niftyExcel.xlsx

	A	B	C	D	E	F	G	H	I	J	K	L	M	N	O	P	Q	R	S	T	U	V	W
1	Option Chain (Equity Derivatives)	Underlying Index: NIFTY 12107.90 As on Feb 11, 2020 15:30:30 IST
2	View Options Contracts for:
3	OR
4	Filter by: Expiry Date
5	Futures contracts
6
7
8	CALLS												PUTS
9	Chart	OI	Chng in OI	Volume	IV	LTP	Net Chng	Bid	Bid	Ask	Ask	Strike Price	Bid	Bid	Ask	Ask	Net Chng	LTP	IV	Volume	Chng in OI	OI	Chart
10	Chart	OI	Chng in OI	Volume	IV	LTP	Net Chng	Qty	Price	Price	Qty	Strike Price	Qty	Price	Price	Qty	Net Chng	LTP	IV	Volume	Chng in OI	OI	Chart
11	Graph	150	-	-	-	1,876.50	-	1,275	1,936.75	1,989.50	600	10150	75	0.35	0.55	525	-0.3	0.55	85.63	137	3,450	9,375	Graph
12	Graph	-	-	-	-	-	-	4,875	1,792.60	2,038.85	1,200	10200	150	0.3	0.95	150	-0.55	0.35	-	-	-	300	Graph
13	Graph	-	-	-	-	-	-	4,875	1,701.70	1,986.50	1,200	10250	300	0.2	0.8	3,000	-0.25	0.6	81.99	8,000	-	300	Graph
14	Graph	-	-	-	-	-	-	4,875	1,692.10	1,934.25	1,200	10300	75	0.2	0.95	4,500	-	1	-	-	-	75	Graph
15	Graph	-	-	-	-	-	-	4,875	1,611.15	1,881.60	1,200	10350	225	0.2	0.95	3,000	-	0.95	-	-	-	300	Graph
16	Graph	-	-	-	-	-	-	4,875	1,592.00	1,829.25	1,200	10400	3,000	0.1	0.95	4,500	-	-	-	-	-	-	Graph
17	Graph	-	-	-	-	-	-	4,875	1,593.90	1,776.35	1,200	10450	3,000	0.05	0.95	3,000	-	-	-	-	-	-	Graph
18	Graph	-	-	-	-	-	-	4,875	1,501.25	1,724.05	1,200	10500	2,400	0.25	0.9	3,000	-	1	-	-	-	2,475	Graph
19	Graph	-	-	-	-	-	-	4,875	1,456.00	1,671.65	1,200	10550	4,950	0.05	1	3,000	-	-	-	-	-	-	Graph
20	Graph	-	-	-	-	-	-	4,875	1,426.20	1,619.10	1,200	10600	4,950	0.2	1	3,000	-	-	-	-	-	-	Graph
21	Graph	-	-	-	-	-	-	4,875	1,371.20	1,566.35	1,200	10650	4,950	0.1	0.9	75	0.1	1.25	70.14	1	-	225	Graph
22	Graph	-	-	-	-	-	-	4,875	1,326.00	1,514.15	1,200	10700	4,950	0.2	1	3,000	-	-	-	-	-	-	Graph
23	Graph	-	-	-	-	-	-	4,875	1,282.95	1,512.90	1,200	10750	450	0.15	0.95	3,000	-	1.85	-	-	-	450	Graph
24	Graph	-	-	-	-	-	-	4,875	1,235.00	1,458.20	1,200	10800	3,000	0.1	0.7	1,500	-	-	-	-	-	-	Graph
25	Graph	-	-	-	-	-	-	4,875	1,191.40	1,402.65	1,125	10850	4,950	0.05	0.95	3,000	-	0.45	-	-	-	225	Graph
26	Graph	-	-	-	-	-	-	4,875	1,151.40	1,356.00	1,125	10900	75	0.5	0.7	1,500	-0.2	0.5	53.12	2	-75	825	Graph
27	Graph	-	-	-	-	-	-	4,875	1,082.70	1,292.30	1,125	10950	4,950	0.05	0.95	4,800	-	-	-	-	-	-	Graph
28	Graph	450	-	1	56.69	1,115.70	114.7	75	1,106.85	1,125.35	1,500	11000	225	0.65	0.7	1,800	-0.15	0.65	50.34	2,028	-7,125	615,750	Graph
29	Graph	-	-	-	-	-	-	4,875	992.25	1,191.95	1,125	11050	300	0.3	1.1	300	-	-	-	-	-	-	Graph
30	Graph	-	-	-	-	-	-	1,500	995.8	1,025.45	1,500	11100	1,500	0.65	0.8	600	-0.05	0.8	47.18	126	-1,050	23,700	Graph
31	Graph	-	-	-	-	-	-	4,875	825.15	1,083.15	1,125	11150	300	0.3	1.25	300	-	-	-	-	-	-	Graph
32	Graph	-	-	-	-	-	-	1,500	895.8	925.45	1,500	11200	675	0.65	0.8	4,500	-0.25	0.8	42.85	679	-3,300	81,000	Graph
33	Graph	75	-	-	-	834.45	-	75	856.9	880	75	11250	75	0.7	1	75	0.05	1	41.78	10	225	1,200	Graph
34	Graph	150	-	-	-	836.2	-	75	806.85	825.45	1,500	11300	75	0.65	0.8	300	-0.3	0.75	38.22	2,034	-21,300	270,675	Graph
35	Graph	75	-	-	-	649.25	-	4,875	625.15	925.45	1,125	11350	525	0.7	1	3,000	-0.45	0.7	35.78	10	-300	2,400	Graph
36	Graph	75	-	-	-	720	-	1,500	695.95	725.4	1,500	11400	75	0.8	0.9	4,950	-0.35	0.9	34.67	2,767	-43,575	366,075	Graph
37	Graph	-	-	-	-	-	-	4,875	525.15	800.6	1,125	11450	75	0.75	0.95	5,025	-0.75	0.85	32.23	127	-900	11,925	Graph
38	Graph	8,550	-75	18	-	606.7	78.15	75	607.65	621.9	75	11500	4,500	0.85	0.95	4,950	-0.8	0.9	30.25	22,443	152,100	1,186,950	Graph
39	Graph	-	-	-	-	-	-	4,875	425.15	690.55	1,125	11550	75	0.85	1.1	75	-0.9	1.05	28.61	599	2,775	21,900	Graph
40	Graph	119,250	-75	192	-	508	78.7	75	508.35	511.55	75	11600	75	1.05	1.15	1,200	-1.15	1.15	26.68	20,244	-258,075	646,950	Graph
41	Graph	7,650	-375	17	42.31	483.15	119	75	460	462.3	225	11650	450	1.25	1.3	75	-1.55	1.25	24.67	4,703	-35,400	118,200	Graph
42	Graph	187,950	-33,375	640	-	411.75	81.65	75	410	412.7	300	11700	600	1.3	1.4	375	-1.95	1.35	22.59	37,996	-266,175	890,625	Graph
43	Graph	7,350	-1,500	40	-	355.25	68.7	75	360.85	366.45	525	11750	225	1.65	1.8	2,175	-2.9	1.65	20.85	21,538	-165,075	177,600	Graph
44	Graph	196,575	-31,875	1,328	-	310.6	80	75	311.35	313	75	11800	2,400	2.05	2.15	450	-5.2	2.05	19.07	92,587	-80,700	1,659,375	Graph
45	Graph	26,700	900	191	16.52	266.45	77.95	225	261.6	264.5	75	11850	450	2.6	2.7	1,500	-8.65	2.7	17.37	39,635	-151,500	446,700	Graph
46	Graph	329,550	-188,550	8,792	11.14	214.95	71.95	300	213.8	215	75	11900	15,750	4	4.1	525	-15.05	4.1	16.01	137,851	144,075	1,717,800	Graph
47	Graph	97,425	-35,475	5,548	11.66	166.95	61.85	150	165	167	75	11950	150	5.8	5.9	525	-24.1	5.95	14.33	120,145	-52,575	926,850	Graph
48	Graph	445,650	-550,800	63,325	11.61	121.5	48.85	525	121.5	122	525	12000	75	11.1	11.5	525	-36.65	11.5	13.71	310,181	387,825	2,534,700	Graph
49	Graph	335,850	-551,175	69,059	11.22	80.25	32.85	300	79.8	80.5	300	12050	75	20.15	20.4	75	-51.65	20.6	12.85	226,824	488,100	952,950	Graph
50	Graph	1,993,200	-764,625	353,660	11.34	48.2	19.3	525	48.2	48.65	600	12100	375	37.55	37.8	150	-66.25	37.65	12.46	484,489	1,006,200	2,046,075	Graph
51	Graph	1,929,150	616,875	383,502	11.72	26.6	9.7	225	26.6	26.7	150	12150	150	64.65	65.6	150	-74.25	66	12.88	261,051	644,925	785,775	Graph
52	Graph	2,654,925	242,775	468,568	12.2	13.7	4.25	75	13.4	13.7	825	12200	75	101.8	103.35	75	-81.35	102.05	13.28	129,520	166,050	410,250	Graph
53	Graph	1,243,200	145,500	235,993	12.39	6	1.35	4,425	6	6.1	7,500	12250	150	143.75	146.55	75	-83.9	144.3	13.89	8,285	24,825	44,550	Graph
54	Graph	2,420,100	730,125	270,067	13.03	2.9	-	150	2.85	2.9	13,950	12300	375	190.75	192.5	1,500	-87.55	192.5	16.2	10,315	9,900	110,175	Graph
55	Graph	629,625	146,550	86,327	13.74	1.4	-0.25	5,325	1.35	1.4	4,800	12350	150	239.05	241.95	825	-90.95	239.05	16.54	177	2,550	10,800	Graph
56	Graph	736,575	-91,725	91,053	15.71	1.2	-0.3	825	1.15	1.2	5,475	12400	150	288.45	291.1	150	-80.05	289.7	19.91	527	8,550	34,575	Graph
57	Graph	102,750	12,450	11,174	17.22	0.9	-0.25	1,875	0.9	1	375	12450	150	337.8	342.45	300	-6.55	288.65	-	4	300	375	Graph
58	Graph	718,725	-70,200	45,836	19.22	0.85	-0.3	975	0.8	0.85	2,325	12500	75	387.35	391.75	75	-79	390	25.57	396	-12,525	20,700	Graph
59	Graph	28,050	15,000	1,643	20.15	0.55	-0.3	225	0.55	0.75	4,200	12550	75	424.55	444.75	75	-9.05	522.05	-	-	-	75	Graph
60	Graph	389,625	9,600	8,236	22.58	0.65	-0.3	300	0.6	0.65	4,350	12600	1,500	475.65	508.65	1,500	-91.9	485	-	5	225	225	Graph
61	Graph	8,625	75	105	24.06	0.55	-0.6	450	0.4	0.65	75	12650	4,875	426.95	662.9	975	-	-	-	-	-	-	Graph
62	Graph	696,600	1,725	3,578	25.69	0.5	-0.4	3,900	0.5	0.55	825	12700	1,500	575.55	594	75	-20	585	-	1	-	150	Graph
63	Graph	825	75	15	27.87	0.55	-0.75	1,950	0.25	0.9	900	12750	4,875	516.85	762.8	975	-	-	-	-	-	-	Graph
64	Graph	91,500	-20,325	805	29.43	0.5	-0.25	600	0.35	0.5	4,650	12800	1,500	675.35	704.15	1,500	-	-	-	-	-	-	Graph
65	Graph	75	75	121	34.14	1.05	-33.7	75	0.35	0.95	4,425	12850	4,875	595.2	862.4	975	-	-	-	-	-	-	Graph
66	Graph	23,775	675	65	29.33	0.15	-0.55	8,325	0.15	0.25	675	12900	1,500	775.15	803.9	1,500	-	-	-	-	-	-	Graph
67	Graph	-	-	-	-	-	-	5,025	0.05	1	4,800	12950	4,875	733.8	962.3	975	-	-	-	-	-	-	Graph
68	Graph	427,500	-81,000	3,735	34.78	0.3	-0.45	12,675	0.25	0.3	1,800	13000	1,500	875.3	894.3	75	-	893.65	-	-	-	300	Graph
69	Graph	-	-	-	-	-	-	4,950	0.05	0.6	2,100	13050	4,875	823.75	992.4	975	-	-	-	-	-	-	Graph
70	Graph	-	-	-	-	-	-	525	0.2	0.6	2,100	13100	4,875	869.2	1,047.55	975	-	-	-	-	-	-	Graph
71	Graph	-	-	-	-	-	-	4,950	0.05	0.6	2,100	13150	4,875	914.6	1,103.00	975	-	-	-	-	-	-	Graph
72	Graph	5,700	300	68	38.92	0.15	-0.35	150	0.15	0.2	225	13200	4,875	959.45	1,157.65	975	-	-	-	-	-	-	Graph
73	Graph	-	-	-	-	-	-	4,950	0.05	0.6	2,100	13250	4,875	1,004.75	1,213.15	975	-	-	-	-	-	-	Graph
74	Graph	-	-	-	-	-	-	7,950	0.05	0.65	2,100	13300	4,875	1,049.70	1,268.00	975	-	-	-	-	-	-	Graph
75	Graph	-	-	-	-	-	-	4,950	0.05	0.8	2,100	13350	4,875	1,094.80	1,321.10	900	-	-	-	-	-	-	Graph
76	Graph	300	150	7	49.89	0.45	0.2	3,000	0.1	0.4	1,500	13400	75	1,271.10	1,294.40	75	-68.3	1,241.70	-	1	75	75	Graph
77	Graph	-	-	-	-	-	-	4,950	0.05	0.5	600	13450	4,875	1,162.55	1,430.05	900	-	-	-	-	-	-	Graph
78	Graph	16,275	-300	363	48.1	0.15	-0.1	3,675	0.1	0.15	2,175	13500	525	1,365.20	1,414.05	375	-38.7	1,252.40	-	1	75	75	Graph
79	Graph	-	-	-	-	-	-	4,950	0.05	0.8	4,800	13550	4,875	1,252.40	1,501.50	900	-	-	-	-	-	-	Graph
80	Graph	-	-	-	-	-	-	7,950	0.05	0.8	7,800	13600	4,875	1,331.95	1,581.30	900	-	-	-	-	-	-	Graph
81	Graph	75	75	1	57.35	0.4	0.05	4,950	0.05	0.85	9,300	13650	900	1,428.50	1,606.35	900	-	-	-	-	-	-	Graph
82	Graph	450	-	-	-	0.5	-	7,950	0.05	0.5	450	13700	900	1,479.40	1,691.50	900	-	-	-	-	-	-	Graph
83	Graph	75	-	-	-	0.4	-	4,950	0.05	1.15	4,800	13750	4,875	1,465.65	2,212.75	900	-	-	-	-	-	-	Graph
84	Graph	-	-	-	-	-	-	7,950	0.05	0.6	4,500	13800	4,875	1,530.20	1,763.50	4,875	-	-	-	-	-	-	Graph
85	Graph	2,250	1,350	21	58.36	0.15	-0.25	2,250	0.15	0.5	4,875	13850	4,875	1,586.55	1,839.45	900	-	-	-	-	-	-	Graph
86	Total	15,883,425		2,114,094																1,945,439		16,132,050	Total
87
88	top
89	Note :
90
91	10% interest rate is applied while computing implied volatility.
92
93
94	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.
95	highlighted Highlighted options are in-the-money.
96
97
98
99
100