Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7805.90  As on May 02, 2016 15:30:45 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
300 150 3 - 2,338.20 -101.80 300 2,360.15 2,489.15 75 5450.00 - - - - - - - - - -
411,450 1,575 81 - 2,322.00 -51.85 150 2,316.50 2,321.95 150 5500.00 150 0.55 0.65 300 -0.10 0.55 49.08 64 -900 32,850
- - - - - - 1,200 2,056.60 2,389.30 75 5550.00 - - - - - - - - - -
- - - - - - 75 2,151.00 2,289.50 975 5600.00 - - 2.00 1,500 - - - - - -
- - - - - - 1,200 1,956.60 2,289.30 75 5650.00 - - - - - - - - - -
- - - - - - 1,200 1,906.60 2,211.50 975 5700.00 9,975 0.05 2.00 1,500 - - - - - -
- - - - - - 1,200 1,856.60 2,189.30 75 5750.00 9,975 0.05 - - - - - - - -
- - - - - - 1,200 1,806.60 2,111.45 975 5800.00 9,975 0.05 1.95 900 - - - - - -
- - - - - - 1,200 1,756.60 2,089.30 75 5850.00 9,975 0.05 - - - - - - - -
- - - - - - 1,200 1,706.60 2,011.50 975 5900.00 9,975 0.05 2.00 1,500 - - - - - -
- - - - - - 1,200 1,656.60 1,989.30 75 5950.00 10,950 0.05 - - - - - - - -
280,800 2,625 65 - 1,827.95 -54.95 225 1,822.00 1,827.35 150 6000.00 150 0.80 0.90 150 0.05 0.90 39.67 44 1,800 23,400
- - - - - - 1,200 1,564.45 1,948.15 75 6050.00 9,975 0.05 - - - - - - - -
600 - - - - - 975 1,686.90 1,779.15 975 6100.00 1,125 0.25 1.65 750 - - - - - 525
- - - - - - 1,200 1,472.30 1,797.15 75 6150.00 9,975 0.05 - - - - - - - -
900 - - - - - 975 1,587.30 1,678.50 975 6200.00 300 0.70 1.00 75 0.05 1.00 35.90 24 - 750
- - - - - - 1,200 1,372.30 1,697.15 75 6250.00 9,975 0.05 - - - - - - - -
825 -75 1 - 1,549.45 -66.05 975 1,487.50 1,579.00 975 6300.00 1,050 0.90 1.50 75 -0.25 1.00 33.70 1 -75 1,350
- - - - - - 1,200 1,280.15 1,601.10 75 6350.00 9,975 0.05 - - - - - - - -
10,575 - - - - - 975 1,387.15 1,478.85 975 6400.00 1,200 0.55 1.35 225 - - - - - 6,300
- - - - - - 1,200 1,187.95 1,505.00 75 6450.00 9,975 0.05 - - - - - - - -
391,725 -2,775 116 - 1,327.05 -41.95 75 1,322.75 1,328.90 225 6500.00 600 1.15 1.55 2,400 0.05 1.45 30.69 394 -1,875 303,750
- - - - - - 1,200 1,087.95 1,405.00 75 6550.00 9,975 0.20 - - - - - - - -
53,325 -150 18 - 1,222.50 -8.95 75 1,224.70 1,230.65 150 6600.00 75 1.65 1.70 675 -0.20 1.70 29.05 131 3,975 78,975
- - - - - - 1,200 996.20 1,308.95 75 6650.00 9,975 0.45 - - - - - - - -
75,600 -150 27 - 1,125.15 -33.25 75 1,125.55 1,129.50 75 6700.00 1,425 2.05 2.20 1,875 0.10 2.20 27.49 452 8,400 120,600
- - - - - - 1,200 904.05 1,212.85 75 6750.00 9,975 0.50 - - - - - - - -
377,100 -2,400 70 - 1,028.35 -55.85 75 1,027.25 1,032.50 75 6800.00 150 2.45 2.50 975 -0.25 2.50 26.01 545 -975 300,825
- - - - - - 1,200 804.30 1,112.85 75 6850.00 75 0.65 - - - - - - - -
151,275 -300 17 - 941.80 -28.20 75 929.35 933.75 150 6900.00 1,500 3.35 3.45 2,700 -0.05 3.45 24.85 5,588 82,950 316,575
- - - - - - 75 811.00 959.00 75 6950.00 750 3.55 4.50 75 -0.20 4.70 24.81 3 - 3,000
1,585,875 -14,175 1,096 - 835.00 -42.55 300 832.20 835.00 5,175 7000.00 300 5.25 5.30 1,875 -0.40 5.30 24.10 14,375 21,225 3,475,875
300 - - - - - 2,025 615.90 904.25 75 7050.00 975 5.70 7.00 525 3.40 5.70 23.11 20 1,125 1,425
413,325 2,625 125 - 742.00 -47.85 75 734.70 738.85 300 7100.00 75 7.10 7.40 1,350 -0.20 7.10 22.93 10,012 23,700 693,375
375 - 2 24.98 720.75 -22.50 2,025 523.95 807.55 75 7150.00 150 8.10 8.95 75 -0.20 8.40 22.18 21 675 1,575
517,200 1,425 136 - 642.00 -49.45 75 638.65 643.30 75 7200.00 150 10.40 10.90 600 0.50 10.80 21.96 23,424 49,050 2,279,625
- - 2 23.47 625.45 339.95 2,025 431.90 709.90 3,000 7250.00 75 11.00 13.50 75 0.65 12.00 21.09 66 1,200 5,625
476,550 -26,400 618 - 544.70 -55.45 75 544.25 548.55 75 7300.00 75 14.80 15.20 300 0.70 14.90 20.78 37,044 153,375 2,155,500
900 - - - - - 2,025 339.00 614.90 3,000 7350.00 75 16.80 18.10 300 2.30 18.15 20.27 115 4,425 10,125
994,350 -32,400 925 - 454.40 -49.35 150 454.00 455.45 150 7400.00 150 21.05 21.20 675 1.55 21.10 19.58 59,081 159,825 2,805,675
825 - - - - - 1,200 271.45 519.90 3,000 7450.00 150 25.00 27.45 300 3.10 26.75 19.33 300 7,050 13,575
1,235,850 -108,600 3,040 13.16 367.15 -43.90 75 366.00 367.15 75 7500.00 3,900 32.00 32.25 1,125 3.40 32.00 18.79 79,711 283,350 3,328,350
975 - 1 16.78 339.60 -50.40 975 308.15 431.90 3,000 7550.00 2,400 38.00 41.00 75 6.20 40.30 18.31 978 10,275 24,375
845,700 8,025 2,930 14.15 283.40 -47.10 75 280.20 283.90 75 7600.00 750 47.85 48.00 3,450 5.80 48.00 17.99 115,452 235,200 2,708,100
1,575 900 23 13.10 240.00 -60.10 75 240.55 344.85 225 7650.00 150 58.95 59.55 225 7.65 58.75 17.68 1,617 17,925 50,100
1,491,900 43,350 12,158 14.23 209.25 -42.20 75 207.40 210.00 75 7700.00 6,975 72.00 72.20 75 9.15 72.00 17.35 151,760 -212,250 4,032,525
19,725 4,200 271 14.19 177.65 -38.20 150 173.25 178.80 75 7750.00 525 87.55 88.45 150 13.65 88.45 17.15 7,410 70,275 153,900
2,088,825 386,400 80,813 14.27 145.45 -36.20 75 144.00 145.45 75 7800.00 8,475 106.00 106.25 2,850 15.15 106.00 16.87 175,342 104,400 3,761,775
142,650 45,375 6,756 14.33 119.00 -31.75 1,125 118.00 119.00 75 7850.00 300 125.10 127.00 900 19.90 127.00 16.61 2,983 5,175 114,075
3,081,675 476,775 183,826 14.16 94.15 -29.55 75 94.00 94.20 8,475 7900.00 75 151.50 153.00 600 21.55 151.75 16.50 60,540 -67,275 2,531,400
207,675 28,050 6,540 14.16 74.05 -26.85 900 74.00 74.85 150 7950.00 300 176.10 183.50 150 22.15 176.75 16.28 437 -4,500 64,725
4,292,400 795,375 191,558 14.12 57.30 -21.80 75 57.05 57.25 75 8000.00 75 212.15 214.00 825 31.70 213.95 16.48 22,861 -137,250 1,219,950
110,025 38,250 3,019 14.08 43.50 -18.75 150 43.00 43.50 150 8050.00 600 238.15 255.40 150 35.90 250.00 16.80 18 - 5,025
3,983,925 415,875 131,574 14.10 32.45 -14.85 1,050 32.10 32.50 8,550 8100.00 150 284.65 288.00 4,800 37.35 288.00 16.56 4,065 -9,675 445,425
58,875 525 1,758 14.05 24.35 -11.10 300 23.70 24.40 75 8150.00 75 309.10 368.70 75 51.00 326.00 16.84 4 -225 150
4,443,225 451,125 108,431 14.33 18.00 -8.50 7,275 18.00 18.15 225 8200.00 75 369.40 372.75 75 38.70 369.50 17.25 944 1,875 272,475
67,575 25,575 1,055 14.52 12.85 -6.15 600 12.80 14.40 300 8250.00 2,025 245.80 585.10 2,025 -773.50 390.35 10.82 4 300 300
3,168,375 107,925 63,631 14.58 9.75 -4.80 600 9.60 9.80 225 8300.00 75 459.40 462.80 75 41.35 460.15 18.08 247 -1,575 365,475
24,300 1,725 244 14.80 7.25 -2.85 75 6.60 7.50 150 8350.00 2,025 334.25 684.00 75 - - - - - 525
1,634,625 191,925 36,857 14.81 4.90 -2.20 5,700 4.90 5.00 1,125 8400.00 375 553.90 558.45 75 50.00 553.00 19.49 657 -39,450 256,425
34,425 450 288 15.32 4.05 -1.80 75 4.00 4.20 1,050 8450.00 75 531.00 669.00 75 - - - - - 375
1,885,725 42,975 22,765 15.29 2.80 -0.80 225 2.65 2.80 2,475 8500.00 375 650.75 653.00 375 60.40 653.00 22.82 922 -36,900 483,975
2,175 - - - - - 300 1.75 3.00 300 8550.00 75 631.00 769.00 75 - - - - - 375
773,550 35,025 6,984 16.22 1.80 -0.45 81,525 1.80 1.85 3,750 8600.00 150 748.00 753.30 75 18.15 749.90 23.79 38 225 59,100
- - - - - - 9,975 0.20 - - 8650.00 1,200 620.70 996.35 75 - - - - - -
278,850 16,125 1,458 16.89 1.15 -0.25 3,150 1.10 1.15 1,350 8700.00 225 843.70 851.90 150 43.55 836.00 18.50 31 -1,725 23,175
- - - - - - 9,975 0.05 - - 8750.00 1,200 720.50 1,096.35 75 - - - - - -
85,875 -4,500 466 17.87 0.85 -0.30 300 0.80 0.85 975 8800.00 150 943.90 951.35 150 22.15 947.20 27.76 10 - 35,100
- - - - - - 10,125 0.05 - - 8850.00 1,200 816.60 1,200.25 75 - - - - - -
76,425 - 173 18.85 0.65 -0.25 1,200 0.65 0.75 1,125 8900.00 450 1,043.00 1,050.25 300 37.35 1,040.00 26.54 11 -225 44,100
- - - - - - 9,975 0.05 - - 8950.00 1,200 912.65 1,304.20 75 - - - - - -
573,300 -20,700 1,324 20.35 0.65 -0.15 29,175 0.65 0.70 675 9000.00 150 1,143.20 1,148.25 225 51.35 1,142.35 30.45 254 5,325 664,575
- - - - - - - - - - 9050.00 1,200 1,012.65 1,404.20 75 - - - - - -
38,625 -10,500 202 21.22 0.50 -0.05 17,475 0.45 0.55 7,500 9100.00 300 1,241.55 1,250.00 150 51.70 1,245.90 34.33 30 225 124,500
- - - - - - - - - - 9150.00 1,200 1,108.75 1,508.10 75 - - - - - -
35,775 1,125 55 22.39 0.45 -0.05 375 0.45 0.50 375 9200.00 300 1,340.95 1,349.50 300 53.35 1,343.40 35.41 36 900 186,300
- - - - - - - - - - 9250.00 1,200 1,208.75 1,608.10 75 - - - - - -
600 225 6 24.01 0.50 -0.05 75 0.30 0.50 150 9300.00 75 1,441.80 1,461.65 225 47.85 1,450.00 40.76 10 300 900
- - - - - - - - - - 9350.00 1,200 1,304.80 1,712.05 75 - - - - - -
2,025 - 5 24.51 0.35 0.05 975 0.35 0.45 150 9400.00 225 1,537.10 1,554.95 225 36.95 1,522.05 - 22 -1,200 6,900
- - - - - - - - - - 9450.00 1,200 1,400.90 1,815.95 75 - - - - - -
- - - - - - 7,500 0.15 2.45 3,000 9500.00 375 1,637.75 1,649.00 75 69.00 1,649.00 44.85 3 150 4,275
Total 36,431,400 33,600,000 Total

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



  •  Highlighted options are in-the-money.