Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8939.50  As on Feb 23, 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
- -150 2 - 2,565.00 48.30 75 2,524.90 2,553.00 3,000 6400.00 - - 0.10 1,500 - 0.05 - 1 -75 225
- - - - - - 75 2,401.00 2,550.00 75 6450.00 - - - - - - - - - -
8,775 -90,150 1,285 - 2,436.95 22.30 75 2,430.00 2,436.00 75 6500.00 - - 0.10 4,500 -0.15 0.05 - 45 600 20,025
- - - - - - 75 2,301.00 2,450.00 75 6550.00 - - - - - - - - - -
- - - - - - 75 2,307.25 2,352.80 150 6600.00 - - 0.05 2,700 - 0.30 - - - 2,700
- - - - - - 75 2,201.00 2,350.00 75 6650.00 - - - - - - - - - -
- - - - - - 75 2,207.10 2,252.80 150 6700.00 - - 0.10 4,200 - 0.05 - 11 - 825
- - - - - - 75 2,101.00 2,250.00 75 6750.00 - - - - - - - - - -
75 -7,125 96 - 2,155.00 37.25 75 2,107.10 2,152.95 375 6800.00 - - 0.10 33,525 -0.05 0.05 - 10 375 3,975
- - - - - - 75 2,001.00 2,150.00 75 6850.00 - - - - - - - - - -
150 - - - 1,485.65 - 75 2,007.10 2,052.80 150 6900.00 - - 0.10 4,200 -0.15 0.05 - 3 - 300
- - - - - - 75 1,901.00 2,050.00 75 6950.00 - - - - - - - - - -
6,600 -113,100 1,762 - 1,925.00 6.65 375 1,924.20 1,936.00 75 7000.00 - - 0.05 3,975 -0.20 0.05 - 1,120 975 336,000
1,125 -5,850 90 - 1,890.30 24.15 375 1,857.10 1,902.95 375 7050.00 - - 0.05 2,700 -0.20 0.05 - 13 - 8,700
450 -18,900 257 - 1,843.00 25.05 75 1,828.00 1,846.20 375 7100.00 - - 0.10 16,125 -0.20 0.10 - 1,853 150 304,050
- - - - - - 75 1,701.00 1,850.00 75 7150.00 - - 0.10 1,500 - - - - - -
1,200 -8,625 160 - 1,736.80 21.15 375 1,726.80 1,743.75 450 7200.00 - - 0.10 10,500 -0.25 0.05 - 97 -150 107,550
- - - - - - 75 1,601.00 1,750.00 75 7250.00 - - 0.10 1,500 -51.75 0.05 - 2,352 - -
750 -31,800 636 - 1,633.75 35.50 375 1,628.20 1,635.00 75 7300.00 - - 0.05 1,050 -0.35 0.05 - 234 1,050 71,250
- - - - - - 75 1,501.00 1,650.00 75 7350.00 - - 0.10 1,500 - - - - - -
450 -22,425 390 - 1,527.50 15.20 375 1,527.75 1,541.95 375 7400.00 - - 0.05 3,975 -0.25 0.05 - 2,976 -2,250 331,575
- - - - - - 75 1,401.00 1,550.00 75 7450.00 - - 0.20 1,500 - - - - - -
263,025 -11,400 2,792 - 1,441.75 22.50 75 1,439.00 1,441.90 375 7500.00 - - 0.05 4,050 -0.25 0.05 - 2,530 28,875 873,975
- - - - - - 3,000 1,357.05 1,403.00 3,000 7550.00 - - - - - - - - - -
525 -64,950 917 - 1,335.00 18.85 75 1,326.80 1,336.00 75 7600.00 - - 0.05 8,100 -0.25 0.05 - 1,746 9,525 787,050
- - - - - - 75 1,201.00 1,350.00 75 7650.00 - - - - - - - - - -
2,400 -110,850 1,690 - 1,234.25 20.65 225 1,232.10 1,235.00 75 7700.00 - - 0.05 7,275 -0.25 0.05 - 884 3,675 632,475
75 - - - 1,098.15 - 75 1,101.00 1,250.00 75 7750.00 - - 0.30 150 - 0.30 - - - 150
16,575 -109,950 1,835 - 1,138.95 23.00 525 1,140.00 1,141.70 375 7800.00 - - 0.05 140,775 -0.20 0.05 - 2,533 -40,725 1,209,300
- - - - - - 75 1,001.00 1,150.00 75 7850.00 - - 2.90 300 - 1.40 - - - 1,050
9,975 -113,850 1,911 - 1,028.15 13.75 3,825 1,032.00 1,035.00 75 7900.00 - - 0.05 26,700 -0.25 0.05 - 2,654 -5,925 926,925
675 -3,600 97 - 992.00 23.30 75 951.00 1,050.00 75 7950.00 - - 3.05 525 2.75 3.05 - 2 - 1,425
71,025 -270,975 5,552 - 940.95 23.15 75 939.75 940.95 2,700 8000.00 - - 0.05 25,275 -0.30 0.05 - 7,897 38,325 2,445,375
150 -150 4 - 885.00 93.80 75 866.60 903.00 3,000 8050.00 - - 0.10 6,000 -0.15 0.05 - 5 -150 31,575
30,450 -118,350 2,120 - 829.00 11.30 225 807.85 834.00 1,500 8100.00 - - 0.05 31,950 -0.20 0.05 - 1,639 -60,825 1,510,275
150 -150 2 - 795.00 47.50 75 701.00 928.20 2,025 8150.00 - - 0.05 14,700 -0.35 0.05 - 5 225 38,775
50,475 -334,200 5,744 - 736.00 19.15 75 733.00 736.00 75 8200.00 - - 0.05 43,275 -0.35 0.05 - 5,963 23,175 2,957,400
2,700 -525 17 - 677.00 14.50 300 658.50 702.95 300 8250.00 - - 0.05 1,050 -0.35 0.05 - 42 - 59,775
117,150 -271,050 5,604 - 639.90 28.55 150 637.90 641.15 150 8300.00 - - 0.05 63,450 -0.40 0.05 - 26,145 48,750 3,694,050
3,525 -450 26 - 590.00 16.35 75 584.90 598.05 1,500 8350.00 - - 0.05 225 -0.45 0.05 - 624 -1,125 129,000
131,775 -251,850 4,319 - 540.80 23.70 525 538.00 540.80 1,050 8400.00 - - 0.05 146,400 -0.40 0.05 - 26,428 -24,675 3,809,625
47,325 -1,125 520 - 491.30 13.75 150 490.00 491.95 150 8450.00 - - 0.05 8,400 -0.50 0.05 - 2,543 34,875 242,625
418,575 -288,825 5,198 - 433.90 18.40 900 433.90 436.00 75 8500.00 - - 0.05 96,000 -0.45 0.05 - 18,201 -15,000 4,148,700
13,425 -2,625 217 - 391.00 22.95 150 390.00 391.00 75 8550.00 - - 0.05 12,000 -0.45 0.05 - 1,156 -52,875 291,825
269,925 -415,425 7,728 - 336.55 19.40 825 334.80 336.00 75 8600.00 - - 0.05 64,425 -0.55 0.05 - 36,764 -74,400 3,484,125
14,175 -13,725 299 - 270.60 6.95 75 270.00 282.60 75 8650.00 - - 0.05 21,975 -0.60 0.05 - 4,841 43,950 408,375
541,125 -606,075 13,382 - 236.00 20.15 1,725 235.00 236.00 150 8700.00 - - 0.05 117,150 -0.80 0.05 - 71,635 113,175 4,496,850
57,975 -55,575 1,902 - 192.45 25.10 375 188.40 191.00 2,100 8750.00 - - 0.05 51,000 -1.20 0.05 - 34,298 -75,225 705,825
843,375 -1,364,550 58,217 - 127.90 11.50 5,475 127.60 127.90 1,875 8800.00 - - 0.05 164,175 -2.55 0.05 - 305,597 -502,500 4,281,675
62,775 -388,125 24,737 - 77.60 4.80 2,550 78.00 79.95 75 8850.00 - - 0.05 126,375 -6.50 0.05 - 276,216 156,900 1,982,700
555,375 -3,184,650 340,473 - 36.00 -2.90 75 35.75 36.00 675 8900.00 - - 0.05 394,800 -19.55 0.05 - 774,618 1,778,775 5,303,850
3,073,575 643,050 529,168 - 0.05 -15.50 - - 0.05 350,625 8950.00 375 10.00 10.25 75 -33.70 10.00 - 563,882 -545,625 362,700
7,713,825 575,850 1,011,521 - 0.05 -5.15 - - 0.05 400,050 9000.00 225 60.80 60.85 3,600 -21.25 60.80 - 324,385 -615,975 272,175
2,015,400 405,525 164,652 - 0.05 -1.10 - - 0.05 25,575 9050.00 150 108.65 111.70 3,000 -16.20 112.00 - 4,228 9,600 17,100
4,937,025 1,321,725 107,591 - 0.05 -0.55 - - 0.05 236,850 9100.00 525 158.60 161.00 6,000 -16.30 161.00 - 10,944 -29,850 141,225
132,900 -51,450 3,782 - 0.05 -0.40 - - 0.05 11,400 9150.00 300 150.05 218.95 750 -15.15 198.00 - 3 - 150
1,858,500 -5,850 6,452 - 0.05 -0.20 - - 0.05 67,875 9200.00 75 258.40 261.50 1,200 -18.60 261.20 - 1,006 -10,725 26,775
16,350 - 40 - 0.05 -0.15 - - 0.05 1,275 9250.00 300 252.95 316.95 750 - - - - - -
863,025 -17,625 4,463 - 0.05 -0.15 - - 0.05 3,675 9300.00 75 357.05 362.55 375 -22.75 360.85 - 159 -4,575 6,975
525 - - - 0.10 - - - 0.20 3,000 9350.00 300 322.65 459.50 300 - - - - - -
392,475 44,625 2,646 - 0.05 -0.10 - - 0.05 66,900 9400.00 75 456.05 461.00 3,000 -23.30 462.40 - 56 -2,175 825
225 - - - 3.50 - - - - - 9450.00 150 351.10 575.00 75 - - - - - -
618,225 -11,250 3,130 - 0.05 -0.05 - - 0.05 32,850 9500.00 150 549.45 556.20 75 -19.25 556.00 - 3,905 -199,500 7,875
- - - - - - - - 0.10 3,000 9550.00 300 544.90 657.95 300 - - - - - -
52,650 -600 189 - 0.05 -0.05 - - 0.05 7,425 9600.00 375 644.60 665.75 150 -73.10 618.40 - 9 -525 600
- - - - - - - - - - 9650.00 2,025 509.30 775.00 75 - - - - - -
52,800 -450 10 - 0.05 - - - 0.05 14,850 9700.00 375 745.65 761.60 75 -45.70 751.05 - 11 525 1,275
- - - - - - - - - - 9750.00 75 725.00 875.00 75 - - - - - -
17,025 -600 12 - 0.05 -0.05 - - 0.05 19,275 9800.00 300 834.30 877.65 300 -12.15 862.75 - 14 -675 300
- - - - - - - - - - 9850.00 75 825.00 975.00 75 - - - - - -
413,175 -750 1,147 - 0.05 -0.10 - - 0.05 16,500 9900.00 375 950.05 956.20 75 -20.30 957.80 - 1,062 -70,875 2,400
1,500 1,500 20 - 2.50 2.45 - - 1.00 1,500 9950.00 75 925.00 1,075.00 75 - - - - - -
75,750 13,050 175 - 0.05 -0.05 - - 0.05 23,250 10000.00 375 1,046.55 1,059.15 75 -27.00 1,047.90 - 1,133 -55,425 4,125
- - - - - - - - 2.00 3,000 10050.00 75 1,025.00 1,175.00 75 - - - - - -
150 - - - 0.10 - - - 0.10 1,500 10100.00 3,000 1,132.00 1,177.95 3,000 - 1,350.20 - - - 75
- - - - - - - - - - 10150.00 75 1,125.00 1,275.00 75 - - - - - -
- - - - - - - - - - 10200.00 75 1,234.70 1,277.95 3,000 - - - - - -
- - - - - - - - - - 10250.00 1,200 1,096.40 1,542.70 75 - - - - - -
- - - - - - - - 2.85 900 10300.00 3,000 1,332.00 1,377.95 3,000 - - - - - -
- - - - - - - - - - 10350.00 1,200 1,196.40 1,642.70 75 - - - - - -
- - - - - - - - - - 10400.00 3,000 1,432.00 1,477.95 3,000 - - - - - -
- - - - - - - - - - 10450.00 1,200 1,291.90 1,747.15 75 - - - - - -
Total 25,779,375 2,324,979 2,524,478 46,486,500 Total

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



  •  Highlighted options are in-the-money.