Option Chain (Equity Derivatives)

View Options Contracts for:

OR
Filter by: Expiry Date
Futures contracts

CALLS
Chart

Underlying Index: NIFTY 7651.70 As on Aug 07, 2014 15:30:36 IST

OI
26,350
258,950
13,900
795,500
44,450
20,150
30,300
80,300
209,800
101,400
1,250
213,650
62,200
-

28,700
448,300
33,900
213,500
100
509,300
1,250
286,000
2,150
901,350
7,850
1,764,350
269,100
3,541,350
458,100
4,442,850
739,900
3,887,750
390,950
5,612,600
96,450
2,101,800
30,100
1,314,450
5,100
668,300
1,500
391,650
1,130,800

1,000
236,550
83,350
85,250
46,250
39,750
69,500
8,200
918,500
6,550
100
400
50
Top
Note : 10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.

PUTS
Chng in OI Volume IV
LTP
Net Chng Bid
Bid
Ask
Ask
Strike Price Bid
Bid
Qty
Price
Price
Qty
Qty
Price
1,000 1,701.00 2,273.15
100
5750 9,600
700
22 1,850.00
-28.4
100 1,848.25 1,876.40
250
5800 10,300
1,000 1,609.00 1,984.50
100
5850 5,000
5 74.02 1,821.65
54.2
50 1,701.00 1,825.00
50
5900 19,800
1,000 1,517.00 1,884.50
100
5950 2,000
-1,950
254 1,659.00
-12.05
100 1,658.45 1,662.00
200
6000 5,600
1,000 1,424.00 1,977.05
100
6050 2,000
51,571.00
-23.1 1,000 1,374.00 1,927.60
100
6100
700
1,000 1,324.00 1,638.50
100
6150
500
61,462.00
-61
400 1,400.00 1,489.00
50
6200 5,050
1,000 1,232.00 1,779.60
100
6250 2,000
31,372.10
3.4
100 1,350.50 1,418.75
50
6300 4,650
1,000 1,140.00 1,442.00
100
6350 2,000
75 1,253.10
-19.15
50 1,261.50 1,598.05
100
6400 1,300
1,000 1,040.00 1,342.00
100
6450 2,000
-3,000
288 1,163.20
-15.4
50 1,161.50 1,164.90
50
6500
900
1,000
948.00 1,246.00
100
6550 10,000
-200
57 1,043.10
-28.9
50 1,063.35 1,066.10
100
6600 5,000
1,000
852.00 1,150.00
100
6650 10,000
250
69 958.75
-22.35
50
960.35
967.20
50
6700 5,800
1,000
753.70 1,285.85
100
6750 2,000
-200
66 862
-14.4
150
790.05 1,059.95
150
6800 9,750
500
730.50
953.50
100
6850 10,000

0.35
0.35
0.3
0.35
0.2
0.45
0.1
0.45
0.3
0.45
0.1
0.45
0.1
0.5
0.1
0.7
0.2
0.85
0.35
1.1
0.4
1.3
0.35

-800
-

-17,400

1,250

-1,800

-900
1,000
29,850

23,950
2,150
42,050
209,350
-18,100
72,850
172,800
326,650
-328,500
-104,750
-150,450
-33,400
-237,250
-3,550
55,750
500
-22,800
-

-3,900

-33,700

82 996 177 451 1,545 27 2,729 6

10,599
246
69,600
12,894
462,070
26,748
458,187
33,546
378,390
25,593
310,278
5,327
102,954
725
43,698
12
12,869
4,497
14,717

750.1
-

-27.3
-

667.1
-

-14.1
-

573.1
-

-16.75
-

475
-

382.05
338.95
292
259.3
210.2
174
139
109.4
83.5
62.5
44.2
30.15
21
14
9.2
6.75
4.35
3.25
2.3
1.95
1.3

11.94
10.3
11.11
11.25
11.38
11.57
11.6
11.62
11.58
11.72
11.77
11.95
12.08
12.54
12.99
13.36
14.07
14.25
15.53

-12.55
-21.05
-14.4
-2.45
-16.5
-19.7
-14.25
-12.45
-11.6
-9.35
-8.25
-7
-5.05
-3.25
-2.8
-1.05
-0.95
-0.75
-0.25
-0.45
-0.2
-

0.95
-

16.72

-16.2

-0.15
-

0.7

-0.2

150
1,000
50
1,000
50
1,000
50
50
50
50
50
50
50
50
3,050
50
50
100
1,450
200
100
50
4,650
100
1,000
500
500
50
8,950
1,000
5,500
10,000
12,000

760.05
620.50
666.5
520.5
567.7
430.5
474.2
360
381.1
280
291.25
247.5
209.7
171.9
139
109.5
83.9
62
44.2
30
20.85
13.15
9.2
5.55
4.3
2.4
2.3
1.1
1.3
0.5
0.95
0.15
0.65

959.95
150
857.00
100
671.00
50
757
100
576.55
50
661
100
478.1
50
565
100
383.6
100
482
100
296.05
50
257.9
50
212.8
300
176.5
50
141 1,800
109.75
100
84 1,250
62.5
50
44.3 1,850
30.3
200
20.95
50
14
900
9.35 1,650
6.75 3,000
4.45 2,750
3.5
500
2.4 13,100
2.9
500
1.4
300
2.5
50
1.05 2,000
1.5
50
0.7 7,500

6900
6950
7000
7050
7100
7150
7200
7250
7300
7350
7400
7450
7500
7550
7600
7650
7700
7750
7800
7850
7900
7950
8000
8050
8100
8150
8200
8250
8300
8350
8400
8450
8500

200
500
2,000
550
5,500
100
100
250
2,000
200
2,800
200
250
250
950
100
450
2,400
50
100
150
50
1,000
1,000
50
1,000
50
500
50
500
100
500
100

1.9
0.6
2.55
3
3.7
4.75
6.25
8.55
11.6
15.5
20.65
28.2
37.85
50
65
83.25
106.55
132.05
164
196.7
238
275.2
325
281
418
386
513.95
481
540
561
630
670.5
808.1

-2,750

150

-700
-550
-

2,150

-1,600

10,308 18.29
163 20.12
1 21.11
444 21.21
11 22.01
976 23.39
716 24.57
1,832 25.36
-

0.75 0.7
0.75
0.55
0.55
0.7
0.6
0.45
-

10,000
4,950
11,000
5,000
10,000
300
950
1,050
10,000
50

-0.1
0.7
-0.05
-0.05
0.2
0.05
-0.05

2,000

0.15 0.65
0.05 0.5
0.05
0.55
0.55
0.5
0.05
0.55
0.1
-

0.75

2,000
-

0.7
0.7
0.7
0.95
0.55
3.05
0.6

2,000
500
500
50
50
1,000
1,450
-

0.65

50
-

8550
8600
8650
8700
8750
8800
8850
8900
8950
9000
9050
9100
9150
9200
9250
9300
9350

1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
50
1,000
1,000
1,000
1,000
1,000
1,000
1,000

686
780.5
781
880.5
881
980.5
978
1,075.50
1,078.00
1,304.20
1,174.00
1,224.00
1,270.00
1,320.00
1,370.00
1,416.00
1,466.00

Ask
Price

Ask
Net Chng LTP
Qty
0.45 4,750
0.1
0.4
500
-0.05
0.7 5,000
0.25
0.45 4,250 0.7 5,000
-0.1
0.5
350
-0.1
0.7 5,000 0.5 7,050
-0.1
1 2,000
0.1
0.55
550
-0.15
2 2,000 0.5
350
-0.3
2 2,000 0.55
400
-0.25
2 2,000 0.8 1,450
-0.15
2 2,000 0.95 2,950
-0.15
2 2,000 1.2 3,400 1.4
600
-0.25
3 2,000 -

IV
0.45
0.4
0.35
0.4
0.25
0.45
0.5
0.45
0.4
0.55

Volume

42.8
41.18
39.54
38.88
36.17
37.41
36.27
34.78
33.28
33.2
-

0.45 30.34
0.5 28.46
0.75 27.44
0.9 25.73
1.2 24.17
1.3 22.21
-

Chng in OI

9,787
6,003
972 2,303 500 688
401 7,726
2,000 615
615 226
411
741
2,722
1,065
-

OI

-250
28,550

Chart
13,100
38,700

4,800
-1,700

146,350
-

-100

13,900
2,800
16,850

50
-

14,500
1,200

41,150
-

-3,550

122,000
-

-4,350

75,100
-

3,450

218,750
-

4,000

214,150
-

2.05 3,000
2.65
950 3.5
500
3.75
150
5.5
500
6.3 9,450 9.75
50
11.8
100
18.6
50
21.25
50
29
400
38 1,850
50.85
200
65.9
50
84.1
200
107 1,500
135
200
164.85
50
205.55
50
241
100
286.9
50
327.85
100
460
50
424.2
100
569.5
100 519.15
100
699.5
100 720
50
799.5
100 810
50 889.5
100 813.4
100

-0.05
0.4
-0.05
0.2
0.25
-0.3
-1
-1.4
-0.55
-1.35
-1.25
-0.2
0.45
3.1
3.55
7.7
18.75
9.95
18.1
11.55
35
12.95
10.45
29.45
13.85

2.05 21.16
2.6 19.41
3.4 18.96
3.75 17.97
4.7 17.35
6.3 17.04
9.5 16.77
11.75 16.37
15.5
15.9
20.8 15.71
28.7 15.46
38 15.27
50 15.09
65 14.83
83.25 14.62
107 14.56
132.1 14.47
165 14.57
214 16.67
240
15.5
280.1 15.08
328.1 16.46
375 17.51
421.4 18.26
517 20.49
600.9 14.34
812 26.76

4,554

-5,000

293,000
650
1,725,500
3,250
939,350
17,350
2,031,600
53,250
5,549,850
128,150
4,024,900
295,650
5,844,600
195,650
5,525,200
346,500
3,197,900
120,550
1,374,450
20,450
472,250
4,300
534,900
500
39,100
100
123,000

17,629
14
27,082
323
84,999
763
145,739
7,906
213,279
23,619
295,563
20,932
390,864
30,164
303,391
4,085
60,182
292
14,637
99
8,925
9
318

-9,850
50
-24,750
5,850
-259,150
-6,050
-393,700
19,400
171,500
78,550
78,350
-47,300
125,600
-1,800
-230,700
-2,550
-116,150
4,900
-98,150
2,750
-91,800
150
900
-

408

3,200
-

13

-250

348

1,250
250
-

-2,800

324,700

1,052.00
1,103.00
1,156.00
1,207.00
1,256.00
1,311.00
1,360.00
1,411.00
1,460.00
1,307.55
1,562.00
1,612.00
1,668.00
1,718.00
1,768.00
1,822.00
1,872.00

100 100 100 100 100 100 100 100 100 200
100 100 100 100 100 100 100 -

22 1,308.00 37.56
-

207

-250

200,950
6,500
-

Expiry
Spot
Quantity
1
0
0
0
0
0
0
0
0
0

26-Sep-13
00:00
4900
00:00

5900.00
Type
Call
Put
Call
Call
Call
Call
Call
Call
Call
Call

21/Aug/14
Strike Price
7000
OTM
7100
ITM
7200
OTM
5800
ITM
5900
ATM
6000
OTM
6100
OTM
6200
OTM
6300
OTM
6300
OTM

Long/Short Premium
Long
667.10
Short
0.00
Long
0.00
Long
0.00
Long
0.00
Short
0.00
Long
0.00
Long
0.00
Long
0.00
Long
0.00
667.10

00:00
00:00
00:00

Spot
Prices
4900
4950
5000
5050
5100
5150
5200
5250
5300
5350
5400
5450
5500
5550
5600
5650
5700
5750

Long Call Short Put

7000
7100
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5800
5850
5900
5950
6000
6050
6100
6150
6200
6250
6300
6350
6400
6450
6500
6550
6600
6650
6700
6750
6800
6850
6900

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Pay Of
4950

Long Call Long Call Long Call Short Call Long Call Long Call Long Call Long Call
7200
5800
5900
6000
6100
6200
6300
6300
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5000

Total
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10
667.10