Option Chain (Equity Derivatives)

Underlying Index: NIFTY 5822.25   As on Jun 19, 2013 15:30:23 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
567,200 -13,950 705 31.76 0.40 0.10 14,550 0.30 0.35 50 27JUN2013 3,000 720.10 882.90 3,000 -12.20 779.45 56.51 22 - 30,900
83,800 - 68 17.28 2.00 - 150 1.90 2.50 1,650 25JUL2013 50 700.00 861.90 3,000 - 740.00 - - - 2,800
63,750 - - - 11.00 - 1,500 7.00 14.45 100 29AUG2013 100 665.50 847.50 100 - - - - - -
38,450 - - - 18.90 - 50 16.15 30.00 2,000 26SEP2013 100 530.20 - - - - - - - -
600 - - - 127.30 - 2,000 72.00 93.20 100 26DEC2013 500 550.20 - - - - - - - -
- - - - - - - - 373.25 9,800 27MAR2014 1,500 441.70 - - - - - - - -
500 - - - 508.10 - - - 539.70 1,500 24DEC2014 50 437.00 - - - - - - - -
- - - - - - - - 582.15 950 25JUN2015 50 445.00 - - - - - - - -
- - - - - - - - 766.35 5,000 31DEC2015 50 507.35 - - - 649.60 - - - 24,250
- - - - - - - - 1,364.80 7,200 30JUN2016 50 526.05 - - - 653.55 - - - 136,800
- - - - - - - - 1,553.00 6,400 29DEC2016 50 465.00 - - - - - - - -
- - - - - - - - 1,734.00 5,600 29JUN2017 50 444.90 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.