Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9595.10  As on May 26, 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
328,875 -600 18 - 6,338.00 115.00 75 6,330.00 6,338.95 75 3200.00 7,425 0.05 - - -3.90 0.05 99.08 1 75 75
- - - - - - 1,200 5,979.05 6,386.10 75 3300.00 - - - - - - - - - -
- - - - - - 1,200 5,879.05 6,286.10 75 3400.00 - - - - - - - - - -
675 - - - 5,926.35 - 2,100 5,969.50 6,084.65 2,100 3500.00 - - - - - - - - - -
- - - - - - 1,200 5,679.05 6,086.10 75 3600.00 - - - - - 70.05 - - - 14,950
- - - - - - 1,200 5,579.05 5,986.10 75 3700.00 - - - - - - - - - -
- - - - - - 1,200 5,479.05 5,886.10 75 3800.00 - - - - - - - - - -
- - - - - - 1,200 5,379.05 5,786.10 75 3900.00 - - - - - - - - - -
15,975 - - - 5,424.90 - 450 5,513.15 5,543.85 450 4000.00 600 0.05 2.40 150 - 3.05 - - - 14,625
- - - - - - 1,200 5,179.05 5,586.10 75 4100.00 - - - - - - - - - -
- - - - - - 1,200 5,079.05 5,486.10 75 4200.00 - - - - - - - - - -
- - - - - - 1,200 4,979.05 5,386.10 75 4300.00 - - - - - 21.90 - - - 13,350
- - - - - - 1,200 4,879.10 5,286.10 75 4400.00 1,050 0.05 2.00 1,050 - 3.05 100.18 8 600 750
- - - - - - 2,100 4,982.00 5,084.65 2,100 4500.00 - - - - - - - - - -
- - - - - - 1,200 4,679.05 5,086.10 75 4600.00 - - - - - - - - - -
- - - - - - 1,200 4,579.05 4,986.10 75 4700.00 - - - - - 166.50 - - - 33,300
- - - - - - 1,200 4,479.05 4,886.10 75 4800.00 - - - - - 213.00 - - - 50
- - - - - - 1,200 4,379.05 4,786.10 75 4900.00 - - - - - - - - - -
51,225 -1,425 35 - 4,545.00 153.10 75 4,519.15 4,546.25 450 5000.00 150 0.35 0.45 75 -0.10 0.40 70.01 11 -75 28,025
- - - - - - 1,200 4,179.05 4,586.10 75 5100.00 - - - - - 170.00 - - - 19,650
- - - - - - 1,200 4,079.05 4,486.10 75 5200.00 - - - - - - - - - -
- - - - - - 1,200 3,979.05 4,386.10 75 5300.00 - - - - - 50.00 - - - 38,250
- - - - - - 1,200 3,879.05 4,286.10 75 5400.00 - - - - - 240.00 - - - 33,300
- - - - - - 2,100 3,994.50 4,084.65 2,100 5500.00 1,500 0.10 0.75 300 - 0.50 61.60 6 450 7,950
- - - - - - 1,200 3,679.05 4,086.10 75 5600.00 - - - - - 212.90 - - - 900
- - - - - - 1,200 3,579.05 3,986.10 75 5700.00 - - - - - 92.40 - - - 8,325
- - - - - - 1,200 3,479.05 3,886.10 75 5800.00 - - - - - 125.00 - - - 38,400
- - - - - - 1,200 3,379.05 3,786.10 75 5900.00 - - - - - - - - - -
159,300 -13,275 237 - 3,556.00 88.60 450 3,530.20 3,552.35 450 6000.00 300 0.50 0.65 1,350 0.05 0.65 53.93 124 675 42,075
50,000 - - - 2,583.00 - 1,200 3,179.05 3,586.10 75 6100.00 - - - - - - - - - -
75,000 - - - 1,641.00 - 1,200 3,079.05 3,486.10 75 6200.00 - - - - - - - - - -
- - - - - - 1,200 2,979.05 3,386.10 75 6300.00 - - - - - 467.80 - - - 42,300
- - - - - - 1,200 2,879.05 3,286.10 75 6400.00 - - - - - - - - - -
13,650 - - - 2,975.00 - 450 3,035.10 3,052.35 450 6500.00 6,825 0.40 0.70 300 -0.30 0.40 43.57 1,912 -450 12,325
100,000 - - - 1,603.00 - 1,200 2,679.05 3,086.10 75 6600.00 - - - - - 34.50 - - - 50,000
14,700 - - - 1,058.25 - 1,200 2,579.05 2,986.10 75 6700.00 - - - - - 1.50 - - - 149,650
127,500 - - - 1,883.00 - 1,200 2,479.05 2,886.10 75 6800.00 - - - - - 525.55 - - - 7,600
- - - - - - 1,200 2,379.05 2,786.10 75 6900.00 - - - - - - - - - -
87,225 375 40 - 2,566.00 95.15 225 2,538.40 2,559.10 225 7000.00 7,575 0.50 0.60 12,975 -0.05 0.55 37.04 441 -375 142,425
- - - - - - 450 2,438.40 2,484.55 75 7100.00 2,100 0.15 1.75 1,500 - 332.00 - - - 27,975
25,000 - - - 1,601.00 - 75 2,317.05 2,384.60 75 7200.00 75 0.45 1.75 1,500 - 1.05 - - - 6,300
200,150 - - - 2,120.00 - 75 2,235.50 2,268.80 75 7300.00 150 0.40 0.70 75 - 0.50 - - - 150
312,000 1,050 523 - 2,158.05 89.45 75 2,146.60 2,159.40 75 7400.00 1,275 0.65 0.70 1,200 0.05 0.65 31.67 794 -9,975 26,825
1,098,600 -1,050 417 - 2,053.00 81.15 75 2,046.00 2,054.25 75 7500.00 13,350 0.65 0.75 3,300 -0.10 0.65 30.22 1,584 -7,500 151,575
20,400 - 2 - 1,965.30 88.10 75 1,941.00 1,962.10 75 7600.00 75 0.80 1.25 150 0.45 1.25 30.80 6 -450 39,225
- - - - - - 375 1,841.05 1,998.95 375 7650.00 5,025 0.15 - - - - - - - -
532,000 -75 1 - 1,857.30 81.95 150 1,851.40 1,859.75 75 7700.00 150 1.05 1.15 75 -0.15 1.15 29.03 142 -450 106,150
- - - - - - 1,200 1,557.90 1,950.45 75 7750.00 5,025 0.15 - - - - - - - -
116,025 1,425 23 - 1,755.00 77.00 75 1,748.15 1,764.95 75 7800.00 75 1.55 1.80 300 0.40 1.70 28.80 95 75 201,525
- - - - - - 1,200 1,467.45 1,855.20 75 7850.00 5,025 0.15 - - - - - - - -
71,550 150 8 - 1,634.10 54.00 75 1,647.15 1,664.50 75 7900.00 75 1.45 1.95 300 0.30 1.50 26.88 365 -750 48,525
- - - - - - 1,200 1,367.50 1,755.20 75 7950.00 600 0.20 - - - - - - - -
1,236,400 -8,325 840 - 1,555.55 75.55 75 1,550.35 1,557.25 75 8000.00 1,500 1.65 1.75 75 0.25 1.70 25.77 2,952 -46,050 952,625
- - - - - - 2,100 1,477.00 1,534.65 2,100 8050.00 1,500 0.65 2.00 600 - - - - - -
195,050 -300 34 - 1,464.60 86.95 75 1,447.10 1,461.15 75 8100.00 3,150 1.60 1.80 825 0.35 1.80 24.44 508 -600 75,675
- - - - - - 1,200 1,177.25 1,560.00 75 8150.00 600 0.40 - - - - - - - -
125,700 -10,125 232 - 1,365.00 85.35 75 1,352.90 1,360.05 75 8200.00 75 2.05 2.10 450 0.35 2.10 23.39 794 10,875 93,775
- - - - - - 1,200 1,086.95 1,464.80 75 8250.00 375 0.50 - - - - - - - -
119,775 -7,875 139 - 1,259.65 84.35 75 1,253.40 1,258.90 300 8300.00 300 2.25 2.85 375 0.10 2.50 22.38 911 5,700 129,225
- - - - - - 1,200 986.95 1,364.80 75 8350.00 5,025 0.45 - - - - - - - -
524,625 - 40 - 1,157.65 72.90 75 1,154.45 1,161.45 75 8400.00 75 3.10 3.40 750 0.20 3.10 21.47 2,835 40,200 440,550
- - - - - - 1,200 897.00 1,269.55 75 8450.00 150 1.10 - - - - - - - -
722,550 -15,300 783 - 1,060.00 73.40 75 1,056.50 1,063.75 75 8500.00 150 3.75 3.90 75 0.05 3.75 20.47 10,308 302,850 1,092,750
4,950 - - - 896.00 - 375 987.65 1,038.85 75 8550.00 600 3.00 4.95 600 0.15 3.15 19.18 5 - 975
236,175 150 66 - 965.00 77.65 75 957.45 964.55 75 8600.00 900 4.05 4.20 2,700 -0.10 4.15 19.18 6,664 -54,375 474,450
375 - - - 821.00 - 1,200 703.85 1,074.35 75 8650.00 1,500 2.50 - - - - - - - -
373,800 -6,600 135 - 876.00 86.65 75 859.00 866.95 75 8700.00 450 4.85 5.00 900 -0.25 4.90 18.05 10,291 -11,100 637,575
1,950 - - - 647.00 - 2,100 790.45 974.35 75 8750.00 600 3.00 - - - - - - - -
604,875 450 170 - 768.20 75.80 75 760.75 769.75 75 8800.00 75 5.85 6.65 975 -0.70 6.40 17.19 16,759 -160,350 1,207,925
75 - - - 615.00 - 2,100 689.70 873.50 75 8850.00 600 4.50 - - -40.50 7.55 16.84 88 450 450
262,500 -4,575 219 - 672.00 73.35 75 664.30 670.80 75 8900.00 150 8.00 8.80 675 -1.70 8.70 16.42 19,019 -160,950 874,875
150 - - - 461.35 - 75 605.50 644.15 75 8950.00 150 8.25 10.25 225 -6.45 10.20 16.04 192 4,425 6,450
1,315,425 -62,025 2,229 - 575.35 72.90 750 570.65 575.05 75 9000.00 1,125 11.55 11.80 1,050 -4.15 11.55 15.54 46,169 -198,975 3,323,475
75 - - - 440.00 - 75 502.40 553.65 75 9050.00 75 12.55 18.55 1,200 -7.80 12.20 14.79 58 1,350 1,650
387,600 -12,375 1,033 - 478.70 70.25 75 475.00 480.20 75 9100.00 1,500 16.40 16.95 75 -5.85 16.65 14.92 46,168 24,750 1,900,650
450 - - - 251.05 - 75 417.40 465.50 75 9150.00 75 20.35 20.90 150 -6.20 20.85 14.78 1,243 8,775 33,450
643,575 -54,150 3,534 - 386.00 62.75 75 385.20 389.00 75 9200.00 300 24.50 24.80 5,850 -8.95 24.75 14.43 94,209 451,200 3,461,575
150 - - - 220.00 - 75 326.05 376.05 75 9250.00 450 28.25 30.15 75 -11.15 30.20 14.21 4,368 65,400 149,025
1,383,975 -43,425 10,242 - 301.00 60.25 75 298.45 302.75 300 9300.00 150 37.00 37.05 1,050 -13.90 36.95 14.01 110,589 235,025 4,043,775
93,750 4,650 663 - 256.20 55.75 75 254.00 260.15 75 9350.00 75 45.10 45.65 900 -15.35 45.65 13.90 6,105 79,875 253,725
1,764,000 -229,200 29,124 - 219.00 53.40 825 219.00 221.35 75 9400.00 450 55.00 56.00 1,350 -19.15 55.95 13.79 135,917 973,650 4,597,800
102,975 8,925 2,420 - 181.50 49.80 75 181.00 183.35 150 9450.00 150 67.55 68.70 75 -22.85 67.85 13.66 8,664 141,375 264,225
3,289,950 -37,800 131,732 - 147.60 44.65 75 146.55 147.50 5,100 9500.00 150 82.95 83.00 225 -27.15 82.90 13.64 156,878 1,522,275 3,390,600
173,850 53,700 10,202 - 117.50 39.55 75 116.30 117.60 75 9550.00 675 100.00 102.00 75 -32.10 102.00 13.79 7,968 176,700 180,000
3,908,175 514,275 202,538 2.54 88.85 32.60 225 88.30 90.00 5,925 9600.00 75 121.95 123.15 75 -37.55 122.55 13.85 66,294 597,150 1,954,425
245,100 96,300 11,546 3.95 65.45 26.35 225 65.00 67.00 75 9650.00 75 141.05 149.15 75 -256.65 149.10 14.22 355 9,375 9,375
3,433,800 468,525 168,154 4.63 47.00 20.30 75 46.95 47.00 2,325 9700.00 75 174.45 179.00 300 -48.30 178.80 14.64 9,676 183,225 875,100
144,525 120,075 7,030 5.10 33.00 15.80 75 31.75 32.95 75 9750.00 75 182.30 219.70 75 -59.80 222.20 16.06 7 225 375
2,888,625 544,800 118,748 5.35 21.60 10.25 75 21.60 21.85 75 9800.00 75 246.85 251.00 75 -63.45 247.00 15.69 2,054 81,675 197,775
72,150 69,750 2,403 5.48 13.20 7.20 150 13.00 15.00 600 9850.00 75 258.10 306.80 75 - - - - - -
1,326,375 483,750 52,871 5.86 9.20 4.25 225 9.10 9.20 375 9900.00 75 330.35 337.25 75 -66.15 335.55 17.97 387 13,275 140,850
2,550 2,550 86 6.20 6.35 -27.40 75 6.25 6.90 600 9950.00 75 355.30 400.25 4,200 - - - - - -
1,551,200 377,925 40,011 6.45 4.20 1.70 8,475 4.20 4.35 300 10000.00 75 425.00 429.95 75 -70.70 427.20 20.17 1,843 47,625 893,850
- - - - - - 75 2.00 - - 10050.00 1,200 270.00 699.70 2,025 - - - - - -
233,475 208,650 10,450 7.27 2.45 1.15 600 2.30 2.45 1,650 10100.00 375 492.90 543.00 2,100 -6.70 580.00 - - - 300
- - - - - - 600 0.35 - - 10150.00 1,200 365.00 802.65 75 - - - - - -
8,025 8,025 120 7.91 1.35 -786.25 2,925 1.35 1.65 75 10200.00 375 590.80 643.00 2,100 - - - - - -
- - - - - - 600 0.10 - - 10250.00 1,200 463.50 904.00 75 - - - - - -
7,650 450 9 9.17 1.35 -15.65 7,500 0.80 1.35 2,625 10300.00 375 708.65 743.00 2,100 -412.00 730.00 28.43 3 75 114,975
- - - - - - 600 0.10 - - 10350.00 1,200 559.00 1,008.80 75 - - - - - -
150 150 4 10.23 1.20 -654.75 2,400 0.60 1.10 300 10400.00 375 804.40 843.00 2,100 - - - - - -
- - - - - - 5,625 0.05 - - 10450.00 1,200 659.00 1,108.80 75 - - - - - -
659,925 75,225 12,088 10.50 0.60 -0.15 68,025 0.60 0.70 56,400 10500.00 75 917.85 923.10 75 -71.85 917.85 31.84 1,035 3,975 780,450
- - - - - - 6,000 0.25 2.00 3,000 10550.00 375 952.85 997.65 375 - - - - - -
225 75 2 12.69 1.30 1.25 75 0.30 1.20 7,500 10600.00 2,100 985.35 1,042.95 375 - 1,150.10 - - - 225
75 75 1 14.03 2.00 1.70 75 1.00 2.00 1,425 10650.00 375 983.40 1,101.00 375 - - - - - -
6,450 -1,125 91 13.32 0.95 -1.55 300 0.75 0.95 1,350 10700.00 75 1,108.50 1,127.55 75 -138.80 1,113.20 35.73 3 150 9,975
- - - - - - 6,000 0.25 1.50 3,000 10750.00 375 1,074.65 1,268.15 375 - - - - - -
1,275 75 11 12.75 0.30 0.20 7,500 0.35 0.60 825 10800.00 150 1,210.15 1,227.60 75 -68.80 1,210.00 37.45 3 -75 5,625
- - - - - - 6,000 0.15 1.00 3,000 10850.00 375 1,211.05 1,301.75 375 - - - - - -
- - - - - - 1,500 0.05 1.70 1,050 10900.00 375 1,282.90 1,342.95 375 - - - - - -
10,500 - - - 0.70 - 6,000 0.25 1.50 3,000 10950.00 1,200 1,145.00 1,459.00 75 - - - - - -
157,275 43,575 1,823 15.71 0.60 -0.05 21,525 0.50 0.60 1,350 11000.00 75 1,415.55 1,418.50 75 -69.10 1,419.05 42.74 660 -22,425 695,475
- - 360 15.74 0.45 0.25 1,500 0.50 1.25 3,000 11050.00 1,200 1,245.00 1,559.00 75 - - - - - -
- - - - - - 1,500 0.05 2.00 1,500 11100.00 1,200 1,351.00 1,777.90 75 - - - - - -
- - - - - - 1,500 0.05 2.00 1,500 11200.00 1,200 1,391.00 1,877.90 75 - - - - - -
- - - - - - 1,500 0.05 2.00 1,500 11300.00 1,200 1,484.50 1,982.70 75 - - - - - -
75 - - - 1.00 - 1,500 0.05 2.00 1,500 11400.00 225 1,804.30 2,081.50 75 - 1,915.00 - - - 13,575
1,200 975 16 18.55 0.20 -0.30 6,675 0.20 0.80 825 11500.00 75 1,910.30 1,914.00 300 -131.45 1,908.55 50.94 29 1,875 6,150
- - - - - - 1,500 0.05 2.00 1,500 11600.00 75 1,972.90 2,033.00 75 - - - - - -
Total 31,623,375 823,503 777,500 34,592,275 Total

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



  •  Highlighted options are in-the-money.