You are on page 1of 6

Option Chain (Equity Derivatives) Underlying Index: NIFTY 5691.

45 As on Mar 25, 2013 13:57:31 IST


View Options Contracts for:
OR
Filter by: Expiry Date
Futures contracts

CALLS
Chart OI

640,200
-
300
-
-
-
-
-
250
-
72,200
-
-
-
42,300
151,750
4,550
52,350
32,550
31,500
190,550
145,200
128,500
98,350
259,150
371,600
1,443,950
7,031,900
8,657,900
8,061,300
8,726,800
5,407,050
3,500,300
1,825,100
1,238,750
946,450
304,850
382,500
35,200
47,250
136,750
6,900
300
-
-
14,200
200
150

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
Qty Price Price Qty Qty
-133,650 2,852 279.81 2,706.00 42.6 150.00 2,701.25 2,706.90 1,000 3000 -
- - - - - 500.00 2,436.50 2,679.00 100 3,100 100
- - - - - 500.00 2,336.50 2,579.00 100 3200 -
- - - - - 500.00 2,236.50 2,479.00 100 3300 -
- - - - - 500.00 2,136.50 2,379.00 100 3400 -
- - - - - 500.00 2,052.20 2,279.00 100 3500 1,000
- - - - - 500.00 1,936.50 2,179.00 100 3,600 -
- - - - - 500.00 1,836.50 2,079.00 100 3700 -
- - - - - 50.00 1,860.00 1,979.00 100 3800 50
- - - - - 500.00 1,636.50 1,879.00 100 3,900 -
-15,850 369 198.98 1,710.00 33.85 750.00 1,700.00 1,703.85 250 4,000 2,650
- - - - - 1,150.00 1,436.60 1,678.85 1,200 4,100 -
- - - - - 850.00 1,336.60 1,578.85 950 4200 -
- - - - - 850 1,236.60 1,478.85 950 4,300 -
-3,200 185 143.63 1,307.00 48 50 1,299.85 1,306.45 250 4,400 2,150
-31,400 747 149.59 1,213.60 31.45 50 1,201.95 1,205.85 50 4,500 2,050
- 30 - 1,100.00 38.45 50 1,100.05 1,106.30 100 4,600 1,300
-9,400 195 - 999.75 45.45 100 1,001.00 1,004.30 50 4,700 1,150
-17,000 344 85.26 904.5 51.85 50 894.9 904.1 50 4,800 2,000
- 10 - 798 15.25 100 799.55 805.6 200 4,900 500
-27,200 870 84.26 705 34.3 250 700.8 703.75 250 5,000 4,450
-1,350 57 - 600.25 37.4 800 599.15 602.85 50 5100 700
-2,600 108 63.11 509 46.6 500 501.1 504 500 5200 28,500
-7,000 415 47.52 405.5 43.7 50 401.5 403.15 100 5,300 17,150
-58,750 2,067 43.17 303.8 28 500 302.2 303.8 150 5400 12,900
-41,500 4,228 33.06 209 36 100 203.5 205 50 5500 550
-183,350 59,141 22.59 109.75 24 350 109.3 110 200 5600 1,550
714,050 332,581 18.08 35.8 8 50 35.8 36 300 5700 1,050
691,450 267,695 18.69 7.4 1 4,750 7.4 7 5,900 5800 50
-172,200 134,058 20.5 1.3 -1 32,800 1.3 1 35,350 5,900 100
-249,350 33,256 23.81 0.45 0 103,900 0.4 0 134,050 6,000 900
-61,250 12,798 29.99 0.35 0 108,400 0.35 0 87,450 6100 50
-18,300 23,935 36.86 0.35 0 117,500 0.35 0 76,800 6200 350
-13,500 1,332 43.03 0.35 0 36,500 0.35 0 34,200 6300 2,550
4,700 700 48.3 0.35 0 26,450 0.3 0 600 6400 50.00
-10,750 617 53.19 0.3 0 28,550 0.25 0 1,200 6500 300.00
-2,350 174 59.62 0.35 0 7,650 0.3 0 2,000 6600 2,150.00
-2,300 135 64.09 0.3 -0.15 7,150 0.3 0 3,800 6,700 2,900.00
-50 1 69.34 0.3 0.1 50 0.15 0.25 1,400 6800 2,850.00
- 320 67.61 0.1 -0.05 6,000 0.05 0.15 3,100 6,900 2,250.00
7,900 490 76.61 0.2 0.05 2,250 0.15 0.2 6,250 7,000 50.00
- - - - - - - 0.05 2,050 7100 50.00
- - - - - - - 1 300 7,200 50.00
- - - - - - - - - 7,300 1,000.00
- - - - - - - - - 7400 1,000
- - - - - - - 0.15 2,000 7500 50
- - - - - 200 0.05 - - 7600 1,000
- - - - - 150 0.05 - - 7700 1,000
Bid Ask Ask Net Chng LTP IV Volume Chng in OI OI Chart PCR
Price Price Qty
- 0.05 8,650 - 0.05 204.18 103 -5,150 95,100 0.148547
0.05 0.1 500 - - - - - 300 #VALUE!
- 0.2 500 - - - - - - #VALUE!
- 0.25 500 - - - - - 50 #VALUE!
- 0.3 500 - - - - - - #VALUE!
0.05 0.3 500 - - - - - 1,000 #VALUE!
- 0 500 - - - - - - #VALUE!
- 0.35 500 - - - - - - #VALUE!
0.05 0.35 500 - - - - - 100 0.4
- 0.35 500 - - - - - - #VALUE!
0.05 0.1 900 0.05 0.1 122.5 4 -100 7,650 0.105956
- 0 500 - - - - - - #VALUE!
- 0 500 - - - - - - #VALUE!
- 0 50 - - - - - 50 #VALUE!
0.05 0.1 50 - 0.05 86.73 2- 3,000 0.070922
0.15 0 1,100 0.05 0.2 89 18 250 100,550 0.662603
0.1 0 450 - - - - - 1,350 0.296703
0.1 0.2 750 0.05 0.2 74.06 22 350 2,650 0.050621
0.05 0 2,050 - 0.15 65 74 -2,900 12,350 0.379416
0.15 0.2 2,050 -0.1 0.15 58 32 -1,050 19,450 0.61746
0.2 0 5,450 0.05 0.3 52 513 -7,100 573,050 3.007347
0.2 0 5,300 -0.2 0.2 45 289 -8,750 477,150 3.286157
0.15 0.25 9,150 -0.3 0.2 39 1,337 6,850 1,151,100 8.957977
0.3 0.35 1,350 -0.5 0.35 33 4,572 -58,400 2,540,700 25.83325
0.4 0.45 48,650 -0.75 0.45 25 29,454 -425,400 4,022,450 15.52171
1.4 1.45 25,150 -3.7 1.4 21 159,199 -11,700 5,669,800 15.2578
6.8 6.85 2,050 -13.45 6.85 18 262,025 784,400 8,648,450 5.989439
30.75 30.8 100 -28.4 30.8 14.14 303,802 1,192,700 9,049,250 1.286885
98.45 98.65 300 -37.55 98.3 - 62,064 14,000 2,658,850 0.307101
191.4 191.9 3,000 -39.1 191.6 - 9,554 -24,050 1,899,500 0.235632
289.15 291 50 -39.65 290.45 - 2,766 -60,150 1,188,300 0.136167
391 392.8 100 -37.75 391 - 1,484 -25,800 313,000 0.057887
491.9 494.05 400 -39.2 491.9 - 2,393 -14,500 585,200 0.167186
580.90 591.8 50 -40.60 588.5 - 348 -16,050 231,200 0.126678
690.20 693 50 -10.05 689.95 - 102 -1,650 61,850 0.049929
785.60 792.25 1,450 -29.05 786.85 - 293 -13,050 99,950 0.105605
883.45 900.25 50 -41.05 888.2 - 2 50 13,000 0.042644
983.55 997.05 550 -37.30 994.70 - 8- 60,850 0.159085
1,003.00 1,181.00 2,800 -30.75 1,086.00 - 1- 2,450 0.069602
1,184.10 1,189.90 50 - - - - - 30,100 0.637037
1,287.05 1,290.00 250 -45.2 1,286.00 - 3,561 -173,700 718,300 5.252651
1,345.30 1,391.40 50 -48.30 1,400.00 116.2 20 -1,000 7,250 1.050725
1,473.15 1,531.05 400 - - - - - 12,150 40.5
1,435.50 1,743.50 100 - - - - - - #VALUE!
1,535.50 1,843.50 100 - - - - - - #VALUE!
1,786.00 1,795.25 50 - - - - - 17,550 1.235915
1,746.05 2,043.50 100 - - - - - 1,150 5.75
1,848.55 2,133.30 100 - - - - - 100 0.666667
0.8057

You might also like