Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7830.60  As on Jul 24, 2014 15:30:36 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
16,850 - - - 2,417.25 - 1,000 2,422.30 2,678.20 50 5150.00 9,950 0.05 0.10 50 -0.10 0.05 87.54 1,202 - 4,550
128,750 -550 12 - 2,628.85 54.85 250 2,611.30 2,629.65 250 5200.00 18,600 0.10 0.50 950 0.20 0.50 102.63 573 2,150 27,350
- - - - - - 1,000 2,295.50 2,868.45 100 5250.00 1,000 0.05 - - -0.15 0.20 92.81 428 - -
43,700 -100 5 - 2,472.10 -6.40 150 2,491.65 2,571.20 500 5300.00 - - 0.20 2,300 - 0.20 90.76 205 - 8,650
- - - - - - 1,000 2,195.50 2,769.45 100 5350.00 200 0.10 - - - 0.45 - - - 200
10,900 - - - 2,340.65 - 1,000 2,225.50 2,474.90 3,000 5400.00 - - 0.15 450 - 0.10 - - - 3,950
- - - - - - 1,000 2,095.50 2,670.35 100 5450.00 1,000 0.05 - - -0.15 0.05 76.36 84 - -
343,300 -800 28 - 2,314.90 63.10 250 2,314.80 2,320.80 100 5500.00 12,000 0.05 0.10 6,900 -0.05 0.10 78.36 14,928 -700 40,350
- - - - - - 1,000 1,995.50 2,571.30 100 5550.00 - - - - - - - - - -
12,200 -50 26 - 2,169.25 35.80 50 2,195.30 2,245.40 100 5600.00 10,000 0.05 0.15 9,000 - 0.10 74.63 1,034 700 9,200
- - - - - - 1,000 1,895.50 2,472.20 100 5650.00 - - - - - - - - - -
11,750 -50 1 - 2,107.50 118.15 100 2,107.90 2,117.60 100 5700.00 1,000 0.05 0.10 5,550 -0.05 0.10 70.95 2,052 -50 9,200
- - - - - - 1,000 1,802.50 2,373.20 100 5750.00 300 0.10 0.50 300 -0.35 0.15 71.35 71 - 300
24,550 - 3 - 2,018.30 40.40 150 1,992.60 2,020.40 500 5800.00 4,900 0.05 0.15 1,850 -0.10 0.10 67.33 2,506 - 15,400
- - - - - - 1,000 1,710.50 2,274.10 100 5850.00 100 0.10 0.75 100 - 0.75 - - - 100
13,850 - 9 - 1,917.85 33.20 50 1,889.60 1,917.30 50 5900.00 2,450 0.05 0.10 6,150 -0.15 0.15 65.83 1,077 -50 8,100
- - - - - - 1,000 1,611.50 1,983.50 100 5950.00 - - - - - - - - - -
352,900 -11,250 281 - 1,829.00 45.80 250 1,817.65 1,826.85 100 6000.00 250 0.30 0.50 4,700 0.05 0.45 68.49 195 - 311,950
- - - - - - 1,000 1,517.50 1,883.50 100 6050.00 10,000 0.05 0.50 1,600 - 0.80 - - - 1,600
50,800 -150 52 - 1,718.95 38.00 50 1,718.95 1,720.95 50 6100.00 11,350 0.10 0.15 850 -0.20 0.10 56.77 210 -50 62,450
- - - - - - 1,000 1,425.50 1,733.00 100 6150.00 10,000 0.05 0.50 200 - 0.80 - - - 23,750
17,400 -750 33 - 1,621.00 37.45 100 1,614.00 1,625.10 50 6200.00 5,600 0.10 0.15 2,150 -0.15 0.15 55.11 1,331 -750 59,700
- - - - - - 1,000 1,325.50 1,637.00 100 6250.00 10,000 0.05 2.00 10,000 - 10.00 - - - 300
30,200 -1,700 70 - 1,527.25 46.85 200 1,518.70 1,523.35 100 6300.00 3,550 0.10 0.20 1,000 - 0.20 52.91 2,117 -900 36,150
- - - - - - 1,000 1,232.50 1,537.00 100 6350.00 10,000 0.05 2.75 7,000 - 0.15 - - - 150
65,000 -8,450 170 - 1,429.00 50.55 100 1,419.15 1,424.40 250 6400.00 600 0.20 0.30 400 -0.40 0.20 49.39 165 -7,200 47,700
- - - - - - 1,000 1,140.50 1,441.00 100 6450.00 10,000 0.05 2.50 5,000 - - - - - -
214,150 600 184 - 1,320.00 43.60 50 1,320.90 1,322.80 50 6500.00 5,350 0.65 0.75 350 - 0.75 52.22 607 -22,350 199,800
- - - - - - 1,000 1,040.50 1,345.00 100 6550.00 2,500 0.10 2.50 4,800 2.35 2.50 58.15 4 200 1,200
109,000 -850 36 - 1,222.00 39.30 150 1,220.50 1,223.55 150 6600.00 350 0.75 0.80 300 -0.05 0.75 48.39 296 -12,550 152,000
550 - - - 1,005.00 - 1,000 947.50 1,239.50 100 6650.00 2,500 0.10 2.50 5,000 - - - - - -
265,750 -2,250 89 - 1,126.55 48.45 50 1,120.90 1,123.70 250 6700.00 200 0.80 0.90 2,700 -0.15 0.90 45.51 1,676 -11,700 548,700
- - - - - - 1,000 851.50 1,148.50 100 6750.00 2,500 0.20 1.00 5,000 - - - - - -
92,600 -4,050 117 - 1,021.90 38.85 150 1,022.05 1,028.30 50 6800.00 10,000 0.90 1.00 2,750 -0.15 0.95 41.93 1,126 -22,950 294,200
- - - - - - 1,000 830.50 1,052.50 100 6850.00 2,500 0.30 2.00 2,500 - - - - - -
38,300 -700 18 - 928.00 51.65 200 921.85 929.65 50 6900.00 500 0.50 0.85 2,150 -0.30 0.85 37.60 2,517 -8,300 557,450
450 - - - 713.00 - 1,000 761.00 952.50 100 6950.00 50 1.10 1.45 850 0.20 1.95 - - - 5,850
809,500 -5,300 286 - 826.85 43.05 50 824.65 826.85 50 7000.00 250 1.50 1.60 550 0.05 1.60 36.64 9,201 -165,350 2,770,600
100 - - - 620.25 - 1,000 671.00 856.50 100 7050.00 50 0.85 1.70 1,900 0.10 1.45 34.18 49 600 20,100
48,650 -2,100 58 - 732.40 78.05 100 712.00 730.70 50 7100.00 3,000 1.65 1.85 200 - 1.85 33.30 10,752 -53,900 1,724,500
100 - - - 351.05 - 1,000 561.00 756.50 100 7150.00 4,200 1.70 2.10 500 -0.15 2.00 31.62 142 150 48,900
117,750 -4,700 195 - 628.55 49.20 450 624.75 630.25 100 7200.00 650 2.00 2.10 9,850 -0.10 2.00 29.56 23,270 -119,850 3,337,550
950 - - - 467.70 - 100 525.05 663.00 100 7250.00 500 2.05 2.20 500 -0.35 2.00 27.51 273 -1,200 90,550
232,600 -67,450 3,278 - 530.25 44.55 250 528.05 530.40 50 7300.00 950 2.05 2.15 1,200 -0.30 2.15 25.73 36,187 -92,550 3,863,600
2,400 - - - 430.40 - 100 425.05 567.45 2,000 7350.00 5,000 1.40 2.20 600 -0.90 1.80 23.01 741 -9,850 196,400
568,500 -102,800 3,750 - 430.00 40.80 50 429.00 430.40 50 7400.00 6,050 2.35 2.40 5,950 -0.85 2.35 21.87 55,683 -285,250 4,701,400
29,250 -4,050 112 - 372.70 27.50 100 330.40 386.60 50 7450.00 2,050 2.30 2.85 3,000 -1.30 2.60 20.09 10,561 -97,750 280,950
1,383,550 -287,300 18,042 - 331.00 36.30 1,000 330.00 330.95 50 7500.00 50 3.00 3.05 950 -2.20 3.05 18.44 171,470 -559,050 5,465,250
73,200 -8,950 396 - 280.00 37.15 1,650 282.00 375.30 100 7550.00 1,200 3.50 3.75 100 -3.00 3.50 16.63 29,306 -133,300 737,550
2,609,700 -377,400 38,983 - 233.75 35.30 50 233.65 236.55 250 7600.00 1,650 4.60 4.70 9,250 -5.15 4.60 15.17 314,605 -380,650 5,645,950
204,450 -12,450 1,607 - 181.05 28.75 50 181.00 187.65 50 7650.00 900 6.35 6.50 350 -8.20 6.35 13.76 65,689 35,200 903,150
3,959,750 -618,800 207,591 - 139.60 28.85 100 138.25 139.60 150 7700.00 750 10.50 10.55 650 -13.00 10.50 12.90 595,556 227,800 7,214,950
1,080,000 -207,400 35,534 5.89 97.30 22.20 400 96.90 98.90 400 7750.00 300 17.30 18.35 100 -17.70 18.15 12.25 102,310 253,350 1,134,050
4,704,300 18,200 688,245 8.14 62.50 15.15 550 61.75 62.40 200 7800.00 40,200 30.00 30.85 6,600 -27.05 30.00 11.47 487,137 1,703,600 4,765,250
1,317,950 38,900 119,090 8.89 36.35 10.35 550 36.00 36.35 1,550 7850.00 4,550 51.45 53.00 1,000 -33.15 52.55 11.63 16,784 159,600 317,950
5,702,900 260,550 518,252 9.52 19.75 5.95 300 19.10 19.25 250 7900.00 50 83.50 84.95 750 -37.30 83.45 11.95 68,802 386,550 789,250
1,363,300 664,400 77,311 9.32 8.10 1.55 1,650 8.10 8.70 2,200 7950.00 50 115.00 226.35 100 -49.25 119.55 11.84 129 1,200 2,200
8,034,150 -48,250 153,579 10.38 4.60 0.95 8,700 4.25 4.60 200 8000.00 100 167.20 168.50 1,400 -41.50 167.20 14.18 7,309 23,950 532,100
166,700 72,900 4,027 10.68 1.95 -0.10 1,550 1.95 2.20 50 8050.00 100 190.05 432.50 100 -105.00 210.00 13.67 16 350 10,050
2,265,900 202,100 27,993 12.42 1.70 0.35 300 1.60 1.70 2,900 8100.00 50 263.10 268.40 50 -44.35 263.05 17.87 322 950 24,550
31,250 3,300 125 13.01 0.90 -0.05 950 0.65 1.20 100 8150.00 100 283.00 532.50 100 -166.00 310.00 18.52 3 - 450
1,799,100 319,800 8,781 14.27 0.70 -0.05 200 0.75 0.85 3,900 8200.00 50 360.50 366.35 50 -42.00 361.55 21.91 112 -250 56,100
22,800 400 11 13.77 0.20 -0.25 500 0.25 1.15 500 8250.00 100 350.50 539.50 50 - - - - - -
647,250 -15,150 1,556 16.88 0.50 -0.05 500 0.50 0.60 9,900 8300.00 750 419.15 498.95 750 -41.55 473.45 33.30 7 - 950
13,850 - 1 18.45 0.50 -1.20 200 0.20 0.75 2,000 8350.00 100 445.50 639.50 50 - - - - - -
928,000 -20,500 550 19.49 0.40 -0.05 16,050 0.25 0.50 3,000 8400.00 750 518.95 598.80 750 -129.00 554.05 20.98 6 - 150
7,900 - 2 18.98 0.15 -2.35 150 0.15 0.95 500 8450.00 100 540.50 759.00 100 - 810.50 - - - 50
1,362,250 -81,050 2,298 22.13 0.35 -0.10 2,500 0.20 0.50 300 8500.00 50 660.30 663.35 50 -42.30 663.35 36.74 366 -13,600 374,300
- - - - - - 200 0.10 1.50 500 8550.00 1,000 590.00 952.50 100 - - - - - -
64,800 3,500 259 24.14 0.25 -0.10 8,000 0.20 0.45 5,000 8600.00 750 718.85 798.85 750 - - - - - -
50 - - - 0.50 - 200 0.10 1.00 500 8650.00 1,000 690.00 1,052.50 100 - - - - - -
140,900 -500 1,741 26.29 0.20 -0.10 1,900 0.20 0.30 250 8700.00 750 818.85 898.70 750 - - - - - -
- - - - - - 200 0.10 0.75 500 8750.00 1,000 786.00 1,157.50 100 - - - - - -
65,900 - - - 0.20 - 5,250 0.15 0.30 100 8800.00 100 910.00 996.20 750 - 1,089.85 - - - 150
- - - - - - 200 0.10 0.75 500 8850.00 1,000 882.00 1,261.50 100 - - - - - -
103,800 -500 15 30.65 0.15 0.05 5,500 0.15 0.30 250 8900.00 100 1,010.00 1,098.70 750 1.15 1,142.35 - - - 550
- - - - - - 200 0.10 0.75 500 8950.00 1,000 982.00 1,361.50 100 - - - - - -
119,050 -4,250 561 33.11 0.15 -0.10 500 0.15 0.25 8,050 9000.00 50 1,158.75 1,163.70 50 -36.05 1,160.00 53.61 191 -8,750 127,950
1,000 - 10 40.11 0.75 0.25 500 0.60 - - 9050.00 1,000 1,078.00 1,469.50 100 - - - - - -
11,150 - - - 0.25 - 1,300 0.20 0.70 500 9100.00 100 1,200.00 1,299.10 750 - - - - - -
2,150 - - - 0.25 - 2,100 0.15 0.60 500 9150.00 1,000 1,174.00 1,569.50 100 - - - - - -
100 -1,000 22 43.14 0.60 0.10 100 0.20 0.75 500 9200.00 1,000 1,060.30 1,708.30 100 - - - - - -
- - - - - - 200 0.10 0.75 500 9250.00 1,000 1,110.60 1,757.80 100 - - - - - -
- - - - - - 200 0.10 0.75 500 9300.00 1,000 1,160.80 1,807.30 100 - - - - - -

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



  •  Highlighted options are in-the-money.