Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8494.20   As on Nov 27, 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
3,350 -396,375 16,449 - 2,192.00 15.75 75 2,191.55 2,192.20 25 27NOV2014 - - 0.10 5,500 -0.20 0.05 - 256 5,600 7,075
300,600 80,450 3,307 - 2,230.00 17.10 25 2,226.65 2,236.00 200 24DEC2014 500 0.30 1.10 75 0.05 1.10 42.70 21 -275 1,300
- - - - - - - - - - 26MAR2015 9,800 0.05 - - - - - - - -
- - - - - - - - - - 25JUN2015 9,800 0.05 - - - - - - - -
- - - - - - - - - - 31DEC2015 9,800 3.45 - - - 525.00 - - - 40,500
34,000 - - - 1,376.35 - - - - - 30JUN2016 9,900 4.10 - - - 161.45 - - - 20,150
183,850 - - - 1,549.70 - - - - - 29DEC2016 10,050 4.75 - - - 548.00 - - - 30,850
- - - - - - - - - - 29JUN2017 10,050 5.25 - - - 467.80 - - - 42,300
- - - - - - - - - - 28DEC2017 9,850 5.60 - - - - - - - -
- - - - - - - - - - 28JUN2018 9,800 5.75 - - - - - - - -
- - - - - - - - - - 27DEC2018 9,800 5.80 - - - - - - - -
- - - - - - - - - - 27JUN2019 9,800 5.75 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.