Option Chain (Equity Derivatives)

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Futures contracts

CALLS
Chart

Underlying Index: NIFTY 8334.60 As on May 27, 2015 15:30:36 IST

OI
400
1,350
150
1,025
19,000
132,275
25,425
160,925
85,350
13,275
5,425
174,200
19,300
100
89,250
127,900
66,950
2,500
114,875
2,550
248,600
16,250
932,100
168,850
2,171,350
1,908,475
4,650,675
1,136,100
5,408,125

648,675
2,985,225
149,400
3,255,225
62,025
3,642,225
15,825
1,372,525
2,675
1,824,525
622,475
876,950
496,500
696,975
403,950
74,125
34,450
30,825
3,350
43,450
1,625
Top
Note : 10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.

Chng in OI Volume
-

IV

-1,700
148 28 -125
7-73,225
4,617 -125
13 -147,725
6,934 -9,125
493 -1,025
46 -1,400
61 -112,175
7,429 -20,225
1,125 -13,200
577 -22,550
1,473 -28,500
1,635 3-80,375
8,780 -2,900
215 -138,500
18,089 -47,075
3,360 -111,000 220,694
99,900
82,047
44,150 1,436,813
679,125 669,643
-184,375 1,728,844
-94,200 433,817
-434,575 571,807

LTP

20.21
15.53
16.64
17.87
17.15
16.41
18.33

1,130.25
1,632.00
1,534.35
1,521.50
1,407.00
1,330.00
1,266.35
1,236.25
1,130.65
1,030.45
911.00
833.00
735.10
333.30
629.70
534.10
431.90
369.05
335.70
279.35
235.30
183.15
139.05
90.00
51.00
25.00
8.40
1.80
0.65

Net Chng Bid

Bid
Ask
Ask
Strike Price
Qty
Price
Price
Qty
1,000 1,503.50 1,880.50
100
6550
1,000 1,453.50 1,830.50
100
6600
1,000 1,411.80 1,780.50
100
6650
6.25
175 1,625.00 1,656.65 2,500
6700
1,000 1,311.80 1,684.50
100
6750
10.45 2,500 1,474.65 1,556.65 2,500
6800
1,000 1,223.70 1,588.50
100
6850
-21.95
50 1,429.10 1,441.00
50
6900
1,000 1,120.10 1,488.50
100
6950
-5.7
50 1,329.05 1,336.70
25
7000
-73.65
25 1,269.00 1,282.80
50
7050
1
125 1,234.75 1,239.00
25
7100
50 1,179.70 1,293.00
100
7150
5.65
125 1,133.10 1,139.00
25
7200
50 1,079.05 1,197.00
100
7250
20.95
50 1,029.05 1,042.00
25
7300
50 979.70 1,101.00
100
7350
-13.7
50 929.70 936.70
25
7400
50 879.05 969.00
100
7450
6.4
50 833.00 835.20
75
7500
50 779.70 873.00
100
7550
-5.8
25 735.15 736.40
25
7600
1,000 453.25 777.00
100
7650
2.5
25 632.15 635.80
25
7700
50 579.70 677.00
100
7750
5.85
25 530.00 539.00
50
7800
50 479.70 578.50
100
7850
7.1
25 431.15 436.70
25
7900
-99.9
50 379.05 382.80
25
7950
5.5
25 334.80 338.65
25
8000
-12.15
100 281.45 291.95
100
8050
2.95
75 234.50 239.80
50
8100
-13.65
25 183.45 190.00
100
8150
-1.4
175 139.05 139.85
25
8200
-13.5 1,825
90.00
93.00
100
8250
-11.1 1,625
51.00
53.00
175
8300
-8.4
100
24.75
25.00 2,500
8350
-7.45 4,800
8.20
8.40 1,950
8400
-4.45 3,450
1.80
1.95 3,275
8450
-2.3 17,125
0.60
0.65 41,450
8500

PUTS
Bid
Qty
300
250
3,575
10,000
12,100
175
5,000
15,350
1,075
7,875
1,450
14,125
975
3,000
300
6,050
2,000
5,450
7,525
13,575
475
25
1,225
200
100
925
650
75

-104,725
-586,975
-39,100
-170,850
-550
-97,275
-500
-38,325
-

45,984
100,708
9,224
50,649
486
88,421
416
13,947
-

-74,475
-

25,978

-3,150

10,308

-51,150

4,579

50

2,936

-850
-

-25

-650

-75

88.68
-

254

150
-

82.2

2,045

-2,125
-

75.6
-

2,093

-24,900
-

68.86
-

60.86
-

54.96
-

22.39
26.05
30.64
33.82
38.81
42.25
45.5
49.94

96.45

18 104.11
17 111.68
6 113.51
204 103.44
15 143.03

0.55
0.45
0.50
0.40
0.50
0.45
0.40
0.45
0.50
0.30
0.25
0.30
0.30
0.30
0.30
0.35
0.40
0.45
0.30
0.05
0.20

-0.85
-0.4
-0.3
-0.35
-0.25
-0.3
-

50
250
6,000
8,100
950
2,500
250
-0.25 8,000
300
-0.4 14,425
-0.4 5,875
-0.35 7,575
-0.3
50
-0.3 2,000
-0.15 2,000
-0.05 1,275
-0.1 1,000
0.3 1,925
0.15 -0.15 1,450
-0.8 1,625

0.50
0.35
0.45
0.40
0.50
0.40
0.40
0.35
0.30
0.30
0.25
0.25
0.30
0.25
0.20
0.10
0.20
0.20
0.05
0.05

0.55 3,350
0.45
50
0.50 1,250
0.45 2,050
0.60 4,300
0.45 1,475
0.50 10,000
0.45 5,475
0.50 5,000
0.35 10,150
0.80 1,000
0.30 1,000
0.30
775
0.40
975
0.30 1,000
0.35 2,975
0.35
325
0.45 1,000
0.45 1,275
0.30
100
0.15
550
1.00
425

8550
8600
8650
8700
8750
8800
8850
8900
8950
9000
9050
9100
9150
9200
9250
9300
9350
9400
9450
9500
9550
9600
9650
9700
9750
9800
9850
9900
9950
10000
10050
10100
10150
10200
10250
10300
10350
10400
10450
10500

50
100
50
25
50
25
50
25
50
25
1,000
25
1,000
25
1,000
50
1,000
25
1,000
50
1,000
100
1,000
1,000
1,000
1,000
1,000
1,000
1,000
200
1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
25

Bid
Price
-

Ask
Price
1
0.1

0.05
-

0.25
0.2 0.2
0.35
0.2
0.25
0.4
0.35
0.45
0.3
0.45
0.4
0.25
0.5
0.6
0.9
1.3
2.85
6.15
15.35
34
67.45
107.75
158.1

Net Chng
250

0.4

0.05
0.05

Ask
Qty

0.95
-

4,600

0.4 5,000 0.55

475 0.4 5,000
0.05 5,250
0.4
725
0.05 6,375
0.15 1,675
0.3 9,800
0.35 10,325
0.4 4,600
0.7 5,000
0.4 4,000
0.5
275
0.45 7,750
0.65 1,000
0.4 2,500
0.55 2,000
0.45
350
0.5
500
0.6 4,000
0.65
325
1.1 29,800
1.5 8,900
3 6,750
6.4 1,625
15.5
100
36.8
500
68.8 3,275
109.6
150
159.85
25

-0.15

-0.05
-0.1
-0.1
-0.1
-0.3
-0.2
-0.15
-0.25
-0.45
-0.3
-0.2
-0.3
-0.3
-0.5
-0.1
-0.5
-0.4
-0.85
-1.05
-1.2
-2.2
-4.35
-8.15
-12.65
-14.35
-12.55
-7.45
-6.5

LTP
1
0.1
0.15
1
0.1
0.05
0.5
0.05
0.15
2.8
0.3
1.5
0.35
3.5
0.35
0.15
0.25
0.15
0.35
0.55
0.25
0.6
0.4
0.6
0.5
0.65
1.1
1.3
2.85
6.15
16
34
67.45
108.8
158.5

IV

Volume

Chng in OI OI

177.21

20 131.09
17
114.61
147
100.98
980
118.54
2
93.32
2,435
93.67
860
91.18
13,815
83.94
4,058
75.35
21,598
65.44
1
64.53
22,349
57.47
1
58.25
24,161
56.81
634
47.94
49,534
48.4
439
41.77
71,125
39.34
2,774
33.96 237,370
30.49
23,971
27.93 421,738
23.51 233,696
21.4 1,155,133
18.95 541,943
17.86 1,650,378
15.47 216,869
13.53 522,584
8,912
58,389
-

Chart

400

33,175
4,525
525
25,225

-2,775
-7,650
-50
-1,375

167,700
3,175
334,000
-

-18,025
-4,875
-70,625
-80,925
-25
-202,925
-25
-68,450
-25
-190,025
-6,000
-186,050
-5,025
-534,550
16,075
78,200
11,200
161,450
584,750
274,050
150,200
-638,000
-60,450
-282,450

219,300
2,050
1,345,900
250
404,400
400
1,815,025
2,400
506,850
16,525
1,810,575
25,150
2,804,475
27,200
2,133,625
72,500
4,122,650
184,175
4,385,625
504,575
4,897,025
1,295,175
5,222,050
817,600
1,970,300
86,250
817,175

200.2
255.2
300.2
356.2
400.2
453.5
500.2
552.4
600.2
650.4
569.25
749.9
665.1
850.8
765.1
948.15
861
1,051.95
956.85
1,150.60
1,056.85
1,250.00
1,154.30
1,311.35
1,252.70
1,411.20
1,348.55
1,401.00
1,444.40
1,651.00
1,544.40
1,711.15
1,640.25
1,811.15
1,740.25
1,911.15
1,836.10
2,011.15
1,936.10
2,128.00

285.45
258
545.4
362.4
498.95
465.4
744.95
555.7
606.6
655.55
959.2
754.35
1,063.35
853.9
1,163.35
963.25
1,267.50
1,055.10
1,371.65
1,154.80
1,471.65
1,280.70
1,576.60
1,358.30
1,675.75
1,480.80
1,779.90
1,580.65
1,884.05
1,654.85
1,984.05
1,790.35
2,088.20
1,890.35
2,188.20
1,990.35
2,292.35
2,090.35
2,392.35
2,155.30

50
50
100
125
50 50
100 25
100 25
100 125
100 25
100 125
100 125
100 25
100 2,500
100 500
100 2,500
100 2,500 100 25
100 1,000 100 1,000 100 1,000 100 1,000 100 25

-3.2
212
-2.55 257.6 -5 318.65
46.08
-2.1 357.8 400
7.45 462.35 492.5 -3.65 557.4 680
-9.5
656
-11.4 753.35 3.25 863.55
75.02
10
963
70.76
-0.55 1,062.00 2 1,157.45 5 1,280.00 166.32
-97 1,363.00
99.87
62.7 1,503.35 224.01
-7.4 1,655.00 1.8 2,166.00 191.94

330
8,790
25
7,848

-4,325
-47,250
-525
-103,650

2,300
314,300
1,000
140,700
800
105,650
300
68,950
200
216,600

9,669

-165,325
-

2,104

-38,600
-

4,113

-67,775
-

271

-5,500

620

-10,175
-

1,853

38,750
-

-42,050
-

93

18,400
-

-2,050
-

5,359

7,875
-

-111,775
-

20

162,200
-

-250
-

343
16
1,774
-

975
-

-5,275

546

68,850
-

3,375
-350 -35,000 123,850
-13,150
21,475

Underlying Index: NIFTY 8334.60 As on May 27, 2015 15:30:36 IST

OI -CE
6000
7600
7700
7750
7800
7850
7900
7950
8000
8050
8100
8150
8200
8250
8300
8350
8400
8450
8500
8550
8600
8650
8700
8750
8800
10750

COI-CE

OI -PE

COI-PE

89250

-13200

1810575

-68450

127900
0

-22550
0

2804475
27200

-190025
-6000

2500
114875

0
-80375

72500
4122650

-5025
-534550

248600
16250
932100
168850
2171350
1908475
4650675
1136100
5408125
648675
2985225
149400
3255225
62025
3642225

-138500
-47075
-111000
99900
44150
679125
-184375
-94200
-434575
-104725
-586975
-39100
-170850
-550
-97275

4385625
504575
4897025
1295175
5222050
817600
1970300
86250
817175
2300
314300
1000
140700
800
105650
0

78200
11200
161450
584750
274050
150200
-638000
-60450
-282450
-4325
-47250
-525
-103650
0
-165325

CE

PE

0
32123
577
0
1473
0
1635
3
8780
215
18089
3360
220694
82047
1436813
669643
1728844
433817
571807
45984
100708
9224
50649
486
88421
0

0
66267
24161
634
49534
439
71125
2774
237370
23971
421738
233696
1155133
541943
1650378
216869
522584
8912
58389
330
8790
25
7848
0
9669
0

May 27, 2015 15:30:36 IST

26-May
CE
PE
80,637
511,636
2,813
357,779
2,300
13,857
661,439
8
4,427
11,168
869,582
37
17,014
54,713
1,973,083
1,051
51,441
69,387
2,557,513
7,181
227,439
314,057
4,079,881
18,399
555,132
1,893,135
5,751,279
396,986
584,346
6,071,338
5,039,966
836,455
161,390
5,687,643
1,244,181
508,482
1,916
3,715,982
167,148
144,246
164
1,767,348
43,175
11,195
25
782,802
23,370
-

27-May
CE
112,760
3,390
15,330
8
12,803
40
63,493
1,266
87,476
10,541
534,751
100,446
3,329,948
1,066,629
7,800,182
1,270,272
6,259,450
554,466
3,816,690
153,470
1,817,997
11,681
871,223
-

PE
577,903
381,940
2,934
710,973
4,866
940,707
19,788
2,210,453
75,412
2,979,251
461,135
5,235,014
1,097,075
7,401,657
801,215
5,562,550
170,302
1,302,570
2,246
175,938
189
51,023
25
33,039
-

Underlying Index: NIFTY 8334.60 As on May 27, 2015 15:30:36 IST

CE
PE
Strike
5600
5700
5800
5900
6000
6100
6200
6300
6400

OI

Chg
0
0
0
0
0
0
0
0
0

Vol
0
0
0
0
0
0
0
0
0

OI
0
0
0
0
0
0
0
0
0

Chg
0
0
0
0
0
0
0
0
0

Vol
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0

#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!

#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!

10:00 AM
7%
1444%
3%
3003%
2%
5507%
11%
942%
56%
178%
232%
43%