Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8076.65  As on Sep 22, 2014 09:40:06 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
200 - - - - - 1,000 4,242.65 4,830.05 100 3600.00 400 0.05 3.05 1,000 - - - - - 3,300
- - - - - - 1,000 4,142.00 4,730.40 100 3700.00 50 0.05 - - - - - - - 400
- - - - - - 1,000 4,041.45 4,630.85 100 3800.00 50 0.05 - - - - - - - 550
- - - - - - 1,000 3,940.80 4,531.20 100 3900.00 50 0.05 - - - - - - - 400
151,250 - - - - - 450 4,069.20 4,079.25 50 4000.00 3,850 0.05 3.05 1,000 - - - - - 4,100
- - - - - - 1,000 3,739.60 4,332.00 100 4100.00 - - - - - - - - - 250
- - - - - - 1,000 3,639.05 4,232.45 100 4200.00 - - - - - - - - - -
- - - - - - 1,000 3,538.35 4,132.75 100 4300.00 - - - - - - - - - 50
- - - - - - 1,000 3,437.80 4,033.20 100 4400.00 - - - - - - - - - -
- - - - - - 1,000 3,337.25 3,933.45 1,000 4500.00 - - 6.05 1,000 - - - - - 50
- - - - - - 1,000 3,236.60 3,834.00 100 4600.00 - - - - - - - - - -
- - - - - - 1,000 3,135.95 3,734.35 100 4700.00 - - - - - - - - - -
- - - - - - 1,000 3,035.40 3,634.80 100 4800.00 - - - - - - - - - -
- - - - - - 1,000 2,934.75 3,535.15 100 4900.00 - - - - - - - - - -
41,400 -200 6 - 3,070.00 -51.65 1,000 3,074.00 3,079.75 250 5000.00 2,050 0.05 1.95 1,000 - - - - - 3,350
- - - - - - 1,000 2,733.50 3,335.90 100 5100.00 - - - - - - - - - -
26,550 - - - - - 1,000 2,632.30 2,901.95 1,000 5200.00 50 0.05 - - - - - - - 500
- - - - - - 1,000 2,532.30 3,136.70 100 5300.00 - - - - - - - - - -
- - - - - - 1,000 2,431.75 3,037.15 100 5400.00 - - - - - - - - - -
16,900 - - - - - 250 2,573.30 2,579.30 50 5500.00 2,600 0.05 2.00 1,000 - - - - - 2,600
300 - - - - - 50 2,432.00 2,492.70 50 5600.00 - - - - - - - - - -
14,200 - - - - - 50 2,332.00 2,379.50 50 5700.00 11,150 0.05 - - - - - - - 11,150
195,350 - - - - - 250 2,273.25 2,279.70 250 5800.00 3,700 0.05 0.20 1,000 - - - - - 4,600
13,400 - - - - - 1,000 1,935.10 2,179.70 200 5900.00 2,000 0.05 0.25 2,000 - - - - - 2,150
- - - - - - 1,000 1,885.05 2,227.45 100 5950.00 - - - - - - - - - -
783,650 -500 20 - 2,077.95 -56.75 150 2,074.00 2,079.25 100 6000.00 200 0.20 0.30 200 - 0.25 109.10 2 - 56,600
- - - - - - 1,000 1,785.05 2,127.45 100 6050.00 - - - - - - - - - -
39,750 - - - - - 1,850 1,748.05 1,979.70 200 6100.00 - - 0.50 2,900 - - - - - 6,000
- - - - - - 1,000 1,693.10 2,088.05 100 6150.00 - - - - - - - - - -
14,900 - 3 - 1,875.90 -48.65 1,100 1,811.05 1,875.90 50 6200.00 - - 0.50 150 0.20 0.50 104.33 3 - 1,300
- - - - - - 1,000 1,593.10 1,988.05 100 6250.00 - - - - - - - - - -
20,200 - 1 - 1,777.85 -50.25 2,000 1,719.40 1,776.80 100 6300.00 - - 0.40 300 0.15 0.40 96.48 1 - 3,700
- - - - - - 1,000 1,501.20 1,835.55 100 6350.00 - - - - - - - - - -
80,000 - 1 - 1,675.70 -55.25 100 1,664.50 1,675.90 100 6400.00 1,550 0.05 0.50 500 0.25 0.70 96.02 1 - 10,250
- - - - - - 1,000 1,401.20 1,735.55 100 6450.00 - - - - - - - - - -
162,700 -1,500 40 - 1,575.00 -49.45 50 1,573.15 1,578.15 50 6500.00 600 0.40 0.50 2,550 0.10 0.50 87.19 37 -700 47,250
9,350 - - - - - 1,000 1,309.30 1,639.60 100 6550.00 - - - - - - - - - -
110,450 - 1 - 1,476.05 -44.95 50 1,472.90 1,476.95 50 6600.00 800 0.15 0.55 100 - - - - - 34,350
- - - - - - 1,000 1,217.35 1,543.60 100 6650.00 - - - - - - - - - -
200,750 - 3 - 1,377.45 -48.05 250 1,370.95 1,378.60 150 6700.00 3,000 0.15 0.60 500 - - - - - 44,950
- - - - - - 1,000 1,117.35 1,443.60 100 6750.00 - - - - - - - - - -
43,800 - - - - - 1,000 1,079.80 1,393.30 1,000 6800.00 4,000 0.20 0.50 5,250 - - - - - 34,550
100 - - - - - 1,000 1,025.45 1,347.65 100 6850.00 - - - - - - - - - 50
23,700 - - - - - 2,400 1,000.55 1,297.10 2,400 6900.00 4,700 0.15 0.50 6,000 - - - - - 41,100
- - - - - - 1,000 933.50 1,251.70 100 6950.00 - - - - - - - - - -
363,750 -2,750 57 - 1,075.05 -52.10 100 1,077.00 1,078.30 100 7000.00 10,050 0.40 0.45 350 0.05 0.45 59.16 100 -4,300 565,100
50 - - - - - 1,000 833.50 1,151.70 100 7050.00 10,000 0.05 2.00 10,000 - - - - - -
16,500 -50 9 - 979.30 -47.05 1,100 966.90 978.80 50 7100.00 8,000 0.50 0.55 17,850 0.05 0.55 54.46 2,429 -300 388,350
- - - - - - 1,000 741.70 1,055.75 100 7150.00 50 0.10 2.00 10,000 - - - - - 2,100
123,600 -50 2 - 878.35 -51.60 50 872.90 878.85 50 7200.00 12,450 0.50 0.55 7,000 -0.25 0.50 49.15 601 7,000 585,650
- - - - - - 1,000 670.00 956.25 2,000 7250.00 10,000 0.05 1.20 18,000 - - - - - 100
86,900 -650 406 - 778.95 -50.55 1,000 746.75 784.85 1,050 7300.00 20,700 0.50 0.55 2,050 -0.30 0.55 44.33 1,194 -1,200 878,600
- - - - - - 1,000 569.45 860.25 2,000 7350.00 3,000 0.20 1.20 18,000 - - - - - 3,200
291,450 -300 19 - 675.10 -50.50 50 674.20 678.70 100 7400.00 21,000 0.55 0.60 26,000 -0.30 0.60 39.41 653 6,100 1,034,700
- - - - - - 1,000 468.80 764.30 2,000 7450.00 2,000 0.50 0.90 5,000 - - - - - 11,300
419,600 -2,600 78 - 579.45 -48.35 50 575.35 578.75 50 7500.00 32,100 0.60 0.65 3,450 -0.35 0.65 34.38 5,436 -6,050 2,166,600
- - - - - - 1,000 368.20 664.30 2,000 7550.00 2,000 0.40 0.90 4,500 - - - - - 36,900
385,750 -15,050 1,581 - 477.10 -50.10 50 477.35 479.60 300 7600.00 58,650 0.65 0.70 27,750 -0.40 0.65 28.97 8,959 -13,950 2,732,450
3,050 - - - - - 50 275.05 568.35 2,000 7650.00 2,500 0.70 0.75 4,700 -0.45 0.75 26.74 132 550 75,150
268,200 50 142 - 379.65 -48.35 100 377.75 379.60 50 7700.00 50,050 0.75 0.80 46,100 -0.35 0.80 24.18 9,470 900 2,892,900
8,000 50 2 - 331.55 -27.00 500 290.00 468.30 50 7750.00 300 1.05 1.15 5,500 -0.30 1.05 22.22 693 5,300 252,400
561,950 -64,750 2,960 - 279.00 -50.85 150 278.95 280.40 900 7800.00 14,100 1.60 1.65 18,150 -0.20 1.60 20.64 15,972 -134,150 3,738,000
11,550 250 9 - 231.00 -46.75 500 220.00 321.95 500 7850.00 5,700 2.65 2.70 150 0.35 2.70 19.31 5,881 -17,150 726,350
1,280,900 3,350 2,353 11.72 184.30 -46.90 50 184.25 184.65 50 7900.00 5,850 4.65 4.70 12,350 1.00 4.70 17.97 33,083 54,100 5,217,700
119,650 -22,500 1,538 - 133.60 -45.20 50 135.30 137.95 1,100 7950.00 50 7.90 8.00 2,900 2.50 7.95 16.58 12,887 36,800 1,008,250
2,586,700 298,850 36,151 12.92 92.90 -44.50 250 92.85 93.00 50 8000.00 400 14.70 14.75 200 5.30 14.75 15.33 108,805 -314,750 8,112,550
758,700 73,300 10,212 12.40 54.80 -37.40 50 54.60 55.05 50 8050.00 300 25.85 26.05 900 9.85 25.85 13.86 22,016 -97,950 1,091,350
5,302,400 734,900 100,839 12.35 28.30 -29.95 150 28.20 28.35 300 8100.00 450 46.65 46.90 300 17.20 46.65 12.89 117,828 -561,800 4,819,450
1,904,700 281,850 28,324 12.30 11.85 -19.55 400 11.85 11.95 700 8150.00 100 77.05 77.70 100 27.45 77.45 11.71 7,999 -48,050 749,850
7,824,250 301,650 83,726 13.27 5.50 -9.65 2,950 5.45 5.50 6,600 8200.00 100 119.90 120.45 300 39.20 120.15 11.84 18,439 -179,350 1,327,050
1,638,550 33,500 14,242 13.95 2.25 -3.35 500 2.25 2.30 5,050 8250.00 50 163.70 167.95 250 44.50 166.00 - 231 -3,700 20,350
5,620,800 -114,500 32,373 15.10 1.15 -1.45 58,600 1.10 1.15 15,900 8300.00 50 214.40 215.40 50 49.00 214.75 - 1,331 -14,400 291,700
315,000 -48,300 1,574 16.46 0.65 -0.95 7,700 0.60 0.65 4,800 8350.00 50 261.55 265.45 200 - - - - - 2,950
2,993,000 -6,000 3,272 18.39 0.50 -0.50 19,250 0.45 0.50 35,700 8400.00 50 311.20 312.70 50 52.35 314.50 - 161 850 280,500
88,200 -500 10 17.46 0.10 -0.15 50,000 0.10 0.25 850 8450.00 1,000 201.00 539.05 50 - - - - - 5,750
1,702,450 -1,400 1,533 21.45 0.25 -0.10 77,600 0.20 0.25 13,450 8500.00 50 409.65 412.75 150 45.35 409.10 - 612 5,400 396,600
31,150 - - - - - 10,000 0.05 0.20 2,250 8550.00 1,000 291.80 639.45 100 - - - - - -
293,150 850 81 25.26 0.20 -0.10 10,200 0.15 0.25 14,700 8600.00 150 508.90 518.00 950 51.90 515.00 - 27 - 8,850
2,050 - - - - - - - - - 8650.00 1,000 387.75 758.40 100 - - - - - -
226,550 - - - - - 65,350 0.10 0.20 50 8700.00 2,350 560.15 745.25 2,350 - - - - - 350
50 - - - - - - - - - 8750.00 1,000 483.70 862.45 100 - - - - - -
238,650 -9,600 209 32.63 0.15 -0.10 10,950 0.15 0.20 29,600 8800.00 2,350 534.65 911.65 2,350 - - - - - -
- - - - - - - - - - 8850.00 1,000 583.70 962.45 100 - - - - - -
46,250 - - - - - 9,300 0.10 0.15 50 8900.00 1,350 634.85 1,011.35 1,350 - - - - - -
- - - - - - - - - - 8950.00 1,000 679.65 1,066.50 100 - - - - - -
645,900 50 4 40.36 0.15 -0.10 14,900 0.15 0.20 30,250 9000.00 50 908.85 913.30 750 56.85 914.55 - 7 50 314,950
- - - - - - - - - - 9050.00 1,000 775.60 1,170.55 100 - - - - - -
- - - - - - - - 1.80 1,000 9100.00 1,000 825.60 1,220.55 100 - - - - - -
- - - - - - - - - - 9150.00 1,000 875.60 1,270.55 100 - - - - - -
- - - - - - - - 3.00 2,000 9200.00 1,000 925.60 1,320.55 100 - - - - - -
50 - - - - - - - - - 9250.00 1,000 971.60 1,374.55 100 - - - - - 3,500
1,900 - - - - - - - 2.90 150 9300.00 250 1,175.00 1,233.00 200 - - - - - 50
- - - - - - - - - - 9350.00 1,000 1,071.60 1,474.55 100 - - - - - -
- - - - - - - - 3.05 1,000 9400.00 1,000 1,117.55 1,528.60 100 - - - - - -
- - - - - - - - - - 9450.00 1,000 1,167.55 1,578.60 100 - - - - - -
- - - - - - - - 3.05 1,000 9500.00 1,000 1,217.55 1,415.10 400 - - - - - 1,150
- - - - - - - - - - 9550.00 1,000 1,263.50 1,682.65 100 - - - - - -
- - - - - - - - 3.05 1,000 9600.00 1,000 1,313.50 1,732.65 100 - - - - - -
- - - - - - - - - - 9650.00 1,000 1,363.50 1,782.65 100 - - - - - -
250 - - - - - - - 3.05 1,000 9700.00 1,000 1,409.45 1,836.70 100 - - - - - -
- - - - - - - - - - 9800.00 1,000 1,509.45 1,936.70 100 - - - - - -
150 - - - - - - - 3.05 1,000 9900.00 1,000 1,605.40 2,040.70 100 - - - - - -
950 - - - - - 250 0.05 2.95 1,000 10000.00 50 1,910.00 1,913.65 100 55.00 1,915.00 81.10 4 -150 17,500
- - - - - - - - 3.05 1,000 10100.00 1,000 1,801.40 2,244.75 100 - - - - - -

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



  •  Highlighted options are in-the-money.