Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8086.80  As on Dec 02, 2016 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
- - - - - - 75 5,218.10 5,334.70 75 2800.00 - - - - - - - - - -
- - - - - - 600 5,018.65 5,365.35 75 2900.00 - - - - - - - - - -
532,475 -75 83 - 5,090.00 -96.45 75 5,080.00 5,105.00 75 3000.00 225 0.75 0.85 6,000 - 0.85 125.96 68 2,550 37,000
- - - - - - 600 4,818.65 5,165.35 75 3100.00 - - - - - - - - - -
- - - - - - 600 4,718.65 5,065.35 75 3200.00 - - - - - - - - - -
- - - - - - 600 4,620.05 4,965.35 75 3300.00 - - - - - - - - - -
- - - - - - 600 4,518.65 4,865.35 75 3400.00 - - - - - - - - - -
- - - - - - 75 4,525.60 4,634.70 75 3500.00 - - - - - - - - - -
- - - - - - 600 4,318.65 4,665.35 75 3600.00 - - - - - 0.50 - - - 23,975
- - - - - - 600 4,218.65 4,565.35 75 3700.00 - - - - - - - - - -
- - - - - - 600 4,118.65 4,465.35 75 3800.00 - - - - - - - - - -
- - - - - - 600 4,018.65 4,365.35 75 3900.00 - - - - - - - - - -
1,650 - - - 4,086.00 - 150 4,033.25 4,134.70 75 4000.00 600 0.25 1.00 300 - 0.40 - - - 18,425
- - - - - - 600 3,818.65 4,165.35 75 4100.00 - - - - - - - - - -
- - - - - - 600 3,718.65 4,065.35 75 4200.00 - - 2.00 75 - 40.00 - - - 29,050
- - - - - - 600 3,618.65 3,965.35 75 4300.00 - - - - - 7.25 - - - 25,200
- - - - - - 600 3,518.65 3,865.35 75 4400.00 - - - - - - - - - -
- - - - - - 75 3,538.10 3,634.70 75 4500.00 - - 2.00 75 - 1.00 - - - 4,200
- - - - - - 600 3,318.65 3,665.35 75 4600.00 - - - - - - - - - -
- - - - - - 600 3,218.65 3,565.35 75 4700.00 - - 2.95 7,500 - 2.95 - - - 17,850
- - - - - - 600 3,118.65 3,465.35 75 4800.00 - - 2.00 75 - 20.00 - - - 44,300
- - - - - - 600 3,018.65 3,365.35 75 4900.00 - - - - - 33.00 - - - 9,800
295,800 - 25 - 3,091.00 -109.95 150 3,079.10 3,104.40 150 5000.00 525 0.55 0.85 525 0.35 0.85 64.20 16 750 151,225
- - - - - - 600 2,818.65 3,165.35 75 5100.00 - - - - - 143.00 - - - 19,650
- - - - - - 600 2,718.65 3,065.35 75 5200.00 - - - - - - - - - -
- - - - - - 600 2,618.65 2,965.35 75 5300.00 - - - - - - - - - -
- - - - - - 600 2,518.65 2,865.35 75 5400.00 - - - - - - - - - -
33,750 - - - 2,606.00 - 75 2,550.60 2,634.70 75 5500.00 1,200 0.35 0.80 75 - 0.30 - - - 92,100
25,000 - - - 1,520.00 - 600 2,318.65 2,665.35 75 5600.00 - - 2.00 75 - 35.00 - - - 31,400
55,000 - - - 1,499.00 - 600 2,218.65 2,565.35 75 5700.00 - - 2.00 75 - 54.30 - - - 5,875
- - - - - - 600 2,118.65 2,465.35 75 5800.00 - - 2.00 75 - - - - - -
58,375 - - - 1,617.45 - 600 2,018.65 2,365.35 75 5900.00 - - 2.00 75 - - - - - -
295,150 525 109 - 2,097.80 -108.10 75 2,092.20 2,104.60 75 6000.00 75 1.05 1.10 300 0.20 1.10 42.88 433 2,550 380,325
538,875 - - - 2,230.30 - 600 1,818.80 2,165.35 75 6100.00 1,500 0.85 1.95 150 - 1.20 - - - 74,175
150,100 - - - 2,240.00 - 600 1,718.80 2,065.35 75 6200.00 3,000 1.05 2.00 375 0.10 1.90 - - - 102,625
157,150 - - - 2,355.00 - 600 1,626.95 2,026.60 75 6300.00 3,000 1.05 2.00 75 - 2.00 - - - 36,175
- - - - - - 600 1,535.15 1,873.50 75 6400.00 7,275 1.50 2.00 75 -0.05 1.70 - - - 36,800
- - - - - - 600 1,485.15 1,823.50 75 6450.00 750 0.30 - - - - - - - -
271,650 -5,400 118 - 1,610.00 -92.80 75 1,587.50 1,607.55 150 6500.00 1,500 1.85 2.05 5,625 0.20 2.05 35.04 297 -1,200 567,950
- - - - - - 600 1,393.30 1,727.60 75 6550.00 7,500 0.35 - - - - - - - -
1,575 - - - 1,213.60 - 75 1,465.60 1,534.70 75 6600.00 300 1.80 2.50 75 0.15 2.05 32.93 21 225 79,500
- - - - - - 600 1,293.30 1,627.60 75 6650.00 7,500 0.40 - - - - - - - -
75,175 - - - 1,500.00 - 75 1,365.65 1,434.65 300 6700.00 225 2.45 2.60 600 0.25 2.45 31.55 25 825 57,500
- - - - - - 600 1,201.65 1,499.00 75 6750.00 7,500 0.50 - - - - - - - -
8,900 - - - 1,335.00 - 75 1,268.15 1,334.65 75 6800.00 75 2.75 2.90 75 0.35 2.75 29.89 347 975 123,425
- - - - - - 600 1,102.00 1,399.00 75 6850.00 300 2.75 3.50 150 0.50 3.25 29.51 25 675 3,975
1,500 - - - 1,341.35 - 75 1,168.10 1,234.70 75 6900.00 75 2.90 3.40 75 0.40 3.35 28.55 959 -6,600 169,425
- - - - - - 600 1,009.90 1,299.00 75 6950.00 300 3.80 4.25 300 0.70 3.80 27.98 12 -900 2,100
1,124,150 17,250 809 - 1,109.70 -92.85 75 1,100.10 1,107.75 150 7000.00 75 4.55 4.70 1,050 0.85 4.55 27.64 9,093 7,300 2,028,275
94,650 - 62 - 1,065.85 -109.40 75 1,050.60 1,054.85 75 7050.00 300 4.75 5.45 75 0.55 4.55 26.52 197 -1,050 55,575
236,250 -2,550 51 - 1,015.00 -93.20 300 997.80 1,009.30 150 7100.00 3,000 5.60 5.80 300 1.15 5.65 26.32 5,811 -33,975 807,550
- - - - - - 75 901.00 1,099.00 75 7150.00 8,100 3.60 - - - 5.50 - - - 150
219,300 -450 50 - 917.00 -94.45 225 905.05 910.50 75 7200.00 1,650 8.00 8.10 1,425 2.05 8.10 25.63 6,468 -29,550 804,225
- - - - - - 75 801.00 1,043.90 75 7250.00 4,200 4.85 - - - 8.00 - - - 450
66,150 -75 559 - 808.85 -112.50 75 810.50 816.75 75 7300.00 375 11.10 11.30 750 2.85 11.20 24.78 6,921 24,825 773,550
225 - - - 801.00 - 450 723.65 878.40 225 7350.00 1,800 9.15 13.95 1,500 1.95 12.45 24.06 8 300 1,125
112,575 -7,275 142 - 727.00 -89.25 75 713.60 719.90 75 7400.00 75 15.35 15.60 75 4.05 15.50 23.94 15,595 -26,325 888,100
300 - - - 462.10 - 3,000 555.60 799.00 75 7450.00 75 14.20 18.00 225 4.80 17.95 23.43 288 375 22,425
1,084,150 -13,500 692 - 630.00 -88.35 75 621.00 623.70 75 7500.00 375 21.05 21.20 150 5.85 21.10 23.01 34,291 41,775 2,709,725
75 - - - 701.95 - 75 544.70 605.10 75 7550.00 3,375 20.30 24.50 150 5.55 23.25 22.19 251 2,400 23,550
223,425 -18,300 599 - 539.30 -83.40 75 525.90 533.65 150 7600.00 75 28.45 28.75 75 8.15 28.60 22.05 41,122 98,700 2,166,600
225 - - - 408.00 - 225 461.25 514.35 75 7650.00 75 33.05 33.70 75 9.60 33.15 21.54 965 6,825 32,925
258,075 -7,350 539 9.75 444.80 -84.65 150 438.60 442.70 375 7700.00 75 38.50 38.95 450 11.05 38.50 21.04 36,488 37,500 2,633,475
750 - - - 412.75 - 225 376.20 408.35 225 7750.00 75 44.35 45.95 75 13.20 45.35 20.65 1,099 2,775 41,700
666,950 9,600 1,236 12.74 358.00 -88.15 75 353.05 357.45 75 7800.00 75 52.45 52.70 675 15.15 52.70 20.15 71,633 -47,250 2,696,025
1,050 -75 6 14.50 323.80 -101.00 225 293.30 322.95 75 7850.00 75 61.00 61.50 450 17.30 61.50 19.70 2,235 2,250 57,375
631,200 -14,475 1,834 13.65 278.80 -78.60 75 274.00 278.15 225 7900.00 375 72.00 72.35 3,075 20.55 72.00 19.29 92,656 -84,450 2,954,925
50,100 600 61 14.24 244.95 -64.45 75 230.00 247.00 675 7950.00 75 80.40 84.50 75 22.20 83.00 18.73 3,574 -25,875 116,550
2,777,100 -41,700 15,424 13.65 205.50 -70.85 75 204.00 205.55 75 8000.00 450 98.60 99.00 4,350 28.00 99.00 18.58 158,641 -194,325 7,590,050
37,200 9,075 469 13.50 172.00 -67.15 225 172.00 174.95 75 8050.00 825 110.75 115.70 75 28.75 110.75 17.67 4,939 -22,650 152,175
1,935,675 129,750 48,652 13.37 141.70 -59.50 75 141.05 142.40 75 8100.00 75 133.05 134.20 150 38.15 134.15 17.87 140,751 -304,200 3,337,725
124,350 51,075 7,060 13.28 115.00 -53.00 225 114.80 115.00 375 8150.00 75 154.90 158.95 75 44.00 155.00 17.48 6,498 -43,875 83,475
3,616,575 595,875 141,344 13.00 90.00 -47.55 1,350 90.00 91.00 375 8200.00 4,050 180.00 180.80 75 51.65 180.90 17.39 69,931 -736,950 2,617,650
238,950 54,600 7,339 13.02 70.95 -39.10 75 70.05 71.00 300 8250.00 75 206.30 208.95 75 56.70 205.95 16.90 1,258 3,825 103,425
4,818,600 -236,625 170,726 12.75 52.80 -32.30 75 52.55 53.00 1,050 8300.00 75 238.95 241.50 75 65.75 240.05 17.18 19,067 -205,425 1,974,525
197,325 16,950 5,335 12.63 39.00 -25.45 75 38.50 40.75 75 8350.00 75 270.45 284.40 75 73.95 275.00 17.29 95 -675 20,100
3,696,300 -123,600 119,266 12.62 28.75 -19.60 600 28.70 28.90 75 8400.00 75 314.95 318.40 150 83.15 318.40 18.28 5,374 -18,450 1,147,200
190,425 18,300 3,334 12.46 20.00 -14.75 75 19.55 20.05 75 8450.00 75 344.65 377.85 75 62.55 332.55 14.60 21 -75 9,900
3,684,300 -93,600 110,949 12.47 14.15 -10.65 3,825 14.05 14.15 4,575 8500.00 75 399.30 403.70 150 90.55 402.00 19.32 3,412 -25,650 1,917,975
115,875 -3,600 2,031 12.42 9.60 -7.70 825 9.40 9.80 75 8550.00 225 414.85 468.45 75 -1.75 340.00 - - - 1,575
2,085,825 -366,975 56,623 12.49 6.65 -5.00 900 6.55 6.65 75 8600.00 75 488.70 493.30 75 92.25 486.15 19.69 1,097 -16,500 819,150
58,725 -75 401 12.76 4.95 -2.90 75 4.65 5.35 75 8650.00 225 507.75 563.95 225 - 500.00 - - - 375
2,296,550 -132,525 27,214 12.91 3.50 -1.95 75 3.45 3.55 75 8700.00 75 584.55 590.75 75 87.80 577.00 20.63 532 -22,200 688,500
24,750 -300 26 14.15 4.00 0.50 1,050 0.70 5.15 1,800 8750.00 225 624.90 663.10 225 - 700.00 - - - 150
1,645,425 53,625 23,646 13.70 2.20 -0.65 6,300 2.15 2.25 3,600 8800.00 150 682.45 685.90 75 89.95 672.55 22.19 339 -8,025 1,199,325
825 - - - 2.65 - 7,500 0.85 3.80 1,800 8850.00 225 672.20 781.10 225 - - - - - -
937,200 -9,225 7,612 15.00 1.85 -0.25 375 1.75 1.85 6,825 8900.00 150 780.70 785.00 75 96.45 777.55 25.94 124 750 840,600
150 - - - 2.50 - 7,500 0.60 5.95 750 8950.00 225 822.05 857.20 75 - - - - - -
2,850,000 -38,925 5,180 16.00 1.40 -0.35 75 1.35 1.40 32,625 9000.00 75 879.85 882.40 75 99.35 878.40 28.64 849 13,425 2,390,500
300 - - - 1.55 - 7,800 0.60 23.20 300 9050.00 75 902.70 1,043.30 75 - - - - - -
351,150 -4,275 572 17.19 1.20 -0.35 1,500 1.15 1.30 5,025 9100.00 225 976.40 986.15 75 103.55 987.55 33.28 12 - 155,175
75 - - - 5.00 - 7,500 0.25 5.00 1,050 9150.00 225 971.90 1,113.05 225 - - - - - -
514,600 -5,250 245 18.66 1.20 -0.10 3,300 1.10 1.20 3,525 9200.00 300 1,075.90 1,082.90 75 115.60 1,086.60 35.51 21 - 138,450
75 - - - 5.00 - 7,500 0.15 5.00 1,050 9250.00 75 975.00 1,286.45 75 - - - - - -
286,875 -375 49 19.67 1.00 -0.30 1,800 1.00 1.10 2,100 9300.00 300 1,169.05 1,206.15 150 84.10 1,167.10 32.49 6 - 38,250
- - - - - - 6,975 0.05 - - 9350.00 600 982.70 1,390.55 75 - - - - - -
176,775 12,975 1,177 20.53 0.80 -0.30 525 0.60 0.80 3,300 9400.00 300 1,275.25 1,293.45 150 40.80 1,215.00 - 12 -750 34,650
- - - - - - 6,975 0.05 - - 9450.00 600 1,082.70 1,490.55 75 - - - - - -
1,048,875 -6,300 2,061 22.01 0.85 -0.20 1,500 0.80 0.85 2,925 9500.00 150 1,375.30 1,383.50 75 108.55 1,383.95 41.89 389 -12,000 317,025
- - - - - - 6,975 0.05 - - 9550.00 600 1,178.55 1,594.60 75 - - - - - -
111,450 -75 798 23.33 0.85 -0.25 2,475 0.80 0.90 3,000 9600.00 75 1,471.85 1,488.10 150 135.55 1,471.55 40.55 4 -225 8,250
- - - - - - 6,975 0.05 - - 9650.00 600 1,274.45 1,698.70 75 - - - - - -
44,850 -5,625 193 23.75 0.60 -0.10 1,350 0.60 0.80 300 9700.00 75 1,569.65 1,639.00 150 101.90 1,570.00 42.20 7 375 1,725
- - - - - - 6,975 0.05 - - 9750.00 600 1,374.45 1,798.70 75 - - - - - -
1,275 - 178 25.90 0.85 0.15 7,500 0.40 0.85 75 9800.00 3,000 1,475.10 1,799.90 3,000 - - - - - -
- - - - - - 6,975 0.05 - - 9850.00 600 1,470.35 1,902.75 75 - - - - - -
1,150 - 162 26.20 0.60 -0.30 300 0.40 0.85 7,500 9900.00 3,000 1,575.10 1,899.90 3,000 - - - - - -
- - - - - - 6,975 0.05 - - 9950.00 600 1,570.35 2,002.75 75 - - - - - -
790,325 -5,325 1,050 27.83 0.70 -0.20 10,275 0.65 0.75 5,400 10000.00 375 1,871.10 1,879.75 75 90.75 1,859.95 44.64 198 -1,875 819,675
- - - - - - - - - - 10050.00 600 1,666.30 2,106.85 75 - - - - - -
- - - - - - 3,000 0.40 - - 10100.00 600 1,716.30 2,156.85 75 - - - - - -
- - - - - - - - - - 10150.00 600 1,762.20 2,210.95 75 - - - - - -
- - - - - - 4,500 0.10 - - 10200.00 600 1,812.20 2,260.95 75 - - - - - -
- - - - - - - - - - 10250.00 600 1,862.20 2,310.95 75 - - - - - -
- - 226 31.37 0.70 -616.85 4,500 0.10 - - 10300.00 600 1,912.20 2,360.95 75 - - - - - -
225 225 1,924 32.95 0.80 -447.45 225 0.60 1.00 150 10400.00 600 2,012.20 2,460.95 75 - - - - - -
375 - 1 34.88 1.00 -1.00 4,500 0.10 0.65 150 10500.00 75 2,331.55 2,406.90 75 - 2,250.00 - - - 525
- - - - - - - - - - 10600.00 600 2,210.25 2,659.60 75 - - - - - -
- - - - - - - - - - 10700.00 600 2,312.20 2,760.95 75 - - - - - -
- - - - - - - - - - 10800.00 600 2,412.20 2,860.95 75 - - - - - -
- - - - - - - - 3.05 600 10900.00 600 2,512.20 2,960.95 75 - - - - - -
8,350 - 1 38.53 0.60 -0.90 300 0.60 1.25 300 11000.00 75 2,855.80 2,885.30 75 85.00 2,800.00 - 1 75 411,375
- - - - - - - - 3.05 600 11100.00 600 2,712.20 3,160.95 75 - - - - - -
- - - - - - - - 3.05 600 11200.00 600 2,812.20 3,260.95 75 - - - - - -
- - - - - - - - 3.05 600 11300.00 600 2,912.20 3,360.95 75 - - - - - -
600 - - - 3.00 - 300 0.15 2.95 300 11400.00 75 3,219.00 3,306.90 75 - 3,125.00 - - - 7,800
Total 41,941,175 768,243 744,476 47,785,575 Total

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



  •  Highlighted options are in-the-money.