daily data-nifty may

Upload: awdhesh-soni

Post on 01-Mar-2016

214 views

Category:

Documents


0 download

DESCRIPTION

Daily Data-Nifty May

TRANSCRIPT

  • Option Chain (Equity Derivatives) Underlying Index: NIFTY 8334.60 As on May 27, 2015 15:30:36 IST View Options Contracts for: OR Filter by: Expiry DateFutures contracts

    CALLSChart OI

    -400

    -1,350

    -150

    1,02519,000

    -132,275

    25,425160,925

    -85,350

    -13,275

    -5,425

    -174,200

    -19,300

    10089,250

    -127,900

    -66,950

    2,500114,875

    2,550248,600

    16,250932,100168,850

    2,171,3501,908,4754,650,6751,136,1005,408,125

  • 648,6752,985,225

    149,4003,255,225

    62,0253,642,225

    15,8251,372,525

    2,6751,824,525

    -622,475

    -876,950

    -496,500

    -696,975

    -403,950

    -74,125

    -34,450

    -30,825

    -3,350

    -43,450

    ---------

    1,625

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

  • PUTSChng in OI Volume IV LTP Net Chng Bid Bid Ask Ask Strike Price Bid

    Qty Price Price Qty Qty- - - - - 1,000 1,503.50 1,880.50 100 6550 -- - - 1,130.25 - 1,000 1,453.50 1,830.50 100 6600 -- - - - - 1,000 1,411.80 1,780.50 100 6650 -

    -1,700 148 - 1,632.00 6.25 175 1,625.00 1,656.65 2,500 6700 300- - - - - 1,000 1,311.80 1,684.50 100 6750 -- 28 - 1,534.35 10.45 2,500 1,474.65 1,556.65 2,500 6800 -- - - 1,521.50 - 1,000 1,223.70 1,588.50 100 6850 250

    -125 7 - 1,407.00 -21.95 50 1,429.10 1,441.00 50 6900 3,575- - - - - 1,000 1,120.10 1,488.50 100 6950 -

    -73,225 4,617 - 1,330.00 -5.7 50 1,329.05 1,336.70 25 7000 --125 13 - 1,266.35 -73.65 25 1,269.00 1,282.80 50 7050 -

    -147,725 6,934 - 1,236.25 1 125 1,234.75 1,239.00 25 7100 -- - - - - 50 1,179.70 1,293.00 100 7150 -

    -9,125 493 - 1,130.65 5.65 125 1,133.10 1,139.00 25 7200 10,000- - - - - 50 1,079.05 1,197.00 100 7250 -

    -1,025 46 - 1,030.45 20.95 50 1,029.05 1,042.00 25 7300 12,100- - - - - 50 979.70 1,101.00 100 7350 175

    -1,400 61 - 911.00 -13.7 50 929.70 936.70 25 7400 5,000- - - - - 50 879.05 969.00 100 7450 -

    -112,175 7,429 - 833.00 6.4 50 833.00 835.20 75 7500 15,350- - - - - 50 779.70 873.00 100 7550 1,075

    -20,225 1,125 - 735.10 -5.8 25 735.15 736.40 25 7600 7,875- - - 333.30 - 1,000 453.25 777.00 100 7650 1,450

    -13,200 577 - 629.70 2.5 25 632.15 635.80 25 7700 14,125- - - - - 50 579.70 677.00 100 7750 975

    -22,550 1,473 - 534.10 5.85 25 530.00 539.00 50 7800 3,000- - - - - 50 479.70 578.50 100 7850 300

    -28,500 1,635 - 431.90 7.1 25 431.15 436.70 25 7900 6,050- 3 - 369.05 -99.9 50 379.05 382.80 25 7950 2,000

    -80,375 8,780 - 335.70 5.5 25 334.80 338.65 25 8000 5,450-2,900 215 - 279.35 -12.15 100 281.45 291.95 100 8050 7,525

    -138,500 18,089 - 235.30 2.95 75 234.50 239.80 50 8100 13,575-47,075 3,360 - 183.15 -13.65 25 183.45 190.00 100 8150 475

    -111,000 220,694 20.21 139.05 -1.4 175 139.05 139.85 25 8200 2599,900 82,047 15.53 90.00 -13.5 1,825 90.00 93.00 100 8250 1,22544,150 1,436,813 16.64 51.00 -11.1 1,625 51.00 53.00 175 8300 200

    679,125 669,643 17.87 25.00 -8.4 100 24.75 25.00 2,500 8350 100-184,375 1,728,844 17.15 8.40 -7.45 4,800 8.20 8.40 1,950 8400 925

    -94,200 433,817 16.41 1.80 -4.45 3,450 1.80 1.95 3,275 8450 650-434,575 571,807 18.33 0.65 -2.3 17,125 0.60 0.65 41,450 8500 75

  • -104,725 45,984 22.39 0.55 -0.85 50 0.50 0.55 3,350 8550 50-586,975 100,708 26.05 0.45 -0.4 250 0.35 0.45 50 8600 100

    -39,100 9,224 30.64 0.50 -0.3 6,000 0.45 0.50 1,250 8650 50-170,850 50,649 33.82 0.40 -0.35 8,100 0.40 0.45 2,050 8700 25

    -550 486 38.81 0.50 -0.25 950 0.50 0.60 4,300 8750 50-97,275 88,421 42.25 0.45 -0.3 2,500 0.40 0.45 1,475 8800 25

    -500 416 45.5 0.40 - 250 0.40 0.50 10,000 8850 50-38,325 13,947 49.94 0.45 -0.25 8,000 0.35 0.45 5,475 8900 25

    - - - 0.50 - 300 0.30 0.50 5,000 8950 50-74,475 25,978 54.96 0.30 -0.4 14,425 0.30 0.35 10,150 9000 25

    - - - - - - - 0.80 1,000 9050 1,000-3,150 10,308 60.86 0.25 -0.4 5,875 0.25 0.30 1,000 9100 25

    - - - - - - - - - 9150 1,000-51,150 4,579 68.86 0.30 -0.35 7,575 0.25 0.30 775 9200 25

    - - - - - - - - - 9250 1,00050 2,936 75.6 0.30 -0.3 50 0.30 0.40 975 9300 50

    - - - - - - - - - 9350 1,000-850 2,093 82.2 0.30 -0.3 2,000 0.25 0.30 1,000 9400 25

    - - - - - - - - - 9450 1,000-24,900 2,045 88.68 0.30 -0.15 2,000 0.20 0.35 2,975 9500 50

    - - - - - - - - - 9550 1,000-2,125 254 96.45 0.35 -0.05 1,275 0.10 0.35 325 9600 100

    - - - - - - - - - 9650 1,000150 18 104.11 0.40 -0.1 1,000 0.20 0.45 1,000 9700 1,000

    - - - - - - - - - 9750 1,000-25 17 111.68 0.45 0.3 1,925 0.20 0.45 1,275 9800 1,000

    - - - - - - - - - 9850 1,000- 6 113.51 0.30 0.15 - - 0.30 100 9900 1,000- - - - - - - - - 9950 1,000

    -650 204 103.44 0.05 -0.15 1,450 0.05 0.15 550 10000 200- - - - - - - - - 10050 1,000- - - - - - - - - 10100 1,000- - - - - - - - - 10150 1,000- - - - - - - - - 10200 1,000- - - - - - - - - 10250 1,000- - - - - - - - - 10300 1,000- - - - - - - - - 10350 1,000- - - - - - - - - 10400 1,000- - - - - - - - - 10450 1,000

    -75 15 143.03 0.20 -0.8 1,625 0.05 1.00 425 10500 25

  • Bid Ask Ask Net Chng LTP IV Volume Chng in OI OI ChartPrice Price Qty- 1 250 0.95 1 177.21 20 - -- - - - - - - - -- - - - - - - - -

    0.1 0.4 4,600 -0.15 0.1 131.09 17 400 33,175- - - - - - - - -- 0.4 5,000 - 0.15 - - - 4,525

    0.05 0.55 475 - 1 - - - 5250.05 0.4 5,000 -0.05 0.1 114.61 147 -2,775 25,225

    - - - - - - - - -- 0.05 5,250 -0.1 0.05 100.98 980 -7,650 167,700- 0.4 725 -0.1 0.5 118.54 2 -50 3,175- 0.05 6,375 -0.1 0.05 93.32 2,435 -1,375 334,000- - - - - - - - -

    0.05 0.15 1,675 -0.3 0.15 93.67 860 -18,025 219,300- - - - 2.8 - - - 2,050

    0.25 0.3 9,800 -0.2 0.3 91.18 13,815 -4,875 1,345,9000.2 - - - 1.5 - - - 2500.2 0.35 10,325 -0.15 0.35 83.94 4,058 -70,625 404,400

    - - - - 3.5 - - - 4000.35 0.4 4,600 -0.25 0.35 75.35 21,598 -80,925 1,815,025

    0.2 0.7 5,000 -0.45 0.15 65.44 1 -25 2,4000.25 0.4 4,000 -0.3 0.25 64.53 22,349 -202,925 506,850

    0.4 0.5 275 -0.2 0.15 57.47 1 -25 16,5250.35 0.45 7,750 -0.3 0.35 58.25 24,161 -68,450 1,810,5750.45 0.65 1,000 -0.3 0.55 56.81 634 -25 25,150

    0.3 0.4 2,500 -0.5 0.25 47.94 49,534 -190,025 2,804,4750.45 0.55 2,000 -0.1 0.6 48.4 439 -6,000 27,200

    0.4 0.45 350 -0.5 0.4 41.77 71,125 -186,050 2,133,6250.25 0.5 500 -0.4 0.6 39.34 2,774 -5,025 72,500

    0.5 0.6 4,000 -0.85 0.5 33.96 237,370 -534,550 4,122,6500.6 0.65 325 -1.05 0.65 30.49 23,971 16,075 184,1750.9 1.1 29,800 -1.2 1.1 27.93 421,738 78,200 4,385,6251.3 1.5 8,900 -2.2 1.3 23.51 233,696 11,200 504,575

    2.85 3 6,750 -4.35 2.85 21.4 1,155,133 161,450 4,897,0256.15 6.4 1,625 -8.15 6.15 18.95 541,943 584,750 1,295,175

    15.35 15.5 100 -12.65 16 17.86 1,650,378 274,050 5,222,05034 36.8 500 -14.35 34 15.47 216,869 150,200 817,600

    67.45 68.8 3,275 -12.55 67.45 13.53 522,584 -638,000 1,970,300107.75 109.6 150 -7.45 108.8 - 8,912 -60,450 86,250

    158.1 159.85 25 -6.5 158.5 - 58,389 -282,450 817,175

  • 200.2 285.45 50 -3.2 212 - 330 -4,325 2,300255.2 258 50 -2.55 257.6 - 8,790 -47,250 314,300300.2 545.4 100 -5 318.65 46.08 25 -525 1,000356.2 362.4 125 -2.1 357.8 - 7,848 -103,650 140,700400.2 498.95 50 - 400 - - - 800453.5 465.4 50 7.45 462.35 - 9,669 -165,325 105,650500.2 744.95 100 - 492.5 - - - 300552.4 555.7 25 -3.65 557.4 - 2,104 -38,600 68,950600.2 606.6 100 - 680 - - - 200650.4 655.55 25 -9.5 656 - 4,113 -67,775 216,600

    569.25 959.2 100 - - - - - -749.9 754.35 125 -11.4 753.35 - 271 -5,500 68,850665.1 1,063.35 100 - - - - - -850.8 853.9 25 3.25 863.55 75.02 620 -10,175 38,750765.1 1,163.35 100 - - - - - -

    948.15 963.25 125 10 963 70.76 1,853 -42,050 18,400861 1,267.50 100 - - - - - -

    1,051.95 1,055.10 125 -0.55 1,062.00 - 93 -2,050 7,875956.85 1,371.65 100 - - - - - -

    1,150.60 1,154.80 25 2 1,157.45 - 5,359 -111,775 162,2001,056.85 1,471.65 100 - - - - - -1,250.00 1,280.70 2,500 5 1,280.00 166.32 20 -250 9751,154.30 1,576.60 100 - - - - - -1,311.35 1,358.30 500 -97 1,363.00 99.87 343 -5,275 3,3751,252.70 1,675.75 100 - - - - - -1,411.20 1,480.80 2,500 62.7 1,503.35 224.01 16 -350 -1,348.55 1,779.90 100 - - - - - -1,401.00 1,580.65 2,500 - - - - - -1,444.40 1,884.05 100 - - - - - -1,651.00 1,654.85 25 -7.4 1,655.00 - 1,774 -35,000 123,8501,544.40 1,984.05 100 - - - - - -1,711.15 1,790.35 1,000 - - - - - -1,640.25 2,088.20 100 - - - - - -1,811.15 1,890.35 1,000 - - - - - -1,740.25 2,188.20 100 - - - - - -1,911.15 1,990.35 1,000 - - - - - -1,836.10 2,292.35 100 - - - - - -2,011.15 2,090.35 1,000 - - - - - -1,936.10 2,392.35 100 - - - - - -2,128.00 2,155.30 25 1.8 2,166.00 191.94 546 -13,150 21,475

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

    OI -CE COI-CE OI -PE COI-PE CE PE6000 0 0 0 0 0 07600 32123 662677700 89250 -13200 1810575 -68450 577 241617750 0 6347800 127900 -22550 2804475 -190025 1473 495347850 0 0 27200 -6000 0 4397900 1635 711257950 2500 0 72500 -5025 3 27748000 114875 -80375 4122650 -534550 8780 2373708050 215 239718100 248600 -138500 4385625 78200 18089 4217388150 16250 -47075 504575 11200 3360 2336968200 932100 -111000 4897025 161450 220694 11551338250 168850 99900 1295175 584750 82047 5419438300 2171350 44150 5222050 274050 1436813 16503788350 1908475 679125 817600 150200 669643 2168698400 4650675 -184375 1970300 -638000 1728844 5225848450 1136100 -94200 86250 -60450 433817 89128500 5408125 -434575 817175 -282450 571807 583898550 648675 -104725 2300 -4325 45984 3308600 2985225 -586975 314300 -47250 100708 87908650 149400 -39100 1000 -525 9224 258700 3255225 -170850 140700 -103650 50649 78488750 62025 -550 800 0 486 08800 3642225 -97275 105650 -165325 88421 9669

    10750 0 0 0

  • Underlying Index: NIFTY 8334.60 As on May 27, 2015 15:30:36 IST 26-May 27-May

    CE PE CE PE - - - - 80,637 511,636 112,760 577,903 2,813 357,779 3,390 381,940 - 2,300 - 2,934 13,857 661,439 15,330 710,973 8 4,427 8 4,866 11,168 869,582 12,803 940,707 37 17,014 40 19,788 54,713 1,973,083 63,493 2,210,453 1,051 51,441 1,266 75,412 69,387 2,557,513 87,476 2,979,251 7,181 227,439 10,541 461,135 314,057 4,079,881 534,751 5,235,014 18,399 555,132 100,446 1,097,075 1,893,135 5,751,279 3,329,948 7,401,657 396,986 584,346 1,066,629 801,215 6,071,338 5,039,966 7,800,182 5,562,550 836,455 161,390 1,270,272 170,302 5,687,643 1,244,181 6,259,450 1,302,570 508,482 1,916 554,466 2,246 3,715,982 167,148 3,816,690 175,938 144,246 164 153,470 189 1,767,348 43,175 1,817,997 51,023 11,195 25 11,681 25 782,802 23,370 871,223 33,039 - - - -

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

    Strike OI Chg Vol OI Chg Vol5600 0 0 0 0 0 0 #DIV/0! #DIV/0!5700 0 0 0 0 0 0 #DIV/0! #DIV/0!5800 0 0 0 0 0 0 #DIV/0! #DIV/0!5900 0 0 0 0 0 0 #DIV/0! #DIV/0!6000 0 0 0 0 0 0 #DIV/0! #DIV/0!6100 0 0 0 0 0 0 #DIV/0! #DIV/0!6200 0 0 0 0 0 0 #DIV/0! #DIV/0!6300 0 0 0 0 0 0 #DIV/0! #DIV/0!6400 0 0 0 0 0 0 #DIV/0! #DIV/0!

  • 10:00 AM7% 1444%3% 3003%2% 5507%

    11% 942%56% 178%

    232% 43%

    NiftyNifty1Nifty2