Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9964.40   As on Sep 22, 2017 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
4,155,750 2,338,875 312,574 11.78 51.00 -103.60 75 50.60 51.00 1,800 28SEP2017 7,575 74.10 75.00 5,325 56.15 74.10 12.56 551,241 -1,295,175 3,883,200
1,067,325 462,600 21,494 9.67 147.70 -95.05 75 146.55 147.65 75 26OCT2017 450 134.35 136.90 75 62.00 134.35 13.33 41,440 367,650 2,580,075
185,700 48,450 1,292 7.73 222.00 -96.05 225 219.95 224.70 225 30NOV2017 150 181.45 183.00 150 61.25 182.00 14.61 1,050 -13,500 93,825
2,306,925 40,050 1,418 7.36 289.00 -100.35 75 284.10 290.00 75 28DEC2017 300 217.60 219.95 150 62.45 219.95 15.83 3,856 35,925 4,227,900
75 - - - 499.85 - 750 405.05 604.40 750 29MAR2018 4,500 186.65 - - - 252.35 - - - 75
350 - - - 500.00 - 750 520.05 774.95 750 28JUN2018 1,575 190.10 - - - 321.65 - - - 8,100
71,550 450 17 - 901.00 -104.00 75 900.00 924.90 75 27DEC2018 150 400.00 - - - 225.75 - - - 62,100
- - - - - - - - - - 27JUN2019 2,775 166.90 - - - 478.00 - - - 24,000
- - - - - - - - - - 26DEC2019 3,075 150.90 - - - 646.00 - - - 199,425
225,000 - - - 1,850.00 - - - - - 25JUN2020 750 135.40 680.00 300 43.00 580.00 25.68 6 450 256,575
4,575 - - - 1,948.00 - - - - - 31DEC2020 3,000 120.10 - - - 629.95 - - - 589,650
- - - - - - - - - - 24JUN2021 1,500 107.25 - - - - - - - -
- - - - - - - - - - 30DEC2021 1,500 94.80 - - - - - - - -
- - - - - - - - - - 30JUN2022 1,500 83.95 - - - - - - - -
Total 8,017,250 336,795 597,593 11,924,925 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.