Option Chain (Equity Derivatives)
Underlying Index: NIFTY 5655.90   As on Jun 20, 2013 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
153,100 -150 23 46.16 0.05 -0.10 14,500 0.05 0.10 3,450 27JUN2013 600 1,349.75 1,355.00 100 173.35 1,349.20 94.57 87 50 234,550
22,100 6,400 197 23.17 0.30 -0.20 4,850 0.30 0.35 1,000 25JUL2013 100 1,320.00 1,324.25 50 167.70 1,310.00 46.75 283 9,800 41,050
- - - - - - 5,000 0.50 - - 29AUG2013 500 1,115.50 1,344.90 3,000 - - - - - -
2,700 - - - 6.00 - 50 1.50 24.00 2,350 26SEP2013 100 980.50 1,290.00 500 - - - - - -
1,012,500 -20,950 1,295 16.19 27.00 -9.00 250 25.60 27.90 100 26DEC2013 500 1,160.00 1,180.00 50 134.95 1,159.95 29.65 32 350 148,350
- - - - - - - - 201.00 50 27MAR2014 - - - - - - - - - -
6,000 - - - 211.00 - - - 327.25 9,800 26JUN2014 - - - - - - - - - -
521,250 5,300 356 13.73 238.00 -48.00 1,800 235.00 244.00 100 24DEC2014 50 615.00 - - - - - - - -
- - - - - - - - 435.25 1,500 25JUN2015 50 595.00 - - - - - - - -
- - - - - - - - 605.10 1,500 31DEC2015 50 609.60 - - - 954.85 - - - 25,000
- - - - - - - - - - 30JUN2016 50 663.75 - - - - - - - -
- - - - - - - - - - 29JUN2017 50 529.50 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.