Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9915.25   As on Jul 21, 2017 15:30:30 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
6,784,725 -303,000 408,676 8.01 15.40 0.15 150 15.20 15.30 75 27JUL2017 2,400 99.10 99.65 75 -23.55 99.10 11.54 65,026 107,475 1,482,975
2,196,300 191,175 26,987 6.78 103.90 7.15 75 103.75 104.00 900 31AUG2017 75 156.05 157.15 75 -13.25 157.40 12.88 4,832 24,600 947,550
384,750 2,100 289 6.44 169.00 9.15 75 166.10 172.55 225 28SEP2017 150 181.65 189.00 75 -14.20 187.85 13.77 67 1,875 36,450
1,710,525 -9,600 681 5.02 368.00 7.95 75 366.00 369.55 300 28DEC2017 150 265.50 266.50 6,600 -7.45 266.45 16.18 1,750 49,125 2,534,925
75 - - - 425.00 - 750 333.05 - - 29MAR2018 750 273.15 - - - - - - - -
350 - - - 500.00 - 750 461.30 - - 28JUN2018 825 257.85 - - - - - - - -
30,975 -150 4 - 960.00 13.50 75 940.00 959.85 300 27DEC2018 75 375.00 445.00 75 3.00 432.00 20.96 3 225 54,075
- - - - - - - - - - 27JUN2019 825 199.20 - - - 789.25 - - - 16,500
- - - - - - - - - - 26DEC2019 4,425 173.95 - - - 646.00 - - - 199,425
5,550 - - - 1,485.00 - - - - - 25JUN2020 825 151.70 - - - 633.40 - - - 11,700
- - - - - - - - - - 31DEC2020 750 133.65 - - 93.00 614.25 26.89 1,666 124,950 124,950
- - - - - - - - - - 24JUN2021 750 115.30 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 99.95 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 53.15 - - - - - - - -
Total 11,113,250 436,637 73,344 5,408,550 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.