Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8591.25   As on Sep 29, 2016 15:30:29 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
- - - - - - - - 2,467.50 75 29SEP2016 - - 1.65 15,000 - - - - - -
157,150 - - - 2,538.00 - - - - - 29DEC2016 450 3.05 - - - 90.00 - - - 30,850
- - - - - - - - - - 30MAR2017 7,500 3.05 - - - - - - - -
- - - - - - - - - - 29JUN2017 7,500 3.15 - - - 467.80 - - - 42,300
- - - - - - - - - - 28DEC2017 7,500 4.05 - - - - - - - -
- - - - - - - - - - 28JUN2018 7,500 5.50 - - - 200.00 - - - 7,725
- - - - - - - - - - 27DEC2018 7,500 7.10 - - - - - - - -
- - - - - - - - - - 26DEC2019 7,500 9.70 - - - - - - - -
- - - - - - - - - - 25JUN2020 7,500 10.55 - - - - - - - -
- - - - - - - - - - 31DEC2020 7,500 11.20 - - - - - - - -
- - - - - - - - - - 24JUN2021 7,500 11.60 - - - - - - - -
Total 157,150 - - 80,875 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.