Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8572.55   As on Aug 26, 2016 15:30:39 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
- - - - - - 75 2,252.05 2,348.90 75 29SEP2016 675 0.60 1.75 750 -105.35 0.90 38.47 144 - -
183,400 - - - 2,140.00 - - - - - 29DEC2016 2,550 3.05 - - - 90.00 - - - 30,850
- - - - - - - - - - 30MAR2017 7,500 3.05 - - - - - - - -
- - - - - - - - - - 29JUN2017 7,500 3.10 - - - 467.80 - - - 42,300
- - - - - - - - - - 28DEC2017 7,575 3.50 - - - - - - - -
- - - - - - - - - - 28JUN2018 7,500 4.10 - - - 200.00 - - - 7,725
- - - - - - - - - - 27DEC2018 7,500 4.80 - - - - - - - -
- - - - - - - - - - 27JUN2019 7,500 5.40 - - - - - - - -
- - - - - - - - - - 26DEC2019 7,500 5.90 - - - - - - - -
- - - - - - - - - - 25JUN2020 7,500 6.20 - - - - - - - -
- - - - - - - - - - 31DEC2020 7,500 6.45 - - - - - - - -
- - - - - - - - - - 24JUN2021 7,500 6.55 - - - - - - - -
Total 183,400 - 144 80,875 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.