Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8937.75  As on Mar 05, 2015 15:30:30 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
58,875 - - - - - 1,500 4,694.65 4,767.90 250 4200.00 - - - - - - - - - 500
- - - - - - 1,000 4,290.85 5,004.85 100 4300.00 - - - - - - - - - -
- - - - - - 1,000 4,190.65 4,905.85 100 4400.00 - - - - - - - - - -
500 - - - - - 1,500 4,394.65 4,507.55 1,500 4500.00 - - - - - - - - - -
- - - - - - 1,000 3,990.15 4,707.85 100 4600.00 - - - - - - - - - -
- - - - - - 1,000 3,889.95 4,608.85 100 4700.00 - - - - - - - - - -
- - - - - - 1,000 3,789.70 4,509.90 100 4800.00 - - - - - - - - - -
- - - - - - 1,000 3,689.50 4,410.90 100 4900.00 - - - - - - - - - -
345,450 - 79 - 3,955.00 28.70 75 3,955.00 3,974.80 50 5000.00 - - 3.00 3,675 - - - - - 3,675
- - - - - - 1,000 3,489.00 4,212.90 100 5100.00 - - - - - - - - - -
- - - - - - 1,000 3,388.70 4,113.90 100 5200.00 - - - - - - - - - -
- - - - - - 1,000 3,288.50 4,014.90 100 5300.00 - - - - - - - - - -
- - - - - - 1,000 3,188.20 3,915.90 100 5400.00 - - - - - - - - - -
11,100 - 1 - 3,450.00 15.00 1,500 3,414.65 3,507.55 1,500 5500.00 - - - - - - - - - -
50 - - - - - 1,500 3,314.65 3,407.55 1,500 5600.00 - - - - - - - - - -
- - - - - - 1,500 3,214.65 3,307.55 1,500 5700.00 - - - - - - - - - -
- - - - - - 1,500 3,114.65 3,207.55 1,500 5800.00 - - - - - - - - - -
- - - - - - 1,500 3,014.65 3,107.55 1,500 5900.00 - - - - - - - - - -
30,525 -275 44 - 2,947.55 10.15 250 2,955.05 2,974.85 250 6000.00 500 0.10 3.00 2,000 - - - - - 550
50 - - - - - 1,500 2,819.65 2,907.55 1,500 6100.00 500 0.10 - - - - - - - -
150 - - - - - 1,500 2,719.65 2,807.55 1,500 6200.00 500 0.10 - - - - - - - -
225 - - - - - 1,500 2,619.65 2,707.55 1,500 6300.00 500 0.10 3.00 2,000 - - - - - -
- - - - - - 1,500 2,519.65 2,607.55 1,500 6400.00 500 0.10 3.00 2,000 - - - - - -
27,100 - - - - - 250 2,450.15 2,507.40 250 6500.00 500 0.20 3.00 2,000 - - - - - -
237,075 -50 12 58.15 2,381.05 56.10 100 2,355.30 2,372.85 100 6600.00 250 0.50 0.75 2,700 -0.20 0.50 44.94 24 -500 10,050
150 - - - - - 1,000 1,979.55 2,473.15 2,000 6650.00 500 0.20 - - - - - - - -
302,900 - 17 - 2,273.65 30.65 250 2,255.35 2,268.90 125 6700.00 375 0.35 0.75 125 -0.75 0.35 41.55 37 -675 4,000
- - - - - - 1,000 1,879.55 2,373.00 100 6750.00 500 0.20 - - - - - - - -
59,200 -200 12 61.69 2,190.35 30.35 25 2,153.50 2,184.90 250 6800.00 875 0.55 1.45 1,075 - 1.45 45.62 7 -150 1,400
- - - - - - 1,000 1,788.45 2,340.50 100 6850.00 500 0.20 - - - - - - - -
9,000 - - - - - 1,500 2,034.65 2,107.55 1,500 6900.00 100 0.45 1.35 400 - - - - - 675
- - - - - - 1,000 1,697.35 2,182.50 100 6950.00 500 0.20 - - - - - - - -
477,050 725 2,129 - 1,973.55 28.55 25 1,964.10 1,982.55 250 7000.00 225 1.05 1.25 275 0.15 1.05 39.88 2,179 -7,300 51,050
- - - - - - 1,000 1,597.35 2,082.00 100 7050.00 500 0.20 - - - - - - - -
9,150 -475 23 - 1,870.10 12.90 50 1,860.10 1,906.70 1,500 7100.00 25 0.80 1.75 2,450 0.50 1.55 39.50 44 -475 9,350
- - - - - - 1,000 1,506.25 1,982.00 100 7150.00 500 0.20 - - - - - - - -
96,325 -250 14 - 1,701.20 -38.90 1,500 1,735.95 1,808.65 1,500 7200.00 2,000 1.30 1.70 4,875 0.05 1.50 37.25 88 -2,025 26,350
- - - - - - 1,000 1,406.25 1,886.50 100 7250.00 7,000 0.25 - - - - - - - -
8,775 200 13 - 1,597.95 -62.15 1,500 1,636.25 1,709.55 1,500 7300.00 500 2.00 2.15 1,000 0.50 2.00 36.40 432 -100 28,550
- - - - - - 1,000 1,315.15 1,786.50 100 7350.00 7,000 0.25 - - - - - - - -
8,125 - - - - - 1,500 1,536.65 1,609.95 1,500 7400.00 2,500 2.00 2.60 5,000 0.10 1.65 33.48 165 -3,050 122,100
- - - - - - 1,000 1,215.15 1,691.00 100 7450.00 7,000 0.25 - - - - - - - -
223,625 -2,700 278 - 1,472.10 26.10 25 1,466.40 1,480.85 250 7500.00 125 2.30 2.55 750 0.55 2.55 33.10 5,083 -9,500 765,875
- - - - - - 1,000 1,124.05 1,591.00 100 7550.00 7,000 0.30 - - - - - - - 25
82,450 275 58 - 1,367.50 26.10 25 1,369.50 1,374.90 125 7600.00 1,000 2.50 2.80 200 0.40 2.70 31.28 8,698 -5,300 518,100
- - - - - - 1,000 1,024.05 1,495.50 100 7650.00 7,000 0.50 - - - - - - - 175
19,325 -100 9 - 1,270.00 -0.10 1,500 1,238.75 1,309.80 1,500 7700.00 1,700 2.70 2.80 450 0.35 2.90 29.28 14,874 -10,925 681,025
- - - - - - 1,000 932.95 1,400.15 2,000 7750.00 7,000 0.35 - - - - - - - -
22,675 -1,225 177 - 1,142.80 -2.95 1,500 1,137.45 1,208.20 1,500 7800.00 2,550 2.70 2.85 1,050 0.05 2.95 27.34 8,585 6,725 829,250
- - - - - - 1,000 841.85 1,300.15 2,000 7850.00 7,000 0.80 - - - - - - - -
17,400 -100 44 - 1,060.65 13.45 25 1,070.60 1,081.05 25 7900.00 500 2.75 2.90 1,050 -0.45 2.80 25.02 28,086 -61,875 934,900
- - - - - - 1,000 741.85 1,204.65 2,000 7950.00 7,000 0.80 - - - - - - - -
762,375 3,075 2,324 - 974.90 22.10 125 973.00 979.80 50 8000.00 125 2.85 2.90 175 -0.65 2.90 22.95 41,080 12,525 3,238,525
25 - - - - - 1,000 649.85 986.00 100 8050.00 100 1.00 5.95 500 0.70 4.00 23.05 21 25 2,525
72,800 -975 203 - 872.60 30.50 150 872.00 879.35 25 8100.00 975 3.00 3.20 2,750 -1.00 3.10 21.04 36,207 52,425 1,353,925
- - - - - - 1,000 548.45 888.25 1,000 8150.00 200 1.00 6.00 500 - - - - - 500
78,900 -2,575 274 - 780.70 23.60 25 776.95 785.00 25 8200.00 50 3.60 3.90 3,050 -1.60 3.90 19.62 58,782 -39,725 1,167,600
- - - - - - 1,000 455.75 788.80 1,500 8250.00 500 4.00 6.90 500 -2.95 4.30 18.86 37 425 2,275
202,425 -7,375 787 - 680.00 31.70 25 676.90 687.25 50 8300.00 50 4.75 5.25 25 -2.40 5.35 18.37 96,647 35,925 1,607,075
25 - - - - - 1,000 356.00 689.25 1,500 8350.00 975 4.85 6.50 1,000 -7.90 5.05 17.10 376 950 12,450
127,200 -9,625 634 - 581.00 15.00 25 579.25 605.00 25 8400.00 50 7.30 7.65 425 -5.35 7.05 17.27 108,898 96,100 2,094,250
- - - - - - 1,000 269.00 595.65 800 8450.00 500 7.50 13.00 500 -5.10 10.00 17.03 567 -4,125 21,625
651,550 -25,200 4,253 12.61 490.25 27.10 25 488.05 492.90 25 8500.00 4,725 12.00 12.40 25 -7.60 12.00 16.54 247,680 87,075 4,446,550
300 - - - - - 50 434.05 499.70 1,500 8550.00 50 13.85 16.30 100 -8.80 16.00 16.28 1,872 10,950 31,350
257,550 36,250 3,400 11.85 393.90 17.10 50 394.00 401.40 25 8600.00 850 19.00 19.55 50 -10.90 19.00 15.67 300,959 145,950 3,165,075
12,075 325 51 - 325.85 -1.75 50 341.85 407.75 50 8650.00 50 21.05 26.40 50 -11.80 25.35 15.50 4,661 16,825 88,125
525,000 2,550 13,473 13.53 310.00 14.95 25 307.50 312.00 75 8700.00 25 31.10 31.95 250 -14.70 31.10 15.04 434,855 340,575 3,432,450
12,925 -600 280 12.80 266.55 15.50 125 260.05 287.70 150 8750.00 50 37.65 40.65 100 -15.90 40.35 14.76 10,164 -10,750 131,075
1,049,200 43,625 54,029 13.42 231.05 11.15 250 231.15 233.60 50 8800.00 1,400 50.55 50.90 25 -19.00 50.55 14.54 642,195 533,075 4,564,675
26,800 -1,750 1,862 13.50 197.20 5.55 50 191.80 198.40 25 8850.00 50 61.15 63.00 2,700 -21.30 63.00 14.13 12,268 20,525 102,800
1,572,750 278,875 239,457 13.13 161.70 7.75 100 162.00 163.45 25 8900.00 500 78.10 78.65 150 -23.00 78.65 13.87 665,638 545,400 2,477,275
61,425 7,625 10,627 13.01 132.00 -2.35 75 131.50 134.00 75 8950.00 50 96.95 100.00 75 -20.75 100.00 13.62 8,942 675 97,750
4,587,825 542,500 719,667 12.98 106.30 5.70 1,000 106.30 106.50 925 9000.00 1,300 120.00 120.80 25 -24.60 121.40 13.54 269,826 -160,550 2,136,275
105,000 30,000 13,720 12.79 83.00 3.10 75 81.00 83.00 75 9050.00 50 140.25 154.85 50 -25.70 145.60 13.70 2,404 -12,925 42,875
3,995,975 323,525 738,967 12.56 62.45 1.45 50 62.45 63.00 1,575 9100.00 25 174.10 175.35 25 -28.75 174.10 12.94 57,964 -156,475 421,275
168,175 19,250 16,921 12.47 46.25 0.55 5,425 46.25 48.00 275 9150.00 50 190.05 229.05 125 -29.95 207.40 12.73 255 -2,875 3,250
4,250,200 190,850 539,188 12.42 34.40 0.60 625 34.40 34.50 850 9200.00 125 241.05 245.00 375 -33.70 242.10 12.48 16,404 -14,050 344,750
92,675 5,050 5,354 12.22 23.30 - 50 20.10 25.00 150 9250.00 1,500 263.00 415.00 100 - - - - - 75
3,527,850 433,325 427,120 12.34 17.10 0.50 25 16.95 17.00 25 9300.00 50 311.35 327.75 25 -32.90 321.95 12.28 4,948 -17,925 258,025
81,975 7,425 4,331 12.22 10.85 -0.05 925 10.85 11.75 300 9350.00 1,500 345.00 661.00 100 - - - - - -
2,730,425 -803,400 273,514 12.50 8.30 0.80 1,450 8.30 8.40 1,000 9400.00 25 413.25 425.10 25 -26.85 417.25 12.88 1,689 -15,475 72,725
17,825 -1,575 1,069 13.13 6.95 1.60 50 5.05 6.95 50 9450.00 1,500 434.00 762.65 100 - - - - - -
3,053,150 -157,675 167,019 13.05 4.35 0.50 11,500 4.30 4.60 3,325 9500.00 25 504.90 508.85 50 -37.80 506.05 - 6,470 -12,950 770,700
7,775 -1,600 219 12.95 2.80 -1.70 100 2.20 4.00 25 9550.00 1,000 451.15 860.65 100 - - - - - -
517,475 -172,575 34,288 13.75 2.75 0.40 150 2.70 3.00 100 9600.00 25 601.70 610.90 25 -33.80 601.80 - 53 225 3,725
5,550 -50 2 13.48 1.50 -2.50 100 0.50 3.50 100 9650.00 1,000 546.45 962.60 100 - - - - - -
423,325 -22,050 13,424 14.69 1.75 0.10 650 1.75 1.90 950 9700.00 1,975 691.20 730.55 25 -30.20 706.60 12.35 281 5,025 7,600
50 - - - - - 7,000 0.35 8.90 1,000 9750.00 1,000 645.45 1,062.60 100 - - - - - -
229,900 -93,050 15,601 15.97 1.50 -0.10 1,125 1.35 1.75 2,000 9800.00 25 799.10 834.60 25 -46.90 788.10 - 7 -50 1,500
100 - 4 20.43 5.55 -3.50 100 0.40 5.55 900 9850.00 1,000 741.00 1,167.05 100 - - - - - -
168,600 -1,675 12,367 17.17 1.25 -0.10 700 1.25 1.40 950 9900.00 1,500 853.70 936.70 1,500 - - - - - 25
- - - - - - 7,000 0.15 - - 9950.00 1,000 841.00 1,267.05 100 - - - - - -
777,650 -1,000 20,066 18.42 1.10 -0.15 2,000 1.05 1.10 400 10000.00 25 997.15 1,003.05 25 -32.10 1,000.60 - 1,826 27,700 511,925
- - - - - - 7,000 0.05 - - 10050.00 1,000 936.55 1,371.50 100 - - - - - -
3,425 850 267 19.46 0.90 0.25 1,400 0.75 0.95 1,575 10100.00 100 1,040.00 1,143.95 1,000 - - - - - -
- - - - - - 7,000 0.05 - - 10150.00 1,000 1,032.10 1,475.95 100 - - - - - -
5,000 4,975 201 21.15 1.00 0.50 5,000 0.15 1.20 2,500 10200.00 100 1,130.00 1,243.95 1,000 - - - - - -
- - - - - - 7,000 0.05 - - 10250.00 1,000 1,132.10 1,575.95 100 - - - - - -
- - - - - - 1,000 0.10 1.50 1,000 10300.00 100 1,230.00 1,343.95 1,000 - - - - - -
- - - - - - 7,000 0.05 - - 10350.00 1,000 1,227.65 1,680.40 100 - - - - - -
- - - - - - 500 0.10 1.50 1,000 10400.00 100 1,325.00 1,443.95 1,000 - - - - - -
- - - - - - 7,000 0.05 - - 10450.00 1,000 1,327.65 1,780.40 100 - - - - - -
525 -25 31 21.67 0.20 - 2,625 0.20 0.70 25 10500.00 1,500 1,422.45 1,535.35 1,500 54.50 1,537.30 45.21 5 100 2,125
- - - - - - 500 0.10 1.00 1,000 10600.00 100 1,525.00 1,643.95 1,000 - - - - - -
- - - - - - 500 0.10 1.00 1,000 10700.00 100 1,625.00 1,743.95 1,000 - - - - - -
- - - - - - 500 0.10 1.00 1,000 10800.00 100 1,725.00 1,843.95 1,000 - - - - - -
- - - - - - 500 0.10 1.00 1,000 10900.00 100 1,815.00 1,943.95 1,000 - - - - - -
6,525 175 50 30.09 0.55 0.05 125 0.40 0.60 1,000 11000.00 250 1,980.05 2,035.30 250 -42.35 1,984.40 - 19 350 30,225

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



  •  Highlighted options are in-the-money.