Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8066.85  As on Sep 02, 2014 12:14:35 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
200 - - - - - 1,000 4,222.95 4,565.20 100 3600.00 10,000 0.05 - - 0.25 0.30 102.60 1 -50 3,950
- - - - - - 1,000 4,122.95 4,465.20 100 3700.00 - - - - - - - - - 500
- - - - - - 1,000 4,022.95 4,365.20 100 3800.00 - - - - - - - - - 600
- - - - - - 1,000 3,922.95 4,265.20 100 3900.00 - - - - - - - - - 500
156,200 -50 1 - 4,044.00 8.00 100 4,061.70 4,069.90 50 4000.00 - - - - - - - - - 100
- - - - - - 1,000 3,722.95 4,065.20 100 4100.00 - - - - - - - - - 250
- - - - - - 1,000 3,622.95 3,965.20 100 4200.00 - - - - - - - - - -
- - - - - - 1,000 3,522.95 3,865.20 100 4300.00 - - - - - - - - - 50
- - - - - - 1,000 3,422.95 3,765.20 100 4400.00 - - - - - - - - - -
- - - - - - 1,000 3,456.65 3,591.05 350 4500.00 - - - - - - - - - 50
- - - - - - 1,000 3,222.95 3,565.20 100 4600.00 - - - - - - - - - -
- - - - - - 1,000 3,122.95 3,465.20 100 4700.00 - - - - - - - - - -
- - - - - - 1,000 3,022.95 3,365.20 100 4800.00 - - - - - - - - - -
- - - - - - 1,000 2,922.95 3,265.20 100 4900.00 - - - - - - - - - -
46,850 150 6 - 3,065.00 26.15 250 3,063.50 3,076.45 50 5000.00 10,000 0.05 - - 0.85 1.00 70.14 2 100 1,800
- - - - - - 1,000 2,722.95 3,065.20 100 5100.00 - - - - - - - - - -
27,700 - - - - - 1,600 2,645.40 2,940.40 600 5200.00 - - - - - - - - - -
- - - - - - 1,000 2,522.95 2,865.20 100 5300.00 - - - - - - - - - -
- - - - - - 1,000 2,422.95 2,765.20 100 5400.00 - - - - - - - - - -
24,900 - - - - - 200 2,568.95 2,577.50 50 5500.00 - - 0.50 1,000 - - - - - 1,000
300 - - - - - 1,000 2,260.50 2,565.20 100 5600.00 - - 1.00 1,000 - - - - - -
15,000 - - - - - 50 2,348.50 2,417.00 50 5700.00 - - 1.00 1,000 - - - - - -
199,700 - - - - - 50 2,268.35 2,279.50 50 5800.00 1,900 0.35 0.40 4,900 0.05 0.40 45.84 500 -100 7,350
13,900 - - - - - 50 2,171.45 2,176.70 100 5900.00 - - 0.80 1,000 - - - - - 200
- - - - - - 1,000 1,872.95 2,215.20 100 5950.00 - - 1.00 1,000 - - - - - -
839,650 3,150 229 - 2,080.00 33.50 50 2,074.65 2,080.40 50 6000.00 1,250 0.45 0.50 400 - 0.50 42.42 164 1,250 76,200
- - - - - - 1,000 1,772.95 2,115.20 100 6050.00 10,000 0.05 1.00 1,000 - - - - - -
43,950 -50 1 - 1,952.50 87.20 1,800 1,801.10 1,981.40 50 6100.00 4,000 0.45 0.55 2,900 - 0.50 40.27 159 -50 9,150
- - - - - - 1,000 1,681.05 2,075.70 100 6150.00 10,000 0.05 1.00 1,000 - - - - - -
17,500 - - - - - 250 1,874.95 1,882.85 50 6200.00 4,550 0.50 0.55 700 - 0.50 38.16 133 - 4,050
- - - - - - 1,000 1,581.05 1,975.70 100 6250.00 10,000 0.05 1.00 1,000 - - - - - -
20,950 -150 5 - 1,760.00 12.75 50 1,778.20 1,782.70 50 6300.00 50 0.55 0.60 100 0.05 0.60 36.73 25 -150 4,500
- - - - - - 1,000 1,489.10 1,823.30 100 6350.00 10,000 0.05 1.00 1,000 - - - - - -
88,400 - - - - - 400 1,674.95 1,682.70 100 6400.00 200 0.55 0.60 200 - 0.55 34.33 20 - 14,700
- - - - - - 1,000 1,389.10 1,723.30 100 6450.00 10,000 0.05 1.00 1,000 - - - - - -
193,050 -1,800 133 - 1,576.10 27.55 150 1,577.55 1,583.05 100 6500.00 2,350 0.75 0.80 1,350 0.15 0.80 33.55 215 -3,200 74,450
9,350 - - - - - 1,000 1,297.15 1,627.30 100 6550.00 20,000 0.05 1.00 1,000 - - - - - -
119,950 - - - - - 600 1,476.45 1,481.50 100 6600.00 1,600 0.80 0.85 300 0.05 0.80 31.45 68 - 51,550
- - - - - - 1,000 1,205.25 1,531.35 100 6650.00 20,000 0.20 1.50 1,000 - - - - - -
209,650 - - - - - 300 1,379.00 1,382.65 50 6700.00 2,000 0.85 0.90 50 - - - - - 59,150
- - - - - - 1,000 1,105.25 1,431.35 100 6750.00 10,000 0.30 1.50 1,000 - - - - - -
53,150 -200 5 - 1,255.80 3.65 450 1,279.55 1,282.75 250 6800.00 50 0.90 0.95 450 - 0.95 27.84 7 - 57,000
100 - - - - - 1,000 1,013.30 1,335.35 100 6850.00 10,000 0.30 1.75 900 -0.25 1.75 28.83 2 100 150
27,950 - 5 - 1,173.00 23.35 100 1,181.15 1,183.85 200 6900.00 4,350 1.00 1.10 550 0.05 1.05 26.07 57 -650 63,300
- - - - - - 1,000 921.35 1,239.40 100 6950.00 10,000 0.30 2.00 1,000 - - - - - -
480,750 3,050 164 - 1,080.95 24.10 150 1,083.65 1,086.05 150 7000.00 6,750 1.30 1.35 1,550 0.05 1.35 24.73 974 2,450 784,250
50 - - - - - 1,000 821.45 1,139.40 100 7050.00 1,000 0.70 - - - - - - - -
24,250 -50 2 - 987.00 19.15 150 984.25 996.40 50 7100.00 250 1.60 1.70 1,700 0.05 1.70 23.20 327 -3,650 596,350
- - - - - - 1,000 730.15 1,043.45 100 7150.00 9,750 1.20 1.70 1,000 0.05 1.75 22.30 1 - 3,000
168,550 -950 46 - 876.00 17.40 50 885.20 889.20 200 7200.00 300 2.20 2.30 11,750 -0.05 2.25 21.96 1,589 11,750 823,900
- - - - - - 1,000 631.65 943.50 100 7250.00 500 1.70 3.95 400 2.75 3.95 22.70 2 - 100
159,200 1,450 51 - 788.00 24.00 10,000 787.85 790.20 50 7300.00 1,400 3.00 3.05 50 -0.40 3.05 20.66 3,186 21,750 940,600
- - - - - - 1,000 534.50 847.50 100 7350.00 10,000 3.35 4.20 500 -0.40 4.00 20.38 22 50 5,250
428,750 950 109 - 690.25 26.95 1,050 689.95 693.15 250 7400.00 2,000 4.25 4.30 400 -0.60 4.30 19.44 13,249 -109,850 1,423,150
- - - - - - 1,000 441.85 751.50 100 7450.00 4,800 4.85 5.30 2,500 -1.10 5.00 18.73 58 -2,650 12,550
764,950 -8,850 556 - 593.60 27.45 50 593.05 595.40 100 7500.00 3,300 6.20 6.25 500 -1.05 6.25 18.31 16,655 17,800 2,354,900
- - - - - - 500 535.70 558.90 9,950 7550.00 10,000 7.70 8.00 50 -1.80 7.30 17.52 1,249 46,400 105,550
699,800 -56,650 1,832 - 496.95 25.90 10,400 497.20 499.80 100 7600.00 3,200 9.35 9.45 500 -1.90 9.45 17.18 25,828 63,650 2,635,550
5,400 - - - - - 9,950 443.90 456.70 50 7650.00 500 11.45 11.90 150 -2.20 11.90 16.56 1,302 3,350 121,950
602,650 -76,350 3,225 - 407.45 28.05 100 405.85 407.50 250 7700.00 500 14.85 15.00 1,750 -3.00 14.90 16.24 45,429 384,600 3,821,850
16,800 -150 29 - 352.90 19.55 150 356.00 363.50 150 7750.00 100 18.95 19.40 500 -4.15 19.00 15.78 1,541 25,550 178,850
1,219,950 -15,700 7,882 10.41 318.05 25.25 50 318.05 319.20 150 7800.00 300 24.90 25.00 1,300 -4.85 24.85 15.55 81,981 557,900 4,461,600
11,300 -150 34 10.96 274.00 20.75 100 272.85 278.45 300 7850.00 50 31.85 32.10 100 -7.00 31.80 15.24 7,145 71,250 243,650
1,444,950 -30,500 9,550 11.31 236.00 22.40 150 235.50 236.25 50 7900.00 450 41.05 41.25 1,450 -7.85 41.25 14.96 89,387 580,400 4,834,650
72,050 -1,650 646 11.65 197.00 18.90 100 196.00 197.85 100 7950.00 100 52.35 52.85 450 -9.65 52.50 14.68 5,742 66,250 442,400
3,753,000 -46,850 59,509 11.55 161.90 17.20 100 161.60 162.00 200 8000.00 250 66.70 66.80 300 -11.75 66.70 14.40 130,775 1,305,050 4,734,950
256,500 68,300 9,217 11.46 129.00 14.40 150 129.35 129.95 150 8050.00 100 83.50 84.10 50 -13.55 84.00 14.14 8,698 195,400 301,650
4,367,000 329,050 111,866 11.41 100.90 12.55 250 100.75 100.95 450 8100.00 50 104.00 104.20 100 -16.60 104.20 13.86 63,447 863,100 1,737,750
158,750 64,850 5,038 11.40 76.90 10.20 100 76.55 77.00 250 8150.00 50 127.40 129.05 250 -15.85 130.90 13.81 73 850 9,850
4,425,600 5,800 109,151 11.32 56.30 8.15 250 56.15 56.35 150 8200.00 100 156.10 156.65 50 -21.15 156.00 13.56 12,185 275,250 779,500
125,450 23,950 3,021 11.22 39.35 5.25 300 39.70 39.95 100 8250.00 500 182.10 198.00 10,000 - - - - - -
3,573,750 571,900 73,813 11.18 27.65 4.15 850 27.55 27.65 250 8300.00 50 225.15 226.00 150 -22.90 227.50 13.62 7,172 258,950 314,450
59,550 20,200 1,174 11.13 18.50 3.05 200 18.15 18.75 50 8350.00 500 255.05 277.70 500 - - - - - -
3,038,800 384,950 46,099 11.14 12.15 1.90 250 12.05 12.15 250 8400.00 100 308.00 309.70 200 -27.30 308.00 13.97 937 23,500 158,900
3,250 750 51 11.23 7.80 0.95 10,000 7.25 7.80 250 8450.00 9,950 341.75 365.35 500 - - - - - 5,250
862,900 45,650 17,720 11.33 5.05 0.65 3,900 5.00 5.10 8,300 8500.00 50 398.95 401.15 400 -24.75 402.90 13.87 394 5,700 289,600
200 - 1 8.49 0.40 -5.50 9,750 2.10 18.00 500 8550.00 500 437.35 460.00 500 - - - - - -
236,500 69,650 5,098 11.90 2.35 0.15 4,700 2.35 2.40 2,000 8600.00 50 495.40 499.45 50 -44.45 506.30 19.38 42 1,850 2,850
- - - - - - 9,750 1.20 6.00 500 8650.00 1,000 400.10 770.60 100 - - - - - -
38,850 8,250 1,499 12.90 1.50 0.05 1,300 1.45 1.50 50 8700.00 200 591.10 599.85 150 - - - - - -
- - - - - - 5,000 0.50 2.00 1,000 8750.00 1,000 496.05 874.60 100 - - - - - -
42,950 24,100 1,837 14.09 1.10 -0.10 11,700 1.05 1.10 12,800 8800.00 300 689.75 699.20 150 - - - - - -
- - - - - - 10,000 0.25 2.00 1,000 8850.00 1,000 596.05 974.60 100 - - - - - -
43,000 30,050 601 15.59 1.00 - 50 0.80 1.05 10,000 8900.00 600 776.30 868.30 650 - - - - - -
- - - - - - 5,000 0.20 2.00 1,000 8950.00 1,000 692.05 1,078.65 100 - - - - - -
314,300 109,100 3,822 16.77 0.80 0.15 9,050 0.75 0.80 1,250 9000.00 600 890.45 893.95 200 -31.05 889.45 23.77 554 5,850 303,250
- - - - - - 50 0.50 2.00 1,000 9050.00 1,000 788.00 1,182.70 100 - - - - - -
- - - - - - - - 2.00 1,000 9100.00 1,000 838.00 1,232.70 100 - - - - - -
- - - - - - - - 2.00 1,000 9150.00 1,000 888.00 1,282.70 100 - - - - - -
- - - - - - - - 2.95 1,000 9200.00 1,000 934.00 1,336.70 100 - - - - - -
50 - - - - - - - 2.00 1,000 9250.00 1,000 990.40 1,182.00 100 - - - - - 3,500
- - - - - - - - 2.95 1,000 9300.00 50 1,148.95 1,252.20 100 - - - - - 50
- - - - - - - - 1.50 1,000 9350.00 1,000 1,084.00 1,486.70 100 - - - - - -
- - - - - - - - 1.50 1,000 9400.00 1,000 1,129.95 1,540.75 100 - - - - - -
- - - - - - - - 1.00 1,000 9450.00 1,000 1,179.95 1,590.75 100 - - - - - -
- - - - - - - - 1.00 1,000 9500.00 50 1,338.25 1,458.20 100 - - - - - 1,150
- - - - - - - - - - 9550.00 1,000 1,190.30 1,754.50 100 - - - - - -
- - - - - - - - - - 9600.00 1,000 1,325.90 1,744.75 100 - - - - - -
250 - - - - - - - 3.05 1,000 9700.00 1,000 1,421.90 1,848.80 100 - - - - - -
- - - - - - - - - - 9800.00 1,000 1,521.90 1,948.80 100 - - - - - -
150 - - - - - - - - - 9900.00 1,000 1,617.85 2,052.85 100 - - - - - -
50 - - - - - 1,000 0.05 2.00 2,000 10000.00 200 1,877.35 1,889.30 250 -16.60 1,910.40 55.23 4 -50 5,200
50 - - - - - - - - - 10100.00 1,000 1,813.80 2,255.00 50 - - - - - -

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



  •  Highlighted options are in-the-money.