Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8745.15  As on Sep 28, 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
2,925 -150 4 - 4,134.55 10.85 75 4,095.00 4,181.55 3,000 4600.00 75 0.40 0.70 75 -3.55 0.50 408.17 1 75 75
- - - - - - 75 3,975.00 4,081.55 3,000 4700.00 - - 2.90 7,500 - - - - - -
- - - - - - 75 3,875.00 3,981.55 3,000 4800.00 - - 2.80 7,500 - - - - - -
- - - - - - 75 3,780.00 3,881.55 3,000 4900.00 - - 2.80 7,500 - - - - - -
25,875 -1,800 26 488.32 3,755.00 50.05 75 3,749.10 3,773.15 75 5000.00 375 0.10 0.30 75 - 0.15 325.13 6 -450 11,850
- - - - - - 75 3,580.00 3,681.55 3,000 5100.00 - - 2.90 7,500 - - - - - -
750 - - - 3,590.00 - 75 3,480.00 3,581.55 3,000 5200.00 - - 2.90 7,500 - - - - - -
- - - - - - 75 3,380.00 3,481.55 3,000 5300.00 - - 2.90 7,500 - - - - - -
- - - - - - 75 3,280.00 3,381.55 3,000 5400.00 - - 2.90 7,500 - - - - - -
19,800 -600 9 - 3,238.00 26.70 150 3,242.35 3,277.45 150 5500.00 750 0.10 0.35 75 - 0.15 272.54 4 -300 3,150
- - - - - - 3,000 3,076.85 3,181.55 3,000 5600.00 - - 2.90 7,500 - - - - - -
- - - - - - 3,000 2,979.35 3,081.55 3,000 5700.00 - - 2.90 7,500 - - - - - -
- - - - - - 3,000 2,879.35 2,981.55 3,000 5800.00 - - 2.90 7,500 - - - - - -
- - - - - - 3,000 2,781.85 2,881.55 3,000 5900.00 - - 2.90 7,500 - - - - - -
29,775 -3,525 150 377.80 2,762.30 51.85 450 2,749.30 2,760.15 300 6000.00 - - 0.05 31,725 -0.05 0.05 207.11 17 - 75,825
- - - - - - 3,000 2,584.35 2,681.55 3,000 6100.00 - - 1.95 52,500 - - - - - -
- - - - - - 3,000 2,484.35 2,581.55 3,000 6200.00 - - 1.95 15,000 - - - - - -
- - - - - - 3,000 2,386.85 2,481.55 3,000 6300.00 - - 1.95 22,500 - - - - - -
- - - - - - 3,000 2,286.85 2,381.55 3,000 6400.00 - - 1.95 22,500 - - - - - -
18,450 -10,875 177 299.29 2,260.10 52.10 75 2,258.50 2,262.25 375 6500.00 300 0.25 0.40 1,800 0.15 0.25 187.03 56 - 7,050
68,325 -21,975 645 227.17 2,149.65 47.45 750 2,152.30 2,162.75 75 6600.00 750 0.10 0.30 600 -0.10 0.10 165.47 37 150 2,325
25,725 -225 3 268.76 2,059.00 -1.00 150 2,043.00 2,067.10 150 6700.00 375 0.15 0.30 600 0.30 0.40 176.47 21 1,050 1,500
35,550 -2,475 86 243.08 1,955.80 53.20 75 1,950.00 1,981.50 375 6800.00 225 0.05 0.25 300 0.05 0.10 149.03 43 -1,875 750
- - - - - - 3,000 1,841.85 1,931.55 3,000 6850.00 - - 2.90 7,500 - - - - - -
19,725 - 21 246.38 1,859.95 47.50 75 1,854.30 1,861.75 75 6900.00 375 0.15 0.25 75 - 0.30 154.39 28 -300 4,275
- - - - - - 3,000 1,744.35 1,831.55 3,000 6950.00 - - 2.95 7,500 - - - - - -
311,175 -200,250 2,830 219.46 1,756.00 41.15 75 1,753.65 1,760.70 75 7000.00 6,675 0.05 0.15 1,500 -0.15 0.05 126.30 152 -3,075 215,175
- - - - - - 3,000 1,644.35 1,731.55 3,000 7050.00 - - 2.80 7,500 - - - - - -
68,400 -8,475 139 226.48 1,661.80 60.30 150 1,655.20 1,661.15 75 7100.00 3,375 0.10 0.30 2,925 -0.20 0.15 129.22 109 -7,275 321,675
- - - - - - 3,000 1,546.85 1,631.55 3,000 7150.00 - - 2.90 7,500 - - - - - -
49,650 -11,775 263 214.25 1,562.00 57.55 150 1,555.05 1,561.55 75 7200.00 - - 0.20 1,050 -0.25 0.10 117.27 90 -3,825 534,450
- - - - - - 3,000 1,446.85 1,531.55 3,000 7250.00 - - 2.85 7,500 - - - - - -
49,875 -18,300 385 201.28 1,461.90 43.15 75 1,449.45 1,467.15 75 7300.00 300 0.25 0.40 5,175 -0.25 0.25 118.36 549 -4,050 157,275
- - - - - - 3,000 1,349.35 1,431.55 3,000 7350.00 - - 2.85 7,500 - - - - - -
32,925 -44,475 874 187.91 1,361.60 60.25 75 1,355.80 1,361.25 75 7400.00 1,500 0.15 0.25 600 -0.05 0.25 110.17 256 -2,175 307,575
- - - - - - 3,000 1,249.35 1,331.55 3,000 7450.00 - - 2.95 7,500 - - - - - -
108,900 -170,625 3,162 170.88 1,259.80 43.80 75 1,256.85 1,261.30 75 7500.00 9,000 0.25 0.30 75 -0.25 0.25 102.04 4,153 1,875 2,471,625
- - - - - - 3,000 1,151.85 1,231.55 3,000 7550.00 - - 2.95 7,500 - - - - - -
27,375 -13,125 189 154.81 1,158.30 61.20 150 1,152.40 1,161.30 75 7600.00 1,125 0.25 0.30 4,575 -0.20 0.30 95.61 1,159 -7,275 527,475
- - - - - - 3,000 1,051.85 1,131.55 3,000 7650.00 - - 2.95 7,500 - - - - - -
33,075 -16,425 382 149.72 1,061.25 51.05 75 1,051.60 1,062.30 75 7700.00 5,175 0.25 0.30 2,925 -0.20 0.30 87.48 2,583 -20,325 835,500
- - - - - - 3,000 954.35 1,031.55 3,000 7750.00 - - 2.95 7,500 - - - - - -
154,500 -13,950 379 134.70 960.00 47.20 75 955.65 961.20 75 7800.00 75 0.35 0.40 7,275 -0.15 0.35 80.64 3,392 -4,725 1,454,700
- - - - - - 225 869.50 931.55 3,000 7850.00 - - 2.95 7,500 - - - - - -
58,500 -16,725 430 127.99 862.85 59.45 75 856.20 861.20 375 7900.00 2,850 0.35 0.40 11,475 -0.20 0.35 72.49 1,337 -8,550 489,900
- - - - - - 3,000 756.85 831.55 3,000 7950.00 - - - - - - - - - -
478,725 -85,350 2,266 110.53 760.15 45.70 75 756.60 760.85 300 8000.00 2,925 0.30 0.35 6,000 -0.30 0.30 63.36 6,109 -26,400 2,400,750
75 - - - 700.00 - 225 666.40 721.95 225 8050.00 - - 0.50 3,000 - 1.00 - - - 375
175,050 -59,625 1,646 98.20 660.15 51.75 150 657.85 660.95 75 8100.00 5,475 0.30 0.35 4,725 -0.35 0.30 55.36 4,180 -31,425 1,046,250
375 - - - 596.50 - 225 569.20 630.80 150 8150.00 525 0.40 0.45 5,775 -0.40 0.40 52.99 65 -75 52,125
171,450 -30,525 1,626 85.12 559.75 42.35 75 556.40 560.95 150 8200.00 8,925 0.30 0.35 3,375 -0.40 0.30 47.36 10,343 -76,875 2,323,725
2,025 - - - 680.30 - 3,000 459.35 531.55 3,000 8250.00 300 0.40 0.45 6,000 -0.35 0.40 44.77 295 -5,925 45,900
79,950 -23,850 597 68.80 457.30 40.35 75 457.00 459.85 75 8300.00 3,000 0.30 0.35 4,125 -0.70 0.30 39.34 25,557 163,950 3,114,375
300 -75 1 - 376.85 -23.65 225 361.90 431.50 225 8350.00 4,050 0.35 0.40 1,800 -0.75 0.35 35.93 369 -2,925 90,975
139,125 -44,625 2,314 47.38 352.00 34.85 150 352.10 356.90 375 8400.00 6,000 0.35 0.40 56,325 -1.40 0.35 31.82 61,366 8,400 3,334,650
4,425 - - - 261.10 - 225 269.50 335.45 225 8450.00 6,750 0.35 0.45 75 -1.80 0.35 27.67 7,050 -3,750 267,450
498,675 -58,950 3,207 46.33 259.60 42.10 150 257.70 260.20 375 8500.00 16,200 0.40 0.50 5,700 -3.05 0.50 24.61 130,966 56,850 5,708,850
12,450 -1,875 57 34.81 205.40 41.55 300 193.90 205.45 150 8550.00 1,050 0.40 0.75 4,500 -5.00 0.50 20.20 87,577 -219,000 523,725
772,725 -288,225 25,319 26.50 153.90 34.90 75 153.90 155.00 75 8600.00 375 1.30 1.35 75 -8.15 1.30 18.41 286,625 73,425 5,406,600
157,575 150 8,624 22.62 107.00 29.25 75 105.35 107.00 225 8650.00 975 2.65 3.00 900 -13.25 3.00 15.93 175,510 398,925 1,546,500
2,372,850 -586,350 314,047 19.33 63.95 18.65 75 63.65 64.00 1,500 8700.00 300 8.60 8.80 150 -23.25 8.65 14.13 558,900 1,519,500 5,800,725
1,498,950 -87,000 239,276 16.57 29.05 7.40 450 29.05 29.95 150 8750.00 300 22.60 23.00 75 -31.40 23.00 11.91 161,484 950,250 1,815,375
4,639,425 -651,300 537,960 15.32 9.30 0.30 150 9.15 9.30 450 8800.00 2,400 49.05 49.35 5,775 -42.85 49.05 - 246,262 -259,275 2,360,400
2,024,925 445,875 194,374 14.40 1.75 -1.90 5,325 1.75 2.00 300 8850.00 150 88.60 91.25 75 -48.15 89.55 - 6,282 -49,350 228,525
4,447,125 -324,300 535,485 17.08 0.80 -1.10 975 0.75 0.80 300 8900.00 300 139.00 140.85 75 -44.75 140.95 - 22,637 -196,650 1,139,400
900,075 -45,075 27,606 19.21 0.35 -0.85 31,500 0.30 0.50 225 8950.00 75 188.15 192.45 75 -45.30 188.95 - 731 -26,700 64,575
5,704,125 -468,750 36,305 23.62 0.40 -0.35 7,050 0.35 0.40 49,200 9000.00 75 235.20 238.75 75 -40.90 235.70 - 5,223 -143,325 220,050
334,425 -27,225 1,245 27.58 0.40 -0.30 8,400 0.40 0.45 3,000 9050.00 225 259.75 318.45 225 -27.15 293.85 - 56 - 6,225
2,964,900 -142,575 18,817 30.95 0.35 -0.25 7,050 0.35 0.40 11,400 9100.00 75 333.30 337.85 75 -41.55 335.55 - 2,278 -12,825 180,900
348,300 -13,800 196 34.70 0.35 -0.25 2,100 0.20 0.35 150 9150.00 225 342.20 418.10 225 146.80 404.80 45.60 1 - 75
2,009,250 -109,725 10,173 37.73 0.30 -0.25 61,200 0.30 0.35 9,900 9200.00 75 430.65 437.90 75 -36.50 438.60 - 4,607 -149,850 148,350
74,550 -375 5 40.50 0.25 -0.30 5,025 0.25 0.50 10,050 9250.00 225 438.50 508.15 3,000 - 347.90 - - - 75
943,350 -12,075 1,964 44.83 0.30 -0.20 16,875 0.25 0.30 150 9300.00 75 531.25 542.20 375 -54.80 534.25 - 461 -12,525 33,300
22,125 - - - 0.20 - - - 0.70 1,500 9350.00 225 560.10 604.40 225 - - - - - -
394,950 -8,700 2,007 50.78 0.25 -0.25 4,500 0.20 0.30 300 9400.00 75 628.30 641.35 75 -34.80 635.20 - 38 -675 4,425
27,675 - - - 0.65 - - - 0.50 1,500 9450.00 225 636.00 708.10 225 - - - - - -
662,025 -11,625 2,844 52.75 0.10 -0.35 49,425 0.10 0.20 3,075 9500.00 75 731.05 736.70 75 -31.85 740.00 - 4,549 -195,750 266,100
1,200 - - - 2.00 - 1,050 0.15 0.70 1,500 9550.00 225 733.50 808.10 225 - - - - - -
86,700 - 400 62.57 0.20 -0.25 - - 0.40 7,500 9600.00 3,000 783.45 858.15 3,000 14.20 853.20 74.16 14 -300 1,425
- - - - - - - - 2.95 7,500 9650.00 3,000 833.45 908.15 3,000 - - - - - -
83,850 - 152 68.83 0.20 -0.20 2,025 0.05 0.60 10,050 9700.00 1,875 893.80 958.15 3,000 3.95 955.20 94.38 26 -225 2,100
- - - - - - - - 0.65 1,500 9750.00 3,000 930.95 1,008.15 3,000 - - - - - -
116,700 150 4 74.97 0.20 -0.30 1,650 0.20 0.50 6,525 9800.00 225 1,025.20 1,044.65 75 -38.25 1,046.75 - 27 -750 375
- - - - - - - - 0.65 1,500 9850.00 3,000 1,030.95 1,108.15 3,000 - - - - - -
30,000 - - - 0.60 0.05 5,025 0.10 0.25 3,000 9900.00 1,500 1,078.50 1,158.15 3,000 131.05 1,171.10 151.80 3 - 225
75 - - - 0.10 - - - 0.65 1,500 9950.00 3,000 1,128.45 1,208.15 3,000 - - - - - -
606,300 -6,900 2,083 90.22 0.30 -0.20 2,400 0.25 0.30 225 10000.00 75 1,230.25 1,235.90 75 -46.95 1,232.00 - 2,051 -86,625 212,775
- - - - - - - - 0.65 1,500 10050.00 3,000 1,228.45 1,308.15 3,000 - - - - - -
3,825 -450 81 97.65 0.35 -0.10 300 0.25 0.35 1,650 10100.00 150 1,333.95 1,357.95 375 -8.60 1,345.00 - 209 -10,725 2,625
- - - - - - - - 2.95 7,500 10150.00 3,000 1,325.95 1,408.15 3,000 - - - - - -
- - - - - - - - 0.45 3,000 10200.00 3,000 1,375.95 1,458.15 3,000 - - - - - -
- - - - - - - - 2.95 7,500 10250.00 1,200 1,308.20 1,753.20 75 - - - - - -
75 - - - 0.10 - - - 0.40 75 10300.00 3,000 1,475.95 1,558.15 3,000 - 1,350.00 - - - 75
- - - - - - - - 2.95 7,500 10350.00 1,200 1,403.85 1,857.60 75 - - - - - -
- - - - - - - - 0.50 3,000 10400.00 3,000 1,573.45 1,658.15 3,000 - 1,400.00 - - - 75
- - - - - - - - 2.95 7,500 10450.00 1,200 1,503.85 1,957.60 75 - - - - - -
2,025 1,050 18 123.95 0.45 -0.50 150 0.15 0.45 450 10500.00 1,275 1,705.00 1,749.55 75 8.55 1,739.50 - 68 -4,350 2,325
- - - - - - - - 0.60 2,100 10600.00 3,000 1,770.95 1,858.15 3,000 - - - - - -
1,500 -675 19 136.72 0.50 -1.00 600 0.05 0.50 2,250 10700.00 75 1,923.20 1,942.75 75 -38.50 1,922.00 - 146 -10,125 9,300
Total 33,935,475 1,980,872 1,826,058 45,784,200 Total

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



  •  Highlighted options are in-the-money.