Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10141.15   As on Sep 20, 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
5,605,575 16,050 173,510 10.23 44.85 -1.15 825 44.50 44.85 150 28SEP2017 75 72.65 73.05 225 -2.60 72.05 8.63 95,406 -72,975 2,156,175
899,775 57,000 5,476 8.72 132.45 0.35 1,125 132.00 133.00 1,800 26OCT2017 75 130.80 131.50 75 0.45 130.00 11.81 6,077 117,525 800,250
166,050 2,925 143 7.35 210.50 0.80 75 210.10 212.45 75 30NOV2017 75 177.80 180.20 75 1.05 178.60 13.61 94 2,925 34,500
105,075 150 3 6.83 274.30 4.20 150 271.00 283.90 225 28DEC2017 225 205.70 211.20 75 1.40 207.90 14.54 65 1,575 111,950
- - - - - - - - - - 28JUN2018 750 228.05 - - - - - - - -
- - - - - - - - - - 27DEC2018 825 261.45 - - - - - - - -
- - - - - - - - - - 27JUN2019 2,250 237.85 - - - 837.50 - - - 8,250
79,350 - - - 1,101.25 - 75 1,237.85 1,704.95 75 26DEC2019 3,525 214.65 - - - 630.00 - - - 180,150
- - - - - - - - - - 25JUN2020 1,200 460.05 - - - 500.00 - - - 11,100
- - - - - - - - - - 31DEC2020 3,450 172.00 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 154.45 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 137.40 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 122.70 - - - - - - - -
Total 6,855,825 179,132 101,642 3,302,375 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.