Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8502.00  As on Jul 06, 2015 14:58:06 IST
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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
25 25 1 132.69 2,370.00 785.85 25 1,851.00 2,145.00 25 6450.00 175 0.10 2.00 100 - 0.10 33.86 1 - 100
69,525 -225 146 - 1,985.90 18.60 925 1,992.45 1,998.50 200 6500.00 150 0.60 0.65 150 0.10 0.65 38.79 106 25 4,750
- - - - - - 1,000 1,619.60 2,135.00 100 6550.00 10,000 0.05 - - - - - - - -
2,125 - - - - - 4,350 1,861.95 1,934.40 4,925 6600.00 450 0.25 1.95 1,000 - - - - - 1,750
- - - - - - 1,000 1,523.90 1,980.00 100 6650.00 10,000 0.05 - - - - - - - -
10,600 - - - - - 4,075 1,762.95 1,832.50 4,925 6700.00 75 0.50 2.50 500 - - - - - 7,025
- - - - - - 1,000 1,432.30 1,880.00 100 6750.00 20,000 0.05 - - - - - - - -
3,000 - - - - - 3,800 1,662.95 1,731.25 4,850 6800.00 200 0.50 1.25 875 - - - - - 20,850
- - - - - - 1,000 1,332.30 1,784.00 100 6850.00 20,000 0.05 - - - - - - - -
2,075 - - - - - 4,425 1,568.40 1,631.35 4,925 6900.00 975 1.20 1.35 1,225 -0.15 1.35 33.55 93 2,000 43,550
- - - - - - 1,000 1,240.70 1,684.00 100 6950.00 10,000 0.15 - - - - - - - -
534,100 -2,050 508 - 1,480.90 13.60 525 1,499.45 1,504.50 25 7000.00 96,875 1.45 1.50 61,250 0.10 1.50 31.91 9,420 17,650 538,700
350 - - - - - 1,000 1,140.70 1,588.50 100 7050.00 25 0.30 - - - - - - - 100
613,725 -625 40 - 1,397.00 37.75 100 1,399.20 1,405.25 25 7100.00 6,600 1.55 1.65 1,775 - 1.65 30.23 950 525 454,475
- - - - - - 1,000 1,049.30 1,488.50 100 7150.00 25 0.45 - - - - - - - -
146,575 -275 16 - 1,282.70 12.70 600 1,298.75 1,305.75 250 7200.00 925 2.10 2.15 3,300 -0.05 2.15 29.16 2,790 8,400 388,325
- - - - - - 1,000 957.80 1,392.50 100 7250.00 10,000 0.50 - - - - - - - -
27,000 - - - - - 25 1,201.80 1,207.75 75 7300.00 750 2.40 2.45 2,275 -0.40 2.45 27.56 6,394 -46,850 596,700
- - - - - - 1,000 857.90 1,297.00 100 7350.00 10,000 0.85 - - - - - - - -
15,825 -50 18 - 1,047.00 -18.40 100 1,103.90 1,112.00 25 7400.00 300 2.95 3.05 9,850 -0.95 3.05 26.14 9,732 -43,075 556,975
- - - - - - 1,000 767.95 1,197.00 100 7450.00 25 2.00 - - - - - - - 850
430,425 -3,725 530 - 1,015.05 34.65 100 1,008.55 1,012.80 50 7500.00 5,000 3.95 4.00 4,100 -1.25 3.90 25.18 20,127 -20,400 1,218,300
- - - - - - 1,000 667.95 1,101.00 100 7550.00 10,250 3.35 - - - - - - - 975
67,175 -425 100 - 913.90 25.70 25 910.80 916.85 75 7600.00 1,950 5.50 5.55 1,500 -1.70 5.50 24.28 35,629 16,075 969,750
- - - - - - 1,000 570.15 947.50 100 7650.00 100 6.50 7.40 200 -1.50 6.80 23.90 12 100 2,425
66,100 -1,400 216 - 818.00 38.55 25 812.30 818.45 125 7700.00 2,950 7.80 7.85 875 -2.25 7.80 23.43 59,868 -51,150 1,811,325
50 - - - - - 1,000 474.35 905.50 100 7750.00 25 9.05 9.50 100 -2.15 10.20 23.32 260 700 10,100
196,450 -5,550 530 - 721.00 24.50 75 718.70 722.00 125 7800.00 275 11.05 11.15 975 -3.10 11.15 22.65 105,369 65,900 3,494,575
- - - - - - 1,000 407.00 809.50 100 7850.00 25 12.05 13.95 25 -2.55 13.85 22.29 112 -100 29,975
155,525 -950 277 - 625.00 33.40 150 622.45 625.75 25 7900.00 825 15.20 15.35 825 -4.40 15.20 21.70 183,623 -14,425 5,346,075
- - - - - - 1,000 312.20 673.00 100 7950.00 25 17.10 18.20 25 -5.60 17.50 21.28 780 2,150 26,275
829,475 -23,950 6,481 - 531.35 22.60 25 529.30 532.00 25 8000.00 400 20.85 20.95 1,250 -6.20 20.90 20.64 325,074 298,325 5,766,625
100 - - - - - 100 447.80 538.95 100 8050.00 25 24.05 25.05 25 -7.05 24.80 20.30 1,206 4,675 33,300
526,950 -9,625 6,302 - 440.05 22.25 100 438.00 440.60 50 8100.00 725 28.90 29.00 600 -8.40 29.00 19.61 273,262 -200,350 3,053,275
11,100 -525 137 - 390.90 11.30 100 398.05 399.75 25 8150.00 50 34.00 34.70 1,900 -9.95 34.70 19.22 2,065 1,050 64,475
928,500 4,125 18,711 - 351.60 16.05 100 351.10 353.20 25 8200.00 1,000 40.45 40.65 775 -12.00 40.65 18.75 444,993 630,050 5,068,625
36,750 -7,900 544 10.04 312.85 15.00 50 309.40 319.85 400 8250.00 50 48.05 48.65 50 -14.75 47.50 18.31 7,112 -16,450 106,975
1,610,725 -22,400 67,903 10.03 270.60 13.25 100 271.00 271.65 50 8300.00 2,300 58.00 58.20 500 -15.80 58.00 18.03 531,651 263,625 4,371,850
52,850 17,850 4,474 10.76 234.85 12.80 200 233.30 234.85 25 8350.00 50 69.55 70.55 750 -18.45 70.00 17.88 11,794 33,475 200,650
3,144,100 239,425 278,770 11.38 198.85 10.15 150 198.55 198.95 100 8400.00 1,100 83.55 83.95 400 -20.65 83.65 17.54 420,937 565,425 3,645,000
95,675 7,475 13,628 11.81 167.00 9.25 25 166.85 167.70 50 8450.00 100 100.30 101.05 50 -22.85 100.95 17.39 11,099 22,450 169,400
5,026,100 427,250 627,733 12.01 138.30 7.35 25 138.10 138.40 50 8500.00 75 120.35 120.90 200 -24.75 120.45 17.34 163,223 206,425 2,234,375
204,125 89,975 18,698 12.17 111.05 6.90 50 111.15 111.80 50 8550.00 175 141.80 144.05 25 -28.10 139.80 16.77 742 625 10,425
3,328,325 387,375 622,323 12.20 88.10 4.30 475 88.10 88.35 2,775 8600.00 25 168.05 168.85 75 -24.45 168.85 17.13 34,726 34,750 891,575
118,350 33,825 15,556 12.22 68.35 3.50 200 68.35 68.60 50 8650.00 100 179.35 200.85 1,925 -14.70 195.90 24.86 2 -25 275
3,562,325 -96,825 403,934 12.24 51.90 1.90 925 51.80 52.00 2,175 8700.00 225 229.00 229.75 100 -27.15 229.00 17.40 7,077 21,925 419,875
67,100 13,175 4,856 12.28 39.00 2.35 100 38.35 39.20 50 8750.00 1,000 176.00 506.50 100 - - - - - 200
2,720,325 109,950 299,135 12.30 28.60 1.30 900 28.45 28.60 450 8800.00 250 301.55 303.95 25 -33.75 300.00 18.12 6,034 -26,300 340,125
27,475 5,950 1,459 12.34 20.25 1.05 1,900 19.80 20.40 75 8850.00 100 301.00 643.00 100 - - - - - 300
1,494,000 -27,925 154,770 12.31 14.05 0.20 425 14.05 14.15 425 8900.00 25 384.70 387.75 100 -25.20 387.50 19.24 1,970 2,650 125,650
13,150 1,625 286 12.32 9.00 -0.40 1,900 9.20 9.85 25 8950.00 1,000 351.45 749.05 100 - - - - - 200
2,547,400 230,400 101,416 12.38 6.60 -0.25 1,475 6.55 6.60 75 9000.00 125 477.00 478.55 25 -26.15 477.00 20.78 2,849 17,500 671,725
- - 80 13.13 5.50 0.50 1,925 3.05 5.45 25 9050.00 1,000 449.50 834.05 100 - - - - - -
661,075 12,075 30,958 13.03 3.70 -0.30 2,575 3.65 3.70 3,150 9100.00 25 570.75 573.95 100 -18.45 584.60 22.78 251 25 98,125
- - - - - - 25 0.70 9.85 25 9150.00 1,000 544.65 938.25 100 - - - - - -
435,250 -3,000 18,454 13.97 2.45 -0.05 10,350 2.40 2.45 2,175 9200.00 25 666.50 673.05 250 24.55 717.75 31.63 87 75 43,700
9,500 - - - - - 75 0.75 16.50 500 9250.00 1,000 640.50 1,042.45 100 - - - - - -
77,475 -225 803 14.37 1.40 -0.10 7,050 1.25 1.40 175 9300.00 275 762.45 769.30 50 -42.00 774.60 25.89 59 200 57,375
- - - - - - 20,000 0.05 9.30 500 9350.00 1,000 739.80 1,142.45 100 - - - - - -
47,175 2,125 103 15.50 1.00 -0.20 375 0.95 1.05 125 9400.00 25 864.75 868.25 125 4.20 905.60 35.13 17 - 11,600
- - - - - - 20,000 0.05 - - 9450.00 1,000 835.60 1,246.65 100 - - - - - -
142,700 5,050 1,091 16.67 0.75 -0.25 3,500 0.75 0.80 425 9500.00 25 964.80 966.85 25 -28.80 962.35 31.42 980 5,300 444,275
- - - - - - 20,000 0.05 - - 9550.00 1,000 935.60 1,346.65 100 - - - - - -
9,100 50 4 16.71 0.40 -0.35 1,000 0.50 0.60 25 9600.00 50 1,061.75 1,069.50 500 -1.95 1,098.05 38.84 4 25 2,375
- - - - - - 20,000 0.05 - - 9650.00 1,000 1,031.40 1,450.85 100 - - - - - -
5,075 - 8 18.45 0.50 -0.10 100 0.50 0.65 100 9700.00 125 1,158.95 1,168.80 100 46.25 1,250.00 51.28 4 - 10,775
- - - - - - 20,000 0.05 - - 9750.00 1,000 1,131.40 1,550.85 100 - - - - - -
650 - - - - - 200 0.35 0.55 475 9800.00 4,025 1,226.00 1,298.60 6,525 - - - - - 450
- - - - - - 10,000 0.05 - - 9850.00 1,000 1,227.15 1,655.10 100 - - - - - -
21,100 - 428 20.86 0.45 -0.10 3,225 0.45 0.50 4,275 9900.00 250 1,359.05 1,366.10 325 -31.75 1,356.55 38.73 204 1,900 240,250
2,025 - - - - - 200 0.10 2.00 500 9950.00 1,000 1,322.95 1,759.30 100 - - - - - -
- - - - - - 200 0.10 2.00 500 10000.00 1,000 1,103.55 1,817.65 100 - - - - - -
Total 30,096,675 43,607,750 Total

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



  •  Highlighted options are in-the-money.