Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8424.00  As on Jan 19, 2017 14:06:27 IST
View Options Contracts for: OR
Filter by: Expiry Date
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
600 - - - - - 75 2,013.40 2,049.00 75 6400.00 - - 1.90 150 - - - - - 75
- - - - - - 1,200 1,720.25 2,131.80 75 6450.00 - - - - - - - - - -
337,425 -2,100 35 - 1,922.00 -2.05 75 1,920.65 1,929.20 1,200 6500.00 18,975 0.05 0.10 7,575 0.05 0.10 63.06 5 - 96,825
- - - - - - 1,200 1,620.25 2,031.80 75 6550.00 - - - - - - - - - -
75 - - - - - 1,800 1,800.40 1,854.60 1,800 6600.00 600 0.05 - - - - - - - -
- - - - - - 1,200 1,528.65 1,877.10 75 6650.00 - - - - - - - - - -
75 -75 1 111.46 1,758.85 7.20 1,800 1,700.40 1,754.55 1,500 6700.00 - - 0.50 75 - - - - - 300
- - - - - - 1,200 1,437.10 1,781.30 75 6750.00 - - - - - - - - - -
450 - - - - - 6,750 1,600.65 1,647.90 6,750 6800.00 150 0.10 0.55 3,000 - - - - - 3,900
- - - - - - 1,200 1,337.10 1,681.30 75 6850.00 - - - - - - - - - -
75 - - - - - 6,750 1,500.65 1,548.40 6,750 6900.00 600 0.10 0.45 150 -0.05 0.15 51.15 1 -75 675
- - - - - - 1,200 1,245.50 1,585.50 75 6950.00 - - - - - - - - - -
971,025 -85,950 1,351 - 1,428.10 8.80 300 1,422.90 1,425.00 75 7000.00 6,900 0.35 0.40 4,350 - 0.35 51.51 573 1,500 1,054,425
89,850 - - - - - 375 1,368.95 1,375.25 75 7050.00 900 0.25 0.60 7,500 -0.15 0.50 51.47 66 - 73,950
245,625 -1,350 22 - 1,322.00 6.50 150 1,320.95 1,327.80 75 7100.00 10,650 0.15 0.25 11,475 - 0.25 46.44 235 -1,425 229,500
- - - - - - 6,750 1,053.95 1,389.65 6,825 7150.00 3,000 0.25 1.00 3,000 - - - - - -
87,600 -150 3 - 1,232.85 21.50 75 1,222.85 1,227.40 75 7200.00 5,250 0.35 0.40 225 -0.10 0.40 44.95 76 -1,725 520,725
- - - - - - 6,750 962.35 1,293.85 6,825 7250.00 3,000 0.25 1.00 3,000 - - - - - -
53,400 -2,925 51 - 1,126.00 2.50 225 1,122.90 1,126.00 300 7300.00 1,500 0.25 0.30 2,100 -0.15 0.30 40.24 228 225 565,500
- - - - - - 1,200 862.30 1,193.90 75 7350.00 5,025 0.05 - - - - - - - -
366,300 75 6 - 1,035.00 13.15 75 1,022.70 1,027.30 75 7400.00 6,750 0.45 0.50 4,725 -0.25 0.50 38.73 481 -5,775 655,500
- - - - - - 225 910.90 1,050.70 225 7450.00 600 0.25 1.00 6,000 - - - - - 1,125
694,200 -13,050 291 - 932.00 8.65 300 925.05 927.80 600 7500.00 13,275 0.50 0.55 62,700 -0.20 0.55 35.50 3,695 25,875 2,433,000
- - - - - - 6,150 858.30 891.20 4,425 7550.00 7,500 0.10 0.70 75 - - - - - 21,225
256,125 -225 18 - 826.15 2.80 75 823.80 828.30 75 7600.00 4,050 0.50 0.55 3,525 -0.05 0.55 31.90 1,725 -47,250 1,381,200
450 - - - - - 75 743.80 814.05 75 7650.00 150 0.35 0.65 6,225 -1.00 0.30 28.23 49 -2,325 25,725
324,375 -4,575 84 - 722.35 -2.35 75 725.00 728.80 75 7700.00 15,000 0.55 0.60 2,400 -0.25 0.60 28.59 2,328 -18,075 2,121,150
450 - - - - - 6,525 648.80 684.65 75 7750.00 75 0.80 1.00 825 -0.65 0.70 27.28 9 375 20,175
362,175 -1,800 86 - 624.90 0.55 300 626.40 629.25 300 7800.00 5,100 0.90 0.95 450 -0.45 0.95 26.25 5,476 2,850 3,147,600
600 - - - - - 6,000 550.60 594.50 75 7850.00 75 1.10 1.40 150 -0.55 1.10 25.01 90 -750 44,175
461,625 -6,450 145 - 527.00 1.75 150 527.65 529.50 150 7900.00 7,575 1.15 1.20 13,725 -0.60 1.20 23.36 9,767 -450 3,593,625
118,350 -150 4 - 475.00 2.50 225 456.30 496.10 4,500 7950.00 2,100 1.45 1.50 975 -0.60 1.45 22.00 455 5,025 146,025
1,147,125 -50,400 1,403 - 427.65 1.55 600 428.70 430.75 600 8000.00 12,600 1.65 1.70 900 -0.70 1.70 20.49 18,301 35,625 6,226,350
45,450 -1,950 44 - 382.35 3.70 3,825 367.65 380.10 300 8050.00 150 2.00 2.10 1,725 -0.75 2.10 19.08 1,120 4,650 177,375
1,429,200 -10,500 678 - 333.00 5.80 150 329.60 331.15 75 8100.00 75 2.50 2.55 6,750 -1.25 2.50 17.61 35,755 -197,475 4,394,475
107,025 -3,150 50 - 281.00 6.30 750 276.55 281.80 225 8150.00 375 3.45 3.60 1,125 -1.50 3.50 16.40 3,519 -2,400 387,150
2,191,275 -43,200 3,956 - 233.35 2.00 150 233.55 234.00 75 8200.00 4,050 5.30 5.40 6,225 -2.40 5.30 15.52 57,946 204,525 5,954,700
168,825 -2,550 200 - 187.00 1.75 150 185.35 187.35 825 8250.00 75 8.30 8.45 1,050 -3.30 8.15 14.61 12,894 64,800 873,300
2,763,525 -27,375 14,363 8.78 142.35 -1.55 1,425 143.00 143.50 150 8300.00 1,950 14.15 14.30 2,550 -3.75 14.25 14.08 90,409 376,875 6,651,225
325,650 34,875 2,209 9.68 102.25 -1.40 225 101.80 102.50 225 8350.00 750 22.45 22.70 225 -4.20 22.70 13.29 19,243 -5,025 1,348,200
4,814,025 86,850 102,031 10.40 68.25 -1.65 75 68.05 68.20 225 8400.00 675 36.80 37.00 375 -5.60 36.70 12.84 131,407 959,250 5,601,750
1,246,275 197,775 28,167 10.23 39.40 -3.30 225 39.70 40.00 225 8450.00 75 56.95 57.35 75 -6.00 56.80 12.30 10,732 106,800 731,025
5,243,250 324,450 119,977 10.34 21.35 -2.30 450 21.25 21.35 1,275 8500.00 3,000 87.40 87.50 375 -5.40 87.75 12.42 38,700 76,425 1,272,225
1,189,575 190,725 16,141 10.09 9.20 -1.80 675 9.20 9.35 150 8550.00 75 123.50 125.55 150 -5.10 123.25 10.95 145 675 15,375
4,473,975 383,100 67,636 10.62 4.45 -0.95 4,950 4.40 4.50 4,575 8600.00 75 168.30 169.25 150 -4.75 168.30 13.81 2,833 6,075 331,950
261,750 -1,725 4,945 11.12 2.05 -0.70 2,175 2.00 2.10 1,050 8650.00 225 209.25 218.55 750 -19.00 212.00 - 13 375 1,950
1,946,100 -58,800 20,232 12.09 1.20 -0.50 1,875 1.20 1.25 22,200 8700.00 150 264.25 266.10 150 -3.25 265.25 15.87 694 -6,075 195,600
74,625 1,875 157 13.37 0.90 -0.50 75 0.85 0.95 1,575 8750.00 75 245.05 371.00 75 - - - - - -
1,062,825 -47,325 4,851 14.49 0.70 -0.20 33,900 0.65 0.70 29,475 8800.00 225 364.65 366.20 300 -4.70 363.45 18.43 628 -25,950 207,375
79,050 -75 2 15.83 0.55 - 900 0.35 0.50 9,000 8850.00 75 351.00 427.50 75 - - - - - 150
836,175 -41,475 1,924 16.26 0.30 -0.15 98,100 0.30 0.35 22,425 8900.00 225 464.60 465.80 75 -6.80 465.35 24.38 533 -24,825 256,125
1,500 - - - - - 5,025 0.05 - - 8950.00 1,200 343.00 714.60 150 - - - - - -
1,544,100 -31,800 2,115 19.57 0.35 -0.05 69,375 0.30 0.35 45,375 9000.00 150 563.50 565.50 300 -4.45 562.75 31.23 1,717 -93,900 1,168,275
- - - - - - - - 3.05 600 9050.00 225 533.70 705.55 225 - - - - - -
154,200 -1,275 24 22.52 0.35 -0.05 1,425 0.30 0.40 8,700 9100.00 75 659.55 663.65 75 -17.80 655.00 - 2 -75 165,750
- - - - - - - - - - 9150.00 1,200 538.75 933.45 75 - - - - - -
162,600 - 1,811 23.38 0.15 -0.10 37,575 0.15 0.20 1,050 9200.00 150 759.30 764.60 75 -5.90 759.50 - 7 - 77,475
- - - - - - - - - - 9250.00 1,200 638.75 1,033.45 75 - - - - - -
77,025 - - - - - 3,300 0.10 0.30 1,500 9300.00 75 857.75 862.75 75 - - - - - 30,675
- - - - - - - - - - 9350.00 1,200 734.55 1,137.70 75 - - - - - -
92,700 - 2 31.39 0.40 0.15 150 0.20 0.40 5,175 9400.00 75 957.35 967.65 75 -35.55 952.35 - 2 -150 31,725
75 - - - - - - - - - 9450.00 1,200 830.35 1,241.90 75 - - - - - -
260,025 -2,400 146 33.17 0.30 - 2,250 0.25 0.30 8,175 9500.00 150 1,060.70 1,066.75 450 -1.00 1,061.00 49.00 256 -13,725 246,375
- - - - - - - - 3.05 600 9550.00 1,200 930.35 1,341.90 75 - - - - - -
1,575 - - - - - - - 1.00 750 9600.00 225 1,154.75 1,170.35 75 - - - - - 6,750
- - - - - - - - - - 9650.00 1,200 1,026.15 1,446.10 75 - - - - - -
750 - - - - - 750 0.15 0.85 3,000 9700.00 75 1,254.40 1,264.80 1,275 - - - - - -
- - - - - - - - - - 9750.00 1,200 1,126.15 1,546.10 75 - - - - - -
825 - - - - - - - 0.80 1,500 9800.00 75 1,330.45 1,384.45 75 - - - - - 75
- - - - - - - - - - 9850.00 1,200 1,221.95 1,650.30 75 - - - - - -
- - - - - - - - 1.00 3,000 9900.00 75 1,430.45 1,484.45 75 - - - - - -
- - - - - - - - - - 9950.00 1,200 1,317.75 1,754.50 75 - - - - - -
272,475 -1,800 128 44.20 0.20 -0.05 1,575 0.20 0.25 1,650 10000.00 150 1,559.00 1,564.35 75 -4.40 1,558.00 - 108 -2,400 774,300
- - - - - - - - - - 10050.00 1,200 1,417.75 1,854.50 75 - - - - - -
450 - - - - - - - - - 10100.00 150 1,655.05 1,662.85 75 14.60 1,646.60 - 24 1,800 5,325
- - - - - - - - - - 10150.00 75 1,688.90 1,958.55 75 - - - - - -
Total 36,344,850 395,289 452,247 53,269,425 Total

Top

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



  •  Highlighted options are in-the-money.