Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8453.05   As on Jul 01, 2015 15:30:37 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
10,950 450 29 - 3,132.95 250.30 2,000 3,105.00 3,214.95 125 24SEP2015 10,000 0.05 - - - - - - - -
- - - - - - - - - - 31DEC2015 3,000 0.35 - - - 383.45 - - - 28,750
- - - - - - - - - - 30JUN2016 9,800 3.30 - - - 514.00 - - - 2,500
- - - - - - - - - - 29DEC2016 9,800 4.25 - - - - - - - -
- - - - - - - - - - 29JUN2017 9,800 5.65 - - - 115.00 - - - 38,200
- - - - - - - - - - 28DEC2017 9,800 7.15 - - - - - - - -
- - - - - - - - - - 28JUN2018 9,800 8.55 - - - - - - - -
- - - - - - - - - - 27DEC2018 9,800 9.75 - - - - - - - -
- - - - - - - - - - 27JUN2019 9,800 10.75 - - - - - - - -
Total 10,950 69,450 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.