Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9964.55  As on Jul 25, 2017 15:30:30 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
327,075 -127,275 1,778 132.15 2,170.50 21.70 75 2,163.20 2,171.15 75 7800.00 4,950 0.20 0.40 1,500 -0.30 0.20 107.59 12 -450 26,250
- - - - - - 75 2,051.00 2,199.00 75 7850.00 - - - - - - - - - -
28,575 -3,675 54 - 2,063.00 8.75 150 2,061.60 2,076.05 75 7900.00 450 0.20 0.35 1,500 0.15 0.45 109.97 44 -1,350 11,175
- - - - - - 75 1,951.00 2,099.00 75 7950.00 - - - - - - - - - -
517,500 -297,300 4,250 113.96 1,970.00 19.55 75 1,968.65 1,972.10 75 8000.00 75 0.35 0.45 3,825 -0.20 0.35 102.12 284 -225 357,225
- - - - - - 75 1,851.00 1,999.00 75 8050.00 7,500 0.05 3.00 3,000 - - - - - -
15,975 -11,400 163 121.44 1,871.85 20.40 75 1,860.40 1,866.60 75 8100.00 - - 0.20 150 -0.20 0.05 82.84 12 150 14,925
- - - - - - 75 1,751.00 1,899.00 75 8150.00 7,500 0.05 3.00 3,000 - - - - - -
50,850 -3,750 51 - 1,766.30 28.30 150 1,761.25 1,766.60 75 8200.00 600 0.25 0.50 7,500 -0.15 0.60 96.38 26 150 58,125
- - - - - - 75 1,651.00 1,799.00 75 8250.00 7,500 0.05 3.00 3,000 - - - - - -
25,275 -32,775 498 - 1,663.25 16.05 75 1,661.40 1,676.15 150 8300.00 150 0.35 0.50 7,500 -0.35 0.50 89.31 525 750 218,400
- - - - - - 75 1,551.00 1,699.00 75 8350.00 7,500 0.05 3.00 3,000 - - - - - -
51,225 -130,725 1,828 - 1,561.50 15.80 150 1,561.50 1,571.80 75 8400.00 6,375 0.20 0.50 7,500 -0.50 0.20 77.18 383 -8,625 201,375
- - - - - - 75 1,451.00 1,599.00 75 8450.00 7,500 0.05 3.00 3,000 - - - - - -
194,250 -64,200 994 - 1,467.10 14.75 300 1,465.55 1,472.40 75 8500.00 5,400 0.40 0.50 2,625 -0.35 0.40 76.99 2,137 3,750 965,175
75 - - - 938.65 - 75 1,351.00 1,499.00 75 8550.00 7,500 0.05 3.00 3,000 - - - - - -
100,275 -4,875 124 76.47 1,370.00 24.80 300 1,364.60 1,375.90 75 8600.00 600 0.45 0.75 1,500 -0.25 0.60 74.81 236 -2,850 211,725
375 - - - 848.00 - 75 1,251.00 1,399.00 75 8650.00 750 0.05 1.20 1,050 - 3.00 - - - 375
140,775 -13,200 198 - 1,263.25 16.70 450 1,267.00 1,270.65 300 8700.00 900 0.35 0.70 1,500 - 0.75 71.18 105 -4,875 424,950
- - - - - - 75 1,151.00 1,299.00 75 8750.00 7,500 0.10 1.20 1,050 - - - - - -
123,150 -61,800 853 - 1,168.00 19.90 450 1,168.00 1,169.40 75 8800.00 75 0.50 0.65 900 -0.15 0.55 63.64 418 -21,375 486,825
- - - - - - 75 1,051.00 1,199.00 75 8850.00 7,500 0.10 1.20 1,050 - - - - - -
57,375 -30,750 531 - 1,066.25 22.60 600 1,067.30 1,070.20 300 8900.00 9,525 0.65 0.75 750 -0.05 0.65 59.49 974 -20,625 351,825
- - - - - - 75 951.00 1,099.00 75 8950.00 7,500 0.20 1.20 1,050 - 2.80 - - - 150
365,775 -34,500 1,136 - 964.15 8.45 75 963.80 964.35 75 9000.00 3,375 0.65 0.75 75 -0.30 0.70 54.66 4,652 -23,025 2,302,800
- - - - - - 75 851.00 999.00 75 9050.00 7,500 0.20 1.20 1,050 - - - - - -
78,000 -10,575 194 42.60 869.70 18.35 75 866.95 870.40 75 9100.00 75 0.80 0.85 600 -0.15 0.85 50.49 5,316 -5,625 1,626,525
75 - - - 800.00 - 75 751.00 818.60 75 9150.00 7,500 0.35 1.20 1,050 - - - - - -
185,550 -18,525 317 - 767.15 22.45 300 765.00 768.60 1,350 9200.00 20,250 0.85 0.95 300 -0.15 0.90 45.42 8,240 -29,700 2,003,025
375 - - - 418.70 1.20 2,100 705.05 730.20 2,100 9250.00 7,500 0.75 1.00 6,975 -0.10 1.00 43.27 646 -525 55,800
309,300 -29,100 466 - 668.35 19.20 75 664.05 668.60 975 9300.00 72,975 0.90 0.95 4,425 -0.30 0.90 39.99 5,725 -113,700 2,162,100
4,575 - - - 590.00 - 2,100 604.15 630.45 2,100 9350.00 75 1.15 1.25 675 - 1.20 38.70 680 5,400 89,325
377,550 -48,225 896 - 566.85 17.00 75 564.95 568.15 75 9400.00 17,250 1.15 1.20 3,900 -0.05 1.20 35.89 10,670 -163,200 3,856,500
18,225 -2,250 38 38.40 522.90 19.65 600 509.45 518.60 1,425 9450.00 600 1.20 1.25 5,100 -0.25 1.25 33.26 1,635 -1,575 311,325
565,125 -110,025 2,581 - 466.75 15.00 375 466.10 467.90 75 9500.00 1,050 1.35 1.45 1,200 -0.25 1.40 30.92 29,266 -105,600 4,643,625
42,750 -13,800 228 - 417.10 19.15 525 414.90 417.90 75 9550.00 150 1.30 1.35 75 -0.50 1.30 27.71 1,767 -33,675 314,625
842,100 -45,825 1,499 - 368.25 17.10 450 366.20 369.05 750 9600.00 3,000 1.55 1.60 6,900 -0.80 1.60 25.62 40,669 -32,850 4,590,525
123,450 -3,375 150 - 318.30 11.05 600 315.60 321.95 75 9650.00 75 1.95 2.15 300 -1.15 2.00 23.48 7,099 20,925 597,300
1,088,700 -114,825 5,036 - 267.05 15.30 75 267.10 268.95 150 9700.00 9,600 2.40 2.60 9,450 -1.45 2.40 21.04 106,319 21,975 5,066,250
212,250 -4,875 395 17.65 222.20 14.75 150 222.55 225.05 150 9750.00 300 2.90 3.10 75 -2.30 2.90 18.47 26,974 100,875 797,775
1,513,725 -301,200 23,640 16.76 174.55 14.15 225 173.60 174.95 150 9800.00 75 4.30 4.60 300 -3.75 4.45 16.60 217,496 -914,550 4,929,300
486,525 -189,825 11,561 13.24 125.00 13.30 75 124.50 125.00 2,250 9850.00 225 6.05 6.30 300 -6.45 6.15 14.01 109,871 134,775 1,895,925
2,698,875 -289,950 175,280 11.60 79.85 7.15 150 79.85 80.50 600 9900.00 150 11.55 11.70 75 -9.65 11.65 12.43 403,650 388,125 6,369,000
2,666,550 99,075 117,475 11.64 45.15 5.00 5,925 45.15 45.50 300 9950.00 6,975 23.10 23.20 75 -13.85 23.10 10.92 169,375 345,975 2,470,125
7,386,900 885,900 519,356 12.17 22.85 2.70 75 22.90 23.00 3,000 10000.00 975 46.05 46.25 6,300 -17.40 46.05 9.70 233,951 454,875 3,015,075
2,463,675 627,375 140,924 12.48 9.90 1.25 150 9.80 10.00 5,475 10050.00 75 82.00 83.95 75 -17.05 84.00 9.21 4,932 13,425 30,075
3,378,075 -193,950 147,494 13.02 4.00 0.05 2,400 4.00 4.10 6,525 10100.00 75 127.25 128.00 225 -18.45 127.20 - 24,371 43,500 182,325
446,625 3,000 19,354 13.79 1.65 -0.35 975 1.60 1.80 375 10150.00 2,100 162.50 181.80 75 -56.20 181.80 14.18 5 -75 225
1,904,475 -67,650 50,615 15.46 1.00 -0.30 8,250 0.90 1.05 375 10200.00 150 220.95 223.40 150 -14.45 224.55 - 945 -13,350 37,950
44,475 9,900 1,080 17.62 0.80 -0.20 75 0.75 0.85 28,800 10250.00 2,100 261.50 288.20 2,100 - - - - - -
336,000 46,950 5,039 19.01 0.50 -0.35 825 0.40 0.50 375 10300.00 75 317.10 324.25 75 -13.70 323.25 - 53 -2,100 6,225
3,750 -1,575 36 21.95 0.60 -0.20 600 0.25 0.65 7,800 10350.00 75 281.00 439.00 75 - - - - - -
275,175 -6,675 978 23.22 0.40 -0.35 5,625 0.40 0.50 75 10400.00 225 416.05 422.50 75 -19.90 417.45 - 30 -75 21,525
- - - - - - 75 0.20 - - 10450.00 75 381.00 539.00 75 - - - - - -
871,125 -7,950 4,161 27.39 0.35 -0.30 23,100 0.30 0.40 1,350 10500.00 75 519.80 522.85 900 -17.15 523.05 - 1,139 -58,050 374,100
- - - - - - - - 2.00 3,000 10550.00 75 481.00 639.00 75 - - - - - -
1,275 -225 13 31.28 0.30 -0.15 150 0.25 0.75 1,500 10600.00 75 611.15 629.20 150 -31.45 622.00 - 18 -975 750
- - - - - - - - 2.00 3,000 10650.00 75 581.00 739.00 75 - - - - - -
- - - - - - - - 0.85 1,500 10700.00 225 717.70 732.35 75 - 744.25 - - - 225
- - - - - - - - 2.00 3,000 10750.00 75 681.00 839.00 75 - - - - - -
5,250 -75 4 33.87 0.05 -0.05 - - 0.05 75 10800.00 75 813.75 828.55 75 -8.90 819.10 - 33 -1,425 1,125
- - - - - - - - 2.00 3,000 10850.00 75 781.00 939.00 75 - - - - - -
450 - - - 0.15 - 150 0.05 0.70 6,000 10900.00 75 913.85 929.15 75 - - - - - -
375 - - - 0.70 - 375 0.10 2.00 3,000 10950.00 75 881.00 1,039.00 75 - - - - - -
824,475 63,525 7,925 45.97 0.20 -0.45 29,850 0.20 0.25 22,125 11000.00 900 1,021.80 1,025.60 75 -22.45 1,023.10 - 3,735 -203,775 258,975
- - - - - - - - - - 11050.00 75 981.00 1,139.00 75 - - - - - -
1,500 - - - 0.05 - - - 1.25 1,500 11100.00 75 1,120.00 1,128.75 75 - 1,212.45 - - - 75
- - - - - - - - - - 11150.00 75 1,081.00 1,239.00 75 - - - - - -
- - - - - - - - 0.85 1,500 11200.00 75 1,221.30 1,228.25 375 -17.85 1,228.00 - 54 -3,900 31,800
- - - - - - - - - - 11250.00 75 1,181.05 1,338.95 75 - - - - - -
- - - - - - 7,500 0.10 2.00 3,000 11300.00 675 1,315.65 1,327.05 75 2.55 1,327.85 - 118 -7,350 975
- - - - - - - - - - 11350.00 75 1,281.05 1,438.95 75 - - - - - -
- - - - - - - - - - 11400.00 150 1,413.75 1,422.80 75 - 1,437.00 - - - 2,625
- - - - - - - - - - 11450.00 75 1,381.05 1,538.95 150 - - - - - -
Total 31,155,825 1,249,193 1,424,590 51,374,400 Total

Top

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



  •  Highlighted options are in-the-money.