Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7790.45   As on Jul 25, 2014 15:30:36 IST
View Options Contracts for: OR
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Futures contracts
CALLS   PUTS
Chart OI Chng in OI Volume IV LTP Net Chng Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Expiry Date Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Net Chng LTP IV Volume Chng in OI OI Chart
26,450 -3,750 113 - 1,473.00 -50.70 50 1,425.70 1,476.00 50 31JUL2014 1,850 0.20 0.25 1,200 0.05 0.25 56.98 759 -4,200 31,950
1,200 200 4 - 1,499.00 -40.00 750 1,439.20 1,542.55 100 28AUG2014 100 0.95 1.00 100 -0.35 1.00 28.36 10 350 2,500
- - - - - - 500 1,379.00 1,699.00 100 25SEP2014 2,000 0.50 - - - - - - - -
- - - - - - - - - - 24DEC2014 1,000 4.70 - - - 30.00 - - - 900
- - - - - - - - - - 26MAR2015 10,000 2.00 - - - - - - - -
- - - - - - - - - - 25JUN2015 100 17.35 - - - - - - - -
- - - - - - - - - - 31DEC2015 40,600 28.10 - - - 525.00 - - - 40,500
34,000 - - - 1,376.35 - - - - - 30JUN2016 50 117.05 171.05 50 -513.70 161.45 26.64 350 17,500 20,150
183,850 - - - 1,549.70 - - - - - 29DEC2016 60,600 37.20 - - - 548.00 - - - 30,850
- - - - - - - - - - 29JUN2017 60,100 38.20 - - - 467.80 - - - 42,300
- - - - - - - - - - 28DEC2017 60,100 37.95 - - - - - - - -
- - - - - - - - - - 28JUN2018 60,000 36.75 - - - - - - - -
- - - - - - - - - - 27DEC2018 60,000 35.15 - - - - - - - -
- - - - - - - - - - 27JUN2019 60,000 33.15 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.