Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7823.00  As on Sep 03, 2015 15:30:15 IST
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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
19,925 - 26 - 2,525.00 117.50 1,000 2,456.75 2,557.35 1,500 5300.00 100 0.25 2.95 100 -1.40 0.20 - - - 625
- - - - - - 1,000 2,356.75 2,457.35 1,500 5400.00 1,000 0.10 2.90 1,000 - - - - - -
43,500 1,175 106 - 2,327.00 110.20 25 2,322.50 2,331.45 50 5500.00 2,000 0.40 1.50 75 - 1.95 - - - 4,900
50 - - - 2,180.00 - 1,000 2,156.75 2,257.35 1,500 5600.00 10,000 0.05 - - - - - - - -
- - - - - - 1,000 2,056.75 2,157.35 1,500 5700.00 10,000 0.05 - - - - - - - -
- - - - - - 1,000 1,956.75 2,057.35 1,500 5800.00 10,000 0.05 - - - - - - - -
- - - - - - 1,000 1,856.75 1,957.35 1,500 5900.00 5,000 0.10 3.00 4,000 - - - - - -
187,625 -4,175 931 - 1,833.40 117.60 25 1,826.50 1,836.60 50 6000.00 1,000 2.10 2.45 1,000 -0.75 2.05 46.96 2,186 3,450 167,025
- - - - - - 1,000 1,667.85 1,760.05 1,500 6100.00 2,000 1.10 2.70 500 - 3.00 - - - 650
50 - 2 - 1,651.00 -494.00 1,000 1,568.25 1,660.35 1,500 6200.00 150 1.50 3.00 50 -1.20 3.00 43.94 3 -50 225
- - - - - - 1,000 889.40 2,090.10 100 6250.00 16,000 0.10 - - - - - - - -
50 - 2 - 1,545.00 -495.00 1,500 1,471.00 1,560.85 1,500 6300.00 50 2.50 3.50 300 -0.25 3.50 42.20 7 - 2,975
- - - - - - 1,000 1,203.70 1,625.50 100 6350.00 16,025 0.10 - - - - - - - -
- - - - - - 2,500 1,377.00 1,461.30 1,500 6400.00 100 3.55 3.95 100 -1.55 3.60 39.73 2,545 10,250 40,350
- - - - - - 1,000 1,111.45 1,529.50 100 6450.00 16,000 0.20 - - - - - - - -
152,975 -1,100 365 - 1,331.70 96.70 100 1,330.60 1,337.65 100 6500.00 50 4.45 4.60 25 -2.00 4.60 38.47 25,501 4,650 547,350
- - - - - - 1,000 1,020.70 1,429.50 100 6550.00 275 2.15 - - -2.45 5.10 37.72 16 400 400
2,250 - 1 - 1,190.75 -159.25 1,500 1,184.60 1,261.25 1,500 6600.00 2,100 5.10 5.60 400 -3.70 5.55 36.86 25,114 19,500 297,000
- - - - - - 1,000 919.20 1,333.50 100 6650.00 400 5.10 - - - - - - - -
1,450 - - - 1,030.00 - 1,500 1,086.50 1,161.95 1,500 6700.00 675 7.25 7.35 200 -5.65 7.25 35.70 25,543 -22,675 302,100
- - - - - - 1,000 830.95 1,199.50 100 6750.00 400 5.10 10.00 250 -12.00 8.00 34.90 5 -125 50
14,275 -25 8 - 1,044.40 93.95 1,500 987.95 1,062.00 25 6800.00 50 9.80 9.85 50 -7.55 9.80 34.76 38,741 23,425 546,950
- - - - - - 25 881.00 1,137.50 100 6850.00 3,000 6.65 - - 10.80 12.10 34.71 5 125 125
1,750 - 2 - 930.55 74.00 1,500 892.35 969.00 1,500 6900.00 150 13.65 14.00 1,500 -9.00 13.65 34.05 36,974 17,900 323,475
- - - - - - 25 801.00 1,008.95 25 6950.00 400 6.10 - - - - - - - -
681,975 10,950 3,585 - 849.05 84.85 25 848.50 853.40 25 7000.00 50 18.75 18.80 1,000 -11.00 18.70 33.28 136,048 252,225 2,274,525
200 - - - 920.00 - 25 721.05 898.95 25 7050.00 300 17.70 25.95 300 -1.55 29.00 35.39 210 275 1,900
406,875 -2,250 224 - 762.10 88.35 50 755.60 766.50 50 7100.00 50 25.10 26.00 1,650 -13.80 25.75 32.62 93,391 53,025 1,196,000
75 - - - 900.00 - 25 631.05 798.95 25 7150.00 300 26.40 43.80 500 -16.65 30.00 32.26 190 -1,650 8,700
111,375 -1,050 393 17.15 666.00 91.75 25 666.70 670.00 25 7200.00 350 34.20 34.80 8,950 -19.05 34.20 31.72 193,334 852,175 3,032,350
- - - - - - 25 541.05 728.95 25 7250.00 250 36.65 43.75 300 -22.20 39.00 31.19 295 525 17,300
116,700 -7,225 679 21.86 578.45 82.70 25 576.95 582.95 25 7300.00 7,000 44.20 45.20 25 -25.65 44.70 30.71 190,733 475,375 2,013,200
- - - - - - 25 451.05 629.00 50 7350.00 25 51.35 54.30 300 -29.65 49.50 29.87 332 -975 12,100
152,925 -2,150 910 22.35 491.00 71.35 25 490.65 494.95 25 7400.00 25 57.10 57.90 1,000 -34.20 56.90 29.43 261,510 193,000 3,142,050
- - - - - - 25 381.05 549.00 50 7450.00 50 66.00 66.50 25 -35.35 66.50 29.22 333 1,600 6,275
822,975 -38,375 10,182 23.24 412.05 61.60 1,100 412.00 414.20 100 7500.00 425 74.70 75.00 1,200 -42.30 75.00 28.60 430,696 315,725 4,214,250
250 25 2 23.88 376.85 -11.15 50 319.20 428.95 25 7550.00 200 80.00 88.95 300 -53.85 80.00 27.21 746 2,150 7,550
369,750 18,050 15,904 23.05 335.15 54.30 50 334.20 337.55 25 7600.00 1,675 97.60 97.70 25 -51.30 97.60 27.70 279,411 238,925 3,387,575
2,075 1,400 125 23.22 301.20 56.85 200 287.60 307.10 50 7650.00 50 109.50 112.00 25 -56.25 111.35 27.30 2,449 9,175 26,950
805,400 38,175 55,265 22.81 265.50 44.55 50 263.60 265.50 1,750 7700.00 50 125.50 125.90 25 -61.10 125.45 26.73 242,897 -84,325 2,142,950
36,625 -5,175 2,627 24.25 244.95 52.30 100 230.25 244.60 150 7750.00 50 141.85 143.30 25 -68.85 143.15 26.43 6,212 -14,350 45,525
1,578,000 187,550 193,522 22.37 202.80 32.65 175 201.05 203.25 25 7800.00 25 160.80 161.95 325 -71.80 161.95 26.02 255,721 49,725 4,601,850
66,650 16,200 5,851 21.84 172.45 24.95 50 172.45 175.00 200 7850.00 200 179.60 181.50 25 -85.35 180.20 25.29 2,191 13,825 145,925
1,772,425 132,800 254,926 21.51 146.00 19.50 25 145.20 146.00 2,650 7900.00 25 203.60 204.65 25 -83.45 203.10 24.91 86,455 220,350 2,686,000
71,725 7,975 3,216 21.14 121.70 13.25 200 121.30 122.55 400 7950.00 1,000 219.35 229.85 50 -89.95 225.80 24.22 1,063 3,250 45,650
3,485,925 525 449,007 20.79 100.00 9.45 2,350 99.80 99.85 375 8000.00 100 256.60 256.65 475 -94.95 256.60 24.33 65,482 -96,150 4,373,150
79,050 6,100 3,624 20.52 81.40 4.65 75 81.40 81.85 150 8050.00 1,000 274.90 286.60 50 -98.65 285.50 23.89 62 -200 26,950
2,987,325 204,725 340,069 20.16 64.70 2.35 50 64.70 64.80 700 8100.00 200 315.75 319.70 50 -108.55 312.55 22.84 18,039 -89,075 1,351,625
87,925 6,550 5,096 20.00 51.50 0.40 25 51.50 51.85 150 8150.00 1,000 342.00 614.60 150 -85.95 377.05 27.24 8 - 4,675
4,462,350 713,250 405,863 19.66 39.50 -2.10 25 39.30 39.50 16,700 8200.00 25 390.60 392.90 150 -111.05 390.55 23.47 9,068 -3,700 1,452,475
204,275 17,350 11,453 19.58 30.80 -2.90 50 30.25 30.95 400 8250.00 150 348.15 442.80 50 -104.80 445.20 26.20 3 - 18,675
2,862,800 19,975 257,520 19.21 22.55 -4.20 425 22.55 22.95 250 8300.00 25 469.80 472.90 50 -105.90 472.00 23.70 4,919 -58,975 912,150
54,025 1,475 1,326 19.15 17.05 -4.25 25 17.05 18.00 50 8350.00 100 495.90 598.95 25 -8.15 544.00 29.70 2 - 3,275
2,720,025 288,750 212,537 19.27 13.25 -3.75 50 13.30 13.40 625 8400.00 25 558.05 561.15 25 -121.05 558.35 23.96 1,380 -20,350 802,575
33,400 4,200 617 19.17 9.70 -3.90 525 9.20 11.00 825 8450.00 25 541.05 698.95 25 -2.00 640.00 32.46 5 - 1,575
4,708,700 181,900 153,634 19.91 8.65 -1.95 50 8.30 8.50 50 8500.00 25 650.15 653.25 25 -119.05 649.35 24.51 1,853 -15,150 872,500
35,100 225 329 19.82 6.30 -2.40 75 6.30 6.95 25 8550.00 25 641.05 768.95 50 - 799.80 - - - 5,850
1,606,425 -127,875 83,762 20.05 4.95 -1.30 2,025 4.80 5.35 50 8600.00 1,650 744.35 750.40 50 -104.20 749.40 27.37 1,104 -20,250 337,075
25,350 1,125 141 20.41 4.05 -1.55 25 3.75 4.05 25 8650.00 100 703.50 1,073.05 100 - 660.00 - - - 50
1,582,975 27,650 89,512 20.34 2.90 -0.80 8,500 2.90 3.05 100 8700.00 50 839.45 846.50 100 -104.70 840.80 26.94 123 -25 226,300
3,875 - 10 21.93 3.50 -1.50 1,000 3.00 3.45 100 8750.00 100 796.60 1,175.95 100 - 949.00 - - - 25
1,697,325 -25,900 57,910 22.16 2.80 -0.25 4,375 2.85 2.90 2,500 8800.00 25 939.20 943.40 50 -100.55 944.00 30.87 349 800 273,400
1,825 150 256 23.34 3.00 0.70 5,000 1.75 3.45 100 8850.00 1,000 892.10 1,270.80 100 - 870.00 - - - 300
1,910,800 -6,875 44,684 24.04 2.80 - 75 2.75 2.85 3,600 8900.00 25 1,038.30 1,043.10 200 -108.70 1,040.90 32.14 284 -4,500 135,000
800 275 31 25.57 3.30 -1.70 5,000 1.05 3.35 100 8950.00 1,000 992.15 1,370.80 100 - 950.00 - - - 200
2,657,325 -14,225 32,709 25.33 2.40 - 19,550 2.30 2.40 3,725 9000.00 50 1,134.50 1,143.45 125 -104.00 1,143.00 35.60 1,605 8,950 796,500
- - - - - - 1,000 0.70 4.00 100 9050.00 1,000 1,088.00 1,484.70 100 - - - - - -
919,400 -10,825 20,681 26.63 2.10 0.05 500 1.95 2.25 550 9100.00 1,000 1,195.70 1,267.65 1,500 -93.15 1,225.00 20.71 96 -2,075 49,425
- - - - - - 10,000 0.25 3.85 50 9150.00 1,000 1,187.50 1,584.70 100 - - - - - -
376,825 -4,100 9,618 27.59 1.70 0.05 1,050 1.70 1.80 1,425 9200.00 50 1,335.60 1,343.30 125 -90.15 1,336.00 37.00 1,163 -125 47,925
- - - - - - 10,000 0.25 6.80 1,000 9250.00 1,000 1,284.00 1,688.60 100 - - - - - -
158,400 -1,925 2,329 28.79 1.50 - 2,500 1.35 1.50 24,325 9300.00 50 1,428.45 1,439.70 125 -83.85 1,440.00 41.55 200 -50 60,350
- - - - - - 16,000 0.10 5.00 5,000 9350.00 1,000 1,380.15 1,792.45 100 - - - - - -
144,500 -375 1,311 30.02 1.35 0.15 25 1.35 1.40 500 9400.00 125 1,530.00 1,543.80 125 - 1,384.85 - - - 10,400
- - - - - - 16,000 0.10 - - 9450.00 1,000 1,480.15 1,892.45 100 - - - - - -
138,925 -2,375 1,337 31.44 1.30 -0.10 2,000 1.10 1.35 450 9500.00 125 1,631.80 1,640.30 25 -113.40 1,639.20 45.85 440 -8,150 375,850
- - - - - - 10,000 0.05 - - 9550.00 1,000 1,576.25 1,996.35 100 - - - - - -
27,250 -2,450 104 31.05 0.75 0.15 1,000 0.65 0.75 400 9600.00 25 1,710.00 1,767.40 1,500 -100.00 1,740.00 48.58 2 -50 575
- - - - - - 10,000 0.05 - - 9650.00 1,000 1,672.35 2,100.25 100 - - - - - -
1,950 - - - 1.40 - 500 0.10 1.30 50 9700.00 25 1,829.65 1,855.95 25 - 1,934.40 - - - 2,450
- - - - - - 10,000 0.05 - - 9750.00 1,000 1,772.35 2,200.25 100 - - - - - -
1,300 - - - 1.00 - 500 0.10 1.30 3,000 9800.00 125 1,922.90 1,958.20 125 - 1,850.00 - - - 800
- - - - - - 10,000 0.05 - - 9850.00 1,000 1,872.35 2,300.25 100 - - - - - -
24,700 2,125 325 34.51 0.60 - 875 0.55 0.60 150 9900.00 100 2,030.00 2,040.20 125 -92.50 2,036.00 53.10 270 3,025 77,375
- - - - - - 10,000 0.05 - - 9950.00 1,000 1,972.30 2,400.25 100 - - - - - -
23,175 -375 135 36.13 0.65 0.10 475 0.60 0.65 1,700 10000.00 250 2,100.05 2,167.10 250 -112.40 2,127.00 48.49 269 1,150 63,850
- - - - - - - - - - 10050.00 1,000 2,072.30 2,500.25 100 - - - - - -
- - - - - - - - - - 10100.00 1,000 2,173.70 2,266.50 1,500 - - - - - -
- - - - - - - - - - 10150.00 1,000 2,106.50 2,536.50 100 - - - - - -
- - - - - - - - - - 10200.00 1,500 2,267.65 2,366.50 1,500 - - - - - -
- - - - - - - - - - 10300.00 1,000 2,363.70 2,466.50 1,500 - - - - - -
- - - - - - - - - - 10400.00 1,000 2,463.70 2,566.50 1,500 - - - - - -
- - - - - - - - - - 10500.00 1,000 2,553.70 2,666.50 1,500 - 2,560.60 - - - 18,850
- - - - - - - - - - 10600.00 1,000 2,653.70 2,766.50 1,500 - - - - - -
- - - - - - - - - - 10700.00 1,000 2,753.70 2,866.50 1,500 - - - - - -
- - - - - - - - - - 10800.00 1,000 2,853.70 2,966.50 1,500 - - - - - -
- - - - - - - - - - 10900.00 1,000 2,953.70 3,066.50 1,500 - - - - - -
800 - - - 0.10 - 175 0.10 - - 11000.00 25 3,128.00 3,166.50 1,500 -102.25 3,130.00 72.19 52 - 19,975
- - - - - - - - - - 11100.00 1,500 3,147.65 3,266.50 1,500 - 3,208.00 - - - 25
- - - - - - - - - - 11200.00 1,500 3,247.65 3,366.50 1,500 - - - - - -
- - - - - - - - - - 11300.00 1,500 3,347.65 3,466.50 1,500 - - - - - -
- - - - - - - - - - 11400.00 1,500 3,447.65 3,566.50 1,500 - 3,434.20 - - - 550
Total 40,444,725 43,565,550 Total

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



  •  Highlighted options are in-the-money.