Option Chain (Equity Derivatives)

Underlying Index: NIFTY 7795.75   As on Jul 23, 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
43,800 -11,800 345 - 2,478.50 19.55 400 2,449.30 2,484.35 50 31JUL2014 600 0.15 0.20 1,100 0.05 0.20 84.08 1,413 -3,750 8,650
- - - - - - 1,000 2,225.35 2,885.35 100 25SEP2014 10,000 0.05 - - - - - - - -
852,650 - - - 1,470.00 302.50 - - 2,999.75 50 24DEC2014 500 3.05 - - - 665.20 - - - 6,500
- - - - - - - - - - 26MAR2015 50 0.10 - - - - - - - -
633,700 - - - 1,222.00 - - - - - 25JUN2015 50 2.45 - - - 338.60 - - - 125,750
- - - - - - - - - - 31DEC2015 1,000 5.30 - - - 383.45 - - - 28,750
- - - - - - - - - - 30JUN2016 60,300 7.20 - - - 514.00 - - - 2,500
- - - - - - - - - - 29DEC2016 61,050 8.95 - - - - - - - -
- - - - - - - - - - 29JUN2017 60,050 10.40 - - - 115.00 - - - 38,200
- - - - - - - - - - 28DEC2017 60,000 11.50 - - - - - - - -
- - - - - - - - - - 28JUN2018 60,000 12.25 - - - - - - - -
- - - - - - - - - - 27DEC2018 60,000 12.60 - - - - - - - -
- - - - - - - - - - 27JUN2019 60,000 12.60 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.