Option Chain (Equity Derivatives)

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Futures contracts

CALLS
Chart

Underlying Index: NIFTY 6024.55 As on Sep 20, 2013 15:30:19 IST

OI
13,550
118,300
150
100
115,200
252,750
7,200
101,400
70,750
113,050
551,150
50
957,150
100
846,450
2,350
670,350
6,600
1,251,050
43,300
2,329,400

60,200
1,857,700
64,600
2,912,950
82,850
1,391,900
125,050
2,475,450
216,450
4,689,600
530,650
3,844,850
345,100
4,335,850
207,800
3,198,400
152,900
1,453,800
38,550
1,324,600
50
400,950
150
220,000
50
47,850
1,150
59,500
1,550
250
500
10,000
50
-

Top
Note : 10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.

Chng in OI Volume IV
-

4
-5,500

221
-

-18,350
-

638
-

-17,550
-

629
-

-250
-

16
-

-500
-

26
-

-3,350
-

76
-

-4,450
-

123
-

-15,350
-

679
-

-9,650
-

567
-

-47,550
500
-38,800
-

1,289
10
1,365
-

-30,400
-150
-110,800

2,836
16
5,604

LTP

149.2 2,432.00
2,025.00
1,631.60
103.94 1,535.90
1,412.05
108.81 1,343.65
1,177.00
91.6 1,142.90
82.35 1,042.00
71.91 940.35
69.42
843.4
778
72.36
743
59.46 645.05
46.45 590.15
50.45 543.15

Net Chng Bid

Qty
-77 300.00
1,000.00
1,000.00
1,000.00
1,000.00
1,000.00
-122 500.00
1,000.00
1,000.00
1,000.00
1,000.00
1,000.00
1,000.00
1,000.00
-109 250.00
1,000.00
-103.7 150.00
1,000.00
123.35 1,000.00
1,000.00
-96.35 2,000.00
200.00
-165.85
150
200
-97.1
100
500
-98.9
50
500
-102.65
100
500
-99.8
100
145
200
-102.7
100
50
-104.15
50
-99
2,000
-102.6
100

Bid
Price
2,433.25
2,167.50
2,067.50
1,701.00
1,967.90
1,917.50
2,020.00
1,819.90
1,768.10
1,717.50
1,668.10
1,617.50
1,568.35
1,517.50
1,629.90
1,417.50
1,536.25
1,318.45
1,274.50
1,223.50
1,174.40
1,130.50
1,100.00
1,036.00
1,137.75
936.5
960.00
851
936.60
749
840.5
658.6
741.15
625.05
645
569.4
542.4

Ask
Ask
Strike Price
Price
Qty
2,443.20
300
3600
2,424.50
100
3700
2,324.50
100
3800
2,833.00
100
3850
2,224.50
100
3,900
2,174.50
100
3950
2,047.20
100
4,000
2,069.80
100
4050
2,024.50
100
4,100
1,974.50
100
4,150
1,924.50
100
4,200
1,874.50
100
4,250
1,824.50
100
4,300
1,774.50
100
4,350
1,700
250
4,400
1,674.50
100
4,450
1,548
100
4500
1,575
100
4,550
1,524.50
100
4600
1,474.50
100
4650
1,424.50
100
4700
1,374.50
100
4,750
1,324.50
100
4,800
1,274.50
100
4,850
1,145.75
50
4,900
1,174.50
100
4950
1,047.00
500
5000
1,083.00 2,000
5050
944.50
50
5,100
980.00 1,000
5,150
845.35
250
5200
818
500
5,250
746.05
50
5,300
750.05
100
5,350
650
50
5400
608.1
100
5450
543.15
50
5500

-100
-73,400
-4,250
-12,200
-4,600
-176,900
-6,450
-15,050
-7,900
726,250
250,450
482,900
105,650
195,500
53,850
-486,450
2,500
30,350
1,500
-84,750
-

105
4,857
140
11,907
172
25,305
457
142,923
6,266
651,556
23,440
793,390
21,363
594,718
10,469
329,744
2,042
141,115
240
67,228
-

-9,800
-

-500

33.85

1
-

0
-

1.9
-

0.3

200

0.2

950

-0.5
-

474.75
446
387.45
351.4
295.95
253.3
198
166.15
126.15
94.25
67
42
25.1
14.4
8.2
4.2
1.8
1.65
0.5
0.9
0.55
0.5
0.6
0.45
0.25
0.2

50

-0.15

0.5
-

0.9

0.5

56.78
-

-0.7

0.25

43.1

55
-

47.43

749

-1.05

0.4
-

100
50
50
100
250
50
50
150
50
200
10,750
4,200
100
50
150
13,500
150
10,600
1,600
3,500
50
1,000
50
300
100
2,000

-78.75
-99
-89
-99
-84.3
-102
-98.05
-94
-89
-80.7
-69
-62
-50
-40
-27
-18.95
-12
-7.25
-4
-3

0.65

32.38

24

5,150

499.4
447.8
397.5
352.65
312.95
252.15
205.5
166.95
127.5
94.25
67
42
26.95
14.5
9
4.45
3.5
1.75
1.45
0.95

28.24

3,401
-

11,396

-20,850
-

48.8
45.7
32.12
39.43
40.21
32.26
33.21
28.62
25.92
25.25
23.87
22.66
21.79
21.46
21.95
21.61
21.73
23.35
25.17
25.83

0.25

517.7 2,000
449.45
50
404
100
354.8
100
327 3,500
258
150
211.65
50
171
50
130
50
97
50
68
150
42.95
50
27
300
14.55
100
10
250
4.45 1,450
4
50
1.75 4,300
2 1,300
1 4,800
2 1,000
0.65
500
30 10,000
0.6
200
3
50
0
50
0.95 3,000
0.5 5,500
1.25
450
1
50
0.75
500
-

5550
5600
5650
5700
5750
5800
5850
5900
5950
6000
6050
6100
6150
6200
6250
6300
6350
6400
6450
6500
6,550
6600
6,650
6700
6,750
6800
6850
6900
6950
7000
7050
7100
7150
7200
7250
7300
7,350
7400
7450
7500
7550
7600
7700
7800
7900
8000
8100

8200
8300
8400
8500
8600

PUTS
Bid
Qty
50
500
500
500
200
500
150
500
850
500
1,100
500
8,000
500
2,500
500
100
1,500
3,050
50
100
1,650
1,550
300
4,050
2,500
500
10,000
9,650
1,400
1,400
950
19,850
450
2,100
1,950
9,700

Bid
Price

Ask
Price
0.6
0.1
0.1
0.15
0.6
0.25
0.55
0.25
0.55
0.25
0.6
0.25
0.7
0.25
0.1
0.25
0.75
0.5
0.7
0.5
0.85
0.95
0.85
0.45
0.65
0.8
0.9
0.35
0.95
1.15
1.2
1.7
1.45
1.75
1.7
2.15
2.1

0.9
1
0.85
1
0.75
1
0.75
1
0.75
1
0.75
1
0.8
2
0.8
1.7
0.8
1
0.85
1
0.9
1.05
1
1.4
0.7
1
1.05
2
1
2
1.3
2
1.5
2
1.8
3
2.35

Ask
Qty
1,000
500
5,000
500
500
500
1,300
500
200
500
500
500
350
500
3,500
500
700
700
500
50
6,850
100
1,000
150
7,000
5,000
450
500
50
50
800
300
100
150
4,400
1,500
5,000

Net Chng LTP

IV

Volume Chng in OI OI

0.05

-0.3

-0.45

-0.4

-0.55

-0.3

-0.45

-0.55
-0.7
-0.75
-0.7
-0.75
-0.35
-0.85
-0.2
-0.9
1.15
-1.2
-0.9
-1.2
-0.95
-1.15
-1.2
-1.1
-1.05
-1.4

0.65 123.12
0.65 116.51
0.55 108.26
0.6 102.91
0.7 98.28
0.7 92.16
0.75 86.79
1
86
0.75 80.86
0.5
75
0.85 76.06
1.05
75
0.85 70.25
1.65
73
0.7 63.15
1.4
65
1.05 60.36
2.5
64
1 54.98
1.15
52
1.2
50
1.7
49
1.5
46
1.75
44
1.8
41
2.15
39
2.15
36

32 339
40
40
1,956
3,636
5,086
112
6,316
317,641
55,085
542
9,173
361
13,930
27
17,401
82
29,636
328
40,360
177
71,470
920
90,224

Chart
4,950

15,000
15,100
-9,800

161,550
-

-2,000

50,850
-

-1,000

96,100
-

-1,450

506,100
-

-83,200

635,550

-89,000 1,106,050
-200
35,800
-49,900 1,122,600
12,100
-73,950 2,347,600
35,750
-153,250 1,893,400
-50
84,300
-50,400 1,825,600
-15,200
31,800
-101,250 2,687,050
800
73,150
-148,950 2,658,100
-1,500 105,550
-325,900 3,531,550
-1,550 185,200
-128,750 5,344,900
-3,300 130,650
189,100 3,489,750
350 111,150
-333,400 3,252,700

2,250
7,550
50
10,500
100
50
800
100
400
50
150
50
450
850
500
100
2,000.00
1,000.00
500.00
150.00
1,000
200.00
500
2,000.00
500
100.00
1,000.00
1,000.00
1,000.00
100.00
1,000.00
1,000.00
1,000.00
1,000.00
1,000.00
1,000.00
1,000.00
1,000.00
1,000
50
1,000
1,000
1,000
1,000
1,000
1,000
1,000

2.2
3.4
3.2
5.7
7.15
11.1
16.5
23.75
31.1
49.85
68.2
93.35
111.05
163
120.10
252.15
166.55
336.55
364.50
443.35
359.50
510.50
459.50
517.80
656.00
709.10
652.50
711.50
758.20
943.95
411.50
908.50
500.50
1,005.50
546.35
1,102.50
646.55
1,199.50
746.90
1,440.00
847.30
1,396.50
1,496.50
1,584.50
1,684.50
1,784.50
1,884.50

2.8
3.5
4.65
5.85
9.9
11.25
17
24.15
35
49.9
69
94.9
139.95
166.85
415.35
258.25
420
368.1
612.7
452.25
716
704.3
819
652.65
846
752.65
1,025.00
1,002.50
1,116.45
949.60
1,488.50
1,205.50
1,534.50
1,308.50
1,411.50
1,514.50
1,448.80
1,717.50
1,817.50
1,917.50
2,017.50
2,117.50
2,217.50

50
4,000
450
100
1,000
800
600
50
50
650
450
4,750
450
150
2,000
50
100
1,000
2,000
150
100
2,000
100
50
100
200
100
100
100
150
100
100
100
100
100
100
500
100
100
100
100
100
100

-1.2
-1.55
-2.75
-0.9
1.3
0.85
3.1
6.5
10.55
17.7
24.6
34.1
38.1
58.45
120.1
72.8
99.90
86.25
1.4
107.55
95.75
-300.7
105.85
91.35
-

2.85
34
3.4
32
3.1 28.66
5.85 28.87
10 27.73
11.25 25.91
17 24.83
24.25 23.61
34.8 22.11
49.85 21.06
69
19.2
93.6 16.94
120 12.19
165 262.1
40.5
249.95 355.6 440 452.9 650 756 1,125.00 167.16
944.90 1,446.00 -

1,093
218,270
2,408
360,301
6,537
492,695
16,740
727,200
27,598
860,423
16,815
398,922
4,156
93,983
28
5,797
-

-5,800
-160,850
62,950
198,100
2,300
395,300
-49,750
-348,450
271,650
-456,250
-31,550
-328,000
-7,550
-533,750
-50
-7,450
-

1,229
-

-23,100
-

1,290
-

-4,300
-

50
-

1,400
-

1,000
-

-15,150
-

3
-

2392
116
-

-100

-3,400

-2,300

185,700
5,161,850
379,800
4,483,350
337,400
4,864,050
523,600
3,751,050
415,850
3,737,650
227,350
2,860,700
60,050
561,550
1,500
115,550
600
87,750
317,600
10,100
38,950
2,000
50
124,150
62,000
-

1,000
1,000
1,000
400
1,000

1,984.50
2,084.50
2,184.50
2,436.90
2,384.50

2,317.50
2,416.50
2,517.50
2,447.80
2,717.50

100
100
100
350
100

61.3 2,431.30
-

21

-150

14,750
-

CALL
OI
670,350
1,251,050
2,329,400
1,857,700
2,912,950
1,391,900
2,475,450
4,689,600
3,844,850
4,335,850
3,198,400
1,453,800
1,324,600

Change in OI
-38,800
-30,400
-110,800
-73,400
-12,200
-176,900
-15,050
726,250
482,900
195,500
-486,450
30,350
-84,750

Change in
OI %
-6%
-2%
-5%
-4%
0%
-13%
-1%
15%
13%
5%
-15%
2%
-6%

OI View

LTP

PRICE UP
FROM
PREV DAY?

unwinding
unwinding
unwinding
unwinding
unwinding
unwinding
unwinding
writing
writing
writing
unwinding
writing
unwinding

743
645.05
543.15
447.8
352.65
252.15
166.95
94.25
42
14.5
4.45
1.75
0.95

-102.7
-104.15
-102.6
-99
-99
-102
-94
-81
-62
-40
-18.95
-7.25
-3

% chg in
price
-12%
-14%
-16%
-18%
-22%
-29%
-36%
-46%
-60%
-73%
-81%
-81%
-73%

PUT
STRIKE

OI

5300
5400
5500
5600
5700
5800
5900
6000
6100
6200
6300
6400
6500

5,344,900
3,489,750
3,252,700
5,161,850
4,483,350
4,864,050
3,751,050
3,737,650
2,860,700
561,550
115,550
87,750
317,600

Change in OI
-128,750
189,100
-333,400
-160,850
198,100
395,300
-348,450
-456,250
-328,000
-533,750
-7,450
-23,100
-4,300

Change in
OI %

OI View

LTP

PRICE UP
FROM PREV
DAY?

-2%
5%
-10%
-3%
4%
8%
-9%
-12%
-11%
-95%
-6%
-26%
-1%

unwinding
unwinding
unwinding
unwinding
unwinding
Buying
unwinding
unwinding
unwinding
unwinding
unwinding
unwinding
unwinding

1.5
1.8
2.15
3.4
5.85
11.25
24.25
49.85
93.6
165
249.95
355.6
440

-1.15
-1.1
-1.4
-1.55
-0.9
0.85
6.5
17.7
34.1
58.45
72.8
99.90
86.25

% chg in
price
-43%
-38%
-39%
-31%
-13%
8%
37%
55%
57%
55%
41%
39%
24%