Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8590.65  As on Jul 26, 2016 15:30:15 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
202,125 -18,825 297 - 2,388.00 -46.50 150 2,379.35 2,385.65 300 6200.00 14,925 0.05 0.15 975 -0.15 0.05 128.07 60 -2,775 14,775
- - - - - - 75 2,251.00 2,355.50 75 6250.00 - - 3.00 9,975 - - - - - -
900 - - - 2,250.00 - 375 2,218.35 2,305.50 375 6300.00 75 0.05 0.70 2,100 - 0.45 - - - 150
- - - - - - 75 2,151.00 2,255.50 75 6350.00 - - 3.00 9,975 - - - - - -
- - - - - - 375 2,120.85 2,205.50 375 6400.00 525 0.10 0.45 1,500 - 0.50 140.00 48 - 525
- - - - - - 75 2,051.00 2,155.50 75 6450.00 - - 3.00 9,975 - - - - - -
321,150 -101,625 1,530 - 2,078.90 -58.40 75 2,079.85 2,086.75 150 6500.00 825 0.05 0.10 10,500 - 0.05 110.56 2,308 225 123,300
- - - - - - 75 1,951.00 2,055.50 75 6550.00 - - 3.00 9,975 -4.65 1.50 145.45 22 1,650 1,650
75 75 2 228.88 2,026.80 653.00 1,200 1,975.30 1,990.50 1,725 6600.00 3,525 0.05 0.40 1,500 -0.50 0.10 110.33 4 225 4,050
- - - - - - 75 1,851.00 1,955.50 75 6650.00 - - 3.00 9,975 - - - - - -
33,975 -4,650 90 239.04 1,942.55 5.75 75 1,875.65 1,884.80 75 6700.00 16,950 0.05 0.25 3,525 -0.05 0.10 104.45 38 -675 76,425
- - - - - - 75 1,749.00 1,855.50 75 6750.00 - - 3.00 9,975 - - - - - -
35,550 -16,500 276 - 1,780.00 -59.05 375 1,776.35 1,788.25 150 6800.00 1,200 0.10 0.25 600 -0.05 0.20 104.34 4,268 -3,225 53,850
- - - - - - 75 1,654.00 1,755.50 75 6850.00 - - 3.00 9,975 - - - - - -
27,300 -64,275 1,026 210.07 1,737.00 -0.75 225 1,679.00 1,688.30 375 6900.00 9,000 0.05 0.20 525 -0.05 0.10 92.91 40 -1,275 99,750
- - - - - - 75 1,554.00 1,655.50 75 6950.00 - - 3.00 9,975 - - - - - -
445,650 -214,950 3,186 - 1,585.90 -50.35 75 1,582.80 1,585.95 75 7000.00 - - 0.05 5,700 - 0.05 82.81 1,035 -16,725 759,450
- - - - - - 75 1,454.00 1,555.50 75 7050.00 - - 2.65 19,950 - - - - - -
128,625 -30,750 453 - 1,476.60 -61.05 150 1,480.50 1,484.25 300 7100.00 6,825 0.10 0.20 7,350 - 0.20 86.45 120 -4,650 168,075
- - - - - - 75 1,359.00 1,455.50 75 7150.00 - - 3.00 9,975 - - - - - -
111,900 -51,000 880 - 1,385.00 -52.90 75 1,380.15 1,385.60 300 7200.00 14,925 0.05 0.10 20,250 -0.10 0.05 72.14 1,146 -1,875 485,175
- - - - - - 75 1,259.00 1,355.50 75 7250.00 - - 3.00 9,975 - - - - - -
96,900 -74,475 1,025 - 1,281.50 -51.90 150 1,280.65 1,281.95 600 7300.00 1,050 0.40 0.45 9,000 - 0.45 80.75 1,599 -10,725 470,400
- - - - - - 75 1,159.00 1,255.50 75 7350.00 - - 0.90 1,050 - - - - - -
103,425 -59,550 1,452 - 1,185.95 -46.80 75 1,182.25 1,186.55 75 7400.00 6,000 0.40 0.45 2,100 -0.10 0.40 72.78 1,468 -7,725 627,225
- - - - - - 75 1,064.00 1,155.50 75 7450.00 1,500 0.30 0.65 75 - 2.00 - - - 2,475
856,200 -48,525 789 - 1,083.95 -52.75 75 1,081.10 1,083.95 300 7500.00 4,200 0.45 0.50 7,650 -0.10 0.50 69.29 2,224 -43,200 2,266,200
- - - - - - 75 964.00 1,055.50 75 7550.00 75 0.40 0.65 2,175 - 0.50 - - - 1,950
124,875 -16,500 307 - 987.85 -49.85 75 979.50 987.00 300 7600.00 23,700 0.40 0.50 2,100 -0.20 0.40 63.83 1,315 -900 1,553,025
150 - - - 907.60 - 525 877.90 955.50 75 7650.00 600 0.30 0.65 600 - 0.30 - - - 1,275
156,225 -60,225 968 - 880.50 -56.60 225 878.50 882.50 150 7700.00 13,275 0.55 0.60 9,000 -0.10 0.60 58.26 2,658 -16,650 967,575
1,200 - - - 882.70 - 525 780.00 855.50 75 7750.00 1,275 0.40 0.60 3,000 -0.15 0.60 55.19 74 -675 23,925
289,575 -81,525 1,535 - 787.50 -46.00 150 784.00 787.65 375 7800.00 525 0.60 0.65 9,000 -0.15 0.55 52.11 9,119 -19,725 2,440,200
- - - - - - 75 679.50 752.20 75 7850.00 1,500 0.50 0.65 225 -0.20 0.50 48.05 99 -675 41,775
475,200 -72,975 1,028 - 684.20 -52.50 75 681.10 684.65 225 7900.00 9,075 0.60 0.65 4,650 -0.25 0.60 46.41 9,570 -162,075 1,894,725
75 - - - 689.25 - 1,275 623.00 646.70 3,750 7950.00 2,400 0.55 0.65 600 -0.30 0.55 43.32 234 -150 43,350
473,775 -189,075 3,077 - 582.85 -50.15 75 581.40 584.00 225 8000.00 7,200 0.65 0.70 4,200 -0.30 0.60 40.59 22,761 -134,100 3,465,975
3,975 -1,725 29 88.35 590.15 87.30 1,275 522.80 537.40 75 8050.00 1,125 0.65 0.70 3,075 -0.30 0.65 37.47 293 -3,150 127,950
711,600 -98,700 1,975 - 480.00 -53.95 75 480.95 482.60 1,500 8100.00 16,050 0.60 0.65 11,250 -0.35 0.60 33.69 17,526 38,475 2,775,075
7,875 -600 9 - 432.55 -71.50 1,350 422.75 432.55 75 8150.00 1,125 0.80 0.90 3,750 -0.40 0.75 31.75 597 -3,075 168,075
502,875 -174,225 3,854 - 384.10 -51.75 300 384.05 384.75 75 8200.00 12,450 0.90 0.95 34,950 -0.35 0.85 29.02 48,131 61,650 3,518,850
40,725 -2,250 36 - 330.00 -55.30 150 330.00 335.45 225 8250.00 600 1.10 1.15 2,175 -0.30 1.20 26.51 4,978 -15,150 363,300
975,075 -96,900 3,054 - 283.45 -54.25 300 284.05 284.95 75 8300.00 750 1.60 1.65 2,250 -0.70 1.65 24.57 93,805 -312,225 2,944,500
120,900 -8,400 172 - 233.00 -52.20 450 230.40 237.45 75 8350.00 2,400 2.55 2.65 1,725 -0.45 2.65 22.86 12,916 300 546,300
1,379,250 -236,325 11,275 - 186.30 -52.35 450 187.20 187.50 150 8400.00 3,750 4.75 4.80 2,700 0.60 5.05 21.79 138,214 -389,100 5,027,550
70,725 -14,550 866 - 140.00 -53.50 75 140.00 144.95 225 8450.00 75 8.30 8.35 300 2.25 8.90 20.46 57,823 62,775 1,142,700
2,506,125 -360,675 56,574 13.14 99.05 -47.25 300 100.30 100.75 150 8500.00 975 15.40 15.50 900 5.70 16.20 19.48 340,637 -911,550 4,855,350
337,875 -95,175 13,675 14.36 62.60 -40.25 225 62.60 63.20 150 8550.00 450 27.75 27.90 150 12.00 28.60 18.57 107,556 -701,400 1,440,375
4,488,225 -788,775 325,495 15.26 36.00 -32.15 75 36.50 36.55 1,350 8600.00 2,100 49.00 49.10 900 20.00 50.00 18.40 442,772 -158,250 2,646,750
2,466,375 601,575 130,723 15.06 17.15 -23.85 4,725 17.00 17.10 2,400 8650.00 375 77.80 78.35 75 28.70 78.10 17.85 50,984 3,750 709,125
5,642,025 -493,800 416,631 15.95 7.60 -15.60 450 8.10 8.15 750 8700.00 675 117.50 117.95 225 36.35 118.00 18.94 85,840 -130,275 639,750
1,251,150 266,775 92,265 16.45 3.40 -8.05 825 3.30 3.35 5,925 8750.00 75 153.70 166.90 75 47.30 168.10 22.43 47 375 1,425
5,047,575 1,317,525 282,329 16.39 1.10 -4.70 8,025 1.05 1.10 16,875 8800.00 525 208.95 209.80 300 51.65 215.00 21.91 5,270 5,925 117,525
415,275 -53,250 19,040 18.47 0.65 -1.85 2,100 0.65 0.75 7,125 8850.00 75 249.65 275.65 1,500 - - - - - -
3,086,775 44,700 101,046 21.49 0.60 -1.00 3,300 0.65 0.70 9,825 8900.00 150 305.75 308.70 75 51.40 308.35 24.29 566 -600 48,000
129,900 9,375 795 23.94 0.60 -0.40 450 0.55 0.60 1,875 8950.00 75 339.00 375.75 2,700 - - - - - -
1,911,600 29,475 41,178 26.17 0.50 -0.40 10,200 0.50 0.55 7,725 9000.00 75 405.60 408.75 75 53.85 409.05 23.32 3,093 -122,925 728,400
225 - - - 1.15 - 1,050 0.25 0.70 1,500 9050.00 75 395.65 485.95 75 - 421.00 - - - 75
331,200 51,150 2,839 31.60 0.50 -0.20 450 0.50 0.60 600 9100.00 75 505.00 509.75 150 60.60 514.00 51.12 685 -46,650 66,300
- - - - - - - - - - 9150.00 75 489.50 586.00 75 - - - - - -
295,800 -2,925 428 35.43 0.40 -0.10 5,700 0.35 0.45 1,950 9200.00 150 602.55 609.85 75 51.55 604.75 41.29 497 -22,725 155,775
- - - - - - - - - - 9250.00 75 584.50 686.00 75 - - - - - -
524,550 -525 1,362 40.98 0.40 -0.10 9,000 0.35 0.40 450 9300.00 75 702.30 711.00 75 49.70 704.40 37.02 27 -150 5,175
- - - - - - - - 2.80 9,975 9350.00 75 684.50 785.95 75 - - - - - -
38,700 -4,500 3,997 45.89 0.40 -0.05 75 0.30 0.40 6,300 9400.00 75 798.25 834.10 75 48.00 800.00 - 6 -75 1,800
- - - - - - - - 2.80 19,950 9450.00 75 779.50 885.95 75 - - - - - -
283,575 1,575 427 50.69 0.40 - 9,900 0.30 0.40 1,650 9500.00 75 904.00 909.80 75 55.80 910.25 67.36 699 -42,300 234,675
- - - - - - - - 2.70 49,875 9550.00 75 879.50 986.00 75 - - - - - -
- - - - - - - - 0.60 7,500 9600.00 375 964.50 1,034.15 375 - - - - - -
- - - - - - - - 2.90 19,950 9650.00 75 974.50 1,086.00 75 - - - - - -
27,900 -150 9 58.34 0.30 -0.15 300 0.30 0.45 3,150 9700.00 375 1,103.05 1,108.50 75 57.70 1,109.10 82.69 110 -6,600 58,800
- - - - - - - - 2.90 19,950 9750.00 75 1,074.50 1,186.00 75 - - - - - -
675 -675 68 67.85 0.65 - 300 0.25 0.50 7,200 9800.00 75 1,200.25 1,217.95 2,850 -12.05 1,161.45 - 106 -4,125 2,850
- - - - - - - - 2.90 19,950 9850.00 75 1,169.50 1,286.00 75 - - - - - -
5,025 5,025 68 70.54 0.50 0.40 6,000 0.05 0.50 11,925 9900.00 375 1,259.50 1,334.15 375 -40.00 1,270.00 - 1 - 75
- - - - - - - - 3.05 9,975 9950.00 75 1,269.50 1,386.00 75 - - - - - -
75 - - - 0.50 - 75 0.05 0.50 3,000 10000.00 375 1,359.50 1,434.15 375 -94.05 1,355.00 - 8 - -
- - - - - - - - 3.00 19,950 10050.00 1,200 1,199.00 1,639.55 75 - - - - - -
- - - - - - - - 3.00 9,975 10100.00 1,200 1,149.40 1,770.50 150 - - - - - -
- - - - - - - - 3.00 19,950 10150.00 1,200 1,199.85 1,820.25 150 - - - - - -
Total 36,488,475 1,528,140 1,473,397 43,913,775 Total

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



  •  Highlighted options are in-the-money.