Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8650.30  As on Aug 24, 2016 15:30:15 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
1,950 - - - - - 75 2,031.90 2,121.60 75 6550.00 1,125 0.05 0.50 7,650 - - - - - 1,200
81,600 -36,450 1,276 198.66 2,051.00 23.00 75 2,049.35 2,054.25 75 6600.00 6,375 0.05 0.35 2,400 -0.20 0.05 159.47 2,825 -525 4,200
- - - - - - 1,500 1,934.35 2,023.80 1,500 6650.00 - - 2.95 6,975 - - - - - -
6,675 -1,125 23 - 1,946.50 19.35 75 1,948.75 1,952.00 75 6700.00 - - 0.30 75 - - - - - 150
- - - - - - 1,500 1,834.35 1,923.80 1,500 6750.00 - - 2.65 6,975 - - - - - -
14,625 -75 30 - 1,835.00 22.55 75 1,842.50 1,852.00 75 6800.00 825 0.05 0.40 2,925 -0.30 0.15 147.64 3 - 975
- - - - - - 1,500 1,736.85 1,823.80 1,500 6850.00 - - 2.65 6,975 - - - - - -
15,225 -11,025 176 179.78 1,751.90 17.65 75 1,744.45 1,752.50 75 6900.00 - - 0.10 225 0.10 0.15 139.31 8 - 2,400
- - - - - - 1,500 1,636.85 1,723.80 1,500 6950.00 - - 2.65 6,975 - - - - - -
508,650 -39,675 1,999 156.55 1,649.15 8.35 75 1,650.05 1,652.50 75 7000.00 - - 0.05 2,025 -0.15 0.05 120.46 135 2,925 106,950
- - - - - - 75 1,531.00 1,626.45 1,500 7050.00 - - 2.65 6,975 - - - - - -
40,500 -23,850 577 175.25 1,554.00 31.00 75 1,549.85 1,552.50 75 7100.00 - - 0.05 5,175 - 0.05 112.89 192 -1,200 32,250
- - - - - - 75 1,431.00 1,526.75 1,500 7150.00 - - 2.95 6,975 - - - - - -
105,525 -33,675 925 127.62 1,451.70 10.40 75 1,449.70 1,452.50 75 7200.00 6,975 0.05 0.10 3,900 -0.20 0.05 105.40 182 -9,525 257,850
- - - - - - 75 1,331.00 1,426.75 1,500 7250.00 - - 2.95 6,975 - - - - - -
62,325 -6,675 184 - 1,351.00 25.55 225 1,342.40 1,352.50 75 7300.00 2,175 0.05 0.25 10,125 -0.15 0.20 - 150 675 85,950
- - - - - - 75 1,231.00 1,326.75 1,500 7350.00 - - 2.95 6,975 - - - - - -
33,600 -7,200 284 - 1,247.50 9.75 75 1,248.00 1,252.50 75 7400.00 225 0.15 0.25 11,475 -0.30 0.15 98.93 187 -2,925 130,050
- - - - - - 75 1,131.00 1,226.75 1,500 7450.00 - - 2.95 6,975 - - - - - 1,575
506,100 -7,875 1,047 - 1,149.95 15.10 150 1,151.25 1,154.70 75 7500.00 375 0.10 0.25 21,900 -0.20 0.15 88.02 913 -25,500 501,075
- - - - - - 75 1,031.00 1,126.45 1,500 7550.00 - - 2.65 6,975 - - - - - -
40,725 -10,875 204 - 1,049.90 15.15 75 1,050.00 1,052.00 75 7600.00 19,800 0.20 0.25 7,350 -0.25 0.25 - 2,783 -9,075 749,100
- - - - - - 75 931.00 1,026.45 1,500 7650.00 - - 2.65 6,975 - - - - - -
102,000 -24,000 423 89.97 952.50 15.15 150 948.95 952.50 75 7700.00 15,825 0.25 0.30 19,125 -0.15 0.25 80.59 2,076 -8,925 1,225,125
75 - - - - - 75 831.00 926.45 1,500 7750.00 - - 2.65 6,975 - - - - - -
128,700 -13,725 1,165 72.76 850.50 12.30 75 849.05 852.50 75 7800.00 1,650 0.25 0.30 6,900 -0.20 0.25 72.45 1,660 -28,650 834,975
- - - - - - 75 731.00 823.20 1,500 7850.00 - - 0.50 6,000 - - - - - -
47,400 -22,275 619 - 749.00 7.35 150 748.95 752.50 75 7900.00 10,575 0.25 0.35 10,500 -0.30 0.25 64.34 2,231 -14,775 886,350
- - - - - - 150 631.05 725.40 150 7950.00 - - 2.45 1,050 - - - - - 450
320,475 -90,300 3,303 - 649.65 13.65 300 651.00 652.50 150 8000.00 96,150 0.25 0.30 24,825 -0.35 0.25 56.24 11,420 -17,400 2,942,325
225 - - - - - 150 551.50 624.20 150 8050.00 6,000 0.10 0.40 3,000 -0.05 0.40 53.84 8 -300 675
128,400 -67,425 1,917 55.05 551.20 16.40 75 549.35 552.50 75 8100.00 32,025 0.25 0.30 5,925 -0.40 0.25 48.14 7,878 -44,550 1,620,675
225 - 2 - 474.10 -6.90 150 470.55 523.05 150 8150.00 5,250 0.20 0.40 4,650 -0.35 0.30 - 133 -75 21,225
124,500 -21,300 701 47.37 453.50 7.55 75 447.20 452.50 75 8200.00 70,425 0.25 0.30 10,125 -0.35 0.30 40.02 15,001 -140,025 2,329,275
4,425 - 13 48.37 402.85 36.35 150 354.75 400.90 900 8250.00 1,125 0.35 0.40 3,975 -0.30 0.35 37.16 910 -8,775 122,550
168,150 -35,925 2,160 35.23 352.00 12.00 75 350.00 352.50 75 8300.00 18,900 0.30 0.35 49,350 -0.55 0.30 32.42 32,000 -19,500 2,621,400
600 -825 15 - 266.15 12.10 150 260.00 323.25 150 8350.00 7,800 0.35 0.40 375 -0.85 0.40 28.70 5,864 -85,950 295,575
233,925 -59,700 3,749 - 250.00 13.25 375 250.00 251.95 150 8400.00 1,500 0.65 0.70 46,125 -1.45 0.65 26.07 152,367 230,925 6,007,800
4,875 -450 17 - 207.40 27.65 150 190.05 211.45 75 8450.00 75 0.70 0.80 1,800 -2.20 0.70 21.96 54,785 -12,975 681,975
621,075 -94,125 25,919 22.48 154.50 13.40 225 153.20 154.50 1,725 8500.00 3,000 1.25 1.35 24,675 -3.65 1.25 18.91 250,913 -515,025 4,623,225
54,975 -16,650 4,997 - 104.00 6.25 375 104.00 108.75 75 8550.00 75 3.35 3.45 300 -7.05 3.35 16.61 169,593 -178,350 1,169,850
2,600,700 -292,800 306,422 15.60 61.10 -1.65 300 61.10 61.75 75 8600.00 375 8.80 9.00 150 -14.25 9.00 15.10 537,823 643,950 4,979,850
1,719,750 -27,600 200,751 15.50 28.30 -6.50 2,250 28.30 28.50 75 8650.00 4,575 23.00 23.35 150 -18.95 23.00 13.30 131,211 608,925 1,859,100
6,472,050 -22,275 506,200 15.41 9.55 -7.95 3,975 9.50 9.55 600 8700.00 6,300 52.00 52.15 3,000 -21.50 52.00 10.74 224,054 204,975 2,005,575
2,056,125 -820,800 192,460 15.23 2.05 -4.45 3,150 2.05 2.10 675 8750.00 150 92.90 95.00 75 -18.30 94.05 - 2,508 1,425 120,300
6,658,725 -132,750 470,391 17.34 0.90 -2.25 84,675 0.80 0.90 16,950 8800.00 75 143.85 145.90 150 -15.40 144.00 - 18,795 77,100 708,075
492,600 -175,500 23,370 19.85 0.35 -0.95 6,750 0.35 0.40 2,850 8850.00 75 172.15 206.30 375 20.55 204.55 20.00 19 375 9,600
3,666,600 -313,425 29,003 22.31 0.25 -0.45 41,925 0.25 0.30 26,175 8900.00 75 242.50 244.00 225 -12.55 242.50 - 2,923 -29,100 115,125
166,125 -18,300 1,859 26.70 0.30 -0.45 37,500 0.25 0.35 28,425 8950.00 150 259.30 295.65 225 -26.20 281.30 - 3 150 225
5,063,550 -272,625 25,154 30.51 0.25 -0.40 63,225 0.25 0.30 20,775 9000.00 75 335.05 342.65 75 -14.40 340.00 - 3,398 -114,375 281,925
104,475 -1,950 32 33.57 0.25 -0.10 1,800 0.15 0.40 1,500 9050.00 150 346.50 395.65 150 -25.75 380.30 - 2 - 150
1,214,475 -92,775 6,920 37.93 0.30 -0.30 66,150 0.25 0.30 9,525 9100.00 75 435.55 439.00 2,250 -21.10 439.35 - 739 -40,575 59,625
95,625 -675 21 42.90 0.40 -0.15 3,000 0.10 0.35 1,500 9150.00 150 455.75 515.95 150 - - - - - 150
937,950 -45,375 3,652 43.25 0.20 -0.30 2,625 0.20 0.25 750 9200.00 75 534.55 541.40 75 -10.20 541.80 - 1,197 -64,500 70,050
18,150 - - - - - - - 0.45 1,500 9250.00 150 502.10 615.75 150 - - - - - 75
678,900 -3,825 1,873 52.10 0.30 -0.20 7,800 0.20 0.25 3,000 9300.00 75 634.55 641.05 75 -17.65 634.65 - 48 -2,550 3,600
900 - - - - - - - 3.00 6,000 9350.00 150 646.25 720.55 150 - - - - - 75
297,225 -4,875 128 57.85 0.25 -0.15 600 0.20 0.25 2,325 9400.00 75 731.75 748.65 75 -12.55 742.45 - 70 -750 4,500
- - - - - - - - 3.00 6,975 9450.00 75 701.00 819.80 1,500 - - - - - -
628,800 -27,150 1,492 64.42 0.25 -0.20 8,400 0.20 0.25 1,275 9500.00 75 836.75 839.00 1,500 -21.35 838.00 - 1,546 -96,225 280,200
- - - - - - - - 2.95 6,975 9550.00 1,500 838.70 915.65 1,500 - - - - - -
41,400 - 46 70.86 0.25 -0.15 - - 0.20 2,850 9600.00 75 810.15 966.35 1,500 -9.90 945.10 - 6 -300 450
- - - - - - - - 2.95 6,975 9650.00 1,500 938.70 1,015.65 1,500 - - - - - -
18,750 -75 18 - 0.35 -0.05 75 0.15 0.35 3,825 9700.00 75 988.30 1,066.00 1,500 -5.80 1,045.85 - 18 - 2,850
- - - - - - 150 0.05 2.95 6,975 9750.00 1,500 1,036.20 1,115.65 1,500 - - - - - -
9,300 -1,050 26 87.23 0.40 0.10 2,475 0.20 0.30 1,350 9800.00 75 1,093.05 1,144.60 150 -1.80 1,156.85 128.22 32 -750 4,725
450 - - - - - - - 2.95 6,975 9850.00 1,500 1,136.20 1,215.65 1,500 - - - - - -
975 -675 18 - 0.40 0.25 - - 0.20 375 9900.00 75 1,114.80 1,265.95 1,500 29.90 1,244.35 - 50 -2,925 675
- - - - - - - - 1.95 6,975 9950.00 1,500 1,233.70 1,315.65 1,500 - - - - - -
562,350 150 2,929 93.57 0.20 -0.20 3,975 0.20 0.25 3,750 10000.00 150 1,335.95 1,338.00 75 -13.55 1,337.00 - 630 -33,675 205,425
- - - - - - - - 2.95 6,975 10050.00 1,200 1,177.45 1,620.05 75 - - - - - -
- - - - - - - - 2.80 6,975 10100.00 1,200 1,227.45 1,468.45 1,500 - - - - - -
- - - - - - - - 2.90 6,975 10150.00 1,500 1,433.70 1,515.65 1,500 - - - - - 150
- - - - - - - - 1.90 6,975 10200.00 1,200 1,327.45 1,770.05 75 - - - - - -
Total 36,863,475 1,824,490 1,639,289 37,969,650 Total

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



  •  Highlighted options are in-the-money.