Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8635.65   As on Jul 25, 2016 15:30:45 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
900 - - - 2,250.00 - 75 2,269.50 2,357.95 75 28JUL2016 150 0.05 0.45 300 - 0.45 - - - 150
- - - - - - 600 2,025.00 2,615.60 75 29SEP2016 3,000 0.15 - - - - - - - -
183,400 - - - 2,140.00 - - - - - 29DEC2016 9,825 3.05 - - - 90.00 - - - 30,850
- - - - - - - - - - 30MAR2017 9,825 3.25 - - - - - - - -
- - - - - - - - - - 29JUN2017 9,825 3.75 - - - 467.80 - - - 42,300
- - - - - - - - - - 28DEC2017 9,900 5.50 - - - - - - - -
- - - - - - - - - - 28JUN2018 9,825 7.55 - - - 200.00 - - - 7,725
- - - - - - - - - - 27DEC2018 9,825 9.50 - - - - - - - -
- - - - - - - - - - 27JUN2019 9,825 11.35 - - - - - - - -
- - - - - - - - - - 26DEC2019 9,825 12.65 - - - - - - - -
- - - - - - - - - - 25JUN2020 9,825 13.50 - - - - - - - -
- - - - - - - - - - 31DEC2020 9,825 13.95 - - - - - - - -
- - - - - - - - - - 24JUN2021 9,825 14.10 - - - - - - - -
Total 184,300 - - 81,025 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.