Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8532.85  As on Jul 31, 2015 15:30:42 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
300 - - - 1,925.00 -51.60 25 2,095.50 2,138.65 25 6450.00 525 0.10 2.00 500 - - - - - -
74,975 825 168 - 2,047.00 106.45 375 2,047.75 2,055.75 125 6500.00 200 0.40 0.85 100 -0.65 0.35 35.12 121 -25 1,400
25 - - - 1,685.00 - 1,000 1,695.35 2,111.50 100 6550.00 10,000 0.05 2.85 25 - - - - - -
2,075 50 2 - 1,868.45 45.75 250 1,946.85 1,989.00 6,000 6600.00 25 0.50 0.95 500 0.80 1.00 36.95 5 75 625
- - - - - - 1,000 1,603.80 2,082.00 100 6650.00 10,000 0.05 - - - - - - - -
150 - - - 1,750.00 - 250 1,847.75 1,889.00 6,000 6700.00 50 0.25 0.95 25 - 2.00 - - - 75
- - - - - - 1,000 1,503.80 1,926.50 100 6750.00 10,000 0.20 - - - - - - - -
2,575 - - - 1,655.00 - 150 1,748.85 1,789.00 6,000 6800.00 50 0.35 0.90 325 - 0.35 - - - 950
- - - - - - 1,000 1,412.50 1,830.50 100 6850.00 10,000 0.20 - - - - - - - -
1,975 - - - 1,536.15 -1.65 150 1,649.85 1,689.00 6,000 6900.00 25 0.60 1.20 100 - 0.55 - - - 1,025
- - - - - - 1,000 1,312.65 1,730.50 100 6950.00 10,000 0.35 2.80 25 - - - - - -
494,800 2,475 576 - 1,552.00 107.35 25 1,550.90 1,556.70 25 7000.00 600 0.80 0.85 50 - 0.85 28.91 2,244 10,200 233,950
350 - - - 1,380.00 - 1,000 1,221.15 1,635.00 100 7050.00 10,000 0.45 1.25 150 - 0.65 - - - 350
594,800 1,300 182 - 1,447.00 94.90 100 1,452.75 1,459.30 50 7100.00 500 0.95 1.05 700 - 1.05 27.73 823 275 156,525
- - - - - - 1,000 1,129.60 1,535.00 100 7150.00 10,000 0.50 - - - - - - - -
162,200 1,325 185 - 1,355.00 109.20 100 1,353.45 1,363.70 50 7200.00 2,300 1.20 1.40 2,500 -0.20 1.35 26.67 2,811 21,575 193,175
- - - - - - 1,000 1,029.75 1,439.00 100 7250.00 10,000 0.65 - - - - - - - -
24,500 300 132 - 1,261.10 119.05 25 1,254.05 1,261.00 25 7300.00 850 1.35 1.50 4,725 -0.25 1.50 25.13 1,851 11,775 83,525
- - - - - - 1,000 938.25 1,339.00 100 7350.00 10,000 0.75 - - - - - - - -
27,025 25 5 - 1,149.20 109.75 25 1,156.95 1,173.25 125 7400.00 175 1.95 2.25 200 - 2.10 24.29 5,357 -16,525 170,525
- - - - - - 1,000 838.40 1,243.50 100 7450.00 10,000 0.80 - - - - - - - -
297,200 -7,500 1,652 - 1,050.55 100.60 25 1,058.25 1,064.45 100 7500.00 50 2.40 3.30 100 -0.25 2.50 22.91 18,881 250,125 855,300
- - - - - - 1,000 746.90 1,147.50 100 7550.00 5,000 1.00 - - - - - - - -
39,775 450 54 - 952.10 102.15 25 959.25 965.90 150 7600.00 25 2.90 3.25 100 -0.75 3.20 21.73 16,957 77,925 601,775
- - - - - - 25 811.00 979.00 25 7650.00 10,000 1.30 - - - - - - - -
45,250 -1,525 143 - 848.15 89.95 250 860.90 867.00 50 7700.00 150 4.20 4.50 1,000 -1.95 4.35 20.71 24,183 24,175 432,875
- - - - - - 25 711.00 889.00 25 7750.00 10,000 1.20 7.00 500 - - - - - -
84,375 -4,950 1,259 - 754.00 94.65 100 765.50 768.95 25 7800.00 7,425 5.70 6.45 25 -3.65 6.25 19.85 38,697 -6,825 973,475
- - - - - - 25 611.00 789.00 25 7850.00 25 5.30 8.50 500 -5.00 7.00 19.16 204 1,075 1,400
69,550 -4,050 538 - 668.70 103.15 25 666.95 672.60 75 7900.00 1,275 8.35 9.10 75 -6.10 8.90 18.93 43,954 103,450 947,900
- - - - - - 25 541.00 689.00 25 7950.00 25 9.80 11.70 25 -5.55 10.90 18.57 83 550 2,075
1,021,575 31,025 5,359 - 572.65 100.45 25 572.90 575.00 50 8000.00 25 13.40 13.65 9,250 -9.35 13.40 18.23 150,336 355,675 2,749,275
- - - - - - 1,500 511.70 589.00 25 8050.00 25 14.05 17.95 25 -16.65 15.95 17.75 440 3,500 6,500
234,975 20,325 3,105 - 479.00 91.45 25 479.70 484.05 25 8100.00 100 19.50 19.60 75 -13.95 19.85 17.47 159,307 205,300 1,169,775
125 - 2 - 404.75 79.75 1,000 427.60 489.00 25 8150.00 50 23.80 29.00 25 -16.55 23.90 17.04 1,458 8,500 13,000
453,900 31,575 8,990 - 392.90 88.45 50 392.80 394.80 50 8200.00 575 29.00 29.40 125 -21.55 29.00 16.65 215,001 221,100 3,869,250
800 525 127 - 318.90 44.60 150 340.85 379.85 1,000 8250.00 75 35.50 37.00 25 -26.10 35.55 16.33 2,085 8,275 26,325
851,125 -17,525 26,214 11.22 309.95 79.05 50 307.60 311.90 125 8300.00 25 43.50 44.00 200 -31.60 43.55 16.02 274,488 582,800 3,214,725
5,800 50 569 11.24 267.90 66.85 50 261.60 285.55 100 8350.00 300 53.25 54.70 25 -36.20 53.25 15.73 4,251 23,025 72,350
1,262,375 -28,850 110,414 11.90 232.85 65.40 250 231.55 232.85 25 8400.00 50 64.25 65.00 1,075 -43.15 64.25 15.37 409,302 924,650 3,082,700
54,025 -11,925 6,557 11.88 196.65 56.75 100 190.00 196.70 25 8450.00 100 79.00 79.70 50 -47.25 79.55 15.29 14,154 83,975 139,350
2,045,525 -256,600 330,629 12.15 166.00 52.30 25 165.25 165.30 25 8500.00 250 94.50 95.00 1,825 -55.75 94.50 14.88 311,588 678,000 1,990,750
65,975 25,400 15,450 12.08 136.00 44.95 50 132.10 136.00 175 8550.00 50 112.60 114.50 50 -59.25 114.50 14.75 5,170 50,075 62,550
1,997,850 169,400 414,443 11.95 108.80 37.05 3,300 108.80 109.00 850 8600.00 75 135.85 136.00 9,125 -69.40 136.00 14.48 94,450 272,325 950,225
44,500 -120,350 14,548 11.88 85.65 27.10 75 84.75 85.65 950 8650.00 25 158.50 164.25 25 -62.60 165.00 14.71 105 250 7,375
2,865,775 171,225 438,331 11.82 66.20 24.35 25 66.20 66.40 250 8700.00 25 190.00 192.50 175 -82.80 190.50 14.24 24,421 53,400 554,750
85,550 62,400 5,827 11.76 50.00 18.70 50 49.55 50.00 25 8750.00 25 181.00 279.00 25 -93.75 263.65 18.94 3 -25 25
3,335,800 517,050 337,621 11.80 37.60 14.15 550 37.50 37.80 5,500 8800.00 50 257.45 261.90 50 -90.10 261.05 14.60 10,447 21,500 429,100
19,575 12,300 1,525 11.85 27.90 9.85 50 26.10 27.95 50 8850.00 1,450 267.00 389.00 25 -80.00 300.00 14.83 10 25 325
2,033,225 93,950 243,790 11.94 20.55 7.10 225 20.50 20.55 450 8900.00 125 338.60 341.15 25 -102.80 340.85 15.07 5,571 -33,250 167,000
10,075 3,150 1,050 11.64 13.25 3.75 750 13.30 15.15 50 8950.00 25 331.00 479.00 25 -25.55 444.45 24.02 2 - 200
3,179,975 185,600 187,317 12.20 11.00 3.10 2,000 11.00 11.05 25 9000.00 25 427.30 429.90 50 -102.20 431.00 16.31 4,468 12,125 629,700
500 500 386 11.90 6.75 -120.55 100 6.50 8.90 500 9050.00 25 421.00 619.00 25 - - - - - -
764,125 166,150 71,855 12.31 5.35 1.35 50 5.15 5.50 2,000 9100.00 25 518.65 522.55 25 -97.90 530.70 18.93 2,416 -125 116,500
- - - - - - 100 3.50 5.00 100 9150.00 25 511.00 679.00 25 - - - - - -
566,750 63,925 34,746 12.78 2.95 0.80 175 2.95 3.10 150 9200.00 25 614.75 618.60 25 -106.80 619.00 18.87 188 -650 44,375
- - - - - - 10,000 0.25 3.25 1,000 9250.00 1,000 559.25 958.00 100 - - - - - -
349,625 14,875 7,637 13.68 2.05 0.35 3,150 2.05 2.10 2,975 9300.00 25 713.05 714.65 125 -113.50 715.05 20.14 254 -200 57,000
- - - - - - 10,000 0.25 - - 9350.00 1,000 655.00 1,062.25 100 - - - - - -
151,150 2,550 5,462 14.61 1.50 0.05 2,500 1.30 1.60 5,525 9400.00 125 808.95 814.75 125 -118.90 806.30 19.27 30 625 11,600
- - - - - - 10,000 0.05 3.70 25 9450.00 1,000 754.80 1,162.25 100 - - - - - -
257,375 300 3,882 15.46 1.10 -0.20 1,400 1.10 1.15 16,275 9500.00 50 909.95 913.90 25 -102.80 915.80 24.86 859 5,875 410,025
- - - - - - 11,000 0.05 2.80 25 9550.00 1,000 850.55 1,266.50 100 - - - - - -
15,075 8,200 556 16.36 0.85 -0.25 1,975 0.70 0.85 175 9600.00 125 999.90 1,032.70 50 -111.90 1,009.30 24.79 6 -25 1,550
- - - - - - 10,000 0.05 2.70 25 9650.00 1,000 950.55 1,366.50 100 - - - - - -
5,400 -25 1 18.04 1.00 0.10 100 0.70 0.95 1,200 9700.00 25 1,105.70 1,110.30 25 -102.35 1,109.15 26.84 7 - 6,000
- - - - - - 10,000 0.05 - - 9750.00 1,000 1,046.30 1,470.75 100 - - - - - -
1,425 - 12 19.14 0.90 0.05 125 0.70 0.90 800 9800.00 125 1,201.30 1,240.55 125 -24.35 1,275.60 44.95 4 - 200
- - - - - - 10,000 0.05 - - 9850.00 1,000 1,142.00 1,574.95 100 - - - - - -
35,375 16,925 1,043 20.18 0.80 -0.30 1,050 0.80 0.85 5,050 9900.00 125 1,306.05 1,312.00 25 -102.30 1,312.50 32.28 485 -1,975 119,825
- - - - - - 10,000 0.05 - - 9950.00 1,000 1,242.00 1,674.95 100 - - - - - -
23,700 11,875 827 20.97 0.65 -0.45 3,350 0.65 0.70 25 10000.00 125 1,404.40 1,412.45 125 -112.15 1,406.00 31.64 405 3,300 101,825
- - - - - - 10,000 0.05 - - 10050.00 1,000 1,340.50 1,780.30 100 - - - - - -
- - - - - - 500 0.10 - - 10100.00 25 1,484.05 1,537.75 25 - - - - - -
- - - - - - 500 0.10 - - 10150.00 1,000 1,437.80 1,879.20 100 - - - - - -
Total 23,660,925 24,661,075 Total

Top

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



  •  Highlighted options are in-the-money.