Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8463.10  As on Nov 25, 2014 15:30:06 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
36,100 -4,725 209 147.14 2,217.15 -62.20 50 2,210.90 2,220.20 150 6250.00 - - - - - - - - - -
587,125 -75,700 3,131 - 2,161.30 -69.45 50 2,168.00 2,169.40 100 6300.00 500 0.10 0.25 600 -0.90 0.10 122.74 129 -3,050 1,325
50 - - - 2,060.00 - 1,000 1,922.40 2,285.20 100 6350.00 - - - - -0.15 0.40 134.28 160 - 25
57,500 -17,500 918 180.35 2,073.00 -59.50 25 2,062.10 2,098.00 1,000 6400.00 50 0.30 0.70 500 0.85 1.00 143.21 140 1,975 2,725
50 - - - 1,709.60 - 1,000 1,823.55 2,185.20 100 6450.00 - - - - - - - - - -
185,625 -51,175 2,091 - 1,963.00 -68.35 25 1,936.00 1,969.40 100 6500.00 600 0.15 0.50 500 -0.15 0.25 119.11 430 -7,225 12,875
- - - - - - 1,000 1,730.95 2,149.20 100 6550.00 - - - - - - - - - -
22,400 -5,275 228 - 1,859.90 -72.00 50 1,865.00 1,898.00 1,000 6600.00 1,250 0.15 0.45 300 0.10 0.50 120.10 62 -425 13,725
- - - - - - 1,000 1,630.95 2,049.20 100 6650.00 - - - - - - - - - -
24,850 -120,225 5,117 105.66 1,767.00 -66.80 2,000 1,732.05 1,798.00 1,000 6700.00 700 0.25 0.60 500 -0.70 0.25 106.44 495 -650 2,900
- - - - - - 1,000 1,539.45 1,893.75 100 6750.00 - - - - - - - - - -
26,725 -15,925 665 - 1,665.00 -68.50 25 1,657.05 1,698.00 1,000 6800.00 750 0.40 0.60 300 -0.40 0.40 104.61 165 250 10,975
75 - - - 1,650.00 - 1,000 1,448.00 1,679.00 25 6850.00 - - - - - - - - - -
17,225 -2,275 96 - 1,559.45 -68.55 1,000 1,532.05 1,598.00 1,000 6900.00 3,100 0.25 0.50 250 -0.15 0.50 100.36 181 -1,300 15,425
- - - - - - 1,000 1,348.00 1,698.00 100 6950.00 - - - - - - - - - -
113,125 -33,025 1,367 - 1,460.20 -72.05 50 1,465.25 1,469.45 25 7000.00 2,575 0.35 0.40 275 -0.35 0.40 91.89 4,753 -69,125 192,475
50 - - - 1,539.50 - 1,000 1,257.50 1,418.95 50 7050.00 - - - - - - - - - -
8,250 -6,275 280 - 1,364.05 -68.05 1,000 1,332.05 1,368.95 375 7100.00 100 0.50 0.70 500 - 0.75 91.30 98 -100 23,875
125 - - - 1,356.15 - 1,000 1,201.50 1,318.95 50 7150.00 25 0.15 - - - - - - - -
68,875 -13,250 536 - 1,257.20 -73.35 1,000 1,232.05 1,268.95 500 7200.00 4,950 0.55 0.65 2,000 -0.20 0.55 82.00 495 -275 148,000
7,900 - - - 1,256.00 - 1,000 1,066.70 1,405.30 100 7250.00 25 0.15 - - - 0.60 - - - 1,000
14,750 -850 100 - 1,155.30 -76.10 25 1,160.60 1,169.45 25 7300.00 4,550 0.35 0.60 300 -0.40 0.35 72.29 378 -7,050 393,175
- - - - - - 1,000 973.60 1,310.80 100 7350.00 - - - - - - - - - -
53,800 -3,325 142 - 1,040.70 -85.05 25 1,064.00 1,068.60 25 7400.00 5,000 0.65 0.70 75 -0.30 0.70 71.22 2,356 -15,625 807,750
- - - - - - 1,000 873.60 1,210.80 100 7450.00 25 0.30 - - -0.30 0.35 63.23 1 - 925
125,025 -54,450 2,695 65.74 968.00 -60.55 100 961.75 968.90 25 7500.00 2,000 0.60 0.70 1,775 -0.55 0.70 64.83 5,824 -29,650 1,514,975
- - - - - - 500 830.50 1,115.05 100 7550.00 2,000 0.60 1.00 1,000 -0.55 0.95 63.88 205 - 9,425
179,375 -27,425 1,481 - 857.20 -75.05 275 866.35 868.60 100 7600.00 3,925 0.65 0.75 10,000 -0.50 0.65 57.98 4,601 -27,075 1,168,400
- - - - - - 500 730.50 1,015.00 100 7650.00 1,000 0.60 0.75 500 -0.25 0.75 55.75 40 -1,000 109,600
112,550 -36,075 1,816 51.98 768.00 -62.70 275 766.40 768.95 100 7700.00 725 0.70 0.90 11,100 -0.35 0.85 53.35 3,630 -38,900 1,610,550
- - - - - - 1,000 605.05 919.50 100 7750.00 1,350 0.70 1.00 2,000 -0.70 0.65 48.55 1 - 11,575
192,000 -76,600 3,735 45.21 668.00 -62.40 25 656.45 668.95 150 7800.00 3,000 0.85 0.95 8,950 -0.40 0.85 46.90 33,669 -68,225 1,936,300
325 -25 1 78.42 638.70 -37.55 500 530.50 618.95 50 7850.00 500 0.75 0.95 75 -0.40 0.95 44.30 642 -8,250 67,850
296,500 -59,600 5,421 48.36 570.35 -60.90 75 569.50 569.60 25 7900.00 4,575 0.90 0.95 1,975 -0.40 0.90 40.75 27,831 -117,625 1,360,075
1,275 -25 7 - 510.00 -6.60 1,000 413.00 518.95 50 7950.00 1,050 1.00 1.05 1,000 -0.30 1.00 38.02 782 -7,750 110,225
1,007,350 -138,750 11,327 - 467.25 -63.75 375 466.30 468.35 50 8000.00 10,150 0.90 1.00 50 -0.30 1.05 34.95 50,267 -135,400 4,733,825
8,825 -875 151 - 408.85 -52.85 500 406.00 419.00 25 8050.00 7,700 0.95 1.00 25 -0.50 1.00 31.39 3,193 -28,150 162,725
585,075 -89,800 5,923 - 367.30 -64.80 200 366.75 368.95 75 8100.00 1,800 1.15 1.20 5,000 -0.50 1.15 28.63 59,597 -184,325 3,971,900
23,875 -1,625 219 29.62 320.55 -58.90 25 313.00 321.95 200 8150.00 4,575 1.20 1.25 600 -0.75 1.20 25.37 12,263 -28,525 369,400
801,725 -123,025 11,935 - 266.00 -68.25 100 266.70 270.65 50 8200.00 47,050 1.60 1.70 500 -0.60 1.60 22.95 182,763 -362,075 4,119,275
26,850 -5,325 349 14.55 217.85 -69.25 50 202.00 220.70 200 8250.00 775 2.00 2.15 875 -0.40 2.15 20.36 59,584 -91,775 1,023,375
1,019,375 -238,950 43,546 18.88 171.65 -62.35 7,600 171.00 172.95 25 8300.00 750 3.25 3.30 875 -0.05 3.25 17.99 495,943 -516,725 6,130,225
163,425 10,150 11,075 15.62 123.00 -59.00 125 122.90 123.00 975 8350.00 450 4.55 4.95 1,000 0.40 4.55 14.94 289,520 -59,175 1,445,400
2,847,200 -133,350 400,145 14.71 80.00 -55.90 200 79.00 79.95 175 8400.00 25 10.20 10.40 550 3.80 10.25 13.61 1,567,199 -567,300 5,773,850
1,464,425 757,925 283,123 12.88 41.80 -48.15 550 41.00 42.50 50 8450.00 8,525 20.00 20.80 5,525 10.00 20.00 11.21 659,047 -292,925 1,848,350
5,987,300 1,644,275 1,905,886 13.05 19.05 -34.25 2,150 19.00 19.20 8,475 8500.00 200 43.75 44.00 2,075 22.80 43.95 9.80 1,531,850 -2,204,825 2,495,775
3,163,350 380,425 727,632 12.83 6.50 -18.10 2,350 6.50 6.65 3,000 8550.00 150 78.10 80.35 100 39.80 79.00 - 128,000 -445,325 299,600
5,510,900 1,044,975 779,930 14.62 3.15 -5.90 6,250 3.10 3.15 725 8600.00 4,050 125.00 126.00 850 53.50 125.50 - 194,352 -409,225 260,775
1,063,525 -42,725 111,974 15.58 1.25 -0.85 150 1.10 1.35 100 8650.00 250 169.65 175.25 250 56.15 170.40 - 870 -6,125 1,350
1,451,100 52,300 98,451 17.86 0.85 -0.40 21,300 0.85 0.90 15,525 8700.00 50 217.85 224.70 50 60.85 222.55 - 9,426 -48,725 27,650
46,125 -21,825 2,373 18.66 0.35 -0.55 2,650 0.35 0.65 2,500 8750.00 1,000 230.00 310.50 25 - - - - - -
705,750 -14,425 27,850 23.23 0.65 -0.05 9,125 0.65 3.00 5,000 8800.00 75 320.15 323.80 100 63.10 324.00 - 617 -7,450 5,200
- - - - - - - - 2.55 1,000 8850.00 25 355.50 496.25 500 65.75 360.00 - 28 -700 4,850
157,675 -2,950 2,392 29.58 0.75 0.25 1,125 0.45 0.70 3,500 8900.00 1,000 409.05 442.50 1,000 74.65 434.10 34.30 5 75 2,075
- - - - - - - - - - 8950.00 100 456.50 504.50 25 - - - - - -
480,850 -17,675 3,963 33.15 0.45 - 4,700 0.45 0.90 100 9000.00 500 520.00 523.95 50 67.20 526.55 - 3,483 -41,950 276,825
- - 170 28.97 0.05 - - - - - 9050.00 1,000 330.30 717.90 100 - - - - - -
- - - - - - - - - - 9100.00 1,000 592.00 657.95 1,000 - - - - - -
- - - - - - - - - - 9150.00 1,000 425.25 817.90 100 -416.45 680.50 - 162 -4,050 -
50 - - - 6.35 - - - 2.45 1,000 9200.00 1,000 692.00 757.95 1,000 - - - - - -
- - - - - - - - - - 9250.00 1,000 521.30 922.15 100 -261.15 755.10 - 96 -2,400 -
- - - - - - - - - - 9300.00 1,000 792.00 857.95 1,000 - - - - - -
- - - - - - - - - - 9350.00 1,000 624.35 1,021.00 100 - 793.35 - - - 50
- - - - - - - - - - 9400.00 1,000 892.00 957.95 1,000 - - - - - -
- - - - - - - - - - 9450.00 1,000 716.70 1,126.40 100 - - - - - -
24,925 -75 181 47.91 0.05 -0.45 7,000 0.10 0.35 575 9500.00 100 1,021.00 1,023.90 100 64.40 1,024.20 - 610 -13,275 246,125
- - - - - - - - - - 9550.00 1,000 816.70 1,226.40 100 - - - - - -
- - - - - - - - - - 9600.00 1,000 940.50 1,199.50 100 - - - - - -
- - - - - - - - - - 9650.00 1,000 912.45 1,330.70 100 - - - - - -
- - - - - - - - - - 9700.00 1,000 962.45 1,380.70 100 - - - - - -
- - - - - - - - - - 9750.00 1,000 1,008.15 1,434.95 100 - - - - - -
- - - - - - - - - - 9800.00 1,000 1,058.15 1,484.95 100 - - - - - -
- - - - - - - - - - 9850.00 1,000 1,108.15 1,534.95 100 - - - - - -
- - - - - - - - - - 9900.00 1,000 1,091.10 1,642.70 100 - - - - - -
- - - - - - - - - - 9950.00 1,000 1,141.85 1,692.45 100 - - - - - -
- - - - - - - - - - 10000.00 1,000 1,192.55 1,742.15 100 - - - - - -
- - - - - - - - - - 10050.00 1,000 1,243.30 1,791.90 100 - - - - - -

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



  •  Highlighted options are in-the-money.