Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8475.75   As on Nov 26, 2014 15:30:35 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
852,650 - - - - - 1,000 3,126.10 3,247.60 1,000 24DEC2014 - - - - - - - - - 6,500
- - - - - - - - - - 26MAR2015 2,000 0.15 - - - - - - - -
633,700 - - - - - - - - - 25JUN2015 2,000 0.50 - - - - - - - 125,750
- - - - - - - - - - 24SEP2015 10,000 0.05 - - - - - - - -
- - - - - - - - - - 31DEC2015 10,800 3.05 - - - - - - - 28,750
- - - - - - - - - - 30JUN2016 10,300 3.05 - - - - - - - 2,500
- - - - - - - - - - 29DEC2016 19,800 3.10 - - - - - - - -
- - - - - - - - - - 29JUN2017 19,800 3.20 - - - - - - - 38,200
- - - - - - - - - - 28DEC2017 9,800 3.25 - - - - - - - -
- - - - - - - - - - 28JUN2018 19,800 3.35 - - - - - - - -
- - - - - - - - - - 27DEC2018 9,800 3.40 - - - - - - - -
- - - - - - - - - - 27JUN2019 9,800 3.45 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.