Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8275.55  As on Oct 31, 2014 11:41:36 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
50,400 -500 44 - 2,043.00 124.95 100 2,050.30 2,062.95 25 6250.00 200 0.10 2.00 100 0.05 0.10 32.67 12 100 100
762,200 - 14 - 2,000.00 125.00 50 2,000.30 2,006.90 500 6300.00 300 0.10 1.50 100 - - - - - 50
75 25 1 - 1,800.00 - 1,000 1,652.70 1,979.90 25 6350.00 200 0.10 2.00 100 - - - - - 50
85,000 2,000 85 - 1,890.00 113.20 100 1,900.00 1,907.05 50 6400.00 2,850 0.20 1.00 150 -0.70 0.20 31.88 6 150 300
50 - - - - - 1,000 1,601.50 2,004.50 100 6450.00 200 0.10 2.00 100 - - - - - -
309,550 550 50 - 1,805.75 130.40 25 1,797.40 1,804.95 25 6500.00 900 0.50 0.80 500 -0.15 0.50 32.74 48 775 26,425
- - - - - - 1,000 1,455.00 1,850.50 100 6550.00 200 0.10 2.00 100 - - - - - -
84,800 600 30 - 1,696.00 120.40 25 1,698.40 1,705.15 50 6600.00 25 0.50 0.80 175 -0.10 0.50 30.90 14 200 21,750
5,000 - - - - - 1,000 1,363.25 1,755.00 100 6650.00 200 0.10 2.00 100 - - - - - -
185,775 -3,625 298 - 1,598.80 115.55 250 1,599.65 1,609.10 50 6700.00 500 0.60 0.85 4,925 0.15 0.80 30.50 290 -4,250 26,000
100 - - - - - 1,000 1,263.25 1,655.00 100 6750.00 200 0.10 2.00 100 - - - - - -
64,475 75 7 - 1,503.25 115.70 25 1,500.40 1,507.90 25 6800.00 50 0.65 0.95 1,000 -0.20 0.95 29.16 8 - 17,900
325 25 3 - 1,375.05 464.25 25 1,401.00 1,479.95 25 6850.00 200 0.30 3.00 100 - - - - - -
22,250 -50 24 - 1,403.75 127.55 25 1,401.20 1,408.90 25 6900.00 75 0.85 1.00 975 -0.15 1.00 27.43 37 -300 18,500
300 - - - - - 1,000 1,079.70 1,587.65 100 6950.00 5,000 0.50 3.00 100 - - - - - -
202,200 4,500 347 - 1,307.00 116.55 100 1,305.00 1,309.35 25 7000.00 25 1.40 1.45 25 -0.15 1.45 26.68 1,209 2,250 312,700
1,500 - - - - - 1,000 980.50 1,488.80 100 7050.00 10,000 0.65 3.00 100 - - - - - -
16,750 - - - - - 1,775 976.70 1,287.65 775 7100.00 2,025 1.55 1.60 100 -0.15 1.60 25.05 161 -3,425 51,175
5,250 - - - - - 1,000 891.30 1,267.50 100 7150.00 5,000 0.75 - - - - - - - -
89,800 300 28 - 1,099.95 110.90 100 1,105.55 1,108.90 25 7200.00 1,350 1.90 2.10 1,850 -0.15 2.00 23.79 1,791 18,675 220,075
20,750 - - - - - 1,000 801.20 1,167.50 100 7250.00 5,000 1.20 - - - - - - - 1,000
27,300 150 9 42.91 1,087.70 196.90 75 1,010.10 1,016.30 125 7300.00 2,850 2.20 2.30 3,300 -0.40 2.30 22.24 3,017 5,900 669,400
- - - - - - 1,000 697.70 1,071.50 100 7350.00 5,000 1.50 - - - - - - - -
68,075 2,125 266 - 916.20 125.15 25 907.25 913.60 25 7400.00 125 2.85 2.90 725 -0.50 2.85 20.93 11,067 2,250 1,212,500
- - - - - - 1,000 601.55 971.50 100 7450.00 9,750 2.10 - - - - - - - 900
239,450 29,950 2,083 - 816.00 121.80 25 810.40 814.25 25 7500.00 3,100 4.15 4.25 1,550 -1.20 4.25 20.06 33,044 124,725 1,946,075
- - - - - - 1,000 502.35 990.25 100 7550.00 100 4.90 5.50 500 -1.05 6.45 20.43 186 -125 42,325
295,500 -102,100 6,211 - 720.00 125.30 25 715.55 720.50 175 7600.00 3,650 5.80 5.90 12,025 -2.50 5.90 18.96 38,949 3,825 1,503,225
- - - - - - 1,000 412.00 887.70 100 7650.00 25 6.50 7.00 500 -4.30 6.20 18.04 450 -2,550 106,550
311,350 -50 479 - 620.00 118.15 50 618.40 621.00 75 7700.00 50 8.15 8.20 2,000 -4.55 8.25 17.87 60,723 33,500 2,271,200
- - - - - - 500 430.50 630.00 100 7750.00 250 9.05 10.35 50 -6.00 10.00 17.41 432 -575 9,075
544,625 -5,075 3,320 - 524.00 117.95 100 521.75 524.60 25 7800.00 875 11.50 11.60 2,900 -7.60 11.60 16.74 97,161 222,225 2,196,175
450 - - - - - 50 441.25 482.05 50 7850.00 75 13.55 14.90 175 -10.95 13.50 16.10 1,408 6,750 79,200
832,050 -24,500 4,706 - 430.95 110.95 1,175 427.05 431.40 100 7900.00 75 17.15 17.25 3,475 -12.20 17.20 15.72 151,980 174,375 2,529,025
1,100 -250 14 - 370.00 87.05 25 378.35 391.30 50 7950.00 450 21.00 21.20 725 -17.20 21.15 15.36 4,536 27,625 112,825
1,642,900 6,100 19,653 10.12 341.75 102.00 100 340.50 341.35 50 8000.00 225 26.60 26.70 1,950 -19.65 26.70 14.94 246,720 904,225 4,926,625
22,450 -250 326 6.38 287.05 84.90 2,000 287.65 301.25 25 8050.00 325 33.05 33.35 275 -26.20 33.00 14.55 10,573 53,575 166,625
1,495,675 -95,925 47,504 11.22 257.15 90.70 150 257.10 257.95 50 8100.00 325 42.10 42.15 25 -29.55 42.20 14.24 236,945 863,875 3,005,675
53,725 -19,925 4,492 11.29 220.00 86.30 450 217.25 219.25 50 8150.00 75 52.75 53.05 250 -36.90 53.00 13.96 13,584 74,175 176,625
2,498,625 25,425 165,558 11.44 182.10 76.95 575 182.10 182.50 25 8200.00 525 66.10 66.30 700 -42.90 66.10 13.65 280,818 1,221,875 3,023,525
85,225 14,225 16,824 11.41 151.05 68.80 25 150.10 151.10 25 8250.00 25 82.45 82.60 50 -48.55 82.20 13.44 12,685 179,075 179,925
3,396,175 922,025 346,866 11.35 119.60 60.20 50 119.45 119.60 150 8300.00 50 100.60 100.90 50 -59.90 100.60 13.13 112,842 677,850 1,388,500
123,650 44,300 15,434 11.30 94.30 51.60 25 94.15 94.45 50 8350.00 25 122.00 129.75 50 -166.05 123.95 12.91 120 2,300 2,350
2,995,650 1,045,400 349,802 11.12 70.90 41.00 250 70.90 71.15 325 8400.00 25 147.95 148.45 50 -80.55 148.45 12.72 10,901 98,750 243,550
131,175 64,175 16,171 11.01 53.00 32.60 200 53.00 53.25 600 8450.00 50 160.80 210.10 25 -87.70 162.80 10.76 2 - 50
3,137,975 1,349,275 290,280 10.91 37.85 24.40 175 37.65 37.85 75 8500.00 150 212.05 212.80 25 -95.00 211.70 12.45 8,049 37,625 556,975
8,125 8,125 627 10.97 26.25 -41.35 25 26.00 27.85 75 8550.00 1,000 118.90 537.00 100 - - - - - 50
1,416,175 551,775 150,075 10.75 17.95 12.35 50 17.90 18.05 50 8600.00 25 289.25 293.45 50 -112.95 292.00 12.96 2,340 15,225 53,225
2,200 2,200 180 10.43 11.00 -38.45 50 11.60 13.00 25 8650.00 1,000 231.30 599.70 100 - - - - - -
613,950 373,300 54,979 10.73 8.00 5.20 17,375 8.00 8.05 2,025 8700.00 1,300 286.70 399.95 875 -109.00 381.00 14.07 6 50 1,100
- - - - - - 25 3.50 7.00 500 8750.00 1,000 326.15 703.80 100 - - - - - -
322,475 170,275 21,141 11.16 3.95 2.40 2,500 3.85 3.95 9,450 8800.00 1,025 401.75 566.50 950 - - - - - 300
- - - - - - 100 0.40 10.00 1,000 8850.00 1,000 425.05 803.80 100 - - - - - 15,550
85,800 72,500 5,547 11.94 2.35 0.85 50 2.35 2.45 775 8900.00 1,025 501.80 656.20 950 - - - - - 150
- - - - - - 200 0.15 3.00 200 8950.00 1,000 520.95 907.90 100 - - - - - 1,000
187,150 54,400 4,752 12.50 1.30 0.70 1,725 1.30 1.45 2,875 9000.00 100 666.05 668.85 25 -122.05 666.05 18.25 793 3,825 416,875
- - - - - - 200 0.10 3.00 200 9050.00 1,000 620.95 1,007.90 100 - - - - - 9,500
- - - - - - 300 0.10 1.85 200 9100.00 100 679.00 987.50 100 - - - - - -
- - - - - - 200 0.10 2.00 200 9150.00 1,000 716.85 1,112.05 100 - - - - - 4,050
50 - - - - - 300 0.10 2.00 100 9200.00 100 778.00 1,087.50 100 - - - - - -
- - - - - - 200 0.10 2.00 100 9250.00 1,000 812.70 1,216.15 100 - - - - - 2,400
- - - - - - 300 0.10 2.00 200 9300.00 100 877.00 1,187.50 100 - - - - - -
- - - - - - 200 0.10 2.00 100 9350.00 1,000 914.20 1,315.15 100 - - - - - 4,000
- - - - - - 300 0.10 2.00 200 9400.00 100 977.00 1,287.50 100 - - - - - -
- - - - - - 200 0.10 2.00 100 9450.00 1,000 1,008.60 1,420.30 100 - - - - - -
25 25 1 15.48 0.10 -2.70 2,975 0.10 1.00 5,000 9500.00 500 1,160.70 1,166.40 25 -112.75 1,170.20 30.01 69 25 275,825
- - - - - - 200 0.05 2.00 100 9550.00 1,000 1,108.60 1,520.30 100 - - - - - -
- - - - - - 200 0.10 2.00 100 9600.00 1,000 1,178.00 1,487.50 100 - - - - - -
- - - - - - 500 0.10 2.00 200 9650.00 1,000 1,204.50 1,624.40 100 - - - - - -

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



  •  Highlighted options are in-the-money.