Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8225.20  As on Dec 19, 2014 15:30:36 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
90,275 - 179 450.22 5,539.00 62.85 50 5,528.00 5,540.55 550 2700.00 - - 0.10 1,075 - - - - - 4,700
- - - - - - 1,000 5,041.55 5,695.75 100 2800.00 - - 3.00 25 - - - - - -
- - - - - - 1,000 4,941.20 5,596.20 100 2900.00 - - 3.00 25 - - - - - -
191,150 - 378 390.24 5,235.00 60.50 100 5,224.00 5,235.70 50 3000.00 - - 0.10 300 - - - - - 4,725
- - - - - - 1,000 4,740.45 5,396.95 100 3100.00 - - - - - - - - - -
- - - - - - 1,000 4,640.10 5,297.30 100 3200.00 - - - - - - - - - -
- - - - - - 1,000 4,539.75 5,197.75 100 3300.00 - - - - - - - - - -
- - - - - - 1,000 4,439.40 5,098.10 100 3400.00 - - - - - - - - - -
- - - - - - 25 4,651.00 4,850.00 25 3500.00 400 0.10 - - - - - - - 15,525
- - - - - - 1,000 4,238.65 4,898.85 100 3600.00 - - - - - - - - - -
- - - - - - 1,000 4,138.30 4,799.30 100 3700.00 - - - - - - - - - -
- - - - - - 1,000 4,037.95 4,699.65 100 3800.00 - - - - - - - - - -
- - - - - - 1,000 3,937.60 4,600.10 100 3900.00 - - - - - - - - - -
104,625 -7,375 925 284.54 4,235.95 54.65 100 4,230.00 4,238.55 550 4000.00 5,350 0.10 0.50 1,000 - - - - - 93,475
- - - - - - 1,000 3,736.85 4,400.85 100 4100.00 - - - - - - - - - -
- - - - - - 1,000 3,636.50 4,301.20 100 4200.00 - - - - - - - - - -
- - - - - - 1,000 3,536.15 4,201.65 100 4300.00 - - 2.50 200 - - - - - 37,500
- - - - - - 1,000 3,435.80 4,102.00 100 4400.00 - - - - - - - - - -
500 - - - - - 25 3,651.00 3,850.00 25 4500.00 5,000 0.20 - - - - - - - 533,325
- - - - - - 1,000 3,235.05 3,902.75 100 4600.00 - - - - - - - - - 75,000
- - - - - - 1,000 3,134.70 3,803.20 100 4700.00 - - - - - - - - - 600
200,000 - - - - - 200 3,340.00 3,476.05 500 4800.00 - - - - - - - - - 700
252,250 - - - - - 200 3,240.00 3,376.05 500 4900.00 - - - - - - - - - -
435,750 -4,925 1,493 187.91 3,233.15 55.80 50 3,228.00 3,233.05 25 5000.00 5,000 0.35 0.85 8,000 0.20 0.50 144.61 21 -500 804,125
127,500 - - - - - 1,000 3,015.00 3,166.05 1,000 5100.00 - - - - - - - - - -
662,600 - - - - - 1,000 2,915.00 3,066.05 1,000 5200.00 - - - - - - - - - 44,000
852,650 - - - - - 1,000 2,815.00 2,966.05 1,000 5300.00 - - - - - - - - - 6,500
345,950 - - - - - 1,000 2,715.00 2,876.05 1,000 5400.00 - - - - - - - - - -
277,675 - 452 168.98 2,738.00 52.15 100 2,734.00 2,739.50 350 5500.00 25 0.15 0.50 3,500 0.40 0.50 118.70 88 - 215,900
50 - - - - - 1,000 2,231.50 2,906.70 100 5600.00 - - - - - - - - - -
- - - - - - 1,000 2,131.10 2,807.10 100 5700.00 - - - - - - - - - 6,500
25 - - - - - 1,000 2,206.50 2,539.50 100 5800.00 - - - - - - - - - -
25 - - - - - 1,000 2,106.50 2,439.50 100 5900.00 - - - - - - - - - 500
200,450 -50,000 2,718 127.57 2,235.00 53.65 50 2,231.95 2,234.70 25 6000.00 1,475 0.25 0.50 25 -0.40 0.25 89.13 2,106 -50,200 446,925
25 - - - - - 25 2,090.00 2,166.05 1,000 6100.00 - - - - - - - - - -
1,125 - - - - - 25 1,990.00 2,066.05 1,000 6200.00 - - - - - - - - - -
30,875 - 1 123.18 1,990.00 98.00 550 1,973.05 1,978.35 200 6250.00 - - - - - - - - - -
273,150 - 727 100.44 1,932.30 55.30 100 1,925.75 1,935.90 125 6300.00 75 0.20 0.95 100 -0.35 0.20 74.87 2 25 2,275
25 - - - - - 1,000 1,669.05 2,069.00 100 6350.00 - - - - - - - - - 25
50,225 - 7 81.45 1,830.00 43.00 250 1,821.05 1,832.00 250 6400.00 2,000 0.10 0.25 25 -0.40 0.10 66.92 11 125 775
- - - - - - 1,000 1,573.00 1,915.00 100 6450.00 - - - - - - - - - -
491,750 -36,175 2,452 - 1,727.50 51.90 125 1,727.50 1,732.65 25 6500.00 125 0.40 0.50 200 -0.25 0.40 71.00 668 -6,750 570,400
- - - - - - 1,000 1,473.00 1,815.00 100 6550.00 - - - - - - - - - -
53,300 -1,000 47 77.42 1,631.00 63.00 100 1,627.70 1,631.45 75 6600.00 950 0.20 0.50 75 -0.40 0.20 62.73 31 -225 2,475
- - - - - - 1,000 1,381.50 1,720.00 100 6650.00 - - - - - - - - - -
159,025 -17,500 3,038 85.71 1,535.00 57.70 100 1,525.00 1,568.05 1,000 6700.00 800 0.60 0.75 50 -0.15 0.60 65.16 602 400 2,100
- - - - - - 1,000 1,281.50 1,620.00 100 6750.00 - - - - - - - - - -
50,500 -1,750 75 71.26 1,432.00 54.30 250 1,423.15 1,469.05 1,000 6800.00 100 0.50 0.90 300 0.15 0.90 63.57 81 -900 3,625
- - - - - - 1,000 1,189.50 1,524.00 100 6850.00 - - - - - - - - - -
16,825 -4,425 279 52.99 1,330.10 50.00 25 1,330.10 1,370.05 1,000 6900.00 50 0.50 1.00 8,025 -0.50 0.50 55.61 52 -275 1,625
2,700 - - - - - 1,000 1,098.00 1,428.00 100 6950.00 - - - - - - - - - -
489,675 -1,775 2,626 46.43 1,232.75 53.40 25 1,226.80 1,234.05 25 7000.00 1,625 0.60 0.70 2,025 -0.40 0.70 53.33 1,285 -3,150 886,725
- - - - - - 1,000 998.00 1,328.00 100 7050.00 500 0.25 - - - - - - - -
13,100 -725 40 91.35 1,161.10 203.10 1,000 1,085.05 1,167.05 1,000 7100.00 5,000 0.25 1.70 200 -0.35 0.65 48.72 31 -500 25,700
2,050 - - - - - 1,000 906.50 1,232.00 100 7150.00 5,000 0.25 - - - - - - - -
62,900 -13,475 887 61.69 1,037.10 60.50 250 1,014.85 1,031.75 100 7200.00 500 0.50 0.65 600 -0.30 0.60 44.17 900 -2,600 510,425
5,300 - - - - - 1,000 806.50 1,132.00 100 7250.00 500 0.30 - - - - - - - -
15,500 -225 23 74.01 955.65 75.05 1,000 885.45 967.40 1,000 7300.00 300 0.80 0.95 1,000 -0.50 0.85 41.68 509 -2,250 570,900
4,150 - - - - - 1,000 714.50 1,018.35 100 7350.00 500 0.30 - - - - - - - -
19,550 -42,900 2,255 41.29 832.30 60.80 25 826.55 832.25 75 7400.00 2,875 1.00 1.10 3,000 -0.25 1.10 38.65 2,591 -3,050 333,150
2,450 - - - - - 1,000 619.00 922.45 100 7450.00 50 0.50 4.50 250 - - - - - 50
523,150 -25 2,922 48.46 740.00 59.05 4,950 732.10 735.55 250 7500.00 7,400 1.20 1.30 525 -0.45 1.30 35.09 15,946 -11,075 2,722,400
- - - - - - 1,000 519.50 822.45 100 7550.00 5,000 0.50 5.00 2,500 - - - - - 1,700
82,525 -19,250 854 39.06 636.65 61.30 25 625.90 631.50 200 7600.00 18,850 1.40 1.50 7,850 -0.35 1.50 31.00 28,812 25,700 826,600
- - - - - - 1,000 423.50 744.50 100 7650.00 25 1.00 1.90 4,450 -5.25 1.90 30.08 136 -550 12,150
61,025 -15,050 1,031 28.23 530.20 53.40 450 527.00 531.95 25 7700.00 50 1.50 1.55 175 -0.60 1.55 26.95 37,085 165,600 1,655,300
- - - - - - 1,000 324.50 644.50 100 7750.00 675 1.65 1.80 1,925 -0.60 1.80 25.26 2,734 -5,400 55,350
93,500 -3,250 959 26.47 435.15 58.50 25 427.30 431.05 50 7800.00 2,000 1.80 1.85 500 -0.75 1.85 22.95 62,198 -388,525 2,516,675
500 - - - - - 1,000 231.70 548.00 100 7850.00 3,975 1.65 2.30 1,525 -1.85 1.65 21.48 17,682 66,075 302,125
1,424,775 10,850 6,635 24.56 339.10 58.20 50 330.50 338.00 450 7900.00 7,925 2.80 3.00 10,225 -1.95 2.80 19.88 234,318 -355,525 2,780,125
1,625 -850 119 - 274.85 47.60 1,000 138.00 295.95 100 7950.00 25 2.90 3.00 3,375 -3.05 2.90 17.63 82,851 -197,900 1,032,000
2,948,650 639,375 91,686 17.79 234.65 48.95 100 235.50 236.95 100 8000.00 25 4.60 5.00 875 -5.70 4.50 16.60 558,140 810,050 5,980,400
136,200 -118,175 11,173 12.36 197.45 55.10 50 181.00 185.00 50 8050.00 250 5.75 6.50 25 -10.00 5.90 14.57 119,976 99,250 892,325
1,471,700 -978,625 193,629 12.21 137.90 34.75 50 137.90 138.95 25 8100.00 100 10.55 11.10 325 -15.50 10.50 13.64 838,722 198,925 4,616,825
489,225 -199,425 49,698 10.89 93.50 23.55 400 92.35 95.00 75 8150.00 50 16.20 18.00 4,875 -22.85 18.00 12.55 258,503 500,500 1,471,375
3,969,475 -1,294,625 1,031,356 11.22 60.00 16.00 15,900 60.00 60.25 25 8200.00 25 30.90 31.00 1,450 -31.40 31.00 11.74 1,501,361 813,650 3,918,950
1,651,725 421,550 339,141 11.30 34.40 9.70 550 34.10 34.40 5,700 8250.00 50 51.20 51.95 225 -41.40 51.40 10.77 264,375 658,700 1,534,050
5,191,800 166,425 1,803,408 11.47 18.00 4.30 100 18.00 18.05 25 8300.00 2,900 83.10 84.75 25 -47.60 83.10 10.61 522,918 423,000 2,203,475
1,814,250 664,100 323,641 11.20 8.25 1.30 250 7.90 7.95 200 8350.00 100 123.20 126.85 175 -52.15 124.00 10.30 11,556 4,625 514,500
5,210,975 279,950 710,002 12.07 4.05 -0.10 1,900 4.05 4.25 3,500 8400.00 75 163.55 169.00 425 -52.20 165.75 - 65,202 -190,450 1,745,350
1,062,525 113,575 106,615 13.27 2.40 -0.75 550 2.30 2.40 1,300 8450.00 500 201.70 218.75 25 -49.20 218.60 10.26 3,615 -25,575 180,500
5,414,325 -21,725 298,327 14.86 1.70 -0.75 700 1.70 1.95 50 8500.00 25 260.00 262.25 300 -52.15 261.70 - 20,208 -65,525 1,760,950
460,675 -33,650 17,279 16.74 1.80 -0.30 625 1.75 1.80 9,450 8550.00 2,000 296.10 327.90 1,000 -63.90 305.55 - 1,122 -13,275 124,950
3,407,500 -242,100 59,338 18.68 1.55 -0.20 21,600 1.55 1.60 2,000 8600.00 25 357.05 363.65 25 -52.70 359.20 - 3,780 -24,925 523,000
490,300 -27,700 7,488 20.53 1.40 -0.35 2,525 1.40 1.45 2,325 8650.00 200 407.65 413.30 25 -54.25 400.40 - 231 -2,875 137,325
3,040,300 -168,175 44,510 22.42 1.40 -0.25 26,975 1.35 1.40 4,925 8700.00 175 457.95 463.00 25 -52.15 461.00 - 2,972 -53,950 310,900
267,400 -15,775 1,624 24.26 1.35 -0.25 4,025 1.35 1.40 10,000 8750.00 2,000 494.00 524.50 1,000 -133.20 517.30 - 2 - 16,550
2,993,325 -214,125 24,905 25.61 1.10 -0.45 7,225 1.10 1.20 400 8800.00 125 558.05 563.00 25 -54.60 557.35 - 1,574 -32,025 211,300
128,300 -950 74 27.47 1.15 -0.35 1,050 1.10 1.15 150 8850.00 1,000 409.05 772.40 100 - - - - - 7,050
874,100 -25,700 6,071 29.13 1.10 -0.35 1,625 1.10 1.20 2,000 8900.00 250 647.65 694.25 2,000 -48.00 660.00 - 155 -1,775 21,525
22,750 -14,025 563 29.95 0.85 -0.30 25 0.60 1.00 200 8950.00 1,000 504.05 880.75 100 - - - - - 5,000
2,030,950 -54,625 6,597 31.90 0.90 -0.30 2,575 0.85 0.90 1,550 9000.00 125 755.90 760.70 50 -51.40 760.00 - 2,304 -21,400 436,200
5,100 - - - - - 15,000 0.05 0.80 375 9050.00 1,000 602.00 989.50 100 - - - - - 5,500
331,625 -425 68 33.71 0.70 -0.25 1,525 0.60 0.70 3,900 9100.00 1,000 814.35 894.40 1,000 -179.25 825.45 - 1 - 850
- - - - - - 30,000 0.05 - - 9150.00 1,000 698.00 1,094.00 100 - - - - - 8,150
143,975 -1,000 110 35.82 0.45 -0.25 1,000 0.15 0.45 200 9200.00 1,000 914.10 996.05 1,000 - - - - - -
- - - - - - - - - - 9250.00 500 1,000.75 1,014.00 250 - - - - - 11,300
82,075 - 2 37.36 0.30 -0.20 150 0.30 0.55 10,000 9300.00 1,000 1,014.05 1,096.45 1,000 - - - - - 1,800
- - - - - - - - - - 9350.00 1,000 911.65 1,298.00 100 - - - - - 3,650
300 - - - - - 175 0.15 0.55 10,000 9400.00 100 1,036.65 1,244.40 3,000 - - - - - 25
- - - - - - - - - - 9450.00 1,000 1,007.50 1,402.00 100 - - - - - -
984,100 -2,300 474 40.57 0.15 -0.05 105,425 0.10 0.15 30,625 9500.00 25 1,257.45 1,262.00 100 -57.05 1,253.30 - 956 -15,325 238,500
- - - - - - - - - - 9550.00 1,000 1,107.50 1,502.00 100 - - - - - 250
- - - - - - - - - - 9600.00 1,000 1,153.40 1,556.00 100 - - - - - -
- - - - - - - - - - 9650.00 1,000 1,203.40 1,606.00 100 - - - - - 8,600
- - - - - - - - - - 9700.00 1,000 1,253.40 1,656.00 100 - - - - - -
- - - - - - - - - - 9750.00 25 1,301.00 1,681.00 25 - - - - - 25
- - - - - - - - - - 9800.00 1,000 1,349.30 1,760.50 100 - - - - - -
- - - - - - - - - - 9850.00 1,000 1,399.30 1,810.50 100 - - - - - -
- - - - - - - - - - 9900.00 1,000 1,445.15 1,860.50 100 - - - - - -
- - - - - - - - - - 9950.00 1,000 1,495.15 1,914.50 100 - - - - - -
31,475 - 6 51.88 0.10 -0.05 - - 0.10 8,250 10000.00 350 1,756.60 1,759.50 75 -47.40 1,759.50 - 435 -4,000 282,150
- - - - - - - - - - 10050.00 1,000 1,591.05 2,014.50 100 - - - - - -
- - - - - - - - - - 10100.00 1,000 1,641.05 2,068.50 100 - - - - - -
- - - - - - - - - - 10200.00 1,000 1,741.05 2,168.50 100 - - - - - -
- - - - - - - - - - 10300.00 1,000 1,836.95 2,272.50 100 - - - - - -
- - - - - - - - - - 10400.00 1,000 1,936.95 2,372.50 100 - - - - - -
3,900 - - - - - - - 0.10 1,200 10500.00 350 2,256.60 2,263.95 350 -39.85 2,259.95 - 84 -1,650 8,550
- - - - - - - - - - 10600.00 1,000 2,136.95 2,572.50 100 - - - - - -

Top

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



  •  Highlighted options are in-the-money.