Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7946.85  As on Oct 01, 2014 13:40:05 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
87,050 -300 10 - 1,907.00 -11.95 50 1,909.10 1,916.00 50 6050.00 850 0.35 0.40 300 0.30 0.40 34.66 38 200 1,550
936,250 -950 57 - 1,865.00 -9.85 250 1,865.15 1,869.30 50 6100.00 3,950 0.35 0.40 6,000 -0.05 0.35 33.32 42 -350 18,850
- - - - - - 1,000 1,616.60 2,009.00 100 6150.00 500 0.20 2.00 500 - - - - - -
57,650 - 2 - 1,762.35 -8.20 250 1,764.60 1,768.35 100 6200.00 500 0.40 0.45 950 0.05 0.45 32.23 55 - 5,650
- - - - - - 1,000 1,524.60 1,857.00 100 6250.00 500 0.20 2.00 500 - - - - - -
32,850 400 10 - 1,668.95 6.25 600 1,663.25 1,667.95 200 6300.00 1,600 0.40 0.45 1,000 0.05 0.45 30.38 50 500 12,550
- - - - - - 1,000 1,424.60 1,757.00 100 6350.00 500 0.20 0.45 2,000 -0.05 0.45 29.46 163 -7,850 300
64,950 - - - - - 200 1,566.05 1,576.90 750 6400.00 500 0.45 0.50 700 - 0.45 28.55 300 - 11,600
- - - - - - 1,000 1,332.60 1,661.00 100 6450.00 500 0.20 2.00 500 - - - - - -
229,200 -250 8 - 1,471.60 25.55 150 1,468.25 1,471.50 50 6500.00 1,600 0.55 0.60 4,850 0.10 0.60 27.52 389 350 43,500
- - - - - - 1,000 1,232.60 1,561.00 100 6550.00 500 0.20 2.00 500 -0.35 1.00 28.10 10 500 500
97,250 50 8 - 1,357.70 -68.15 100 1,367.40 1,371.80 50 6600.00 4,500 0.55 0.60 500 0.05 0.55 25.46 1,401 2,600 30,850
- - - - - - 1,000 1,140.60 1,465.00 100 6650.00 500 0.20 2.00 500 - - - - - -
214,750 -50 10 - 1,262.10 12.00 100 1,268.65 1,272.15 50 6700.00 1,200 0.60 0.65 1,050 0.10 0.60 23.88 245 -800 48,800
17,550 - - - - - 1,000 1,048.60 1,369.00 100 6750.00 500 0.20 2.00 500 - - - - - -
44,850 - - - - - 100 1,169.00 1,174.45 100 6800.00 250 0.90 0.95 250 - 0.95 23.22 264 - 35,800
18,500 - - - - - 1,000 948.75 1,269.00 100 6850.00 10,000 0.50 2.50 500 - - - - - -
25,800 - 7 - 1,068.55 17.05 100 1,073.45 1,075.10 50 6900.00 100 1.55 1.60 1,150 0.20 1.55 22.67 369 4,550 60,300
32,400 - - - - - 1,000 856.95 1,173.00 100 6950.00 10,000 0.60 - - - - - - - -
276,700 1,400 63 - 976.10 -7.50 550 973.10 978.70 250 7000.00 250 1.80 1.85 850 0.05 1.80 21.14 1,871 24,100 786,300
9,850 - - - - - 1,000 765.65 1,077.00 100 7050.00 10,000 1.30 - - - - - - - -
26,250 -1,150 84 - 869.70 -5.60 100 876.55 879.70 100 7100.00 400 2.20 2.25 100 0.05 2.25 19.78 7,203 185,600 715,700
- - - - - - 1,000 665.65 977.00 100 7150.00 10,000 1.20 - - - - - - - -
90,350 -300 13 - 765.45 -23.70 100 776.10 783.35 50 7200.00 50 2.60 2.70 400 -0.25 2.60 18.16 3,252 16,250 593,150
- - - - - - 1,000 569.55 881.00 100 7250.00 9,750 2.10 - - - - - - - 1,400
70,850 -100 28 - 672.95 -18.40 9,950 680.00 684.00 50 7300.00 2,200 3.55 3.60 1,300 -0.25 3.60 16.98 6,944 17,200 739,100
- - - - - - 1,000 470.30 781.00 100 7350.00 500 4.05 4.50 6,500 -2.45 4.50 16.54 10 - 4,950
247,550 -4,600 239 - 581.35 -15.25 50 582.80 585.55 50 7400.00 1,100 5.30 5.40 7,250 -0.55 5.35 15.94 23,018 -60,900 1,331,000
- - - - - - 1,000 377.55 685.00 100 7450.00 10,450 6.35 7.50 6,000 -0.75 7.50 15.85 56 250 16,150
317,150 -18,300 524 - 492.70 -7.90 50 488.05 491.70 100 7500.00 350 9.10 9.20 10,650 -1.15 9.10 15.31 56,014 834,300 3,886,900
- - - - - - 500 432.70 452.55 500 7550.00 500 12.00 12.85 500 -0.45 12.90 15.29 195 -3,950 30,650
396,200 1,400 515 - 396.95 -12.75 9,950 396.50 398.80 100 7600.00 850 16.45 16.65 1,750 -1.00 16.65 14.97 47,490 252,650 3,208,900
350 - - - - - 9,950 345.50 363.20 500 7650.00 100 21.75 22.50 10,000 0.15 22.35 14.87 2,541 32,500 168,800
522,150 10,850 1,336 9.55 314.95 -3.60 50 310.75 313.35 50 7700.00 200 29.05 29.15 950 -0.80 29.10 14.68 77,653 174,250 4,241,800
500 - - - - - 500 265.65 279.75 500 7750.00 300 37.50 37.90 500 -0.65 37.85 14.45 2,847 -22,150 151,850
657,650 17,700 1,949 10.77 232.45 -8.05 50 232.30 233.45 50 7800.00 50 48.40 48.50 550 -0.10 48.50 14.36 81,875 477,600 6,038,100
7,300 800 76 10.83 196.00 -6.00 50 194.80 199.60 50 7850.00 9,950 60.25 61.00 400 -0.40 60.40 14.04 5,136 20,850 298,000
1,098,900 87,800 12,230 11.08 162.95 -8.00 50 162.35 163.05 50 7900.00 500 76.35 76.60 850 1.20 76.60 13.95 121,502 294,300 5,551,600
82,850 12,550 1,272 11.18 132.65 -6.95 100 131.55 132.65 100 7950.00 50 93.75 94.70 100 0.95 93.55 13.63 5,745 44,750 274,900
3,542,250 438,100 84,842 11.00 103.60 -6.20 200 103.30 103.65 500 8000.00 50 115.65 115.80 50 3.00 116.00 13.56 68,435 67,500 3,994,250
248,150 51,500 4,571 10.99 80.25 -5.20 150 80.00 80.80 450 8050.00 400 139.70 140.95 50 4.95 142.20 13.60 1,291 350 83,050
4,983,350 384,350 102,947 10.91 59.90 -4.30 100 59.85 60.00 50 8100.00 50 168.55 169.15 50 4.25 168.15 13.21 11,469 4,350 1,413,300
358,100 60,050 3,779 10.82 43.65 -3.85 50 43.45 43.95 100 8150.00 9,950 200.40 203.55 9,950 9.85 206.30 13.91 96 -450 33,100
5,700,050 221,150 109,834 10.85 31.40 -2.65 250 31.40 31.50 400 8200.00 50 237.30 238.45 50 6.40 238.00 13.48 2,680 4,400 958,400
277,150 41,650 3,739 10.80 21.80 -2.20 5,550 21.35 21.75 400 8250.00 9,950 275.40 280.00 7,150 -12.50 288.45 15.30 26 - 5,650
4,311,750 52,200 79,696 10.86 15.10 -1.55 900 15.00 15.10 450 8300.00 500 319.00 321.45 4,550 11.20 319.00 13.91 622 1,700 721,400
101,100 -50 1,726 10.84 10.00 -0.70 3,950 9.75 10.10 50 8350.00 500 358.05 376.95 500 - - - - - 550
2,692,250 193,000 48,634 10.96 6.80 -0.85 700 6.80 6.85 450 8400.00 50 406.70 412.10 500 8.75 408.65 14.99 446 -8,000 220,000
36,800 350 461 11.05 4.50 -0.60 2,750 4.35 4.55 100 8450.00 250 285.10 631.00 100 - - - - - 300
2,540,250 76,000 12,057 11.24 3.10 -0.45 1,150 3.05 3.15 2,300 8500.00 50 502.15 505.85 200 5.70 502.10 16.13 335 -2,100 474,450
1,100 - 1 10.58 1.25 -1.40 500 1.25 2.95 9,950 8550.00 1,000 381.00 735.45 100 - - - - - -
1,066,950 -6,800 2,478 11.68 1.50 -0.20 5,900 1.40 1.50 2,800 8600.00 300 598.85 605.45 100 13.15 607.10 19.89 4 50 7,900
1,950 - - - - - 500 0.65 3.70 500 8650.00 1,000 463.50 839.45 100 - - - - - -
268,700 2,950 135 12.59 1.00 -0.10 3,050 0.90 1.00 3,500 8700.00 2,050 647.45 740.65 1,950 - - - - - -
1,150 - - - - - 50 0.50 5.80 1,000 8750.00 1,000 563.00 939.45 100 - - - - - -
252,400 - 5,249 13.72 0.80 -0.05 37,950 0.75 0.85 52,150 8800.00 2,050 747.45 830.65 2,150 - - - - - 200
- - - - - - 10,000 0.15 3.95 500 8850.00 1,000 660.20 1,043.45 100 - - - - - 5,250
85,450 - - - - - 1,000 0.65 0.85 3,000 8900.00 3,300 847.45 930.65 1,950 - - - - - -
- - - - - - 10,000 0.10 2.95 500 8950.00 1,000 760.20 1,143.45 100 - - - - - 18,100
796,250 -16,350 8,943 16.31 0.70 -0.10 84,700 0.65 0.70 30,950 9000.00 200 995.20 998.25 200 12.30 995.95 25.96 135 150 378,200
- - - - - - - - - - 9050.00 1,000 855.00 1,247.45 100 - - - - - 18,500
750 - - - - - - - 1.85 900 9100.00 1,000 1,047.40 1,130.70 1,000 - - - - - -
- - - - - - - - - - 9150.00 1,000 961.20 1,351.45 100 - - - - - 9,150
- - - - - - - - - - 9200.00 1,000 1,137.40 1,230.70 1,000 - - - - - -
- - - - - - - - - - 9250.00 1,000 1,061.20 1,451.45 100 - - - - - 18,100
- - - - - - - - - - 9300.00 1,000 1,227.40 1,330.70 1,000 - - - - - -
- - - - - - - - - - 9350.00 1,000 1,161.50 1,555.45 100 - - - - - -
- - - - - - - - - - 9400.00 1,000 1,327.40 1,430.70 1,000 - - - - - -
- - - - - - - - - - 9450.00 1,000 1,261.50 1,659.45 100 - - - - - -
21,950 200 9 21.02 0.30 -0.25 9,700 0.25 0.50 200 9500.00 100 1,487.10 1,494.95 50 18.50 1,500.00 38.25 15 300 122,850
- - - - - - - - - - 9550.00 1,000 1,343.00 1,759.45 100 - - - - - -
- - - - - - - - - - 9600.00 1,000 1,389.00 1,813.45 100 - - - - - -
- - - - - - - - - - 9650.00 1,000 1,439.00 1,863.45 100 - - - - - -

Top

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



  •  Highlighted options are in-the-money.