Option Chain (Equity Derivatives) |
Underlying Index: NIFTY 10141.15
As on Sep 20, 2017 15:30:29 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 |
 |
2,750,625 | -306,975 | 91,051 | 11.34 | 104.00 | 0.45 | 75 | 102.25 | 104.00 | 2,700 | 28SEP2017 | 75 | 35.70 | 36.30 | 150 | -1.30 | 35.70 | 10.43 | 152,599 | -273,150 | 4,070,700 | |
|
526,575 | 51,375 | 2,689 | 8.68 | 193.60 | 2.30 | 75 | 191.75 | 196.10 | 75 | 26OCT2017 | 75 | 94.50 | 95.00 | 1,500 | 2.45 | 95.00 | 12.30 | 8,128 | 105,975 | 984,000 | |
|
155,550 | - | 49 | 6.89 | 274.00 | 1.80 | 225 | 270.85 | 277.30 | 75 | 30NOV2017 | 150 | 144.00 | 145.30 | 75 | 4.30 | 145.35 | 13.92 | 117 | 975 | 61,200 | |
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90,900 | 1,200 | 35 | 6.20 | 340.00 | -3.00 | 1,650 | 335.95 | 344.00 | 75 | 28DEC2017 | 225 | 171.40 | 173.50 | 75 | -0.60 | 173.00 | 14.64 | 72 | 4,500 | 43,200 | |
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- | - | - | - | - | - | - | - | - | - | 29MAR2018 | 75 | 242.00 | 276.35 | 150 | 1.95 | 280.95 | 18.00 | 1 | 75 | 631,950 | |
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10,125 | - | - | - | 225.00 | - | - | - | - | - | 28JUN2018 | 750 | 214.05 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 27DEC2018 | 825 | 229.30 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 27JUN2019 | 2,250 | 211.10 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 26DEC2019 | 2,325 | 192.15 | - | - | - | 514.20 | - | - | - | 140,850 | |
|
- | - | - | - | - | - | - | - | - | - | 25JUN2020 | 1,200 | 400.05 | - | - | - | 430.00 | - | - | - | 128,550 | |
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1,200 | - | - | - | 1,930.00 | - | - | - | - | - | 31DEC2020 | 3,450 | 155.60 | - | - | - | 639.00 | - | - | - | 4,800 | |
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- | - | - | - | - | - | - | - | - | - | 24JUN2021 | 750 | 140.25 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 30DEC2021 | 750 | 125.10 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 30JUN2022 | 750 | 111.95 | - | - | - | - | - | - | - | - | |
| Total | 3,534,975 | 93,824 | 160,917 | 6,065,250 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.