Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9873.30  As on Jul 20, 2017 15:30:30 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
508,500 -1,950 68 - 2,087.00 -26.40 75 2,074.25 2,082.20 150 7800.00 2,250 0.30 0.35 300 - 0.30 57.82 49 -450 48,600
- - - - - - 1,200 1,811.50 2,207.75 75 7850.00 - - - - - - - - - -
32,775 - - - 1,965.00 - 300 1,973.65 1,982.15 75 7900.00 300 0.10 0.40 750 0.25 0.45 57.01 14 - 13,050
- - - - - - 1,200 1,707.85 2,112.70 75 7950.00 - - - - - - - - - -
1,486,350 -356,175 5,203 - 1,880.35 -30.30 75 1,879.55 1,883.45 450 8000.00 150 0.60 0.70 3,375 0.10 0.70 56.47 3,212 -31,500 363,900
- - - - - - 75 1,761.00 1,909.00 75 8050.00 5,025 0.05 3.00 3,000 - - - - - -
40,725 -131,325 1,768 - 1,782.55 -34.30 450 1,775.65 1,785.25 75 8100.00 600 0.30 0.35 750 -0.20 0.35 50.00 67 -1,200 14,625
- - - - - - 75 1,661.00 1,809.00 75 8150.00 5,025 0.05 3.00 3,000 - - - - - -
61,800 -70,200 1,019 - 1,685.00 -26.00 150 1,676.30 1,683.70 300 8200.00 600 0.70 0.80 1,500 -0.10 0.80 51.17 84 - 59,400
- - - - - - 75 1,561.00 1,709.00 75 8250.00 5,025 0.05 3.00 3,000 - - - - - -
85,050 -1,200 17 - 1,569.60 -12.40 75 1,574.90 1,582.55 300 8300.00 3,000 0.70 0.80 1,800 -0.20 0.85 48.48 208 2,175 225,750
- - - - - - 75 1,461.00 1,609.00 75 8350.00 5,025 0.05 3.00 3,000 - - - - - -
276,300 -150 4 - 1,483.90 11.70 75 1,474.60 1,480.30 75 8400.00 3,225 0.35 0.50 3,300 -0.20 0.35 41.60 22 -675 256,500
- - - - - - 75 1,361.00 1,509.00 75 8450.00 5,025 0.05 3.00 3,000 - - - - - -
375,975 1,050 154 - 1,380.00 -31.70 75 1,378.00 1,382.30 375 8500.00 12,600 0.65 0.75 675 -0.35 0.65 41.31 2,716 23,550 929,250
75 - - - 938.65 - 75 1,261.00 1,409.00 75 8550.00 10,050 0.15 3.00 3,000 - - - - - -
115,650 -150 4 - 1,270.00 -10.00 450 1,274.75 1,286.65 375 8600.00 450 0.60 1.00 1,575 -0.35 0.80 39.30 50 -375 217,050
375 - - - 848.00 - 75 1,161.00 1,309.00 75 8650.00 5,025 0.35 3.00 3,000 - 3.00 - - - 375
207,900 -2,700 36 - 1,175.00 -37.00 75 1,175.80 1,182.40 150 8700.00 975 0.65 0.80 2,175 -0.35 0.75 36.11 89 -6,300 452,400
- - - - - - 75 1,061.00 1,209.00 75 8750.00 3,000 0.40 3.00 3,000 - - - - - -
252,375 -8,550 116 - 1,080.00 -32.40 150 1,075.80 1,082.05 75 8800.00 75 0.60 0.80 75 -0.25 0.60 32.42 320 -8,175 543,450
- - - - - - 75 961.00 1,109.00 75 8850.00 3,000 0.25 3.00 3,000 - - - - - -
149,475 -2,775 53 - 979.30 -30.70 75 975.75 982.40 75 8900.00 525 0.90 1.05 150 -0.15 0.95 31.18 436 -19,500 463,275
- - - - - - 75 861.00 1,009.00 75 8950.00 3,000 0.25 3.00 3,000 - 2.80 - - - 150
888,900 -25,800 427 - 880.00 -31.90 225 878.25 882.15 225 9000.00 375 1.20 1.25 2,625 -0.50 1.25 29.21 4,616 -127,725 2,514,675
- - - - - - 75 761.05 848.05 75 9050.00 3,000 0.50 3.00 3,000 - - - - - -
118,275 -7,425 135 - 782.55 -30.75 75 779.25 783.45 75 9100.00 750 1.55 1.60 675 -0.45 1.60 27.05 7,455 -45,600 1,707,600
225 - - - 548.50 - 75 556.65 759.85 75 9150.00 3,000 0.50 3.00 3,000 - - - - - -
262,575 -2,325 86 - 684.05 -26.95 150 678.50 684.90 300 9200.00 2,025 1.60 1.65 1,425 -0.60 1.65 24.05 7,829 -96,750 2,337,075
375 - - - 418.70 1.20 2,100 618.25 648.75 2,100 9250.00 450 1.75 1.90 1,200 -0.65 1.75 22.68 384 -1,275 58,350
436,575 -2,100 76 - 581.10 -31.15 150 579.50 582.10 150 9300.00 6,825 1.80 1.85 10,500 -0.75 1.80 21.19 13,199 -25,125 2,693,850
4,425 -75 1 - 530.00 8.30 2,100 520.40 549.00 2,100 9350.00 75 0.70 2.00 75 -0.80 1.85 19.69 616 -2,400 98,850
502,875 -19,950 428 - 480.20 -32.65 75 479.70 484.45 300 9400.00 5,925 2.30 2.35 1,875 -0.60 2.30 18.72 30,365 39,000 4,338,600
21,075 -675 11 - 440.00 -25.70 75 438.00 441.95 75 9450.00 1,950 2.80 3.00 675 -0.25 2.95 17.80 5,078 82,500 291,000
936,375 -88,575 3,444 - 389.00 -28.25 75 385.50 388.00 375 9500.00 2,475 3.20 3.25 6,000 -0.65 3.25 16.37 44,338 56,175 4,649,250
72,450 600 169 - 331.90 -30.35 75 328.35 332.75 150 9550.00 75 3.90 4.10 1,425 -0.65 4.10 15.28 4,192 -41,700 312,000
1,072,875 -43,350 3,034 - 287.10 -35.00 75 287.00 287.55 450 9600.00 3,900 5.20 5.30 975 -0.80 5.20 14.14 87,162 -97,950 4,735,725
161,400 -33,225 670 - 239.60 -29.15 75 236.10 238.90 150 9650.00 75 6.70 7.00 750 0.10 7.00 13.11 11,280 4,425 533,700
1,735,275 -67,200 10,028 6.79 192.50 -30.45 600 191.50 192.90 75 9700.00 75 10.15 10.30 375 0.95 10.30 12.30 165,886 -196,950 5,507,625
287,700 -65,850 2,504 9.73 151.50 -27.40 75 148.20 151.95 150 9750.00 75 14.30 15.10 225 1.95 15.05 11.40 33,402 82,350 723,750
2,664,600 -82,800 78,007 8.85 107.50 -28.60 75 107.45 108.35 150 9800.00 225 22.80 23.25 75 4.05 23.40 10.72 262,737 -2,925 6,497,475
1,438,050 2,100 33,660 8.43 70.00 -24.55 1,425 70.00 71.00 1,425 9850.00 300 35.55 36.35 300 8.00 36.25 10.06 73,746 -134,100 1,616,325
5,181,450 909,675 304,480 8.93 44.95 -19.25 75 44.95 45.30 75 9900.00 1,350 57.05 57.30 75 12.55 57.35 9.78 247,707 -348,225 3,902,775
2,182,500 488,400 77,853 9.13 26.35 -12.85 150 26.30 26.75 300 9950.00 75 86.60 87.60 75 20.30 87.80 9.90 11,307 6,375 640,050
7,087,725 1,342,275 266,977 9.52 15.15 -7.95 75 15.15 15.30 75 10000.00 75 123.70 125.15 150 23.35 124.15 9.89 50,566 -206,625 1,375,500
705,900 164,775 34,502 9.68 7.80 -4.55 225 7.65 7.85 600 10050.00 75 151.10 176.10 75 20.50 164.80 9.52 18 -75 1,500
3,289,350 885,375 96,167 10.00 4.05 -2.35 5,700 4.05 4.15 150 10100.00 75 210.55 214.15 75 26.80 209.90 9.07 1,012 -13,575 92,475
300,450 80,850 7,011 10.55 2.30 -1.15 75 2.30 2.45 3,600 10150.00 2,100 244.10 267.95 75 -1.00 267.70 14.87 23 - 1,275
1,569,150 -52,500 31,086 11.49 1.65 -0.75 75 1.50 1.65 75 10200.00 150 306.60 311.05 150 33.30 310.75 13.23 585 9,300 54,825
14,625 6,450 433 12.60 1.35 -0.65 75 1.15 1.45 75 10250.00 2,100 342.75 374.60 2,100 - - - - - -
404,550 27,000 7,481 13.25 0.90 -0.50 1,200 0.80 0.90 1,200 10300.00 75 404.95 409.90 75 35.25 413.15 18.40 8 300 8,250
6,225 -3,375 101 14.26 0.75 -0.60 600 0.40 1.15 150 10350.00 75 434.20 549.00 75 - - - - - -
293,850 -18,300 1,923 15.57 0.75 -0.45 1,350 0.75 0.80 1,200 10400.00 225 504.95 509.15 75 21.25 499.05 - 37 375 21,900
- - - - - - 5,025 0.05 - - 10450.00 1,200 351.75 714.55 150 - - - - - -
933,450 4,125 4,876 17.65 0.60 -0.45 10,500 0.60 0.65 3,000 10500.00 150 606.10 609.05 75 30.35 606.75 15.40 910 -21,600 473,175
75 - 1 19.69 0.85 - 6,000 0.25 1.50 3,000 10550.00 75 624.40 749.00 75 - - - - - -
675 - - - 0.20 - 75 0.10 0.90 300 10600.00 75 701.95 709.15 75 - 659.00 - - - 1,725
- - - - - - 6,000 0.10 1.50 3,000 10650.00 75 675.05 849.00 75 - - - - - -
- - - - - - 75 0.05 1.85 1,500 10700.00 75 803.50 812.90 75 -8.40 813.60 32.35 2 75 300
- - - - - - 6,000 0.10 1.50 3,000 10750.00 75 840.35 949.00 75 - - - - - -
5,175 - - - 1.75 - 75 0.20 1.80 1,500 10800.00 75 901.15 916.50 150 - 912.35 - - - 2,550
- - - - - - 6,000 0.10 1.50 3,000 10850.00 75 940.00 1,049.00 75 - - - - - -
375 - - - 1.70 - 75 0.10 1.85 1,500 10900.00 75 990.80 1,024.55 75 - - - - - -
375 - - - 0.70 - 375 0.15 1.50 3,000 10950.00 75 975.05 1,149.00 75 - - - - - -
782,550 -42,150 4,342 29.37 0.60 -0.10 28,950 0.50 0.60 1,950 11000.00 150 1,104.80 1,108.00 75 33.00 1,104.60 - 2,594 -109,125 915,825
- - - - - - 75 0.10 - - 11050.00 75 1,075.00 1,249.00 75 - - - - - -
1,500 - - - 0.05 - 1,500 0.10 1.75 1,500 11100.00 75 1,200.70 1,215.35 150 - 1,212.45 - - - 75
- - - - - - - - - - 11150.00 75 1,185.00 1,349.00 75 - - - - - -
225 - - - 0.05 - 1,050 0.10 1.40 1,500 11200.00 75 1,302.95 1,309.05 75 25.40 1,305.00 - 44 -1,725 107,400
- - - - - - - - - - 11250.00 1,200 1,083.10 1,568.55 75 - - - - - -
- - - - - - - - 1.95 1,050 11300.00 75 1,400.60 1,407.30 150 -9.05 1,390.15 - 27 2,025 13,425
- - - - - - - - - - 11350.00 1,200 1,178.95 1,673.70 75 - - - - - -
- - - - - - - - 1.95 1,050 11400.00 75 1,498.70 1,511.30 225 20.65 1,492.50 - 1 75 2,850
Total 36,957,525 978,355 1,074,393 49,819,500 Total

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



  •  Highlighted options are in-the-money.