Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9217.95  As on Apr 24, 2017 15:30:29 IST
View Options Contracts for: OR
Filter by: Expiry Date
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
210,900 -5,550 102 - 2,169.85 107.85 150 2,160.05 2,168.85 150 7050.00 3,900 0.10 0.25 2,100 -0.35 0.10 91.12 43 1,200 3,675
301,500 -4,575 235 - 2,123.40 104.60 600 2,115.80 2,122.50 225 7100.00 225 0.20 0.35 225 0.05 0.30 97.19 4,160 2,625 11,700
- - - - - - 2,100 2,044.00 2,090.30 2,100 7150.00 - - 2.00 600 - - - - - -
19,800 -450 11 - 1,960.00 60.00 75 2,010.40 2,026.00 225 7200.00 1,575 0.10 0.35 225 - 0.10 84.44 96 -6,600 2,100
- - - - - - - - 2,007.60 2,025 7250.00 - - 2.00 600 - - - - - -
32,850 -900 30 - 1,905.10 33.15 150 1,911.05 1,920.10 300 7300.00 150 0.25 0.45 1,800 0.05 0.45 90.94 12 - 14,475
- - - - - - - - 1,912.20 2,025 7350.00 - - 2.00 600 - - - - - -
31,500 -675 14 - 1,808.35 62.05 150 1,811.55 1,820.25 75 7400.00 300 0.10 0.35 1,350 -0.10 0.35 84.10 17 -450 2,175
- - - - - - - - 1,812.20 2,025 7450.00 - - 2.00 600 - - - - - -
452,700 -514,350 7,429 - 1,718.00 99.50 75 1,717.00 1,723.45 75 7500.00 13,575 0.30 0.35 3,075 -0.10 0.30 78.28 1,545 -21,675 145,950
4,950 - 1 - 1,610.80 -69.15 75 1,664.60 1,690.30 2,100 7550.00 6,825 0.05 0.55 450 0.05 0.70 82.43 2 - 1,800
63,375 -975 34 - 1,619.65 103.05 150 1,594.05 1,618.15 1,275 7600.00 150 0.10 0.40 1,575 -0.15 0.30 73.66 18 75 18,600
- - - - - - - - 1,616.75 2,025 7650.00 - - 2.00 600 - - - - - -
26,100 - 16 - 1,506.10 91.10 150 1,504.80 1,523.15 75 7700.00 750 0.25 0.35 1,500 -0.25 0.30 69.09 73 -4,125 14,100
- - - - - - - - 1,521.30 2,025 7750.00 - - 2.00 600 - - - - - -
28,650 -4,275 95 - 1,413.95 94.25 75 1,409.70 1,418.00 75 7800.00 150 0.35 0.40 3,000 -0.10 0.35 65.50 61 -1,275 51,225
- - - - - - - - 1,421.25 75 7850.00 - - 2.00 600 - - - - - -
37,275 -61,125 941 - 1,321.00 106.00 375 1,317.00 1,329.00 225 7900.00 4,350 0.30 0.50 300 -0.25 0.30 60.07 294 1,050 65,325
- - - - - - 75 964.85 1,325.85 75 7950.00 - - 2.00 600 - - - - - -
600,750 -255,225 3,841 - 1,220.00 102.45 75 1,215.50 1,220.00 75 8000.00 17,325 0.35 0.40 7,500 -0.10 0.35 56.43 1,500 -20,100 333,825
- - - - - - 75 1,139.05 1,190.75 75 8050.00 6,000 0.05 0.75 150 - 1.00 - - - 225
351,675 -3,825 97 - 1,119.45 100.95 525 1,115.00 1,118.15 1,425 8100.00 75 0.45 0.60 1,425 0.05 0.60 54.89 352 -7,050 192,150
- - - - - - 75 773.95 1,130.40 75 8150.00 5,025 0.05 2.00 600 - - - - - -
411,750 -62,700 1,134 - 1,018.15 99.70 150 1,017.20 1,018.15 1,200 8200.00 300 0.40 0.55 4,200 -0.20 0.40 48.12 1,147 -18,225 624,000
- - 8 - 966.20 402.55 75 678.55 1,034.95 75 8250.00 5,025 0.05 0.75 675 -75.05 0.40 45.87 8 - -
363,750 -47,775 796 - 918.15 99.85 75 917.50 918.15 825 8300.00 6,000 0.45 0.60 2,175 -0.30 0.45 44.16 1,068 -11,325 363,375
900 -1,125 15 - 862.00 127.00 375 862.00 934.95 75 8350.00 150 0.25 0.85 675 -1.10 2.50 51.81 2 - 1,050
172,125 -23,925 476 - 820.00 101.50 150 811.60 818.15 1,050 8400.00 3,975 0.55 0.60 75 -0.55 0.55 40.51 5,971 2,325 1,164,525
- - - - - - 75 483.10 839.55 75 8450.00 75 0.60 1.40 300 - 2.50 - - - 300
375,675 -56,325 1,099 - 718.15 94.05 150 717.20 724.50 75 8500.00 24,600 0.70 0.75 75 -0.55 0.70 36.93 8,253 -21,750 3,141,975
1,950 -75 9 - 609.25 33.55 75 641.80 691.60 75 8550.00 1,050 0.75 0.85 6,000 -0.70 0.75 34.87 78 -1,350 10,200
245,250 -45,750 825 - 618.15 95.50 75 615.10 618.15 900 8600.00 750 0.80 0.85 31,575 -0.65 0.80 32.76 12,245 -27,900 1,887,975
375 -75 2 - 557.25 -5.80 75 541.85 568.15 150 8650.00 1,650 0.85 0.90 75 -0.80 0.85 30.60 208 -1,575 12,750
366,975 -67,650 1,489 - 518.15 97.80 75 517.00 524.95 75 8700.00 10,500 0.90 1.00 12,525 -0.90 0.90 28.40 27,606 37,200 2,404,650
900 - - - 439.50 - 75 443.05 491.80 75 8750.00 375 1.35 1.40 2,925 -1.20 1.40 27.62 4,836 16,050 241,425
496,350 -144,600 3,239 - 418.75 98.15 750 415.45 423.10 825 8800.00 1,350 1.60 1.65 2,250 -1.15 1.60 25.56 67,940 80,775 2,922,225
75 -375 5 - 354.00 3.50 75 345.15 392.20 75 8850.00 75 1.95 2.10 75 -1.45 2.05 23.87 7,811 86,325 272,550
395,850 -60,000 2,207 - 321.90 97.85 150 317.90 323.00 75 8900.00 8,100 2.90 3.00 750 -2.40 2.90 22.49 120,989 324,300 4,787,775
1,950 -375 7 - 264.00 85.00 75 260.00 298.65 75 8950.00 75 3.70 3.90 3,000 -4.20 3.90 20.79 29,521 -182,700 497,100
920,325 -213,450 17,470 11.38 225.60 90.60 750 222.95 226.90 75 9000.00 1,950 5.35 5.65 750 -8.25 5.50 19.17 270,817 299,175 5,446,800
77,475 -49,575 3,789 12.98 177.70 84.90 75 170.30 181.00 225 9050.00 225 7.50 8.05 75 -13.90 7.65 17.31 119,562 -420,900 1,117,050
2,304,450 -914,325 157,107 12.66 131.40 71.55 750 125.80 131.65 75 9100.00 600 11.50 12.10 675 -25.50 12.10 15.91 427,843 937,500 5,970,450
965,250 -381,375 67,032 11.06 86.15 51.10 75 86.15 87.45 75 9150.00 600 18.15 18.60 225 -41.20 18.95 14.29 133,284 1,166,925 1,901,100
4,311,900 -1,813,125 450,809 11.27 51.65 32.20 300 50.95 51.65 675 9200.00 75 31.00 31.70 750 -61.10 31.00 12.78 305,290 2,150,400 4,666,350
1,585,500 182,925 133,224 10.71 24.85 15.70 300 24.80 25.05 150 9250.00 150 50.60 52.00 300 -80.20 51.95 11.53 16,443 365,925 635,475
4,021,125 -324,225 264,774 10.74 10.35 5.90 8,700 10.00 10.35 675 9300.00 300 83.70 86.95 750 -87.95 86.95 11.64 34,248 30,150 773,625
1,020,900 267,750 69,554 10.55 3.25 1.20 225 3.25 3.35 3,075 9350.00 75 114.65 139.60 75 -89.80 133.10 13.96 73 225 17,100
3,132,825 189,225 124,388 11.03 1.10 - 21,675 1.00 1.10 72,075 9400.00 75 170.90 175.00 300 -95.90 173.85 - 2,622 -52,800 185,550
350,325 84,450 6,873 13.03 0.85 0.05 150 0.40 0.90 15,975 9450.00 75 204.10 249.55 75 - 290.00 - - - 375
2,975,250 -311,025 39,145 14.83 0.65 0.15 75,525 0.60 0.65 4,125 9500.00 150 268.95 274.35 75 -95.05 271.65 - 2,377 -57,450 379,650
167,025 -225 2,017 17.09 0.65 0.05 1,875 0.45 0.65 450 9550.00 2,100 301.10 348.10 75 2.05 341.35 - - - 75
1,027,725 -104,475 11,414 18.16 0.40 - 41,775 0.35 0.40 7,350 9600.00 300 365.70 372.85 750 -95.00 370.25 - 274 -8,925 108,825
12,600 - - - 0.50 - 6,000 0.10 0.50 150 9650.00 2,100 400.70 448.40 75 - - - - - -
519,450 -12,600 3,012 21.92 0.35 - 50,775 0.25 0.35 2,400 9700.00 1,500 470.25 475.50 450 -97.10 471.45 - 122 -6,900 50,925
150 - - - 0.10 - - - 0.90 150 9750.00 2,100 499.70 546.00 2,100 - - - - - -
559,950 -7,500 247 25.43 0.30 -0.05 10,800 0.25 0.30 1,800 9800.00 75 553.80 575.00 75 -125.50 571.25 - 17 75 7,125
675 -450 6 26.81 0.25 0.15 - - 2.80 75 9850.00 3,000 510.10 655.45 225 - 620.00 - - - 525
131,625 -26,250 1,321 28.04 0.20 -0.15 15,150 0.20 0.25 1,875 9900.00 150 666.30 673.85 75 -112.60 670.50 - 8 - 33,300
75 -975 14 33.15 0.55 0.35 - - 2.50 900 9950.00 3,000 610.10 824.90 3,000 -17.70 733.85 51.55 14 -975 75
666,525 25,125 2,480 32.30 0.25 -0.05 51,600 0.20 0.30 71,250 10000.00 150 766.70 774.70 75 -97.10 771.35 - 723 -25,800 509,250
- - - - - - - - 2.70 5,100 10050.00 - - 1,135.20 2,025 - - - - - -
2,400 -5,175 1,221 35.86 0.25 -0.05 2,175 0.25 0.30 75 10100.00 2,100 849.70 877.35 75 - 920.00 - - - 75
- - - - - - - - 2.70 5,100 10150.00 - - 1,235.20 2,025 - - - - - -
3,150 -225 3 42.19 0.50 -0.20 - - 0.50 2,700 10200.00 2,100 949.70 996.00 2,100 - 1,106.05 - - - 4,125
- - 4,000 41.07 0.25 -7.00 - - 2.70 7,500 10250.00 2,025 891.90 - - - - - - - -
3,375 - - - 0.45 - 900 0.10 0.45 1,500 10300.00 2,100 1,049.70 1,096.00 2,100 - 1,099.75 - - - 225
- - - - - - - - 2.70 5,100 10350.00 - - 1,439.80 2,025 - - - - - -
150 - - - 0.40 - - - 0.50 75 10400.00 75 1,149.75 1,196.00 2,100 - 1,230.00 - - - 375
6,000 6,000 2,670 49.34 0.35 0.10 6,000 0.05 0.35 6,000 10450.00 - - - - - - - - - -
477,600 2,475 1,217 50.29 0.30 - 1,050 0.30 0.35 12,675 10500.00 75 1,269.05 1,279.00 75 -97.35 1,272.95 - 2,940 -183,600 354,975
- - 1,334 53.40 0.40 0.30 6,000 0.05 0.80 6,000 10550.00 - - - - - - - - - -
3,900 -150 6 50.40 0.15 -0.25 2,925 0.10 0.30 2,100 10600.00 75 1,363.10 1,373.15 75 -96.45 1,367.00 - 6 -150 41,400
750 - - - 0.65 - 525 0.10 1.00 1,500 10650.00 - - - - - - - - - -
- - - - - - - - - - 10700.00 600 1,384.60 - - - 1,435.00 - - - 375
- - 3,334 60.06 0.40 0.35 - - - - 10750.00 - - - - - - - - - -
Total 30,244,350 1,392,618 1,612,519 41,394,375 Total

Top

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



  •  Highlighted options are in-the-money.