Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8445.05  As on Nov 21, 2014 09:44:06 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
50,100 -400 38 - 2,200.75 51.55 550 2,199.25 2,216.50 150 6250.00 - - - - - - - - - -
729,125 -2,450 209 109.72 2,163.00 47.95 150 2,159.55 2,162.45 100 6300.00 25 0.40 0.50 25 -0.20 0.40 79.27 2 - 4,375
50 - - - - - 1,000 1,816.95 - - 6350.00 - - - - - - - - - 25
85,100 - 7 115.64 2,069.05 93.85 150 2,057.05 2,149.85 4,000 6400.00 200 0.20 0.90 225 1.75 1.90 88.54 7 - 775
50 - - - - - 1,000 1,725.35 2,138.40 2,000 6450.00 - - - - - - - - - -
316,925 25 27 96.32 1,962.00 62.00 150 1,956.15 1,963.15 25 6500.00 325 0.55 0.65 2,150 - 0.65 74.89 24 400 20,175
- - - - - - 1,000 1,625.35 2,038.40 2,000 6550.00 - - - - - - - - - -
79,575 - 15 104.22 1,869.05 71.05 150 1,857.05 1,865.85 200 6600.00 200 0.25 0.65 600 -0.20 0.40 67.68 27 - 11,200
5,000 - - - - - 1,000 1,533.75 - - 6650.00 - - - - - - - - - -
176,850 -125 19 100.01 1,770.05 72.05 150 1,758.05 1,765.85 100 6700.00 50 0.45 0.65 1,750 0.05 0.65 66.99 23 -25 11,650
100 - - - - - 1,000 1,442.20 - - 6750.00 - - - - - - - - - -
51,600 25 11 94.42 1,670.05 49.50 150 1,658.05 1,665.10 100 6800.00 150 0.50 0.75 50 0.15 0.75 64.04 10 - 11,175
325 - - - - - 1,000 1,342.20 - - 6850.00 - - - - - - - - - -
20,425 - 15 88.89 1,570.05 84.05 150 1,558.05 1,637.80 4,200 6900.00 200 0.30 0.70 100 0.10 0.75 60.15 23 - 17,800
300 - - - - - 1,000 1,250.60 - - 6950.00 - - - - - - - - - -
171,375 -100 18 65.06 1,460.00 52.10 150 1,458.05 1,464.95 25 7000.00 3,250 0.50 0.70 4,850 0.05 0.70 55.88 16 -75 273,225
1,500 - - - - - 1,000 1,150.65 - - 7050.00 5,000 0.05 - - - - - - - -
15,800 - 2 - 1,349.30 43.30 2,500 1,140.25 1,364.75 25 7100.00 200 0.30 0.65 225 -0.05 0.65 51.68 1 - 29,775
5,225 - - - - - - - - - 7150.00 5,000 0.05 - - - - - - - -
87,950 -50 16 56.54 1,260.35 48.40 125 1,258.35 1,264.55 25 7200.00 400 0.45 0.70 1,325 0.05 0.70 48.32 16 - 157,250
20,750 - - - - - 1,000 967.50 1,300.50 2,000 7250.00 5,000 0.05 - - - - - - - 1,000
22,025 - 24 70.94 1,173.70 62.70 125 1,158.70 1,164.95 25 7300.00 450 0.60 0.75 450 - 0.75 44.92 39 - 447,650
- - - - - - 1,000 867.50 - - 7350.00 2,000 0.10 - - - - - - - -
60,000 - 8 65.60 1,073.85 57.85 125 1,058.85 1,064.75 25 7400.00 1,375 0.75 0.90 875 - 0.90 42.05 46 -75 890,475
- - - - - - 1,000 775.95 1,104.70 2,000 7450.00 500 0.45 1.00 1,300 - - - - - 925
192,125 -100 25 44.46 961.10 49.15 500 948.35 963.80 25 7500.00 10,875 0.70 0.75 500 -0.15 0.75 37.47 108 -75 1,674,750
- - - - - - 1,000 675.95 1,004.70 2,000 7550.00 2,000 0.50 1.00 2,000 - - - - - 9,425
214,850 - 69 41.75 862.05 50.20 250 856.20 864.50 25 7600.00 975 0.90 0.95 650 -0.30 0.90 34.51 677 3,575 1,226,375
- - - - - - 2,000 580.55 908.95 2,000 7650.00 500 0.80 1.10 20,025 - - - - - 107,575
169,950 1,050 77 37.20 762.00 45.30 5,000 744.00 849.85 2,000 7700.00 7,100 1.00 1.05 3,025 -0.30 1.05 31.35 2,346 1,475 1,681,725
- - - - - - 2,000 484.15 813.15 2,000 7750.00 1,000 0.70 1.10 30,025 -0.35 1.00 29.27 1 - 10,150
322,375 425 118 36.36 662.00 48.80 500 660.00 665.80 25 7800.00 149,975 1.05 1.10 3,700 -0.35 1.10 27.54 3,379 75 2,098,100
425 - - - - - 1,000 405.00 713.15 2,000 7850.00 975 0.80 1.05 25 -0.75 0.70 24.36 349 - 77,600
548,300 4,725 359 41.47 562.00 49.40 500 560.00 579.85 2,000 7900.00 34,000 1.05 1.10 2,425 -0.40 1.10 23.88 4,967 6,125 1,629,425
1,300 - - - - - 25 450.00 617.35 2,000 7950.00 2,000 1.20 1.30 2,000 -0.50 1.20 22.22 749 25 186,150
1,351,600 1,450 648 24.18 462.70 46.15 25 459.00 463.25 25 8000.00 39,575 1.30 1.40 7,775 -0.45 1.35 20.62 8,760 -2,575 5,529,125
10,650 -200 76 25.32 416.50 62.25 2,000 188.60 517.30 50 8050.00 2,375 1.65 1.75 9,900 -0.40 1.75 19.56 1,641 2,700 222,350
781,625 -900 556 21.63 365.00 45.60 500 360.00 365.00 100 8100.00 9,575 2.10 2.15 4,300 -0.80 2.15 17.93 33,119 -105,575 4,682,425
26,725 - 13 21.14 318.00 47.20 1,200 306.00 394.95 50 8150.00 875 2.65 2.75 1,500 -1.10 2.70 16.34 5,495 3,725 515,325
1,037,725 -3,225 2,176 16.99 267.00 44.85 25 264.05 271.10 25 8200.00 925 3.75 3.80 7,300 -1.80 3.75 15.15 57,148 34,950 5,385,450
38,325 1,500 141 16.68 220.05 43.60 50 206.35 224.95 50 8250.00 1,375 5.35 5.50 2,000 -2.50 5.40 13.88 29,951 -245,825 1,505,475
1,756,525 42,525 24,800 13.95 170.95 40.85 50 170.55 171.35 100 8300.00 2,100 8.75 8.85 4,000 -6.10 8.85 12.88 159,186 305,350 7,155,775
293,400 -2,125 4,595 12.86 126.25 34.80 25 125.15 128.10 25 8350.00 25 13.80 14.00 700 -10.75 13.80 11.85 38,342 35,325 1,277,850
4,820,925 -40,300 181,123 11.80 87.20 28.50 100 87.20 87.40 25 8400.00 200 23.20 23.40 350 -16.85 23.30 10.93 190,781 407,325 5,505,425
1,252,825 127,400 40,661 11.29 54.20 20.20 100 54.20 54.60 50 8450.00 125 38.00 38.20 125 -23.95 38.15 9.89 16,421 97,375 729,700
5,589,800 -428,600 199,770 11.00 30.45 13.20 650 30.40 30.50 375 8500.00 25 62.20 63.00 100 -31.80 62.40 9.02 47,480 -700 1,313,150
2,172,500 -173,750 43,128 10.39 13.70 7.40 850 13.65 13.90 100 8550.00 2,000 93.50 99.50 125 -35.65 96.10 6.69 380 4,825 19,825
3,975,375 -107,225 78,803 10.68 6.80 3.40 25 6.70 6.80 2,600 8600.00 50 135.50 140.65 25 -37.30 140.65 - 4,275 1,825 198,000
355,025 16,325 6,594 10.70 2.60 1.25 875 2.60 2.75 1,500 8650.00 1,000 106.00 349.95 50 - - - - - 450
1,315,950 -12,650 9,901 11.50 1.30 0.10 2,600 1.30 1.35 4,750 8700.00 500 223.15 235.00 50 -45.90 231.60 - 297 2,825 59,225
96,500 - 3 12.33 0.80 -0.40 1,500 0.95 1.30 500 8750.00 1,000 201.00 516.20 2,000 - - - - - -
782,875 -8,625 907 14.44 0.95 0.15 3,000 0.85 1.00 12,325 8800.00 25 324.00 337.40 2,200 -44.20 326.20 - 165 -350 8,050
- - - - - - 5,000 0.05 3.10 1,000 8850.00 1,000 267.00 620.45 2,000 - - - - - 15,550
175,525 - 4 16.28 0.45 -0.05 75 0.45 0.60 6,450 8900.00 2,500 301.05 670.35 2,200 -47.15 459.95 32.96 1 - 2,000
- - - - - - - - 3.05 1,000 8950.00 1,000 341.00 724.65 2,000 - - - - - 1,000
499,775 2,575 947 19.14 0.40 -0.05 100 0.40 0.45 12,500 9000.00 500 523.15 530.75 200 -50.00 525.85 - 815 -8,475 418,975
- - - - - - - - - - 9050.00 2,000 436.35 824.65 2,000 - - - - - 9,500
- - - - - - - - 1.90 2,000 9100.00 2,000 482.15 878.85 2,000 - - - - - -
- - - - - - - - - - 9150.00 2,000 532.15 928.85 2,000 - - - - - 4,050
50 - - - - - - - - - 9200.00 2,000 582.15 978.85 2,000 - - - - - -
- - - - - - - - - - 9250.00 2,000 632.15 1,028.85 2,000 - - - - - 2,400
- - - - - - - - - - 9300.00 2,000 677.90 1,083.05 2,000 - - - - - -
- - - - - - - - - - 9350.00 2,000 727.90 1,133.05 2,000 - - - - - 4,000
- - - - - - - - - - 9400.00 2,000 777.90 1,183.05 2,000 - - - - - -
- - - - - - - - - - 9450.00 2,000 823.70 1,237.25 2,000 - - - - - -
29,400 -475 68 31.93 0.25 0.05 5,625 0.20 0.65 1,000 9500.00 50 1,022.65 1,030.55 50 -51.45 1,028.70 - 67 -500 275,000
- - - - - - - - - - 9550.00 2,000 923.70 1,337.25 2,000 - - - - - -
- - - - - - - - - - 9600.00 2,000 969.50 1,390.00 100 - - - - - -
- - - - - - - - - - 9650.00 2,000 1,019.50 1,441.50 2,000 - - - - - -
- - - - - - - - - - 9700.00 2,000 1,069.50 1,491.50 2,000 - - - - - -
- - - - - - - - - - 9750.00 2,000 1,119.50 1,541.50 2,000 - - - - - -
- - - - - - - - - - 9800.00 2,000 1,165.30 1,595.70 2,000 - - - - - -
- - - - - - - - - - 9850.00 2,000 1,215.30 1,645.20 100 - - - - - -
- - - - - - - - - - 9900.00 - - - - - - - - - -
- - - - - - - - - - 9950.00 - - - - - - - - - -

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



  •  Highlighted options are in-the-money.