Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8643.40  As on Aug 24, 2016 12:09:59 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
1,950 - - - - - 1,800 2,061.35 2,098.25 75 6550.00 1,125 0.05 1.00 9,300 - - - - - 1,200
104,700 -13,350 879 - 2,033.40 5.40 900 2,035.10 2,038.25 75 6600.00 75 0.20 0.30 2,550 -0.05 0.20 168.25 43 300 5,025
- - - - - - 1,875 1,924.85 2,004.45 1,875 6650.00 - - 3.00 6,975 - - - - - -
7,350 -450 12 - 1,935.25 8.10 150 1,930.90 1,936.95 75 6700.00 - - 0.35 1,200 - - - - - 150
- - - - - - 1,875 1,824.85 1,904.45 1,875 6750.00 - - 2.70 5,100 - - - - - -
14,700 - 24 - 1,835.00 22.55 450 1,835.00 1,837.00 450 6800.00 525 0.10 0.35 1,050 - - - - - 975
- - - - - - 1,875 1,727.35 1,804.45 1,875 6850.00 - - 2.70 5,100 - - - - - -
23,775 -2,475 42 - 1,735.10 0.85 75 1,734.70 1,737.20 75 6900.00 300 0.15 0.35 1,050 0.35 0.40 151.52 4 300 2,700
- - - - - - 1,875 1,627.35 1,704.45 1,875 6950.00 - - 2.70 5,100 - - - - - -
535,500 -12,825 780 - 1,636.00 -4.80 75 1,635.50 1,636.00 75 7000.00 2,550 0.10 0.20 525 -0.10 0.10 126.62 41 150 104,175
- - - - - - 5,550 1,511.05 1,611.05 5,550 7050.00 - - 2.70 5,100 - - - - - -
59,775 -4,575 314 - 1,539.70 16.70 150 1,535.20 1,537.20 75 7100.00 10,425 0.05 0.15 4,200 - 0.05 112.65 91 300 33,750
- - - - - - 5,550 1,411.05 1,558.95 5,550 7150.00 - - 3.00 6,975 - - - - - -
133,650 -5,550 356 - 1,437.00 -4.30 75 1,435.40 1,437.20 75 7200.00 3,000 0.10 0.15 75 -0.10 0.15 110.86 30 -675 266,700
- - - - - - 5,550 1,311.05 1,458.95 5,550 7250.00 - - 3.00 6,975 - - - - - -
66,675 -2,325 106 - 1,334.00 8.55 525 1,334.00 1,337.20 75 7300.00 1,500 0.25 0.35 3,975 -0.05 0.30 113.37 36 750 86,025
- - - - - - 5,550 1,211.05 1,358.95 5,550 7350.00 - - 3.00 6,975 - - - - - -
35,550 -5,250 201 - 1,233.10 -4.65 75 1,235.60 1,237.20 75 7400.00 1,350 0.25 0.35 3,600 -0.10 0.35 106.57 74 -1,500 131,475
- - - - - - 5,550 1,125.30 1,205.95 5,550 7450.00 - - 3.00 6,975 - - - - - 1,575
510,525 -3,450 469 - 1,136.25 1.40 75 1,136.00 1,136.95 75 7500.00 1,275 0.25 0.30 3,450 -0.05 0.30 95.07 393 -6,450 520,125
- - - - - - 5,550 1,011.05 1,110.65 5,550 7550.00 - - 2.70 5,100 - - - - - -
43,575 -8,025 139 - 1,037.00 2.25 75 1,035.30 1,037.70 75 7600.00 3,975 0.30 0.35 11,775 -0.20 0.30 88.49 415 -6,675 751,500
- - - - - - 5,550 911.05 1,011.05 5,550 7650.00 - - 2.70 5,100 - - - - - -
118,425 -7,575 109 - 937.00 -0.35 75 933.75 937.20 75 7700.00 5,175 0.30 0.35 11,850 -0.05 0.35 81.55 367 -2,925 1,231,125
75 - - - - - 5,550 811.05 911.05 5,550 7750.00 - - 2.70 5,100 - - - - - -
142,275 -150 464 - 837.90 -0.30 75 834.90 836.90 150 7800.00 5,850 0.30 0.35 14,700 -0.10 0.35 73.30 241 -3,000 860,625
- - - - - - 5,550 711.05 809.90 5,550 7850.00 - - 2.70 5,100 - - - - - -
66,825 -2,850 422 - 737.00 -4.65 750 736.00 737.20 75 7900.00 4,350 0.35 0.40 33,150 -0.20 0.35 65.07 329 - 901,125
- - - - - - 5,550 611.95 713.05 5,550 7950.00 - - 2.65 150 - - - - - 450
391,275 -19,500 1,406 - 636.50 0.50 1,200 636.00 637.50 750 8000.00 65,475 0.40 0.45 825 -0.15 0.45 58.45 3,035 -12,900 2,946,825
225 - - - - - 5,850 539.75 608.55 6,000 8050.00 150 0.10 0.60 3,975 - - - - - 975
186,000 -9,825 333 - 536.00 1.20 225 536.00 537.20 225 8100.00 1,725 0.45 0.50 46,575 -0.20 0.45 50.05 2,137 -19,800 1,645,425
225 - - - - - 150 483.65 500.50 4,575 8150.00 1,200 0.40 0.50 6,975 -0.20 0.45 45.84 24 -900 20,400
143,325 -2,475 209 - 436.15 -9.80 150 433.70 437.05 225 8200.00 21,375 0.50 0.55 20,175 -0.10 0.55 42.14 3,460 -12,975 2,456,325
4,425 - 3 - 387.45 20.95 4,200 374.25 382.60 75 8250.00 7,125 0.45 0.60 7,500 -0.05 0.60 38.74 217 -3,000 128,325
195,300 -8,775 700 - 337.00 -3.00 975 336.00 337.20 75 8300.00 2,325 0.70 0.75 58,800 -0.15 0.70 35.06 13,403 25,725 2,666,625
750 -675 11 - 285.35 31.30 150 283.65 285.40 150 8350.00 4,725 0.80 0.85 2,775 -0.40 0.85 31.14 2,042 10,875 392,400
273,525 -20,100 888 - 235.55 -1.20 225 235.00 236.45 300 8400.00 109,050 1.25 1.30 1,725 -0.80 1.30 28.43 53,135 314,400 6,091,275
5,325 - 7 - 185.00 5.25 150 183.65 185.35 150 8450.00 7,500 1.80 1.85 675 -1.05 1.85 25.05 17,789 -17,625 677,325
726,975 11,775 6,947 - 138.55 -2.55 1,875 138.00 138.50 300 8500.00 6,450 3.30 3.35 4,875 -1.55 3.35 22.41 84,431 -346,800 4,791,450
83,325 11,700 1,783 - 91.85 -5.90 75 91.50 92.00 225 8550.00 375 7.10 7.15 525 -3.35 7.05 20.65 49,589 566,775 1,914,975
3,221,325 327,825 93,192 14.29 54.80 -7.95 375 54.60 54.80 1,500 8600.00 1,200 17.80 17.90 3,525 -5.35 17.90 20.10 162,238 913,050 5,248,950
2,192,925 445,575 50,601 16.05 27.15 -7.65 225 27.05 27.20 300 8650.00 150 37.80 37.90 75 -4.05 37.90 19.69 33,882 318,450 1,568,625
6,917,475 423,150 157,953 17.60 11.85 -5.65 375 11.80 11.85 825 8700.00 375 71.50 71.70 450 -1.95 71.55 21.18 67,730 355,125 2,155,725
2,151,075 -725,850 80,506 17.96 3.90 -2.60 4,350 3.90 3.95 5,400 8750.00 150 113.40 114.60 75 0.65 113.00 23.52 626 3,825 122,700
6,855,525 64,050 149,183 20.12 1.75 -1.40 157,050 1.70 1.75 130,650 8800.00 150 161.75 161.85 150 2.35 161.75 28.45 6,613 18,075 649,050
633,900 -34,200 14,023 21.03 0.55 -0.75 85,800 0.55 0.60 14,325 8850.00 150 207.80 212.80 75 26.80 210.80 34.44 14 450 9,675
3,913,650 -66,375 13,430 23.98 0.40 -0.30 666,975 0.40 0.45 141,600 8900.00 75 258.55 259.50 75 3.45 258.50 36.95 1,395 -26,100 118,125
170,250 -14,175 667 27.52 0.35 -0.40 5,250 0.40 0.45 1,575 8950.00 150 283.15 311.35 225 -26.20 281.30 - 3 150 225
5,234,025 -102,150 10,654 31.89 0.45 -0.20 67,350 0.40 0.45 157,725 9000.00 75 355.90 356.10 75 1.60 356.00 39.65 1,364 -34,650 361,650
106,125 -300 10 33.87 0.25 -0.10 1,500 0.25 0.35 225 9050.00 150 390.60 411.35 150 -25.75 380.30 - 2 - 150
1,305,525 -1,725 3,214 38.90 0.35 -0.25 27,000 0.35 0.40 70,725 9100.00 75 454.15 455.75 150 -4.80 455.65 50.05 206 -11,850 88,350
95,700 -600 8 42.57 0.35 -0.20 2,175 0.35 0.40 525 9150.00 5,850 459.65 530.60 5,850 - - - - - 150
966,150 -17,175 2,010 46.18 0.35 -0.15 16,650 0.30 0.35 12,600 9200.00 150 554.00 555.65 150 3.00 555.00 56.04 203 -11,325 123,225
18,150 - - - - - - - 0.45 1,500 9250.00 4,350 578.45 617.00 4,350 - - - - - 75
680,025 -2,700 711 53.26 0.35 -0.15 23,325 0.30 0.35 25,200 9300.00 75 654.10 656.40 75 4.50 656.80 72.09 36 -2,025 4,125
900 - - - - - - - - - 9350.00 4,350 621.05 778.95 4,350 - - - - - 75
299,775 -2,325 56 59.21 0.30 -0.10 450 0.25 0.30 2,325 9400.00 75 750.20 756.70 75 -0.10 754.90 71.97 17 525 5,775
- - - - - - - - - - 9450.00 4,350 721.05 878.95 4,350 - - - - - -
631,950 -24,000 793 65.88 0.30 -0.15 7,125 0.30 0.35 34,350 9500.00 75 851.40 854.50 600 -5.35 854.00 72.17 701 -45,600 330,825
- - - - - - - - 3.00 6,975 9550.00 4,350 858.05 925.15 4,350 - - - - - -
41,400 - - - - - 4,500 0.05 0.35 1,200 9600.00 600 947.85 970.30 75 - - - - - 750
- - - - - - - - 3.00 6,975 9650.00 3,750 958.05 1,025.15 3,750 - - - - - -
18,825 - 1 77.45 0.25 -0.15 450 0.25 0.30 600 9700.00 600 1,048.00 1,058.50 150 - - - - - 2,850
- - - - - - 150 0.05 1.50 600 9750.00 3,750 1,055.55 1,125.15 3,750 - - - - - -
9,525 -825 17 77.23 0.10 -0.20 2,850 0.10 0.30 300 9800.00 150 1,153.55 1,156.50 75 -2.40 1,156.25 111.38 25 -75 5,400
450 - - - - - - - 1.50 300 9850.00 3,750 1,155.55 1,225.15 3,750 - - - - - -
1,650 - - - - - - - 0.25 75 9900.00 300 1,246.45 1,259.10 75 - - - - - 3,600
- - - - - - - - 1.50 600 9950.00 3,750 1,253.05 1,325.15 3,750 - - - - - -
561,675 -525 1,038 97.35 0.30 -0.10 13,200 0.30 0.35 18,975 10000.00 750 1,351.35 1,355.00 600 4.45 1,355.00 118.42 385 -12,225 226,875
- - - - - - - - 3.00 6,975 10050.00 1,200 1,177.45 1,620.05 75 - - - - - -
- - - - - - - - 2.85 6,975 10100.00 1,200 1,227.45 1,483.10 1,500 - - - - - -
- - - - - - - - 2.95 6,975 10150.00 1,500 1,447.00 1,530.25 1,500 - - - - - 150
- - - - - - - - 1.95 6,975 10200.00 1,200 1,327.45 1,770.05 75 - - - - - -
Total 39,903,975 594,671 506,766 39,658,125 Total

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



  •  Highlighted options are in-the-money.