Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8611.15  As on Sep 30, 2016 15:30:41 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
172,950 -300 143 - 1,579.00 16.05 150 1,577.50 1,584.70 75 7050.00 450 1.50 1.70 75 0.90 1.30 30.53 48 1,800 5,100
627,750 -4,275 740 - 1,535.00 14.35 75 1,531.85 1,546.65 75 7100.00 75 2.10 2.30 75 -0.20 2.10 31.35 3,167 35,775 237,300
- - - - - - 1,200 1,264.40 1,614.40 75 7150.00 525 0.70 - - - - - - - -
489,075 -9,150 161 - 1,424.10 -0.25 75 1,426.90 1,444.50 75 7200.00 75 2.20 2.45 75 -0.80 2.35 29.83 3,604 37,650 197,775
- - - - - - 1,200 1,164.40 1,514.40 75 7250.00 525 0.80 - - - - - - - -
123,975 450 51 - 1,328.95 7.05 75 1,330.30 1,347.45 75 7300.00 75 2.60 3.25 75 -1.55 3.15 29.00 2,395 -375 97,650
- - - - - - 1,200 1,072.10 1,418.05 75 7350.00 600 1.25 - - - - - - - -
113,625 -150 6 - 1,243.00 20.70 1,050 1,193.65 1,289.70 1,050 7400.00 6,000 3.30 3.65 75 -2.85 3.35 27.24 3,272 41,475 120,300
- - - - - - 1,200 982.40 1,323.05 75 7450.00 1,050 1.25 - - - - - - - -
845,175 34,800 1,150 - 1,145.20 14.55 900 1,139.10 1,143.85 75 7500.00 1,050 4.75 4.90 75 -3.25 4.75 26.59 10,863 68,925 901,200
- - - - - - 1,200 884.80 1,223.05 75 7550.00 300 3.10 - - - - - - - -
56,100 -375 23 - 1,050.00 25.40 75 1,039.50 1,054.65 75 7600.00 450 5.90 6.35 150 -4.30 5.90 25.39 5,452 72,675 200,250
- - - - - - 75 881.00 1,127.40 75 7650.00 17,850 3.25 - - - - - - - -
53,325 300 19 - 945.00 19.30 75 944.10 957.00 75 7700.00 75 8.70 8.95 150 -4.70 8.90 25.03 7,568 56,175 239,925
- - - - - - 75 821.00 1,027.40 75 7750.00 17,850 3.70 - - - - - - - -
425,475 11,325 1,412 - 854.00 13.50 75 847.75 857.40 75 7800.00 75 11.25 11.85 75 -6.40 11.90 24.14 18,330 95,475 549,975
- - - - - - 75 721.00 931.70 75 7850.00 8,925 6.05 - - - - - - - -
71,775 -11,925 307 - 758.00 15.25 75 753.75 765.05 75 7900.00 150 14.90 15.85 75 -8.05 15.50 23.11 21,710 24,225 349,125
- - - - - - 75 631.00 836.00 75 7950.00 12,600 12.50 - - - 3.45 - - - 75
1,224,225 18,000 3,397 - 664.00 7.50 75 660.85 665.05 75 8000.00 3,600 21.00 21.55 75 -9.50 21.00 22.26 73,935 247,125 2,608,950
750 750 10 - 602.75 -174.55 225 519.25 779.20 75 8050.00 1,800 19.85 25.00 75 0.25 23.00 21.48 274 5,025 5,025
686,625 -22,725 1,315 12.94 573.70 3.60 75 569.90 575.00 1,050 8100.00 150 27.00 28.25 75 -12.25 27.70 21.25 57,753 397,950 1,149,900
- - - - - - 225 498.45 620.40 225 8150.00 75 30.10 33.50 75 -1.05 32.50 20.87 543 12,375 12,375
665,850 -25,200 1,429 14.84 484.10 4.40 75 480.25 491.15 75 8200.00 150 37.10 38.20 75 -13.95 37.45 20.37 92,666 653,025 2,928,675
- - - - - - 225 362.65 533.30 225 8250.00 375 41.70 47.00 75 21.70 41.70 19.62 1,078 14,400 17,100
608,700 -28,875 2,176 16.48 404.60 4.15 4,350 379.10 401.55 75 8300.00 75 50.30 51.00 75 -17.10 50.60 19.50 101,996 199,950 1,825,950
75 - - - 411.00 - 225 331.30 420.35 225 8350.00 525 56.15 59.20 75 -21.80 56.15 18.68 3,188 102,225 119,850
650,325 49,050 4,078 15.57 319.25 1.10 75 315.90 321.75 150 8400.00 150 68.10 69.40 75 -19.20 69.30 18.77 168,832 531,525 3,151,650
3,300 3,075 254 14.74 275.85 -32.15 750 263.20 309.20 225 8450.00 75 79.65 81.00 225 -21.55 80.00 18.30 2,789 15,150 50,175
1,353,450 152,475 22,845 14.81 241.05 -6.25 75 241.00 244.50 75 8500.00 75 92.40 93.80 600 -21.40 93.00 17.91 194,502 617,025 3,570,675
9,375 4,650 832 13.88 200.20 -10.65 675 199.50 212.05 225 8550.00 375 107.65 109.75 75 -21.40 108.00 17.53 4,744 50,475 100,950
1,876,725 700,650 84,801 14.48 175.20 -6.05 75 175.50 178.35 75 8600.00 2,250 125.00 125.95 300 -21.00 125.05 17.15 136,273 133,650 3,105,300
82,875 32,850 6,017 14.60 149.00 -2.30 225 147.40 150.00 900 8650.00 75 144.05 155.20 600 -14.80 146.50 17.00 2,648 9,975 73,425
1,998,675 307,125 130,751 14.39 122.60 -2.75 675 122.60 122.65 75 8700.00 75 166.95 169.85 75 -17.85 169.55 16.77 37,156 -256,800 2,285,925
130,425 18,225 3,942 14.06 98.10 -4.60 75 96.05 99.45 75 8750.00 75 190.55 195.00 75 -15.30 194.70 16.49 1,059 675 80,850
2,545,050 114,300 176,921 13.88 77.85 -4.70 75 77.85 78.00 3,150 8800.00 75 219.55 222.55 75 -18.95 220.90 16.03 16,331 41,625 1,498,200
128,925 38,475 4,430 13.59 59.70 -5.75 75 59.05 60.65 75 8850.00 75 250.60 256.60 75 -16.75 255.50 16.25 96 -150 18,525
2,661,000 781,275 139,350 13.53 46.20 -4.30 75 45.85 46.90 75 8900.00 75 285.70 289.60 75 -20.90 285.70 15.65 4,791 -23,625 804,600
93,900 29,625 2,514 13.52 35.45 -2.80 75 34.90 35.95 75 8950.00 225 311.40 362.75 225 41.55 349.55 19.11 10 450 750
4,886,850 1,175,625 146,032 13.54 27.00 -2.80 2,925 26.50 27.15 75 9000.00 75 361.55 369.25 75 -18.85 362.70 15.67 4,422 4,875 1,598,775
65,775 1,050 2,021 13.43 19.60 -2.70 2,550 19.25 19.95 75 9050.00 225 367.05 519.00 75 - 339.00 - - - 75
2,386,275 32,775 55,925 13.42 14.35 -2.60 75 14.30 14.35 75 9100.00 75 453.05 454.00 4,200 -18.70 450.90 16.51 1,195 22,875 762,225
23,700 6,450 271 13.61 11.00 -2.50 75 10.05 11.45 150 9150.00 225 460.85 619.00 75 - 429.00 - - - 75
2,340,150 50,550 33,073 13.59 7.80 -1.65 525 7.80 7.95 75 9200.00 75 542.35 551.55 75 -13.20 548.95 18.74 401 7,050 356,625
375 225 4 13.35 5.00 -5.00 150 5.10 9.90 525 9250.00 75 541.00 719.00 75 - 435.00 - - - 75
1,344,675 86,925 18,773 13.90 4.35 -0.55 6,375 4.25 4.40 750 9300.00 75 620.00 647.90 75 -12.50 646.65 20.74 80 -600 173,625
1,275 750 10 14.11 3.30 -21.70 75 2.70 4.50 300 9350.00 225 644.20 749.15 225 - - - - - -
802,425 -13,950 12,401 14.56 2.80 -0.20 1,650 2.75 2.90 150 9400.00 75 734.20 746.70 75 -1.35 745.85 22.96 25 300 35,850
375 - - - 2.50 - 600 1.15 5.00 300 9450.00 225 740.75 840.60 225 - 750.00 - - - 600
524,400 -42,150 8,991 15.49 2.10 -0.20 75 2.05 2.10 2,550 9500.00 75 833.20 842.55 75 -15.15 835.00 22.32 751 8,025 398,400
75 - - - 7.90 - 5,025 0.35 - - 9550.00 1,200 703.50 1,118.30 75 - 770.00 - - - 150
115,725 3,075 1,196 16.83 1.95 -0.20 75 1.80 1.90 3,000 9600.00 225 886.00 986.65 225 -3.95 948.00 - - - 4,725
- - - - - - 5,025 0.35 - - 9650.00 1,200 803.50 1,218.30 75 - - - - - -
36,150 900 325 17.68 1.50 -0.35 1,050 1.45 1.55 450 9700.00 1,050 984.55 1,087.50 1,050 -18.75 1,031.25 25.34 3 - 1,425
- - - - - - 5,025 0.15 - - 9750.00 1,200 899.20 1,322.65 75 - - - - - -
50,775 17,925 610 18.83 1.35 -0.70 4,125 1.30 1.40 10,500 9800.00 1,050 1,084.40 1,186.40 1,050 190.95 1,108.65 - 1 75 975
- - - - - - 600 0.10 - - 9850.00 1,200 994.90 1,426.95 75 - - - - - -
31,350 18,600 583 19.48 1.00 -1.00 2,625 1.00 1.15 825 9900.00 1,050 1,182.10 1,282.15 1,050 - 1,048.60 - - - 75
- - - - - - 600 0.10 - - 9950.00 1,200 1,094.85 1,526.95 75 - - - - - -
760,200 50,025 4,133 20.90 1.05 -0.85 4,050 1.05 1.10 3,075 10000.00 75 1,329.65 1,337.80 150 -13.00 1,329.80 30.96 1,134 38,175 676,575
- - - - - - 5,025 0.05 - - 10050.00 1,200 1,190.55 1,631.30 75 - - - - - -
16,650 2,550 304 22.18 1.05 -0.40 1,500 0.80 1.05 525 10100.00 75 1,351.00 1,550.00 75 - - - - - -
- - - - - - 5,025 0.05 - - 10150.00 1,200 1,291.25 1,732.20 75 - - - - - -
4,500 750 244 23.04 0.90 -0.90 1,575 0.65 0.90 300 10200.00 75 1,451.00 1,650.00 75 - - - - - -
- - - - - - - - - - 10250.00 1,200 1,386.20 1,835.60 75 - - - - - -
18,750 18,750 1,930 23.26 0.60 -1.35 1,050 0.55 0.65 3,000 10300.00 75 1,551.00 1,750.00 75 - - - - - -
- - - - - - - - - - 10350.00 1,200 1,486.20 1,935.60 75 - - - - - -
38,400 17,400 3,742 24.21 0.55 -0.60 3,750 0.55 0.60 2,100 10400.00 75 1,725.20 1,752.45 75 -16.65 1,724.00 36.14 52 1,950 73,275
- - - - - - - - 2.00 1,500 10450.00 1,200 1,581.90 2,039.90 75 - - - - - -
Total 31,148,325 879,642 985,137 30,391,050 Total

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



  •  Highlighted options are in-the-money.