Option Chain (Equity Derivatives)
Underlying Index: NIFTY 5655.90  As on Jun 20, 2013 15:30:36 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
486,000 -550 18 - 2,944.95 -168.20 100 2,927.85 2,938.55 50 2700.00 - - 0.10 1,000 - - - - - 434,000
50 - - - - - 100 2,737.00 2,979.00 100 2800.00 - - 0.20 1,000 - - - - - 50
- - - - - - 100 2,637.00 2,879.20 100 2900.00 - - 0.20 1,000 - - - - - -
194,100 -950 354 - 2,650.00 -164.00 100 2,630.65 2,639.70 150 3000.00 - - 0.20 1,000 - - - - - 73,000
- - - - - - 100 2,437.00 2,679.20 100 3100.00 - - 0.20 1,000 - - - - - -
- - - - - - - - 2,578.80 100 3200.00 - - 0.20 1,000 - - - - - -
- - - - - - - - 2,479.30 100 3300.00 - - 0.20 1,000 - - - - - -
- - - - - - - - 2,378.70 100 3400.00 - - 0.20 1,000 - - - - - -
227,650 - - - - - 200 2,130.70 2,279.40 100 3500.00 - - 0.20 1,000 - - - - - 650
- - - - - - - - 2,178.90 100 3600.00 - - 0.20 1,000 - - - - - -
- - - - - - - - 2,078.50 100 3700.00 - - 0.20 1,000 - - - - - -
- - - - - - - - 1,978.50 100 3800.00 - - 0.20 1,000 - - - - - -
- - - - - - - - 1,878.50 100 3900.00 - - 0.20 1,000 - - - - - -
134,250 - 159 - 1,637.00 -179.10 1,000 1,635.00 1,638.75 100 4000.00 2,600 0.10 0.15 2,150 0.05 0.10 78.74 29 -50 12,350
- - - - - - - - 1,679.00 100 4100.00 1,000 0.05 0.50 1,000 - - - - - 50
- - - - - - - - 1,578.50 100 4200.00 1,000 0.05 0.50 1,000 - - - - - 450
- - - - - - - - 1,479.10 100 4300.00 1,000 0.05 0.35 2,500 - - - - - 50
158,700 -5,800 327 - 1,237.00 -182.00 100 1,234.75 1,240.15 500 4400.00 1,250 0.30 0.45 1,000 0.15 0.35 65.24 42 -700 5,050
225,950 -8,100 278 - 1,139.00 -179.00 250 1,135.10 1,139.85 100 4500.00 500 0.30 0.50 1,000 0.30 0.50 62.09 114 1,400 15,650
400 - 4 - 1,045.50 -61.75 250 998.00 1,075.45 250 4600.00 2,000 0.20 0.65 1,000 0.05 0.60 57.78 81 -3,050 1,050
75,050 -450 23 - 953.45 -133.15 150 931.80 939.80 150 4700.00 1,000 0.35 0.55 950 0.10 0.55 51.87 29 -450 9,200
40,600 - 15 88.11 887.00 -116.10 150 831.80 841.60 200 4800.00 900 0.45 0.60 10,000 -0.05 0.45 45.56 149 -50 44,850
27,800 -800 154 - 747.00 -169.30 150 731.70 741.60 200 4900.00 1,000 0.50 0.65 1,000 0.30 0.55 41.32 372 3,000 32,750
272,700 -26,150 812 - 642.00 -176.00 50 633.80 641.35 100 5000.00 1,900 0.60 0.65 100 0.20 0.65 36.12 4,700 5,000 748,300
74,650 -3,800 122 - 552.20 -164.30 100 528.80 552.20 50 5100.00 350 0.75 0.80 3,050 0.25 0.80 31.87 4,189 -4,100 788,200
126,700 -7,800 792 - 437.50 -182.95 50 431.70 439.60 50 5200.00 5,650 1.05 1.10 800 0.50 1.10 28.27 20,218 298,900 1,577,200
134,700 700 791 - 339.00 -173.70 100 335.75 341.25 100 5300.00 350 1.85 1.90 50 1.10 1.90 24.30 41,403 461,100 1,608,750
175,700 5,650 1,220 - 241.00 -175.75 150 238.05 242.85 50 5400.00 550 5.15 5.25 1,650 3.85 5.15 22.61 117,580 406,150 3,274,300
590,750 124,550 12,790 - 150.50 -168.90 300 149.45 152.95 200 5500.00 1,300 15.20 15.65 50 12.20 15.65 22.01 329,338 442,550 6,278,950
3,133,600 1,955,000 166,366 13.25 79.50 -148.25 250 77.45 79.45 200 5600.00 1,100 41.95 42.20 50 32.30 41.95 22.04 774,554 1,957,200 7,794,300
6,119,150 4,227,250 671,958 15.81 32.60 -111.20 10,000 32.55 33.00 400 5700.00 50 92.65 93.85 100 67.85 93.00 22.86 700,879 -1,072,250 6,987,900
8,661,200 3,082,250 719,537 17.29 11.25 -65.95 200 11.15 11.25 600 5800.00 100 170.65 171.90 2,500 112.50 170.25 26.67 279,042 -2,254,450 4,957,550
7,069,250 -450,100 461,521 18.96 3.80 -31.05 3,550 3.75 3.80 7,150 5900.00 300 262.10 263.95 1,200 150.35 263.35 31.97 51,562 -586,550 2,694,900
7,726,050 -1,272,900 339,143 21.25 1.55 -11.55 8,800 1.55 1.60 14,900 6000.00 50 358.10 359.85 100 170.00 359.00 37.12 13,346 -265,100 1,573,650
5,571,750 -1,069,950 155,505 24.33 1.00 -3.20 115,500 0.95 1.00 5,550 6100.00 50 453.10 459.95 100 177.45 456.50 42.57 2,994 -8,400 1,322,550
4,191,800 -978,750 77,776 27.74 0.70 -0.90 400 0.70 0.75 1,500 6200.00 50 555.65 562.00 100 178.50 556.00 51.22 1,357 -17,550 613,850
3,335,250 -233,200 16,388 30.72 0.50 -0.35 2,350 0.50 0.55 200 6300.00 50 652.95 659.90 50 174.80 650.15 53.08 332 -700 364,050
1,546,200 -123,600 7,836 34.69 0.45 -0.15 7,650 0.45 0.50 11,550 6400.00 250 746.55 781.95 100 181.05 756.00 64.03 487 -1,250 174,600
1,132,350 -146,700 5,050 37.12 0.35 -0.10 2,050 0.30 0.35 7,400 6500.00 100 851.45 858.05 50 176.95 852.00 66.64 623 -16,850 412,400
542,950 -24,250 719 40.76 0.35 - 9,850 0.25 0.35 1,450 6600.00 3,000 800.50 991.90 3,000 175.70 955.00 71.74 56 -250 30,650
424,300 -8,600 663 44.31 0.35 0.20 10,000 0.25 0.35 7,000 6700.00 200 1,055.00 1,077.80 100 180.55 1,052.00 77.93 113 -1,200 89,250
98,000 - - - - - 1,000 0.10 0.15 7,650 6800.00 250 1,130.60 1,193.85 250 147.60 1,087.60 - 1 - 900
30,200 - 62 45.80 0.15 -0.05 900 0.10 0.15 3,250 6900.00 200 1,251.20 1,296.00 100 - - - - - 17,900
153,050 -200 23 46.29 0.05 -0.10 14,500 0.05 0.10 3,450 7000.00 600 1,349.75 1,355.00 100 173.35 1,349.20 90.58 87 50 234,550
650 - - - - - - - 0.35 500 7100.00 500 1,235.60 1,548.50 100 - - - - - 2,750
50 - - - - - - - 0.35 500 7200.00 500 1,436.50 1,648.90 2,000 - - - - - 2,100
- - - - - - - - 0.50 500 7300.00 500 1,435.90 1,747.30 100 - - - - - -
- - - - - - - - 0.50 500 7400.00 500 1,535.20 1,847.00 100 - - - - - -
- - - - - - - - 0.50 500 7500.00 100 1,846.25 1,857.15 100 - - - - - 307,100
- - - - - - - - 0.50 500 7600.00 500 1,735.20 2,047.10 100 - - - - - -
- - - - - - - - 0.50 500 7700.00 500 1,835.70 2,147.60 100 - - - - - -
1,900 - - - - - - - 0.20 1,000 7800.00 500 1,935.50 2,247.30 100 - - - - - -
- - - - - - - - 0.50 500 7900.00 500 2,036.00 2,347.00 100 - - - - - -
50 - - - - - - - 0.50 500 8000.00 500 2,135.70 2,447.90 100 - - - - - 50
- - - - - - - - 0.50 500 8100.00 500 2,235.10 2,547.60 100 - - - - - -
- - - - - - - - 0.50 500 8200.00 500 2,336.00 2,647.40 100 - - - - - -
- - - - - - - - 0.50 500 8300.00 500 2,435.50 2,747.60 100 - - - - - -
- - - - - - - - 0.50 500 8400.00 500 2,535.90 2,847.50 100 - - - - - -
428,700 - - - - - - - 0.15 5,000 8500.00 300 2,844.70 2,856.80 150 173.00 2,845.00 149.51 14 -500 449,650
- - - - - - - - 0.50 500 8600.00 500 2,735.80 3,047.60 100 - - - - - -

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



  •  Highlighted options are in-the-money.