Option Chain (Equity

Underlying
Derivatives)
Index: NIFTY 5872.60 As on Mar 15, 2013 15:28:38 IST
View Options Contracts for:
OR
Filter by: Expiry Date
Futures contracts

CALLS
CALL

PUT

CE3000
CE3100
CE3200
CE3300
CE3400
CE3500
CE3600
CE3700
CE3800
CE3900
CE4000
CE4100
CE4200
CE4300
CE4400
CE4500
CE4600
CE4700
CE4800
CE4900
CE5000
CE5100
CE5200

PE3000
PE3100
PE3200
PE3300
PE3400
PE3500
PE3600
PE3700
PE3800
PE3900
PE4000
PE4100
PE4200
PE4300
PE4400
PE4500
PE4600
PE4700
PE4800
PE4900
PE5000
PE5100
PE5200

Chart

OI Chng in OI Volume

IV

LTP Net Chng

Bid

Bid

50
100
100
100
100
100
100
100
100
100
1,100
100
100
100
100
50
150
150
600
700
250
600
550

Price
2,883.00
2,646.50
2,546.50
2,446.50
2,346.50
2,271.40
2,146.50
2,046.50
1,946.50
1,846.50
1,885.00
1,646.80
1,546.85
1,446.80
1,487.10
1,388.90
1,286.45
1,187.30
1,089.10
988.05
889.45
789.8
691.05

Qty
837,650
-

300 350 109,200

88,700
229,200
5,150 61,400 42,550
51,250
361,550
179,800
127,950

-50
-600
-3,100
-2,200
-100
-800
-6,000
-5,000
-200

108 118 245 92 64395 715 100 38.43

109 31.11

2,880.00
2,670.00
1,900.00
1,885.50
1,488.00
1,381.00
1,225.80
1,188.00
1,082.90
988.05
890
794.15
693

-53.25
-49.5
-42
-46.5
-4
-49.1
-39.55
-40.55
-39.8
-38.95

Ask

Ask

Price
Qty
2,903.70
100
2,898.50
100
2,798.50
100
2,698.50
100
2,598.50
100
2,498.50
100
2,398.50
100
2,298.50
100
2,198.50
100
2,098.50
100
1,896.15
250
1,897.90
100
1,798.50
100
1,698.50
100
1,488.00
200
1,394.95
250
1,295.85
200
1,193.90
100
1,093.15
50
993.1
500
890
50
793.5
250
697.45
750

CE5300
CE5400
CE5500
CE5600
CE5700
CE5800
CE5900
CE6000
CE6100
CE6200
CE6300
CE6400
CE6500
CE6600
CE6700
CE6800
CE6900
CE7000
CE7100
CE7200
CE7300
CE7400
CE7500
CE7600
CE7700
CE
CE
CE
CE
CE
CE
CE
CE

PE5300
PE5400
PE5500
PE5600
PE5700
PE5800
PE5900
PE6000
PE6100
PE6200
PE6300
PE6400
PE6500
PE6600
PE6700
PE6800
PE6900
PE7000
PE7100
PE7200
PE7300
PE7400
PE7500
PE7600
PE7700
PE
PE
PE
PE
PE
PE
PE
PE

141,650
-8,050
516 22.92
592
381,350
-10,350
760 24.93 495.05
400,300
-17,450
1,232 20.02
395
430,400
-6,400
4,370 20.69
302.5
1,133,700
-47,800 12,631 17.41
208.2
3,158,800
-176,650 86,278 15.63
125
5,901,200
216,150 473,817 14.38
60.45
7,687,750
422,400 669,842 14.03
23.35
6,714,950
70,350 320,637 14.29
7.7
4,466,000
108,900 152,163 15.43
2.9
2,054,200
70,950 44,446 17.12
1.4
1,212,050
27,750 11,702 19.42
0.95
1,071,250
37,750
1,816 21.87
0.75
263,850
550
115 24.17
0.6
324,350
-1,550
3,137 26.12
0.45
35,950 80 27.12
0.25
37,700
-1,350
645 28.24
0.15
129,950
2,350
467 29.54
0.1 6,900 0.1 300 0.05 14,250 0.05 200 0.05 200 0.05 -

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

-41.5 1,650
-41.45 3,200
-43.7
250
-38.65 2,200
-37.5
50
-32.25
50
-23.4 1,900
-13.15 1,000
-5.2 3,050
-1.65 26,550
-0.45 18,300
-0.2 5,750
-0.1 2,500
0.05 5,700
-0.05 2,250
-0.05
400
-0.05
50
31,950
1,000
200
200

592
492.55
395.35
298.75
206.65
123.35
59.5
22.9
7.55
2.8
1.35
0.9
0.7
0.55
0.45
0.25
0.2
0.1
0.05
0.05
0.05

595.15
50
496.25
50
398.25
250
300.9
200
207.4
50
123.7
50
59.6
100
23 9,700
7.6
100
2.85 27,300
1.4 15,000
0.95
50
0.75 7,200
0.6 2,000
0.6 9,000
0.45 1,000
0.25 2,750
0.2 5,700
0.15 2,050
0.3 1,000
0.3 1,000
0.3 1,000
0.15 1,000
0.15 1,000
0.15 1,000

CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE

PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE

CE6000

CE6000
CE5800

37,662,300

669,500

7687750

422400
-176650

Strike Price
3000
3100
3200
3300
3400
3500
3600
3700
3800
3900
4000
4100
4200
4300
4400
4500
4600
4700
4800
4900
5000
5100
5200

PUTS
Bid
Qty
1,000
100
50
3,400
2,000
2,000
5,000
3,250
350
200
200
300
3,800
3,550
15,000
3,950

Bid
Price

Ask
Price

0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.15
0.2
0.2
0.25
0.2
0.4
0.5
1.1

0.1
0.15
0.3
0.3
0.3
0.3
0.3
0.3
0.3
0.3
0.15
0.5
0.5
0.5
0.1
0.3
0.35
0.4
0.35
0.3
0.45
0.6
1.2

Ask Net Chng

Qty
6,350
200
2,000
2,000
2,000
2,000
2,000
2,000
2,000
2,000
50
1,000
1,000
1,000
400
850
500
1,000
1,000
2,000
900
1,650
50

LTP

0.1
-

0.15

0.05
-0.1

0.05
-0.1
-0.1
-0.1
0.05
-

IV Volume Chng in OI

0.1 0.25
110.39
20.2 0.2
67.44
0.1 0.1
48.98
0.15
47
0.25 0.2
40.97
0.25
38.23
0.25
34.7
0.4
32.72
0.6
30.47
1.1
28.85

11
49
47
4
10
3,223
3,802
2,389
2,231

OI Chart
100,300
300
50
100
-

50

6,500
-

50
-300
200
-100
-3,100
-6,800
-33,150
-24,350

50
6,650
97,900
1,200
1,750
11,700
28,600
584,100
511,700
1,124,500

CE3000
CE3100
CE3200
CE3300
CE3400
CE3500
CE3600
CE3700
CE3800
CE3900
CE4000
CE4100
CE4200
CE4300
CE4400
CE4500
CE4600
CE4700
CE4800
CE4900
CE5000
CE5100
CE5200

PE3000
PE3100
PE3200
PE3300
PE3400
PE3500
PE3600
PE3700
PE3800
PE3900
PE4000
PE4100
PE4200
PE4300
PE4400
PE4500
PE4600
PE4700
PE4800
PE4900
PE5000
PE5100
PE5200

5300 3,000
1.7
1.75
100
5400 8,250
2.5
2.6 13,650
5500 12,900
3.7
3.8 10,400
5600 2,050
7.10
7.15 6,100
5700 7,850
13.70
13.80 1,800
5800
250
28.60
28.80 1,650
5900
200
61.75
62.00 3,750
6000
750 122.00 122.45
200
6100 2,550 204.00 206.55
50
6200
250 299.85 300.25
50
6300
300 396.50 399.65
500
6400 1,100
492.8 506.95 1,550
6500
650
594.4 597.35
600
6600
900 691.45
700.9 1,000
6700 3,100 715.15 899.85 2,950
6800 1,750 848.05 1,020.05 1,750 6900
700
992.2 999.25
50
7000 1,000 1,092.55 1,096.45
400
7100
450 1,185.85 1,199.05
250 7200 2,000 1,118.35 1,433.00 2,000 7300 1,000 1,215.50 1,535.50
100 7400 1,000 1,312.50 1,638.50
100 7500
50 1,587.75 1,595.00
50
7600 1,000 1,513.75 1,811.55
100 7700 1,000 1,612.50 1,938.50
100 -

0.3
0.55
0.6
1.3
2.75
6.95
15.5
27.65
35.7
39.1
44.6
38.5
38.45
-33.1
40

1.8
2.55
3.75
7.10
13.55
28.50
61.35
121.30
205.00
299.90
400.15
492.75
594.1
686.6
795
851.85
42.25 992.65
40.2 1,092.90
1,117.75
1,247.00
36.05 1,586.05
1,862.00
-

26.74
23.93
21.06
18.99
16.71
14.75
13.13
11.64
-

14,415
65,118
88,460
164,162
272,161
568,187
583,244
170,070
11,985
3,266
1,265
184
318
2679
490
365
3-

-27,500 2,566,200
724,700 3,311,300
-142,250 6,361,750
-160,400 7,128,500
47,800 10,897,700
-775,700 8,590,250
-470,300 5,465,800
-535,700 2,865,900
-17,150
497,000
-6,150
645,300
-19,850
309,900
-600
68,750
-750
140,900
13,500
500
61,500
2,500
-2,400
15,550
-850
924,800
11,900
12,150
27,100
1,150
-

CE5300
CE5400
CE5500
CE5600
CE5700
CE5800
CE5900
CE6000
CE6100
CE6200
CE6300
CE6400
CE6500
CE6600
CE6700
CE6800
CE6900
CE7000
CE7100
CE7200
CE7300
CE7400
CE7500
CE7600
CE7700
CE
CE
CE
CE
CE
CE
CE
CE

PE5300
PE5400
PE5500
PE5600
PE5700
PE5800
PE5900
PE6000
PE6100
PE6200
PE6300
PE6400
PE6500
PE6600
PE6700
PE6800
PE6900
PE7000
PE7100
PE7200
PE7300
PE7400
PE7500
PE7600
PE7700
PE
PE
PE
PE
PE
PE
PE
PE

CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
CE
-1,454,100 52,394,800
PE5700

PE5400
PE5800

724700
-775700

10897700

PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE
PE

Underlying Index: NIFTY 5872.60 As on Mar 15, 2013 15:28:38 IST

Mar 15, 2013

CALL
CALL
OI_CHNG PR_CHNG
CE5600
CE5700
CE5800
CE5900
CE6000
CE6100
CE6200

PE5600 -6400
PE5700 -47800
PE5800-176650
PE5900216150
PE6000422400
PE6100 70350
PE6200108900

CALL
PUT

-38.65
-37.50
-32.25
-23.40
-13.15
-5.20
-1.65

CALL
OI
430400
1133700
3158800
5901200
7687750
6714950
4466000

CHANGE IN OI
POSITIVE NEGATIVE
CE6000
CE5800
PE5400
PE5800

ONLY FOR STUDY PURPOSE

PLEASE TAKE YOUR OWN DECISION.

CALL
PRICE
302.50
208.20
125.00
60.45
23.35
7.70
2.90

TREND

LONG UNWINDING
LONG UNWINDING
LONG UNWINDING
BEARISH
BEARISH
BEARISH
BEARISH
TOTAL CALL OI

37,662,300
CALL OI CHANGE

669,500

5872.60
STRIKE PRICE

5600
5700
5800
5900
6000
6100
6200

15:28:38
TREND

LONG UNWINDING
BEARISH
LONG UNWINDING
LONG UNWINDING
LONG UNWINDING
LONG UNWINDING
LONG UNWINDING
TOTAL PUT OI

PCR
1.39

52,394,800
PUT OI CHANGE

-1,454,100

PUT
PRICE

PUT
OI

7.10 7128500
13.55 10897700
28.50 8590250
61.35 5465800
121.30 2865900
205.00
497000
299.90
645300

PUT
PUT
PR_CHNG OI_CHNG
1.30
2.75
6.95
15.50
27.65
35.70
39.10

-160400
47800
-775700
-470300
-535700
-17150
-6150

MAXIMUM OPEN INTEREST

CALL
CE6000
PUT
PE5700