Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10210.85  As on Oct 18, 2017 15:30:29 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
2,238,075 -58,275 994 57.86 2,030.00 -13.95 75 2,032.20 2,040.00 150 8200.00 75 0.60 0.65 4,725 -0.10 0.65 54.31 407 -11,400 436,125
- - - - - - - - 2,324.55 75 8250.00 - - 3.00 3,000 - - - - - -
30,375 - - - 1,850.75 - 75 1,934.35 1,939.30 75 8300.00 975 0.35 0.60 75 - 0.50 - - - 12,375
234,675 600 14 66.42 1,836.80 -3.20 75 1,829.10 1,840.90 75 8400.00 2,850 0.50 0.85 1,650 -0.05 0.85 50.26 32 150 160,500
777,525 -975 416 56.36 1,733.00 -3.95 75 1,732.20 1,737.10 300 8500.00 18,450 0.40 0.45 17,250 -0.20 0.45 44.59 2,318 -5,475 457,425
- - - - - - - - - - 8550.00 - - 3.00 3,000 - - - - - -
445,875 - - - 1,459.45 - 150 1,632.15 1,637.70 75 8600.00 150 0.50 0.60 600 -0.55 0.50 42.45 29 1,950 67,725
- - - - - - - - 1,925.20 75 8650.00 - - 3.00 3,000 - - - - - -
213,300 - 10 60.99 1,542.10 -13.20 75 1,535.60 1,544.65 150 8700.00 1,575 0.55 0.80 1,875 -0.55 0.50 39.87 90 -675 69,900
- - - - - - - - - - 8750.00 - - - - - - - - - -
177,000 -2,550 37 - 1,423.90 -21.10 150 1,432.25 1,438.70 75 8800.00 75 1.00 1.10 6,150 -0.25 1.10 40.58 382 -8,250 348,375
- - - - - - - - - - 8850.00 900 0.05 3.00 3,000 - - - - - -
54,675 -1,050 15 - 1,320.70 -22.30 75 1,332.25 1,338.00 75 8900.00 75 1.10 1.20 375 -0.35 1.15 38.05 489 -4,875 317,775
- - - - - - - - - - 8950.00 900 0.05 3.00 3,000 - - - - - -
750,675 -8,400 199 45.43 1,237.50 -4.60 75 1,233.95 1,239.80 150 9000.00 37,275 1.10 1.20 8,625 -0.50 1.10 35.14 5,870 -136,275 1,573,425
- - - - - - 2,100 1,172.15 1,208.50 2,100 9050.00 6,000 0.40 1.00 75 1.30 2.45 37.38 125 225 2,775
106,800 -1,725 29 - 1,120.00 -23.75 75 1,133.95 1,140.20 75 9100.00 600 1.30 1.40 75 -0.60 1.30 33.09 2,102 17,775 527,325
- - - - - - - - - - 9150.00 6,000 0.55 3.00 3,000 - 2.20 - - - 1,575
175,500 -8,775 161 42.96 1,043.00 -11.00 75 1,037.50 1,046.10 150 9200.00 225 1.60 1.70 6,675 -0.90 1.60 31.16 6,725 -172,800 751,725
- - - - - - 2,100 975.50 1,008.50 2,100 9250.00 150 1.50 2.95 1,500 0.50 2.00 30.66 22 -525 1,050
139,800 -1,500 30 27.02 932.30 -13.45 75 935.25 941.40 225 9300.00 2,850 1.95 2.00 2,550 -1.05 1.95 29.13 9,691 1,650 1,182,750
- - - - - - 2,100 876.10 909.10 2,100 9350.00 75 2.10 3.50 600 -0.60 2.80 29.17 2 - 2,700
107,325 -6,375 165 33.47 840.00 -8.25 75 840.00 842.70 300 9400.00 1,425 2.40 2.45 300 -1.20 2.40 27.06 8,179 17,100 1,878,075
- - - - - - 2,100 776.35 809.00 2,100 9450.00 3,600 2.30 2.95 75 -1.10 2.80 26.20 32 -825 36,375
375,225 -9,600 239 32.81 744.70 -5.55 150 737.40 743.75 225 9500.00 300 2.85 3.05 8,700 -1.40 2.85 24.78 17,216 -138,225 3,588,825
150 - - - 298.00 - 2,100 676.60 709.40 2,100 9550.00 3,000 1.75 3.65 75 -1.55 3.15 23.65 228 -2,175 75,750
359,775 -20,475 694 28.79 644.25 -7.25 75 643.25 647.45 225 9600.00 2,475 3.50 3.55 300 -1.65 3.50 22.52 15,843 -58,050 2,528,250
525 - - - 522.35 - 2,100 577.30 608.65 2,100 9650.00 75 3.80 4.00 2,550 -1.55 4.00 21.47 1,061 -5,025 117,600
601,500 -5,850 350 25.40 545.10 -8.00 75 540.00 545.40 75 9700.00 150 4.25 4.75 75 -2.20 4.50 20.32 22,382 -132,300 3,710,775
54,150 -300 6 - 477.00 -6.00 75 481.45 511.10 2,100 9750.00 75 5.25 5.40 525 -2.20 5.40 19.37 4,876 -49,350 249,300
752,700 -49,725 2,557 21.48 445.00 -9.95 600 444.00 447.90 75 9800.00 75 6.80 7.00 900 -2.30 7.00 18.69 49,803 -154,650 4,746,900
37,350 -225 34 14.81 386.05 -19.15 600 387.15 400.00 75 9850.00 75 7.60 8.20 75 -2.55 7.80 17.36 6,088 -19,650 427,125
1,711,725 -145,575 4,659 19.31 350.05 -9.90 150 347.85 350.65 150 9900.00 450 9.25 9.50 1,950 -3.10 9.50 16.32 88,216 -580,350 4,798,950
119,025 -5,625 194 16.52 298.00 -12.80 150 297.75 301.75 75 9950.00 75 11.00 11.50 225 -4.10 11.05 15.02 10,429 -48,900 731,100
2,348,775 -102,150 8,999 15.54 252.00 -10.10 150 251.00 252.10 375 10000.00 75 13.00 13.30 1,500 -4.35 13.30 13.78 144,783 589,425 7,605,075
192,750 -12,825 531 15.18 210.00 -5.55 75 202.85 210.00 75 10050.00 225 15.10 15.80 75 -5.45 15.55 12.29 17,640 -67,875 774,825
2,009,700 -181,725 43,014 12.50 159.40 -12.20 75 158.50 161.00 75 10100.00 6,225 20.00 20.40 375 -6.85 20.05 11.08 185,783 -103,950 4,625,850
627,825 17,025 8,535 10.88 115.10 -14.25 75 114.10 116.00 75 10150.00 75 26.65 27.10 150 -7.25 27.00 9.91 51,329 -44,550 1,097,025
3,590,325 240,600 238,160 10.26 79.80 -14.00 75 78.65 79.80 225 10200.00 75 38.40 39.00 3,075 -7.75 38.95 8.96 269,246 80,175 4,918,575
981,075 103,875 64,184 9.48 49.25 -13.75 75 49.20 49.90 225 10250.00 75 53.40 54.45 150 -8.00 53.75 7.44 24,089 -44,025 945,600
3,487,650 347,700 286,423 9.31 29.20 -11.20 75 28.95 29.55 75 10300.00 75 81.35 82.25 225 -5.75 82.25 6.70 89,933 36,525 1,281,225
718,575 102,750 30,897 9.06 15.25 -8.90 75 14.25 15.30 75 10350.00 75 114.95 119.50 75 -1.40 119.10 5.27 350 -7,050 15,675
3,135,450 329,550 137,775 9.29 8.35 -6.15 7,500 8.10 8.40 75 10400.00 75 156.35 162.65 75 4.30 162.95 - 7,301 -11,475 280,650
411,075 82,200 11,958 9.48 4.30 -4.60 75 4.00 4.30 1,275 10450.00 75 201.00 216.25 75 19.00 219.00 8.60 5 150 1,275
2,652,825 -22,425 47,557 10.35 3.05 -2.85 6,525 3.05 3.15 750 10500.00 75 248.20 251.50 450 2.40 250.25 - 2,821 -6,600 739,875
54,750 2,850 1,282 11.09 2.10 -1.70 75 1.90 2.15 225 10550.00 7,500 85.65 327.00 75 - - - - - -
1,333,200 138,225 19,085 11.70 1.40 -1.10 750 1.40 1.50 1,275 10600.00 75 344.40 350.15 75 -7.40 336.05 - 69 -225 11,175
11,625 5,850 103 12.56 1.10 -0.80 75 1.00 1.60 525 10650.00 7,500 85.65 409.20 75 - - - - - -
476,775 71,250 7,688 12.88 0.65 -0.60 12,675 0.65 0.70 5,625 10700.00 75 437.20 455.80 75 - 458.00 - 2 - 14,325
5,325 150 23 14.85 1.00 0.30 6,000 0.20 2.00 3,000 10750.00 - - - - - - - - - -
307,875 21,825 1,041 15.05 0.60 -0.25 6,525 0.55 0.65 75 10800.00 75 536.35 554.70 75 19.85 552.75 - 12 - 4,575
- - - - - - 6,000 0.05 3.00 6,000 10850.00 - - - - - - - - - -
42,525 -150 104 17.12 0.55 - 75 0.35 0.95 1,050 10900.00 75 636.05 654.70 75 20.85 653.90 - 3 - 1,425
- - - - - - 6,000 0.05 3.00 6,000 10950.00 - - - - - - - - - -
1,006,050 -93,975 5,136 19.08 0.50 - 18,825 0.45 0.50 4,125 11000.00 75 745.00 749.10 150 4.70 747.00 - 1,477 -59,700 1,377,975
3,300 -75 2 21.81 0.65 - 8,850 0.15 0.70 675 11100.00 150 837.45 851.00 75 39.40 880.55 36.02 1 75 3,075
8,925 -2,400 103 22.07 0.30 0.15 2,550 0.30 0.60 1,425 11200.00 75 940.10 950.55 150 -17.30 993.15 44.90 23 -1,500 2,325
2,775 - 3 21.76 0.10 - 2,250 0.15 0.50 300 11300.00 75 1,036.95 1,052.35 75 41.65 1,071.10 35.72 3 - 2,025
2,850 - - - 0.60 - 825 0.15 0.70 1,425 11400.00 225 1,139.15 1,152.35 75 - 1,302.20 - - - 15,150
7,350 -75 1 23.11 0.05 -0.95 7,350 0.05 - - 11450.00 - - - - - - - - - -
206,250 525 80 28.21 0.35 - 5,850 0.25 0.35 600 11500.00 75 1,242.60 1,247.00 75 5.40 1,243.55 - 98 3,375 388,050
33,825 - 4 26.96 0.10 -0.65 375 0.20 0.65 3,900 11600.00 75 1,340.40 1,349.95 150 4.85 1,343.25 - 83 -4,275 78,750
1,200 1,200 16 26.38 0.05 - 1,800 0.05 - - 11650.00 75 1,387.75 1,393.65 75 -31.40 1,395.70 - 40 3,000 8,775
- - - - - - - - - - 11700.00 75 1,435.50 1,455.45 75 - - - - - -
- - - - - - - - - - 11750.00 450 1,477.00 1,505.55 75 - - - - - -
Total 33,124,350 923,507 1,047,728 52,995,825 Total

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



  •  Highlighted options are in-the-money.