Option Chain (Equity Derivatives) |
Underlying Index: NIFTY 9873.30
As on Jul 20, 2017 15:30:30 IST
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| 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 |
 |
3,289,350 | 885,375 | 96,167 | 10.00 | 4.05 | -2.35 | 5,700 | 4.05 | 4.15 | 150 | 27JUL2017 | 75 | 210.55 | 214.15 | 75 | 26.80 | 209.90 | 9.07 | 1,012 | -13,575 | 92,475 | |
|
1,294,350 | 44,250 | 8,323 | 7.93 | 60.05 | -9.55 | 75 | 60.00 | 60.85 | 75 | 31AUG2017 | 1,200 | 231.25 | 234.50 | 75 | 21.00 | 236.00 | 13.01 | 1,207 | 15,075 | 60,300 | |
|
121,500 | 3,450 | 172 | 7.48 | 112.50 | -14.30 | 75 | 107.95 | 116.05 | 225 | 28SEP2017 | 150 | 237.25 | 271.70 | 375 | 15.05 | 265.05 | 14.31 | 1 | 75 | 5,025 | |
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48,300 | - | 1 | 7.02 | 305.00 | 15.00 | 150 | 272.30 | 305.00 | 150 | 28DEC2017 | - | - | - | - | - | - | - | - | - | - | |
|
10,125 | - | - | - | 225.00 | - | - | - | - | - | 28JUN2018 | 75 | 298.85 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 27DEC2018 | 75 | 262.10 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 27JUN2019 | 75 | 229.50 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 26DEC2019 | 75 | 200.65 | - | - | - | 480.00 | - | - | - | 129,600 | |
|
- | - | - | - | - | - | - | - | - | - | 25JUN2020 | - | - | - | - | - | 470.00 | - | - | - | 113,925 | |
|
- | - | - | - | - | - | - | - | - | - | 30JUN2022 | 750 | 102.05 | - | - | - | - | - | - | - | - | |
| Total | 4,763,625 | 104,663 | 2,220 | 401,325 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.