Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10805.55  As on Sep 24, 2020 15:30:26 IST
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Futures contracts
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Chart OI Chng in OI Volume IV LTP Net Chng Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Strike Price Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Net Chng LTP IV Volume Chng in OI OI Chart
Graph - - - - - - 1,500 1,374.90 1,464.35 1,500 9400.00 1,350 3.00 3.65 600 -91.40 2.70 45.39 207 13,650 13,650 Graph
Graph - - - - - - 1,500 1,331.40 1,763.65 7,350 9450.00 600 0.20 - - - - - - - - Graph
Graph 75 75 1 94.04 1,432.70 -139.00 825 1,304.70 1,349.00 900 9500.00 675 3.25 3.50 600 1.15 3.50 43.96 14,932 563,475 600,075 Graph
Graph - - - - - - 7,350 874.55 1,640.50 7,350 9550.00 50,250 0.60 - - - - - - - - Graph
Graph - - - - - - 7,350 838.65 1,577.50 7,350 9600.00 600 3.05 - - - - - - - - Graph
Graph - - - - - - 7,350 802.40 1,514.50 7,350 9650.00 600 3.05 - - - - - - - - Graph
Graph - - - - - - 1,500 1,062.65 1,451.50 7,350 9700.00 600 3.05 - - - 9.00 - - - 225 Graph
Graph - - - - - - 1,500 1,034.95 1,388.50 7,350 9750.00 150 3.60 - - 0.45 3.75 36.69 15 900 900 Graph
Graph - - - - - - 7,350 744.00 1,197.40 1,500 9800.00 375 4.55 5.50 1,650 -146.30 4.50 36.16 6,930 140,550 140,550 Graph
Graph - - - - - - 7,350 632.30 1,183.10 1,500 9850.00 75 4.10 7.80 1,200 -4.20 4.80 34.95 92 -75 2,700 Graph
Graph 75 75 30 47.24 951.15 -622.85 75 871.60 1,030.95 1,500 9900.00 750 6.40 7.50 1,050 1.85 5.70 34.33 7,114 123,375 136,350 Graph
Graph 75 75 1 43.58 897.60 -637.70 1,500 817.35 977.85 1,500 9950.00 75 6.30 9.90 75 3.85 8.90 35.47 197 5,625 8,250 Graph
Graph 2,100 1,950 72 34.73 835.00 -320.00 300 831.20 848.40 300 10000.00 225 8.50 9.00 375 4.15 8.50 33.45 37,209 793,125 1,182,000 Graph
Graph - - - - - - 7,350 557.05 894.80 1,425 10050.00 300 7.05 12.00 75 1.40 9.50 32.43 211 6,750 7,275 Graph
Graph 1,950 450 25 27.22 729.95 -345.45 2,775 731.00 754.50 375 10100.00 300 10.25 11.50 75 5.30 10.30 31.20 15,941 175,725 192,450 Graph
Graph 225 225 5 36.51 700.35 -685.35 75 472.30 780.60 1,425 10150.00 24,900 8.70 12.50 375 6.40 12.50 30.68 612 9,900 12,150 Graph
Graph 825 825 13 37.15 658.05 -691.35 75 638.60 679.50 1,425 10200.00 2,400 15.50 16.50 150 10.75 16.45 30.77 28,114 405,750 502,425 Graph
Graph 75 75 1 35.75 610.55 -703.15 300 572.00 623.05 300 10250.00 75 16.50 21.20 75 14.00 19.20 30.00 670 17,475 18,825 Graph
Graph 2,250 375 7 27.06 542.15 -303.60 375 542.60 565.80 2,325 10300.00 75 21.05 21.35 75 14.60 21.35 28.82 29,280 309,600 409,575 Graph
Graph 75 75 1 32.83 516.20 -727.20 300 485.60 531.90 1,050 10350.00 226,050 22.75 26.95 75 15.80 22.75 27.26 2,591 44,925 46,125 Graph
Graph 300 225 4 28.46 459.00 -308.40 75 456.05 496.90 1,425 10400.00 300 26.30 31.90 75 22.30 30.00 27.43 38,624 473,550 655,275 Graph
Graph 75 75 1 30.30 425.15 -750.65 7,350 258.05 432.50 1,050 10450.00 75 37.05 39.45 825 28.95 37.05 27.12 5,341 72,900 75,750 Graph
Graph 69,075 58,950 2,096 27.07 372.25 -278.50 975 372.35 388.00 75 10500.00 675 45.00 45.75 150 44.60 53.95 28.78 64,985 384,150 992,775 Graph
Graph 375 375 6 22.73 314.65 -795.85 675 314.60 392.65 1,350 10550.00 75 54.30 60.00 75 38.55 50.00 25.29 12,311 122,700 126,675 Graph
Graph 14,250 13,725 388 27.16 298.00 -273.30 1,050 294.70 302.00 150 10600.00 1,500 65.00 66.95 150 55.20 66.95 26.12 61,723 465,150 728,850 Graph
Graph 525 450 16 28.30 270.00 -260.85 1,650 244.10 269.00 75 10650.00 75 77.10 85.10 75 63.40 77.15 25.15 12,549 129,825 154,950 Graph
Graph 94,575 92,625 4,009 26.45 228.00 -249.10 75 224.00 232.00 75 10700.00 75 92.00 93.45 300 73.30 90.00 24.32 79,033 240,375 662,700 Graph
Graph 7,575 7,500 178 25.66 193.70 -277.60 600 186.15 193.70 225 10750.00 150 108.00 111.30 225 90.60 111.00 24.53 13,983 49,350 85,950 Graph
Graph 531,675 508,575 26,664 24.91 162.00 -215.15 75 161.90 163.00 300 10800.00 600 125.20 128.95 150 100.25 125.20 23.13 143,489 66,450 1,143,825 Graph
Graph 120,000 119,850 5,218 24.02 132.00 -241.40 900 131.00 139.00 75 10850.00 675 146.25 148.50 75 114.90 146.25 22.44 25,485 131,925 178,050 Graph
Graph 1,628,625 1,600,725 90,915 23.75 108.50 -184.60 75 108.00 108.50 150 10900.00 1,950 175.00 178.40 75 135.75 175.00 22.54 148,839 625,575 1,164,825 Graph
Graph 256,125 254,250 28,392 23.19 86.10 -173.90 675 86.05 86.90 300 10950.00 75 200.00 206.95 825 160.40 206.95 22.72 31,406 20,625 94,350 Graph
Graph 2,068,275 1,935,675 179,027 22.77 67.45 -147.60 75 67.45 67.90 1,800 11000.00 150 230.00 234.35 75 170.35 231.55 21.01 124,971 -75,825 1,059,225 Graph
Graph 237,600 221,775 24,237 22.32 51.40 -129.55 150 51.00 51.50 2,400 11050.00 375 250.45 292.00 75 175.60 250.55 16.99 7,234 4,125 45,225 Graph
Graph 1,483,125 1,213,575 123,939 22.25 39.80 -108.35 75 38.90 39.95 375 11100.00 150 300.60 307.75 75 210.00 302.80 19.82 41,534 -158,775 345,825 Graph
Graph 436,050 321,450 30,057 21.77 28.75 -91.75 750 28.75 30.20 3,150 11150.00 1,275 285.10 357.90 150 244.05 358.00 23.36 3,519 -41,550 42,075 Graph
Graph 1,746,525 935,175 148,894 22.50 24.00 -71.00 525 21.80 23.95 150 11200.00 150 383.85 390.00 75 250.50 389.15 19.98 21,876 -246,075 336,750 Graph
Graph 358,500 179,025 26,431 22.21 17.20 -56.75 150 15.80 17.20 150 11250.00 1,275 358.60 445.00 375 275.50 445.05 23.89 634 1,500 28,875 Graph
Graph 1,448,475 652,650 104,008 22.14 12.50 -42.95 900 11.75 12.90 150 11300.00 75 475.00 487.70 75 275.75 474.90 15.57 7,106 -60,075 183,900 Graph
Graph 254,325 100,275 16,683 22.56 9.85 -30.80 975 9.00 9.85 1,050 11350.00 2,700 512.35 538.90 75 302.95 539.00 25.46 323 -4,800 10,800 Graph
Graph 1,177,725 534,825 74,999 22.69 7.30 -22.85 2,175 7.30 7.45 75 11400.00 375 567.35 578.50 75 297.20 570.00 - 3,564 -41,325 110,100 Graph
Graph 252,300 109,500 15,735 22.96 5.55 -16.20 450 5.55 6.00 600 11450.00 2,325 607.80 635.35 75 320.00 635.00 27.13 153 -1,800 11,325 Graph
Graph 1,304,475 192,450 67,777 24.27 5.40 -10.85 300 5.35 5.40 3,675 11500.00 2,775 660.40 672.35 75 313.85 672.65 15.95 1,908 40,275 168,150 Graph
Graph 120,600 -18,450 8,775 25.38 5.05 -7.30 75 5.00 5.10 1,425 11550.00 3,000 703.25 725.35 300 316.55 725.00 22.88 36 -525 12,525 Graph
Graph 1,222,050 495,450 48,399 26.24 4.50 -5.40 75 4.50 4.95 300 11600.00 2,175 761.45 771.00 75 320.20 771.00 - 642 15,375 64,050 Graph
Graph 99,825 32,775 5,062 27.17 4.10 -4.10 600 3.75 4.45 3,000 11650.00 600 800.75 844.95 600 280.70 800.70 - 7 -75 3,525 Graph
Graph 878,325 532,425 35,500 28.14 3.80 -3.30 825 3.60 3.80 1,125 11700.00 375 862.00 874.95 900 336.45 894.70 39.96 161 -2,775 39,675 Graph
Graph 21,600 -4,950 2,183 29.55 3.90 -2.25 150 3.00 3.90 3,075 11750.00 1,275 886.25 948.30 1,275 - 530.00 - - - 600 Graph
Graph 445,800 52,050 23,393 30.32 3.50 -2.20 300 3.00 3.50 1,275 11800.00 1,200 886.30 977.75 525 334.60 978.40 33.58 97 825 19,200 Graph
Graph 11,850 -2,625 1,166 31.63 3.55 -1.50 450 2.85 3.65 750 11850.00 1,200 915.20 1,273.05 7,350 - 640.00 - - - 150 Graph
Graph 183,300 -12,000 9,125 32.52 3.30 -1.40 300 3.10 3.35 150 11900.00 1,350 1,058.15 1,082.85 75 223.85 1,070.85 - 11 150 16,125 Graph
Graph 3,000 150 264 35.65 4.75 0.55 75 3.05 3.60 750 11950.00 1,200 906.40 1,393.85 7,350 -62.10 1,002.25 - 1 75 75 Graph
Graph 2,725,425 2,067,150 45,121 34.38 2.95 -1.35 150 3.00 3.10 15,975 12000.00 1,200 1,077.25 1,527.10 2,700 300.35 1,165.35 - 10 -225 4,200 Graph
Graph 150 150 2 36.95 3.85 -399.55 75 1.55 3.30 750 12050.00 7,350 739.30 1,514.60 7,350 - - - - - - Graph
Graph 176,700 104,700 3,367 36.65 2.90 -0.90 2,025 2.65 3.05 525 12100.00 1,200 1,242.10 1,504.00 1,200 - 637.00 - - - 75 Graph
Graph - - - - - - 216,075 1.00 3.40 750 12150.00 7,350 799.15 1,642.50 7,350 - - - - - - Graph
Graph 233,175 105,075 6,016 39.04 2.95 -0.60 300 2.60 2.90 3,000 12200.00 1,200 1,346.20 1,619.40 1,200 - 1,007.65 - - - 225 Graph
Graph - - - - - - 222,600 0.75 3.05 750 12250.00 7,350 859.10 1,473.85 1,200 - - - - - - Graph
Graph 99,150 67,275 2,351 40.62 2.60 -1.25 1,200 2.40 2.90 3,000 12300.00 1,200 1,358.10 1,554.70 1,200 - - - - - - Graph
Graph - - - - - - 261,300 0.75 3.15 750 12350.00 7,350 919.05 1,610.30 1,200 - - - - - - Graph
Graph 50,625 24,975 1,193 43.45 2.90 -0.85 225 2.20 2.50 3,000 12400.00 1,200 1,458.05 1,682.50 1,200 - - - - - - Graph
Graph - - - - - - 180,900 0.70 2.95 750 12450.00 7,350 979.05 1,720.60 1,200 - - - - - - Graph
Graph 814,950 705,150 12,150 44.55 2.40 -0.75 3,150 2.35 2.45 5,850 12500.00 1,200 1,623.55 1,694.30 1,275 - - - - - - Graph
Graph - - - - - - 3,000 1.00 2.90 750 12550.00 1,125 1,474.30 1,846.30 1,125 - - - - - - Graph
Graph 5,925 5,100 69 47.60 2.80 -0.60 750 2.20 2.50 5,100 12600.00 7,350 1,403.55 2,386.30 7,350 - - - - - - Graph
Graph - - - - - - 1,500 0.40 - - 12650.00 7,350 1,098.95 2,238.15 7,350 - - - - - - Graph
Graph 75 - 1 47.70 2.00 -2.85 1,500 1.70 2.70 1,800 12700.00 7,350 1,484.30 2,298.05 7,350 - - - - - - Graph
Graph - - - - - - 1,500 0.40 - - 12750.00 7,350 1,158.90 2,358.40 7,350 - - - - - - Graph
Graph 19,425 9,525 362 50.71 2.35 -1.10 1,125 2.35 2.40 3,000 12800.00 7,350 1,188.90 2,418.70 7,350 - - - - - - Graph
Graph - - - - - - 1,500 0.40 - - 12850.00 1,125 1,744.75 2,479.10 7,350 - - - - - - Graph
Graph - - - - - - 3,000 1.50 2.80 5,250 12900.00 1,125 1,790.15 2,539.45 7,350 - - - - - - Graph
Graph - - - - - - 1,500 0.40 - - 12950.00 1,125 1,835.40 2,599.85 7,350 - - - - - - Graph
Graph 606,225 557,175 9,020 54.18 2.15 -0.75 1,125 2.10 2.20 7,575 13000.00 525 2,018.35 2,659.70 7,350 584.35 2,070.40 - 1 75 75 Graph
Graph 1,275 900 16 54.71 2.00 -0.80 900 1.70 2.00 75 13050.00 7,350 1,338.75 2,720.30 7,350 - 1,448.90 - - - 150 Graph
Graph 3,450 3,450 46 55.68 2.00 0.50 750 2.00 2.35 1,200 13100.00 7,350 1,707.85 2,896.40 75 - - - - - - Graph
Graph 675 600 10 56.65 2.00 -0.80 6,825 2.00 2.40 150 13150.00 1,125 2,015.70 2,946.45 75 - - - - - - Graph
Total 21,221,850 1,183,421 995,671 11,840,400 Total

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Note :

10% interest rate is applied while computing implied volatility.



Open Interest values in the option chain are refreshed at the end of the day after bhavcopy file has been made available on the website.



  • highlighted  Highlighted options are in-the-money.