Option Chain (Equity Derivatives)

Underlying Index: NIFTY 6779.40   As on Apr 17, 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
23,150 -1,300 43 100.25 1,496.00 100.15 200 1,445.10 1,497.00 50 24APR2014 10,250 0.10 0.20 14,900 -0.10 0.15 63.18 485 -9,050 34,700
24,850 1,550 63 - 1,528.30 105.75 50 1,518.50 1,524.45 250 29MAY2014 50 4.15 4.20 250 -2.25 4.20 - 206 1,050 42,250
22,750 - - - 1,320.00 - 1,000 1,278.50 - - 26JUN2014 11,000 3.05 - - - 27.00 - - - 52,700
- - - - - - - - 1,815.65 50 25SEP2014 19,900 3.15 - - - - - - - -
852,650 - - - 1,470.00 302.50 - - - - 24DEC2014 20,800 3.60 - - - 665.20 - - - 6,500
- - - - - - - - - - 26MAR2015 19,800 4.35 - - - - - - - -
633,700 - - - 1,222.00 - - - - - 25JUN2015 14,900 5.15 - - - 338.60 - - - 125,750
- - - - - - - - - - 31DEC2015 15,300 6.50 - - - 383.45 - - - 28,750
- - - - - - - - - - 30JUN2016 14,800 7.35 - - - 514.00 - - - 2,500
- - - - - - - - - - 29DEC2016 20,300 7.70 - - - - - - - -
- - - - - - - - - - 29JUN2017 14,900 7.75 - - 55.50 299.00 - - - 38,200
- - - - - - - - - - 28DEC2017 14,800 7.65 - - - - - - - -
- - - - - - - - - - 28JUN2018 14,800 7.35 - - - - - - - -
- - - - - - - - - - 27DEC2018 9,800 7.05 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.