375 - - - - - -
825 450 7 37.46 0.75 -0.25 450 0.40 0.75 75 10500.00 300 2,342.10 2,595.40 2,025 - 2,250.00 - - - 525
- - - - - - - - - - 10600.00 2,025 2,249.40 2,696.45 2,025 - - - - - -
- - - - - - - - - - 10700.00 2,025 2,347.95 2,795.40 2,025 - - - - - -
- - - - - - - - - - 10800.00 2,025 2,447.95 2,895.40 2,025 - - - - - -
- - - - - - - - - - 10900.00 2,025 2,547.95 2,995.40 2,025 - - - - - -
8,350 - - - 0.50 - 300 0.40 1.00 3,000 11000.00 300 2,840.10 2,858.20 75 -38.15 2,775.00 - 4 - 410,625
- - - - - - - - - - 11100.00 2,025 2,747.95 3,195.40 2,025 - - - - - -
- - - - - - - - - - 11200.00 2,025 2,847.95 3,295.40 2,025 - - - - - -
- - - - - - - - - - 11300.00 2,025 2,947.95 3,395.40 2,025 - - - - - -
600 - 2 49.45 1.00 -2.00 300 0.20 1.00 1,500 11400.00 450 3,235.00 3,262.85 300 - 3,125.00 - - - 7,800
Total 43,141,625 783,388 795,607 49,554,550 Total

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



  •  Highlighted options are in-the-money.