Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8426.15  As on Jan 17, 2017 10:13:50 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
600 - - - - - 75 2,009.55 2,053.90 2,550 6400.00 - - - - - - - - - 150
- - - - - - 2,025 1,744.00 2,158.80 2,025 6450.00 - - - - - - - - - -
350,400 - 9 - 1,928.00 7.45 750 1,918.30 1,928.65 75 6500.00 3,075 0.05 0.15 8,100 - - - - - 97,425
- - - - - - 2,550 1,832.10 1,903.90 2,550 6550.00 - - - - - - - - - -
75 - - - - - 2,550 1,782.10 1,853.90 2,550 6600.00 - - - - - - - - - -
- - - - - - 2,025 1,552.40 1,903.95 2,025 6650.00 - - - - - - - - - -
225 - - - - - 2,550 1,684.60 1,753.90 2,550 6700.00 - - - - - - - - - 300
- - - - - - 2,025 1,452.40 1,803.95 2,025 6750.00 - - - - - - - - - -
450 - - - - - 2,550 1,584.60 1,653.90 2,550 6800.00 - - - - - - - - - 3,900
- - - - - - 2,025 1,360.85 1,708.15 2,025 6850.00 - - - - - - - - - -
75 - - - - - 2,550 1,484.60 1,553.90 2,550 6900.00 - - 2.50 600 - - - - - 900
- - - - - - 2,025 1,269.30 1,612.40 2,025 6950.00 - - - - - - - - - -
1,024,350 -13,875 224 - 1,420.00 -1.55 75 1,423.35 1,425.00 300 7000.00 375 0.50 0.55 675 0.10 0.50 46.23 144 2,550 1,071,525
89,850 - - - - - 150 1,369.50 1,373.80 75 7050.00 3,000 0.25 1.00 3,000 - - - - - 74,175
250,875 - 6 - 1,330.00 7.10 150 1,320.50 1,326.90 225 7100.00 7,500 0.30 0.65 2,250 0.35 0.65 44.21 6 - 231,300
- - - - - - 2,025 1,077.75 1,416.60 2,025 7150.00 5,025 0.05 - - - - - - - -
89,925 -225 6 - 1,222.70 9.70 225 1,221.55 1,228.05 150 7200.00 225 0.45 0.60 2,775 0.05 0.60 40.62 12 -450 530,850
- - - - - - 2,025 977.75 1,316.60 2,025 7250.00 5,025 0.05 - - - - - - - -
60,225 - - - - - 75 1,122.55 1,126.35 600 7300.00 2,850 0.45 0.60 2,175 -0.25 0.40 35.89 4 - 579,075
- - - - - - 2,025 886.15 1,220.80 2,025 7350.00 5,025 0.05 - - - - - - - -
370,050 - 1 - 1,037.00 16.75 75 1,022.80 1,027.25 150 7400.00 3,075 0.80 0.85 1,200 -0.10 0.80 35.84 190 -1,575 727,050
- - - - - - 2,025 794.60 1,125.05 2,025 7450.00 5,025 0.05 - - - - - - - 1,125
720,825 -1,125 35 - 923.00 -2.15 600 924.00 927.05 75 7500.00 25,425 1.10 1.15 163,275 -0.15 1.15 33.54 595 -12,075 2,427,000
- - - - - - 7,350 814.75 969.25 6,825 7550.00 1,500 0.30 1.25 6,375 -0.25 1.20 32.04 16 - 21,225
257,550 - 3 - 834.95 9.30 75 824.60 828.45 150 7600.00 14,775 1.10 1.15 11,625 -0.25 1.15 30.20 640 -14,625 1,523,250
450 - - - - - 225 755.85 789.05 4,350 7650.00 150 1.05 2.20 150 - - - - - 28,050
341,475 -525 30 - 725.00 0.65 150 725.90 728.35 150 7700.00 28,050 1.40 1.45 16,650 -0.25 1.45 27.69 1,372 -31,650 2,183,475
225 - - - - - 6,300 648.40 702.80 4,575 7750.00 150 1.15 1.50 75 -0.30 1.35 25.73 7 - 22,800
390,450 -5,100 213 - 628.90 3.20 75 626.10 630.10 375 7800.00 10,425 1.80 1.90 13,425 -0.30 1.90 25.22 5,390 -52,650 3,201,825
375 - - - - - 5,775 549.00 590.15 4,125 7850.00 2,400 2.05 2.10 150 -0.45 2.15 23.89 9 -450 63,675
527,625 -6,450 135 - 530.25 -0.70 75 528.10 530.65 300 7900.00 1,875 2.35 2.40 7,575 -0.60 2.35 22.48 5,711 -21,375 3,689,325
118,350 - - - - - 5,775 454.45 481.90 825 7950.00 825 2.65 2.75 75 -0.80 2.75 21.19 242 -7,275 141,450
1,451,925 -40,425 891 - 432.20 0.15 600 430.10 432.00 75 8000.00 5,925 3.30 3.40 11,625 -0.90 3.35 20.09 14,391 -39,900 6,541,350
52,950 -1,725 29 - 382.55 -2.60 75 373.90 381.15 150 8050.00 375 4.05 4.10 1,200 -1.20 4.10 18.83 315 -2,925 188,625
1,575,225 -16,650 555 - 333.00 -0.95 525 333.00 333.20 150 8100.00 7,050 5.20 5.30 6,150 -1.35 5.20 17.71 18,445 -71,250 4,872,600
117,075 -2,025 38 - 281.45 0.55 75 279.85 283.85 75 8150.00 225 7.20 7.30 825 -1.60 7.20 16.77 735 6,075 368,175
2,481,975 -18,300 2,331 - 238.20 -0.65 75 237.00 237.75 75 8200.00 1,200 10.05 10.10 75 -1.80 10.10 15.83 31,006 58,800 6,233,700
191,625 -4,575 114 - 190.25 -1.70 75 189.00 191.05 150 8250.00 900 14.55 14.75 375 -2.00 14.60 15.06 3,526 25,050 607,350
3,175,275 24,750 8,102 9.87 150.20 0.65 600 149.50 150.20 150 8300.00 225 21.80 21.90 75 -1.65 21.90 14.45 38,260 111,675 6,692,400
303,450 8,850 661 10.16 110.65 -1.10 525 109.90 110.65 75 8350.00 150 31.35 31.70 225 -1.80 31.45 13.63 4,032 89,100 1,076,475
5,235,600 236,925 32,983 10.50 76.50 -1.40 300 76.30 76.55 150 8400.00 375 46.60 46.80 675 -2.40 46.60 13.24 46,850 407,775 4,919,025
599,925 62,625 4,217 10.45 49.00 -1.40 75 48.55 48.70 3,000 8450.00 150 67.50 67.95 75 -2.10 67.80 12.82 3,098 74,025 321,975
4,773,300 244,275 34,987 10.46 28.45 -1.85 1,350 28.45 28.60 1,650 8500.00 300 96.30 96.70 300 -2.35 96.30 12.78 14,780 103,050 1,291,050
1,086,525 69,000 3,019 10.22 14.55 -1.35 900 14.30 14.55 225 8550.00 825 129.05 132.05 75 -5.55 129.85 11.29 23 750 8,700
4,354,125 73,125 24,188 10.49 7.40 -1.10 1,725 7.35 7.40 3,675 8600.00 1,125 172.30 173.00 150 -3.55 172.50 13.27 2,437 -16,200 426,375
191,625 3,150 1,201 10.75 3.60 -0.55 1,950 3.50 3.60 675 8650.00 150 209.25 223.85 150 -0.80 207.80 - 3 - 1,575
1,899,975 82,800 13,190 11.59 2.25 -0.45 16,125 2.25 2.30 79,125 8700.00 75 267.00 268.25 150 -2.90 267.35 15.27 590 -12,900 274,125
68,775 -300 5 13.13 2.05 0.05 75 1.75 1.85 150 8750.00 225 304.35 333.40 2,100 - - - - - -
1,228,500 -11,325 5,036 13.44 1.10 -0.25 56,325 1.05 1.10 9,300 8800.00 75 365.75 367.50 225 2.15 370.60 19.53 388 -12,075 308,850
78,975 - - - - - 150 0.75 0.95 150 8850.00 5,100 220.40 601.10 5,100 - - - - - 75
881,700 -8,700 601 15.66 0.75 0.05 3,450 0.70 0.75 44,025 8900.00 450 465.85 468.20 300 1.45 470.20 22.48 104 -4,200 297,750
1,500 - - - - - 150 0.25 0.85 150 8950.00 6,150 425.45 594.35 6,150 - - - - - -
1,547,550 5,550 2,988 18.16 0.65 - 79,575 0.60 0.65 67,875 9000.00 75 563.80 565.65 75 1.65 565.75 27.28 927 -37,125 1,402,575
- - - - - - - - 3.00 75 9050.00 225 523.60 695.90 225 - - - - - -
159,300 375 35 20.46 0.50 0.05 375 0.50 0.55 1,575 9100.00 150 660.30 664.60 225 4.05 666.15 16.77 12 -450 164,850
- - - - - - 300 0.10 - - 9150.00 2,025 511.65 909.60 2,025 - - - - - -
187,650 - 1 - 0.30 - 2,925 0.30 0.40 300 9200.00 75 757.90 764.10 75 -3.45 760.00 - 1 - 75,750
- - - - - - - - - - 9250.00 2,025 611.65 1,009.60 2,025 - - - - - -
79,575 - - - - - 1,500 0.20 0.50 5,025 9300.00 375 857.60 863.40 150 - - - - - 30,675
- - - - - - - - - - 9350.00 2,025 707.45 1,113.85 2,025 - - - - - -
94,200 - - - - - 1,800 0.20 0.50 5,025 9400.00 75 957.70 965.95 75 - - - - - 31,950
75 - - - - - 75 0.55 2.70 7,500 9450.00 6,750 807.50 1,213.80 6,750 - - - - - -
264,975 -825 39 29.50 0.35 -0.15 2,475 0.35 0.45 375 9500.00 150 1,058.00 1,063.35 75 -0.70 1,062.35 - 44 -525 284,250
- - - - - - - - 3.05 450 9550.00 2,025 903.20 1,318.05 2,025 - - - - - -
2,025 - - - - - 225 0.05 0.85 375 9600.00 225 1,153.80 1,163.55 75 - - - - - 6,825
- - - - - - - - - - 9650.00 2,025 999.00 1,422.25 2,025 - - - - - -
750 - - - - - - - 1.80 600 9700.00 75 1,216.20 1,287.80 75 - - - - - -
- - - - - - - - - - 9750.00 2,025 1,099.00 1,522.25 2,025 - - - - - -
1,500 -75 10 37.16 0.50 -0.45 675 0.10 0.95 750 9800.00 2,400 1,353.35 1,365.65 75 - - - - - 75
- - - - - - - - - - 9850.00 2,025 1,194.80 1,626.50 2,025 - - - - - -
- - - - - - - - 2.90 5,025 9900.00 75 1,413.70 1,487.80 75 - - - - - -
- - - - - - - - - - 9950.00 2,025 1,294.80 1,726.50 2,025 - - - - - -
321,900 -750 71 40.21 0.35 0.10 675 0.25 0.30 300 10000.00 75 1,556.35 1,561.95 225 7.50 1,562.25 43.91 71 -3,450 780,600
- - - - - - - - - - 10050.00 2,025 1,390.55 1,830.70 2,025 - - - - - -
450 - - - - - - - 2.50 600 10100.00 150 1,655.45 1,668.65 75 -40.30 1,649.70 - 11 - 3,225
- - - - - - - - - - 10150.00 75 1,702.55 1,718.75 75 - - - - - -
Total 37,004,400 135,954 194,387 53,830,800 Total

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



  •  Highlighted options are in-the-money.