Option Chain (Equity Derivatives)

Underlying Index: NIFTY 5655.90   As on Jun 20, 2013 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
27,550 -1,050 154 - 747.00 -169.30 150 731.70 741.60 200 27JUN2013 1,000 0.50 0.65 1,000 0.30 0.55 41.48 372 3,000 32,750
3,450 3,450 69 - 766.70 -356.85 2,000 681.25 825.00 50 25JUL2013 50 4.00 4.90 300 1.50 4.50 25.86 590 1,150 93,500
- - - - - - - - 928.50 100 29AUG2013 3,000 3.00 - - - - - - - -
- - - - - - 100 759.50 1,315.60 100 26SEP2013 1,000 5.00 - - - - - - - -
24,350 - - - 1,088.00 - - - 1,417.65 100 26DEC2013 13,300 32.85 - - - - - - - -
- - - - - - - - - - 27MAR2014 9,800 15.70 - - - - - - - -
144,000 - - - 1,526.95 - - - - - 26JUN2014 50 25.50 - - - 41.00 - - - 50
442,750 - - - 1,504.50 - - - - - 24DEC2014 9,200 80.35 - - - - - - - -
72,000 - - - 1,081.00 - - - - - 25JUN2015 9,800 89.45 - - - 513.60 - - - 24,000
- - - - - - - - - - 31DEC2015 9,800 93.60 - - - 250.65 - - - 950
- - - - - - - - - - 30JUN2016 50 94.60 - - - 216.25 - - - 103,550
- - - - - - - - - - 29DEC2016 50 93.55 - - - - - - - -
- - - - - - - - - - 29JUN2017 50 91.35 - - - - - - - -
- - - - - - - - - - 28DEC2017 50 70.95 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.