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
1,569,150 -52,500 31,086 11.49 1.65 -0.75 75 1.50 1.65 75 27JUL2017 150 306.60 311.05 150 33.30 310.75 13.23 585 9,300 54,825
986,850 63,150 6,931 8.07 34.70 -6.15 75 34.10 34.85 75 31AUG2017 150 303.85 306.00 225 24.15 305.65 13.45 628 18,450 84,375
159,675 3,300 159 7.63 76.50 -9.70 75 76.55 78.65 225 28SEP2017 225 310.55 340.45 150 -15.50 331.00 14.92 1 75 525
87,300 1,500 20 6.63 235.00 -15.10 150 238.15 - - 28DEC2017 - - - - - 1,400.00 - - - 99,950
- - - - - - - - - - 28JUN2018 75 343.95 - - - - - - - -
- - - - - - 750 690.05 - - 27DEC2018 75 297.35 - - - - - - - -
- - - - - - - - - - 27JUN2019 75 258.30 - - - 837.50 - - - 8,250
79,350 - - - 1,101.25 - 225 1,142.25 - - 26DEC2019 75 224.15 - - - 630.00 - - - 180,150
- - - - - - - - - - 30JUN2022 750 112.20 - - - - - - - -
Total 2,882,325 38,196 1,214 428,075 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.