Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8896.70  As on Feb 27, 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
91,950 - 10 - 3,780.00 -37.50 75 3,785.00 3,798.80 150 5100.00 - - - - - - - - - -
- - - - - - 900 3,647.95 3,738.20 900 5200.00 - - - - - - - - - -
- - - - - - 900 3,552.95 3,638.20 900 5300.00 - - - - - - - - - -
- - - - - - 900 3,452.95 3,538.20 900 5400.00 - - - - - - - - - -
300 - - - 3,444.05 - 150 3,381.60 3,402.80 150 5500.00 1,500 0.10 0.80 600 - 3.00 - - - 150
- - - - - - 900 3,252.95 3,338.20 900 5600.00 - - - - - - - - - -
- - - - - - 900 3,157.95 3,238.20 900 5700.00 - - - - - - - - - -
- - - - - - 900 3,057.95 3,138.20 900 5800.00 - - - - - - - - - -
- - - - - - 900 2,957.95 3,038.20 900 5900.00 - - - - - - - - - -
202,275 -675 31 - 2,891.00 -36.10 150 2,889.55 2,895.00 75 6000.00 225 0.65 0.70 5,625 -0.15 0.65 48.39 60 2,475 34,575
- - - - - - 900 2,762.95 2,838.20 900 6100.00 - - - - - - - - - -
75 - - - 2,735.50 - 900 2,667.95 2,738.20 900 6200.00 - - 2.00 75 - - - - - -
- - - - - - 900 2,567.95 2,638.20 900 6300.00 - - - - - - - - - -
- - - - - - 75 2,470.60 2,534.95 75 6400.00 1,500 0.10 1.50 1,500 - - - - - -
203,400 -3,075 42 - 2,406.30 -24.00 75 2,392.95 2,408.90 150 6500.00 1,200 0.60 0.80 1,500 0.15 0.90 40.72 47 -1,275 5,175
75 - - - 2,317.00 - 900 2,267.95 2,338.20 900 6600.00 - - - - - - - - - -
- - - - - - 1,200 2,081.35 2,398.45 75 6650.00 - - - - - - - - - -
- - - - - - 900 2,172.95 2,238.20 900 6700.00 - - - - - - - - - -
- - - - - - 1,200 1,981.00 2,298.45 75 6750.00 - - - - - - - - - -
- - - - - - 900 2,072.95 2,138.20 900 6800.00 75 0.70 - - -126.45 0.75 34.83 600 - -
- - - - - - 1,200 1,880.65 2,265.50 75 6850.00 - - - - - - - - - -
- - - - - - 900 1,972.95 2,038.20 900 6900.00 75 0.70 0.95 150 -144.85 0.75 33.15 600 - -
- - - - - - 1,200 1,780.30 2,165.50 75 6950.00 9,975 0.05 - - - - - - - -
649,275 -7,050 161 - 1,898.45 -33.50 375 1,900.35 1,908.35 150 7000.00 5,700 0.80 0.85 375 -0.05 0.80 31.70 351 -9,150 331,950
86,775 - - - 1,895.40 - 150 1,846.55 1,855.80 150 7050.00 600 0.85 0.95 225 -0.15 0.80 30.87 10 - 59,700
164,550 - - - 1,826.75 -5.60 75 1,794.30 1,814.85 75 7100.00 2,400 0.80 0.85 3,900 -0.05 0.80 30.04 5,626 - 131,700
- - - - - - 75 1,701.00 1,859.00 75 7150.00 9,975 0.10 3.00 9,000 - - - - - -
49,875 -75 5 - 1,714.95 -23.70 300 1,694.50 1,707.75 150 7200.00 225 0.90 1.00 1,575 -0.10 0.90 28.76 4 -75 47,100
- - - - - - 1,200 1,479.20 1,811.85 75 7250.00 9,975 0.15 - - - - - - - -
34,425 - - - 1,630.00 -8.75 75 1,592.65 1,614.45 75 7300.00 150 0.90 0.95 1,875 0.05 0.95 27.28 22 -1,500 28,575
- - - - - - 1,200 1,378.80 1,716.35 75 7350.00 9,975 0.15 - - - - - - - -
53,400 -150 13 - 1,501.05 -29.45 225 1,493.40 1,513.85 75 7400.00 75 0.90 0.95 750 - 0.90 25.51 145 -2,625 60,450
- - - - - - 1,200 1,278.55 1,616.35 75 7450.00 10,575 0.15 - - - - - - - -
841,125 12,150 742 - 1,402.10 -33.45 75 1,403.15 1,408.45 150 7500.00 41,250 1.10 1.20 27,525 - 1.15 24.56 3,540 -975 669,900
75 - - - 1,230.00 - 75 1,344.20 1,520.75 75 7550.00 1,500 0.55 1.95 1,500 - 2.50 - - - 75
66,825 75 4 - 1,325.00 -18.50 75 1,299.50 1,316.45 75 7600.00 300 1.55 1.60 3,075 -0.40 1.60 23.85 101 -150 104,100
- - - - - - 75 1,079.30 1,420.80 75 7650.00 300 1.05 - - - - - - - -
32,325 -675 12 - 1,220.00 -21.85 375 1,202.80 1,213.90 75 7700.00 75 1.95 2.10 450 -0.40 2.00 22.81 1,473 13,800 363,075
- - - - - - 1,200 977.40 1,325.30 75 7750.00 300 1.05 - - - - - - - -
94,875 -600 11 - 1,120.50 -20.85 375 1,103.70 1,111.85 300 7800.00 150 2.25 2.35 1,350 -0.40 2.30 21.51 2,049 7,425 315,375
- - - - - - 1,200 877.05 1,225.30 75 7850.00 300 1.05 - - - - - - - -
139,950 - 4 - 1,006.00 -35.35 300 1,003.00 1,015.20 75 7900.00 75 2.80 2.95 2,625 -0.15 2.95 20.49 1,526 -1,350 427,275
- - - - - - 1,200 782.95 1,129.75 75 7950.00 300 1.35 - - - - - - - -
1,441,125 8,100 319 - 909.80 -35.65 75 909.35 913.75 375 8000.00 75 3.60 3.70 3,975 -0.35 3.70 19.38 5,660 102,600 1,770,975
- - - - - - 75 775.00 1,034.20 75 8050.00 900 3.10 - - - - - - - -
696,225 -2,325 59 - 816.50 -31.40 150 812.50 816.25 75 8100.00 975 4.95 5.05 4,425 -0.75 4.95 18.43 4,820 89,250 1,021,875
- - - - - - 75 675.00 934.20 75 8150.00 300 3.30 - - - - - - - -
1,376,400 53,025 1,341 - 714.10 -37.75 75 714.80 718.95 150 8200.00 900 7.40 7.50 1,425 -0.95 7.40 17.80 14,790 252,075 1,858,650
4,950 - - - 693.00 - 75 575.00 838.70 75 8250.00 300 3.80 - - - - - - - -
1,157,625 -45,225 733 - 616.00 -39.00 150 619.80 623.80 75 8300.00 75 11.15 11.50 75 -0.65 11.30 17.27 13,603 229,425 1,813,875
75 - - - 212.80 - 75 501.00 783.35 75 8350.00 6,900 6.15 - - - - - - - -
920,850 -5,325 569 - 523.65 -38.95 150 526.60 529.65 75 8400.00 3,450 17.05 17.20 75 -0.55 17.10 16.74 20,273 26,100 2,635,050
8,400 - 6 - 497.85 -12.15 300 410.20 481.75 75 8450.00 300 19.25 21.20 450 -1.70 19.10 16.06 854 34,800 39,150
1,814,850 29,175 1,201 - 436.80 -34.55 150 436.35 439.65 75 8500.00 150 25.90 26.00 225 0.30 26.00 16.28 47,900 523,875 3,616,575
17,775 - 14 - 410.65 -10.95 300 380.90 410.35 225 8550.00 75 31.30 32.70 150 1.50 32.00 16.07 701 19,275 35,175
1,102,575 -45,150 1,559 - 352.00 -32.70 150 352.05 353.85 75 8600.00 450 38.70 39.00 75 1.50 38.70 15.79 59,744 400,575 3,203,550
4,425 -2,850 124 - 300.80 -37.45 75 300.05 316.95 225 8650.00 225 47.00 47.75 300 2.70 47.00 15.56 1,319 22,350 88,950
1,451,325 -48,525 3,394 6.01 272.70 -31.05 300 270.65 273.60 75 8700.00 75 57.10 57.80 1,875 3.85 57.70 15.44 72,976 598,275 3,063,825
16,950 -525 108 7.33 231.75 -27.65 150 232.25 236.25 75 8750.00 75 69.30 70.00 150 5.00 69.30 15.21 1,661 13,275 115,125
1,696,350 3,450 9,292 8.84 200.70 -26.85 75 200.00 200.80 75 8800.00 150 83.75 84.00 300 5.65 84.00 15.11 78,766 160,050 3,131,025
23,625 675 373 10.03 175.00 -18.45 150 165.70 173.40 225 8850.00 150 99.90 101.65 75 6.50 100.05 14.92 3,277 37,500 161,475
2,292,975 503,850 54,564 9.60 139.00 -23.80 600 138.40 139.00 600 8900.00 75 120.00 120.10 75 11.05 121.00 14.98 88,402 461,025 2,627,175
171,225 101,400 7,714 9.82 113.05 -22.40 75 113.00 114.00 150 8950.00 75 143.55 145.70 150 13.05 144.00 15.00 4,618 49,650 142,800
3,933,000 571,950 108,859 9.99 90.50 -19.70 525 90.50 90.85 75 9000.00 75 169.55 170.00 150 17.25 170.25 15.09 33,059 28,725 1,978,875
57,300 29,625 2,671 10.01 70.05 -18.65 75 70.30 71.40 75 9050.00 75 187.55 202.25 300 20.10 194.80 14.77 49 225 1,875
2,901,750 355,800 82,281 10.24 55.20 -14.30 3,975 55.00 55.35 75 9100.00 75 231.50 233.70 300 21.25 231.70 15.43 3,178 25,200 459,825
32,175 17,175 1,608 10.33 42.00 -10.50 75 41.05 41.80 5,925 9150.00 300 251.50 290.35 300 - - - - - -
2,663,775 281,400 80,946 10.33 30.80 -8.70 600 30.50 30.95 1,500 9200.00 75 305.05 308.10 75 26.75 305.35 16.16 3,509 96,000 670,650
36,825 11,100 1,424 10.26 21.75 -6.55 300 19.30 22.45 75 9250.00 300 260.60 360.00 75 - - - - - -
1,975,350 551,250 61,706 10.35 15.70 -5.50 75 15.45 15.85 75 9300.00 75 388.75 392.10 75 33.20 389.05 17.34 851 17,850 184,200
43,575 29,775 1,248 10.36 10.85 -3.75 75 10.05 11.50 75 9350.00 300 350.95 531.25 300 - - - - - -
1,673,025 287,400 33,612 10.44 7.60 -2.95 225 7.60 7.80 75 9400.00 150 478.70 484.00 75 34.95 481.85 19.22 129 1,575 37,350
5,100 4,275 141 10.53 5.25 -1.65 300 5.25 5.95 300 9450.00 300 500.85 582.75 300 - - - - - -
2,147,550 264,450 26,836 10.79 3.95 -1.25 75 3.90 4.00 1,425 9500.00 75 573.80 577.80 75 35.75 576.00 21.02 880 4,275 557,400
- - - - - - 675 2.00 4.25 300 9550.00 300 569.95 683.35 300 - - - - - -
589,275 66,900 9,762 11.31 2.25 -0.40 2,475 2.20 2.30 600 9600.00 150 670.20 677.00 75 44.40 677.25 23.70 14 825 12,600
- - - - - - 300 0.50 - - 9650.00 1,200 507.95 914.05 150 - - - - - -
321,450 37,725 5,888 12.16 1.60 -0.25 75 1.60 1.70 1,650 9700.00 300 749.40 803.15 300 58.00 760.00 23.22 2 150 225
- - - - - - 300 0.30 - - 9750.00 1,200 603.35 1,014.10 150 - - - - - -
92,175 7,650 256 13.02 1.20 -0.25 900 1.15 1.20 975 9800.00 75 863.35 893.95 75 -0.05 828.90 - - - 1,425
600 600 16 13.28 0.95 -2.95 109,125 0.15 - - 9850.00 75 815.00 1,089.35 150 75.00 900.00 24.53 14 450 1,050
39,375 - 253 13.91 0.95 -0.25 75 0.85 0.95 975 9900.00 75 964.95 975.15 75 26.00 961.30 27.89 18 675 39,375
- - - - - - 119,700 0.10 - - 9950.00 1,200 798.85 1,212.75 150 - - - - - -
1,033,950 37,275 3,316 14.74 0.75 -0.25 17,400 0.70 0.75 525 10000.00 150 1,065.00 1,070.65 75 40.80 1,072.00 32.05 310 4,950 1,079,475
- - - - - - 9,975 0.05 - - 10050.00 1,200 894.30 1,311.80 150 - - - - - -
- - - - - - 6,000 0.30 1.50 1,500 10100.00 900 1,136.80 1,202.05 900 - - - - - -
- - 640 15.46 0.40 - 19,950 0.05 - - 10150.00 1,200 994.30 1,410.70 150 - - - - - -
375 - - - 0.20 - 6,750 0.20 0.70 375 10200.00 75 1,257.40 1,293.40 75 - 1,200.00 - - - 375
- - - - - - 9,975 0.05 - - 10250.00 1,200 1,089.80 1,509.60 150 - - - - - -
- - - - - - 6,000 0.20 - - 10300.00 900 1,336.80 1,402.05 900 - - - - - -
- - - - - - 9,975 0.05 - - 10350.00 1,200 1,189.80 1,608.45 150 - - - - - -
- - - - - - 3,000 0.25 0.85 600 10400.00 900 1,431.80 1,502.05 900 - - - - - -
- - - - - - 9,975 0.05 - - 10450.00 1,200 1,285.35 1,707.35 150 - - - - - -
47,250 450 16 20.32 0.70 -0.30 1,725 0.50 0.70 4,575 10500.00 75 1,557.05 1,572.65 75 44.90 1,570.00 42.03 10 525 74,925
- - - - - - 9,975 0.05 - - 10600.00 900 1,631.80 1,702.05 900 - - - - - -
- - - - - - 9,975 0.05 - - 10700.00 900 1,731.80 1,802.05 900 - 1,765.10 - - - 225
- - - - - - 9,975 0.05 - - 10800.00 900 1,831.80 1,902.05 900 - - - - - -
- - - - - - 9,975 0.05 - - 10900.00 900 1,931.80 2,002.05 900 - - - - - -
445,125 -300 21 25.20 0.60 -0.35 975 0.60 0.65 2,925 11000.00 150 2,055.05 2,068.35 150 47.00 2,060.00 49.29 38 750 50,850
- - - - - - - - - - 11100.00 900 2,126.80 2,202.05 900 - - - - - -
- - - - - - - - - - 11200.00 900 2,226.80 2,302.05 900 - - - - - -
- - - - - - - - - - 11300.00 900 2,326.80 2,402.05 900 - - - - - -
- - - - - - - - - - 11400.00 150 2,440.65 2,502.05 900 - - - - - -
Total 34,948,275 503,905 477,579 33,055,125 Total

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



  •  Highlighted options are in-the-money.