Option Chain (Equity Derivatives)
Underlying Index: NIFTY 5813.60  As on Jun 18, 2013 15:30:22 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
497,750 -5,750 131 - 3,106.00 -34.00 250 3,097.60 3,106.90 150 2700.00 - - 0.10 5,100 - 0.05 - - - 434,000
50 - - - 3,105.00 - 500 2,852.60 3,128.00 100 2800.00 - - 0.50 500 - 0.50 - - - 50
- - - - - - 500 2,752.10 3,028.00 100 2900.00 - - 0.50 500 - - - - - -
195,700 -1,300 307 - 2,803.00 -34.90 150 2,797.50 2,807.00 200 3000.00 - - 0.10 5,000 - 0.05 - - - 73,000
- - - - - - 500 2,552.80 2,828.00 100 3100.00 - - 0.50 500 - - - - - -
- - - - - - 500 2,452.30 2,728.00 100 3200.00 - - 0.50 500 - - - - - -
- - - - - - 500 2,353.00 2,628.00 100 3300.00 - - 0.50 500 - - - - - -
- - - - - - 500 2,252.40 2,528.00 100 3400.00 - - 0.50 500 - - - - - -
227,650 - - - 2,461.55 - 200 2,300.50 2,395.00 50 3500.00 - - 0.10 5,000 - 0.15 - - - 650
- - - - - - 500 2,052.10 2,328.00 100 3600.00 - - 0.50 500 - - - - - -
- - - - - - 500 1,952.10 2,228.00 100 3700.00 - - 0.50 500 - - - - - -
- - - - - - 500 1,852.70 2,128.00 100 3800.00 - - 0.50 500 - - - - - -
- - - - - - 500 1,752.20 2,028.00 100 3900.00 1,000 0.05 0.50 500 - - - - - -
135,000 -100 35 - 1,800.10 -35.60 50 1,804.50 1,808.95 150 4000.00 9,650 0.10 0.15 3,800 - 0.10 74.64 21 -350 12,200
- - - - - - 500 1,552.90 1,828.00 100 4100.00 5,000 0.05 0.50 500 - 1.00 - - - 50
- - - - - - 2,000 1,451.25 1,728.20 2,000 4200.00 5,050 0.05 0.45 150 - 0.50 - - - 450
- - - - - - 500 1,352.90 1,628.20 2,000 4300.00 5,050 0.05 0.50 500 - 0.25 - - - 50
170,750 -1,050 106 - 1,410.00 -18.00 600 1,404.15 1,408.90 100 4400.00 4,300 0.10 0.20 300 -0.05 0.10 56.81 14 - 5,750
234,700 -2,850 247 - 1,300.00 -42.35 50 1,304.50 1,309.30 50 4500.00 4,600 0.20 0.25 50 - 0.25 56.86 41 -900 12,950
400 - - - 1,107.25 - 250 1,162.60 1,251.20 150 4600.00 5,000 0.10 0.50 900 - 0.55 - - - 4,100
75,600 -200 15 - 1,099.00 -37.30 150 1,101.60 1,109.45 200 4700.00 100 0.20 0.50 5,900 -0.10 0.50 51.40 8 - 9,450
40,650 - 3 - 1,020.95 -24.05 150 1,001.60 1,039.30 250 4800.00 50 0.25 0.45 500 0.15 0.50 46.82 4 100 44,900
27,700 150 5 - 898.00 7.75 150 901.50 934.20 50 4900.00 850 0.25 0.50 150 -0.30 0.30 40.13 3 - 29,200
303,150 -5,200 154 - 800.00 -43.35 50 802.50 808.00 50 5000.00 2,500 0.50 0.55 5,500 -0.20 0.50 37.83 2,744 15,450 767,350
79,350 -50 2 - 705.95 -37.55 100 700.75 709.65 50 5100.00 2,000 0.50 0.55 4,900 -0.20 0.55 33.77 1,413 -13,250 796,700
136,550 -2,350 56 - 603.65 -39.85 50 602.90 608.30 50 5200.00 950 0.60 0.70 10,200 -0.15 0.70 30.20 4,991 -9,050 1,291,900
131,650 3,550 289 - 508.45 -34.50 200 501.55 508.95 50 5300.00 250 0.80 0.90 50 -0.20 0.85 26.34 10,576 -81,200 1,232,550
173,700 -4,500 451 - 406.00 -38.55 250 405.00 409.75 50 5400.00 250 1.60 1.70 2,700 -0.15 1.65 23.93 51,634 -112,300 3,090,650
457,450 -10,100 1,203 - 310.90 -35.15 50 308.90 312.30 600 5500.00 50 4.35 4.40 50 0.40 4.40 22.69 72,757 -77,300 5,575,250
1,187,000 -38,100 4,607 - 218.60 -34.50 50 216.70 219.60 300 5600.00 3,100 11.40 11.45 150 1.60 11.40 21.61 220,296 407,550 5,495,800
1,847,300 -212,250 56,631 12.80 135.50 -30.55 100 134.75 136.05 200 5700.00 50 27.25 27.45 100 5.05 27.25 20.62 384,092 -496,750 7,423,550
6,014,900 944,050 458,270 15.14 70.05 -22.95 3,600 70.00 70.05 100 5800.00 200 60.45 61.00 1,000 12.90 61.45 20.52 557,211 -3,550 6,800,500
7,464,150 1,514,700 560,436 16.38 30.80 -13.55 750 30.85 31.00 31,600 5900.00 1,950 119.45 119.90 500 22.35 119.45 21.38 158,548 -128,450 3,528,450
8,576,050 795,800 335,709 17.16 11.35 -6.70 700 11.35 11.50 550 6000.00 50 197.30 198.30 200 29.05 198.00 23.38 19,405 -40,650 1,945,650
6,530,850 76,150 142,786 17.82 3.60 -2.90 3,500 3.55 3.60 5,350 6100.00 200 285.20 289.95 200 32.40 289.00 26.75 3,210 -2,100 1,346,500
5,184,850 -964,300 128,140 19.13 1.30 -1.45 3,600 1.25 1.30 11,250 6200.00 50 386.00 391.85 50 34.50 386.50 31.73 1,220 -1,200 633,850
3,561,700 -613,800 31,578 20.25 0.45 -0.90 1,300 0.45 0.50 19,600 6300.00 50 484.70 489.45 100 35.65 485.25 36.81 146 -4,600 368,750
1,865,100 -29,900 3,733 22.77 0.30 -0.55 14,100 0.30 0.40 44,300 6400.00 50 581.60 587.15 50 39.00 585.85 42.78 125 1,050 177,400
1,404,300 -16,150 2,599 26.52 0.35 -0.30 10,050 0.25 0.35 10,850 6500.00 250 682.25 686.50 100 39.75 686.55 48.67 284 -2,750 441,050
581,150 -6,650 4,100 28.79 0.25 -0.10 5,150 0.25 0.30 3,150 6600.00 3,000 700.10 850.00 50 -1.70 789.95 - - - 30,900
438,000 -6,050 231 31.89 0.25 -0.05 12,000 0.20 0.25 200 6700.00 100 877.00 900.85 100 39.15 884.40 57.17 161 -4,550 87,300
98,000 - 82 33.31 0.15 -0.05 4,100 0.15 0.20 3,100 6800.00 2,500 860.05 1,050.00 50 -20.00 940.00 - 2 - 900
30,200 - - - 0.20 - 5,000 0.15 0.20 2,850 6900.00 200 1,082.05 1,124.00 100 - 1,050.00 - - - 17,900
155,550 11,050 400 38.93 0.15 -0.05 16,100 0.10 0.15 7,550 7000.00 450 1,180.45 1,185.00 100 37.10 1,183.00 69.98 148 -750 241,200
650 -500 10 38.17 0.05 -0.05 1,500 0.05 0.10 2,000 7100.00 500 1,119.50 1,428.00 100 - 1,260.00 - - - 2,750
50 - 46 40.65 0.05 - 50 0.05 0.10 2,050 7200.00 500 1,217.00 1,531.00 100 - 1,049.70 - - - 2,100
- - 20 52.38 0.50 -828.60 250 0.05 0.50 550 7300.00 500 1,314.00 1,633.20 100 - - - - - -
- - - - - - - - 0.50 500 7400.00 500 1,414.30 1,732.60 100 - - - - - -
- - - - - - - - 0.50 500 7500.00 50 1,677.80 1,687.30 50 37.75 1,682.00 90.32 69 -1,350 308,100
- - - - - - - - 0.50 500 7600.00 500 1,614.60 1,933.40 100 - - - - - -
- - - - - - - - 0.50 500 7700.00 500 1,714.10 2,032.50 100 - - - - - -
1,900 - - - 1.00 - - - 0.50 500 7800.00 500 1,814.40 2,133.30 100 - - - - - -
- - - - - - - - 0.50 500 7900.00 500 1,914.80 2,232.80 100 - - - - - -
50 - - - 0.50 - - - 0.50 500 8000.00 500 2,014.60 2,333.30 100 - 2,030.00 - - - 50
- - - - - - - - 0.50 500 8100.00 500 2,114.30 2,433.40 100 - - - - - -
- - - - - - - - 0.50 500 8200.00 500 2,214.90 2,532.90 100 - - - - - -
- - - - - - - - 0.50 500 8300.00 500 2,314.40 2,632.60 100 - - - - - -
- - - - - - - - 0.50 500 8400.00 500 2,414.30 2,732.50 100 - - - - - -
428,700 - - - 0.50 - - - 0.50 800 8500.00 300 2,675.55 2,687.00 150 3.00 2,653.00 - 120 -5,850 461,300
- - - - - - - - 0.50 500 8600.00 500 2,614.90 2,932.80 100 - - - - - -

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



  •  Highlighted options are in-the-money.