Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9504.10  As on Jun 29, 2017 15:30:30 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
145,500 -4,275 205 - 6,314.25 24.05 1,500 6,301.00 6,313.90 75 3200.00 - - 2.80 7,500 - 0.05 - - - 150
- - - - - - 1,200 6,006.15 6,376.00 75 3300.00 - - 2.90 7,500 - - - - - -
- - - - - - 1,200 5,905.65 6,276.00 75 3400.00 - - 2.80 7,500 - - - - - -
- -675 9 - 6,065.00 -53.00 1,200 5,805.20 6,030.00 6,000 3500.00 - - 2.75 600 - 0.50 - - - 75
- - - - - - 1,200 5,704.70 6,076.00 75 3600.00 - - 2.80 7,500 - 70.05 - - - 14,950
- - - - - - 1,200 5,604.25 5,976.00 75 3700.00 - - 2.80 7,500 - - - - - -
- - - - - - 1,200 5,503.75 5,876.00 75 3800.00 - - 2.80 7,500 - - - - - -
- - - - - - 1,200 5,403.25 5,776.00 75 3900.00 - - 2.80 7,500 - - - - - -
1,650 -4,275 62 - 5,513.65 18.40 1,200 5,306.05 5,520.00 3,000 4000.00 - - 2.80 7,500 - 0.10 - - - 14,925
- - - - - - 1,200 5,202.30 5,576.00 75 4100.00 - - 2.80 7,500 - - - - - -
- - - - - - 1,200 5,101.80 5,476.00 75 4200.00 - - 2.80 7,500 - - - - - -
- - - - - - 1,200 5,001.35 5,376.00 75 4300.00 - - 2.90 7,500 - 21.90 - - - 13,350
- - - - - - 1,200 4,900.85 5,276.00 75 4400.00 - - 2.80 7,500 - 0.50 - - - 150
- - - - - - 1,200 4,800.35 5,175.50 75 4500.00 - - 2.80 7,500 - - - - - -
- - - - - - 1,200 4,699.90 5,076.00 75 4600.00 - - 2.80 7,500 - - - - - -
- - - - - - 1,200 4,599.40 4,976.00 75 4700.00 - - 2.90 7,500 - 166.50 - - - 33,300
- - - - - - 1,200 4,498.90 4,876.00 75 4800.00 - - 2.80 7,500 - 213.00 - - - 50
- - - - - - 1,200 4,398.45 4,776.00 75 4900.00 - - 2.80 7,500 - - - - - -
37,200 -825 296 - 4,512.35 16.35 1,200 4,301.80 4,520.00 6,000 5000.00 - - 0.05 300 -0.35 0.05 - 39 450 27,950
- - - - - - 1,200 4,197.50 4,576.00 75 5100.00 - - 2.00 7,500 - 170.00 - - - 19,650
- - - - - - 1,200 4,097.00 4,476.00 75 5200.00 - - 2.00 7,500 - - - - - -
- - - - - - 1,200 3,996.50 4,376.00 75 5300.00 - - 2.00 7,500 - 50.00 - - - 38,250
- - - - - - 1,200 3,896.05 4,276.00 75 5400.00 - - 1.40 6,000 - 240.00 - - - 33,300
525 525 16 - 4,000.20 -15.15 75 3,818.80 4,005.00 225 5500.00 - - 0.10 4,200 0.05 0.10 - 4 300 7,800
- - - - - - 1,200 3,695.05 4,076.00 75 5600.00 - - 2.85 7,500 - 212.90 - - - 900
- - - - - - 1,200 3,594.60 3,976.00 75 5700.00 - - 2.85 7,500 - 92.40 - - - 8,325
- - - - - - 1,200 3,494.10 3,876.00 75 5800.00 - - 2.55 375 - 125.00 - - - 38,400
- - - - - - 1,200 3,393.60 3,776.00 75 5900.00 - - 2.90 7,500 - - - - - -
1,050 -58,425 869 - 3,501.05 -0.50 75 3,489.50 3,504.95 75 6000.00 - - 0.05 975 -0.15 0.05 - 27 - 36,975
37,550 - - - 3,384.00 - 1,200 3,192.65 3,405.00 75 6100.00 - - 2.90 7,500 - - - - - -
37,500 - - - 3,313.00 - 1,200 3,112.90 3,305.00 75 6200.00 - - 2.90 7,500 - - - - - -
- - - - - - 1,200 2,991.70 3,376.00 75 6300.00 - - 2.90 7,500 - 467.80 - - - 42,300
- - - - - - 1,200 2,891.20 3,276.00 75 6400.00 - - 2.90 7,500 - - - - - -
150 -2,250 37 - 3,029.75 31.95 75 2,796.15 3,020.00 6,000 6500.00 - - 0.10 4,875 0.05 0.10 - 3 225 11,500
12,550 - - - 2,875.00 - 1,200 2,672.70 2,905.00 75 6600.00 - - 2.90 7,500 - 34.50 - - - 50,000
14,700 - - - 1,058.25 - 1,200 2,589.75 2,805.00 75 6700.00 - - 2.90 7,500 - 1.50 - - - 149,650
75 - - - 2,679.10 - 1,200 2,475.80 2,876.00 75 6800.00 - - 2.90 7,500 - 525.55 - - - 7,600
- - - - - - 1,200 2,388.80 2,776.00 75 6900.00 - - 0.20 3,000 - - - - - -
4,500 -34,800 548 - 2,510.00 17.70 225 2,495.10 2,509.20 75 7000.00 - - 0.05 58,425 - 0.05 - 271 -150 149,700
- - - - - - 1,200 2,213.00 2,525.00 75 7100.00 - - 2.90 7,500 - 332.00 - - - 27,975
5,200 -1,725 23 - 2,327.95 42.30 1,200 2,115.00 2,425.00 75 7200.00 - - 0.10 4,500 - 0.05 - - - 6,375
15,525 -675 16 - 2,198.10 10.20 1,200 2,015.00 2,322.10 75 7300.00 - - 0.10 2,400 0.05 0.10 - 8 375 600
11,550 -154,650 2,156 - 2,105.20 12.80 450 2,100.00 2,103.00 75 7400.00 - - 0.05 2,250 -0.20 0.05 - 166 -4,125 17,150
3,850 -140,900 2,744 - 1,991.20 2.35 75 1,990.50 2,003.00 75 7500.00 - - 0.15 6,075 -0.05 0.05 - 134 300 92,625
900 -11,175 156 - 1,920.00 24.95 75 1,825.10 1,918.95 300 7600.00 - - 0.10 10,650 -0.25 0.10 - 31 -1,425 36,000
- - - - - - 1,200 1,651.00 1,939.00 75 7650.00 - - 2.90 7,500 - - - - - -
318,025 - 99 - 1,809.75 5.45 75 1,802.40 1,808.40 375 7700.00 - - 0.10 2,625 - 0.10 - 18 150 91,525
- - - - - - 1,200 1,551.00 1,839.00 75 7750.00 - - 2.90 7,500 - - - - - -
41,925 - 69 - 1,708.50 23.50 75 1,702.00 1,708.50 75 7800.00 - - 0.10 1,350 -0.30 0.10 - 81 1,425 210,750
- - - - - - 1,200 1,461.00 1,739.00 75 7850.00 - - 2.90 7,500 - - - - - -
1,050 -10,500 180 - 1,633.30 36.60 300 1,605.00 1,608.20 75 7900.00 - - 0.95 7,500 -0.25 0.05 - 20 - 22,050
- - - - - - 1,200 1,361.00 1,639.00 75 7950.00 - - 0.30 1,500 -0.05 0.05 - 4 -300 -
179,200 -274,200 5,299 - 1,508.45 15.30 75 1,503.20 1,507.90 3,000 8000.00 - - 0.10 14,175 -0.20 0.05 - 2,313 5,925 910,025
- - - - - - 1,200 1,271.00 1,539.00 75 8050.00 - - 2.90 7,500 - - - - - -
151,250 -300 237 - 1,408.20 14.15 150 1,402.30 1,408.25 75 8100.00 - - 0.05 6,825 -0.05 0.05 - 168 -150 105,000
- - - - - - 1,200 1,171.00 1,439.00 75 8150.00 - - 2.90 7,500 - - - - - -
33,050 -11,875 598 - 1,308.80 17.30 525 1,303.00 1,308.00 75 8200.00 - - 0.05 3,225 -0.05 0.05 - 183 - 118,300
- - - - - - 1,200 1,081.00 1,339.00 75 8250.00 - - 2.90 7,500 - - - - - -
975 -18,750 333 - 1,207.00 13.75 75 1,171.05 1,204.00 75 8300.00 - - 0.10 6,375 -0.05 0.05 - 218 1,275 74,100
- - - - - - 1,200 981.00 1,239.00 75 8350.00 - - - - - - - - - -
20,075 -94,050 2,298 - 1,107.85 20.20 150 1,104.50 1,107.80 150 8400.00 - - 0.05 75 -0.35 0.05 - 667 3,150 525,825
- - - - - - 1,200 891.00 1,139.00 75 8450.00 - - 1.95 675 - - - - - -
38,425 -188,825 3,122 - 1,006.45 17.00 150 1,005.05 1,006.45 2,775 8500.00 - - 0.10 19,650 -0.30 0.10 - 1,278 2,475 847,725
150 - 2 - 960.00 30.00 300 851.00 1,039.00 75 8550.00 675 0.05 0.10 5,925 -0.30 0.20 - 3 75 975
7,000 -50,075 901 - 906.85 18.20 75 905.05 906.90 3,000 8600.00 3,975 0.05 0.10 3,975 -0.30 0.05 - 1,335 7,425 554,775
75 -300 4 - 898.10 -34.90 1,200 751.00 847.00 75 8650.00 - - 0.10 6,000 1.10 1.60 - 1 - 75
27,300 -74,400 1,320 - 802.70 14.00 3,075 801.00 802.25 75 8700.00 1,500 0.05 0.10 6,450 -0.30 0.10 - 1,748 - 724,800
75 75 1 - 684.75 -89.25 150 651.05 777.15 150 8750.00 - - 0.10 6,000 - - - - - -
4,575 -45,600 950 - 701.00 9.20 75 690.40 706.80 3,000 8800.00 2,775 0.05 0.10 10,500 -0.35 0.05 - 6,017 2,625 945,350
75 - - - 615.00 - 150 594.45 647.00 75 8850.00 - - 0.15 6,075 -2.95 0.05 - 20 - 2,400
16,650 -17,775 563 - 605.00 11.05 75 602.70 606.00 1,425 8900.00 6,000 0.05 0.10 23,100 -0.35 0.05 - 5,009 -25,425 685,575
150 -75 1 - 551.85 -74.60 150 461.50 570.00 150 8950.00 - - 0.10 5,475 0.05 0.10 - 42 -225 5,625
19,425 -180,075 3,898 - 501.00 6.15 75 494.70 500.00 13,200 9000.00 - - 0.05 3,000 -0.35 0.05 - 25,529 -77,550 3,083,100
75 - 1 - 446.10 -29.80 150 422.65 472.35 150 9050.00 225 0.05 0.10 1,500 -0.50 0.05 - 106 -75 17,700
3,225 -81,075 1,792 - 404.00 15.40 75 398.00 404.00 75 9100.00 - - 0.05 375 -0.40 0.05 - 9,969 19,650 1,307,700
150 -150 3 - 343.85 -17.65 150 255.95 361.75 75 9150.00 17,475 0.05 0.10 17,625 -0.45 0.05 - 444 300 64,950
30,975 -84,600 2,167 - 304.00 15.05 600 303.25 304.00 1,650 9200.00 - - 0.05 16,575 -0.60 0.05 - 22,139 33,375 2,997,100
75 - - - 250.55 - 150 157.50 259.70 75 9250.00 - - 0.05 29,850 -1.00 0.05 - 8,679 -242,250 231,450
82,500 -421,200 9,255 - 195.50 4.80 4,050 195.50 196.95 75 9300.00 - - 0.05 7,875 -1.50 0.05 - 78,053 -608,850 2,935,000
16,650 -53,025 971 - 154.00 12.95 16,425 154.00 155.00 1,500 9350.00 - - 0.05 141,675 -2.70 0.05 - 49,107 59,025 636,900
165,450 -608,775 41,264 - 101.00 5.20 2,625 101.00 101.85 450 9400.00 - - 0.05 7,125 -6.15 0.05 - 310,444 -391,800 3,794,700
24,150 -385,050 34,446 - 50.10 -2.50 1,050 50.10 53.00 75 9450.00 - - 0.05 300 -12.95 0.05 - 390,007 154,575 1,726,350
709,350 -3,150,000 644,569 - 6.00 -17.70 1,875 6.00 6.50 1,425 9500.00 53,250 0.05 0.10 25,125 -30.80 0.05 - 1,141,702 -161,250 4,031,175
2,859,075 70,875 669,712 - 0.05 -8.30 - - 0.05 67,275 9550.00 75 42.85 43.00 6,075 -16.05 43.00 - 529,293 -494,850 129,150
5,486,025 -1,158,600 829,535 - 0.05 -2.80 - - 0.05 326,400 9600.00 1,575 91.30 91.80 75 -12.80 91.30 - 317,772 -1,458,525 737,025
2,076,600 146,700 199,069 - 0.05 -1.10 - - 0.05 58,275 9650.00 3,000 132.75 133.00 2,475 -19.55 133.00 - 8,232 -168,000 26,475
5,853,675 -1,987,725 184,474 - 0.05 -0.65 - - 0.05 119,925 9700.00 225 184.00 185.55 225 -18.15 185.55 - 33,589 -932,400 300,900
832,725 -221,400 12,030 - 0.05 -0.50 - - 0.05 4,500 9750.00 150 222.45 243.00 2,925 -2.45 243.00 - 974 -38,850 11,025
3,684,975 -920,175 69,705 - 0.05 -0.40 - - 0.05 4,125 9800.00 3,225 284.50 286.45 2,850 -12.55 286.45 - 3,772 -70,350 54,225
434,325 -19,050 2,883 - 0.10 -0.35 - - 0.10 20,925 9850.00 150 326.55 353.70 75 -6.05 345.65 - 210 -7,875 1,125
2,453,850 -143,925 19,471 - 0.05 -0.35 - - 0.05 37,425 9900.00 1,800 382.70 383.80 75 -17.65 382.65 - 1,345 -53,625 92,025
439,350 15,150 1,974 - 0.05 -0.40 - - 0.05 6,525 9950.00 150 379.50 539.85 150 - - - - - -
2,326,125 -116,175 8,463 - 0.05 -0.30 - - 0.05 61,125 10000.00 75 481.30 483.00 1,200 -20.75 484.00 - 5,033 -261,225 41,400
18,825 -975 155 - 0.05 -0.40 - - 0.05 75 10050.00 150 427.45 634.75 150 26.10 531.10 - 1 -75 225
487,875 -22,800 3,397 - 0.05 -0.25 - - 0.05 15,300 10100.00 375 590.95 596.80 225 -4.90 595.85 - 109 -525 10,800
150 - 1 - 0.05 -0.05 - - 3.00 3,000 10150.00 75 561.00 812.00 150 - 428.20 - - - 75
181,275 -4,200 212 - 0.05 -0.20 - - 0.05 26,475 10200.00 150 675.20 706.00 150 -11.75 675.00 - 203 -14,775 375
- - - - - - - - 3.00 3,000 10250.00 150 661.05 843.00 150 - - - - - -
40,050 -3,675 165 - 0.05 -0.25 - - 0.10 6,300 10300.00 75 781.20 786.80 75 -18.10 785.00 - 24 -1,425 108,675
- - - - - - - - 2.80 7,500 10350.00 150 761.05 942.80 150 - - - - - -
15,000 - 1 - 0.05 -0.15 - - 0.10 6,000 10400.00 3,000 835.10 954.80 600 96.85 816.85 - 5 375 375
- - - - - - - - 2.80 7,500 10450.00 75 861.00 1,117.60 2,025 - - - - - -
671,400 1,350 1,775 - 0.05 -0.25 - - 0.10 3,525 10500.00 75 981.00 984.75 75 -16.95 980.10 - 3,674 -212,025 51,825
75 - - - 0.75 - - - 2.80 7,500 10550.00 75 961.00 1,222.35 2,025 - - - - - -
975 - - - 0.10 - - - 0.05 75 10600.00 225 1,081.55 1,154.95 600 -39.70 1,080.00 - 5 -150 450
- - - - - - - - 2.80 7,500 10650.00 75 1,061.00 1,322.35 2,025 - - - - - -
3,525 - - - 0.50 - - - 0.05 3,525 10700.00 375 1,114.05 1,254.90 75 127.30 1,194.60 - 151 -9,300 675
- - - - - - - - 2.80 7,500 10750.00 75 1,161.00 1,427.15 2,025 - - - - - -
1,500 - 4 - 0.10 0.05 - - 0.40 1,500 10800.00 900 1,214.00 1,354.80 600 -33.40 1,262.60 - 15 -825 -
- - - - - - - - 2.80 7,500 10850.00 75 1,261.00 1,527.15 2,025 - - - - - -
- - - - - - - - 0.20 1,500 10900.00 2,175 1,250.30 1,454.95 600 - - - - - -
10,500 - 1 - 0.05 -0.10 - - 0.20 1,500 10950.00 75 1,361.00 1,631.95 2,025 - - - - - -
121,875 825 168 - 0.10 - - - 0.10 16,800 11000.00 75 1,492.00 1,498.00 150 -10.60 1,496.90 - 2,087 -125,100 112,425
- - - - - - - - 2.80 7,500 11050.00 75 1,461.00 1,731.95 2,025 - - - - - -
- - - - - - - - 0.20 1,500 11100.00 75 1,520.00 1,674.95 600 - - - - - -
- - - - - - - - 2.80 7,500 11150.00 1,200 1,449.00 1,836.00 150 - - - - - -
- - - - - - - - 0.20 1,500 11200.00 75 1,620.00 1,774.80 600 - - - - - -
- - - - - - - - 0.20 1,500 11300.00 75 1,720.00 1,874.95 600 - - - - - -
- - - - - - - - 0.20 1,500 11400.00 5,250 1,887.00 1,892.80 75 -41.60 1,859.75 - 1 - 12,750
5,250 -3,825 111 - 0.10 -0.15 - - 0.10 6,525 11500.00 150 1,916.45 2,074.90 75 -3.25 1,995.65 - 208 -15,450 2,925
- - - - - - - - 0.20 1,500 11600.00 300 2,079.40 2,099.55 75 - - - - - -
Total 30,227,025 2,764,786 2,962,690 29,225,900 Total

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



  •  Highlighted options are in-the-money.