Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9873.30   As on Jul 20, 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
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
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

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.