Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7954.35  As on Aug 28, 2014 15:30:35 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
1,350 -8,650 180 - 2,199.95 28.60 50 2,198.00 2,297.50 100 5750.00 - - 0.05 1,950 -0.15 0.05 - 1,104 4,950 10,350
2,250 -43,100 862 - 2,149.85 25.40 300 2,150.00 2,158.50 500 5800.00 - - 0.05 450 -0.20 0.05 - 1 - 6,450
- - - - - - 1,000 1,860.10 2,197.40 100 5850.00 - - 0.20 10,000 - - - - - -
3,650 -2,350 97 - 2,050.65 15.65 700 2,012.30 2,049.95 1,900 5900.00 - - 0.05 2,950 -0.05 0.05 - 6 -250 650
- - - - - - 1,000 1,760.10 2,097.40 100 5950.00 - - 0.20 24,000 - - - - - -
9,600 -123,200 2,549 - 1,950.00 23.20 200 1,949.10 1,950.00 3,300 6000.00 - - 0.05 350 -0.10 0.05 - 123 150 79,000
- - - - - - 1,000 1,668.05 2,057.00 100 6050.00 - - 0.20 9,000 - - - - - -
450 -2,850 65 - 1,852.00 21.10 50 1,843.40 1,851.05 50 6100.00 - - 0.05 2,000 -0.05 0.05 - 60 100 3,600
- - - - - - 1,000 1,568.05 1,957.00 100 6150.00 - - 0.20 9,000 - - - - - -
650 -5,350 119 - 1,749.95 21.05 500 1,704.05 1,749.95 600 6200.00 - - 0.05 5,700 -0.10 0.05 - 118 4,100 10,150
- - - - - - 1,000 1,476.00 1,805.35 100 6250.00 - - 0.20 9,000 - - - - - -
300 -9,200 188 - 1,653.90 24.70 500 1,615.05 1,653.95 200 6300.00 - - 0.05 1,050 -0.05 0.05 - 84 2,850 6,750
50 - - - 1,512.25 - 1,000 1,377.35 1,704.65 100 6350.00 - - 0.20 9,000 - - - - - -
7,600 -150 131 - 1,551.55 22.95 50 1,549.40 1,556.65 250 6400.00 - - 0.05 10,500 -0.20 0.05 - 243 4,550 24,000
4,250 - - - 1,422.85 - 1,000 1,283.95 1,609.35 100 6450.00 - - 0.20 9,000 - - - - - -
14,850 -46,650 976 - 1,447.00 25.25 150 1,445.00 1,447.00 2,700 6500.00 - - 0.05 10,550 -0.10 0.05 - 551 400 112,600
4,950 - - - 1,370.50 - 1,000 1,191.90 1,513.30 100 6550.00 - - 0.20 9,000 - - - - - -
2,700 -20,900 433 - 1,349.95 27.20 100 1,344.10 1,350.25 300 6600.00 - - 0.05 3,750 -0.05 0.05 - 385 -1,700 63,850
4,550 -1,250 25 - 1,306.00 32.85 250 1,278.95 1,323.40 300 6650.00 - - 0.20 9,000 - - - - - -
10,050 -13,150 342 - 1,257.65 33.90 650 1,245.00 1,258.05 500 6700.00 - - 0.05 17,700 -0.15 0.05 - 802 2,400 140,650
- - - - - - 1,000 999.85 1,302.50 100 6750.00 - - 0.20 9,050 - 0.55 - - - 4,900
2,700 -24,550 501 - 1,150.00 29.05 100 1,143.30 1,150.05 50 6800.00 - - 0.05 11,850 - 0.05 - 556 -8,300 115,500
- - - - - - 1,000 1,010.50 1,221.25 100 6850.00 - - 0.20 9,000 - - - - - -
1,750 -18,650 418 - 1,056.50 21.15 50 1,043.90 1,057.05 50 6900.00 - - 0.05 16,400 -0.20 0.05 - 2,075 -2,500 452,450
- - - - - - 500 921.00 1,121.00 100 6950.00 - - 0.20 9,000 - 0.55 - - - 1,100
18,500 -204,800 4,230 - 945.00 18.45 250 944.10 949.00 50 7000.00 - - 0.05 4,000 -0.20 0.05 - 3,138 -1,300 1,679,850
- - - - - - 500 821.00 1,025.00 100 7050.00 - - 0.10 50 -0.55 0.30 - 16 250 3,950
1,350 -7,700 192 - 845.00 18.85 100 843.55 849.10 50 7100.00 - - 0.05 8,350 -0.20 0.05 - 2,711 -1,650 1,088,450
- - - - - - 1,000 711.00 875.00 50 7150.00 - - 0.15 9,000 -0.25 0.05 - 56 -100 11,100
27,350 -52,450 1,060 - 746.25 17.40 100 744.45 748.35 900 7200.00 - - 0.05 5,400 -0.20 0.05 - 3,048 -21,100 1,037,000
- -50 1 - 717.70 213.40 500 631.00 717.65 1,250 7250.00 - - 0.05 350 -0.05 0.05 - 13 -650 36,650
66,500 -257,000 5,339 - 645.50 19.85 50 643.65 645.50 1,900 7300.00 - - 0.05 19,250 -0.25 0.05 - 16,518 138,300 4,484,800
1,350 - - - 537.00 - 1,000 585.55 670.00 50 7350.00 - - 0.05 50 -0.30 0.05 - 802 - 254,400
15,800 -112,650 2,659 - 548.00 20.25 100 544.45 547.50 500 7400.00 - - 0.05 177,550 -0.30 0.05 - 14,142 -72,000 2,741,050
1,500 -250 5 - 505.00 60.00 500 490.00 503.50 250 7450.00 - - 0.05 1,700 -0.30 0.05 - 1,731 -4,150 101,100
62,750 -353,550 8,824 - 454.00 24.65 600 454.00 460.05 250 7500.00 - - 0.05 46,900 -0.30 0.05 - 42,900 -25,350 3,430,800
9,950 -8,300 248 - 408.00 48.80 250 403.85 408.00 950 7550.00 - - 0.05 2,200 -0.35 0.05 - 2,474 -3,150 252,050
381,350 -524,550 17,407 - 355.65 27.85 300 355.10 355.55 200 7600.00 - - 0.05 68,300 -0.30 0.05 - 49,826 -52,100 5,098,300
16,150 -26,750 748 - 305.05 23.65 2,000 305.00 305.85 4,000 7650.00 - - 0.05 9,500 -0.45 0.05 - 6,491 19,600 521,800
302,450 -589,950 21,846 - 254.25 27.35 900 254.25 255.20 3,850 7700.00 - - 0.05 41,100 -0.45 0.05 - 53,351 -166,450 4,823,850
39,150 -32,250 1,315 - 205.00 31.40 50 201.10 208.70 1,000 7750.00 - - 0.05 9,200 -0.60 0.05 - 9,776 -24,800 846,100
794,300 -1,235,800 63,889 - 151.60 24.30 100 151.60 152.05 100 7800.00 - - 0.05 76,300 -0.95 0.05 - 140,936 -170,150 5,199,300
72,900 -340,750 21,278 - 98.30 19.30 250 100.45 101.40 1,850 7850.00 - - 0.05 88,550 -2.45 0.05 - 169,991 -289,600 2,135,100
1,439,450 -3,891,550 453,008 - 54.90 17.20 5,900 54.90 54.95 7,650 7900.00 - - 0.05 222,950 -9.45 0.05 - 1,122,505 2,529,750 8,489,250
747,800 -2,155,450 865,757 - 3.40 -9.40 5,600 3.35 3.40 3,850 7950.00 - - 0.05 1,232,850 -29.95 0.05 - 910,522 3,356,950 5,082,200
14,297,100 3,864,250 1,203,501 - 0.05 -3.85 - - 0.05 202,600 8000.00 50 37.10 37.70 200 -33.30 37.30 - 278,041 -594,600 328,150
1,347,150 -144,750 91,723 - 0.05 -0.65 7,150 0.05 0.10 106,200 8050.00 200 85.00 86.00 500 -24.20 85.00 - 1,948 -12,150 1,300
3,296,950 167,400 78,482 - 0.05 -0.35 - - 0.05 36,450 8100.00 250 134.50 135.00 50 -31.40 134.50 - 7,689 -51,450 22,400
153,400 -5,250 763 - 0.05 -0.25 - - 0.05 3,750 8150.00 3,000 183.00 184.00 750 -44.60 182.00 - 67 2,950 3,300
1,351,450 -13,400 5,279 - 0.05 -0.15 - - 0.05 26,350 8200.00 250 234.15 243.35 50 -16.25 236.00 - 4,295 -147,800 5,050
8,250 - - - 0.05 - - - 0.80 10,000 8250.00 1,000 277.00 302.65 1,000 - 320.00 - - - 50
423,800 -2,100 53 - 0.05 -0.10 - - 0.05 3,100 8300.00 500 328.65 351.60 500 -13.00 344.00 - 20 -150 700
5,650 - - - 0.15 - - - - - 8350.00 50 325.00 460.00 50 - 458.00 - - - 6,250
390,250 -50 1 - 0.05 - - - 0.05 19,050 8400.00 500 428.35 452.40 500 -26.40 442.00 - 37 -950 100
3,300 - - - 0.05 - - - - - 8450.00 50 488.95 599.50 100 4.80 487.00 - 34 -1,700 -
946,450 -20,550 1,579 - 0.05 -0.05 - - 0.05 16,050 8500.00 250 534.10 539.95 1,600 -30.40 534.20 - 3,409 -161,450 9,550
1,000 - - - 0.80 - - - 0.40 1,000 8550.00 500 510.50 784.25 100 - 675.45 - - - 5,350
177,150 - 200 - 0.05 - - - 0.05 8,000 8600.00 500 555.50 767.50 100 - - - - - -
- - - - - - - - 1.00 1,000 8650.00 500 600.50 888.25 100 - - - - - -
78,500 - 17 - 0.05 -0.05 - - 0.05 10,000 8700.00 500 660.50 868.50 100 - - - - - -
85,250 - - - 0.10 - - - 0.05 12,300 8750.00 500 700.50 992.20 100 - - - - - -
41,350 - - - 0.10 - - - 0.05 1,150 8800.00 500 760.50 968.50 100 - - - - - -
38,800 - - - 0.05 - - - 0.05 1,000 8850.00 500 780.50 1,092.20 100 - - - - - -
66,400 - - - 0.05 - - - 0.05 1,050 8900.00 500 860.50 1,068.00 100 - - - - - -
8,200 - - - 0.15 - - - 3.05 4,500 8950.00 500 900.50 1,196.20 100 - - - - - -
765,700 -1,950 148 - 0.05 - - - 0.05 8,350 9000.00 50 1,039.00 1,039.95 3,950 -25.50 1,040.00 - 1,222 -56,950 4,350
- - - - - - - - 3.05 1,000 9050.00 1,000 907.20 1,296.20 100 - - - - - -
5,600 -900 18 - 0.05 -0.20 - - 0.10 2,000 9100.00 1,000 1,012.00 1,268.00 100 - - - - - -
- - - - - - - - 3.05 1,000 9150.00 1,000 1,003.25 1,400.15 100 - - - - - -
- - - - - - - - 0.10 3,000 9200.00 1,000 1,111.50 1,373.00 100 - - - - - -
100 - - - 0.10 - - - 3.05 1,000 9250.00 1,000 1,099.75 1,504.15 100 - - - - - -
250 -50 2 - 0.05 -3.00 - - 1.00 100 9300.00 500 1,301.05 1,394.95 500 -11.95 1,343.05 - 101 -5,050 100
50 - - - 0.05 - - - - - 9350.00 1,000 1,199.25 1,604.15 100 - - - - - -
- - - - - - - - 2.50 5,000 9400.00 1,000 1,312.00 1,573.00 100 - - - - - -
- - - - - - - - 3.00 1,000 9450.00 1,000 1,235.50 1,783.60 100 - - - - - -

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



  •  Highlighted options are in-the-money.