Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9788.55   As on Aug 22, 2017 12:52:24 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
96,375 75 8 - 3,810.00 12.05 2,250 3,777.75 3,814.55 1,650 28SEP2017 825 0.45 0.80 150 -0.55 0.45 52.02 5 - 10,725
194,175 - - - - - 150 3,832.85 3,869.80 150 28DEC2017 975 6.30 7.50 75 0.45 7.00 39.11 38 -1,650 397,500
- - - - - - - - - - 28JUN2018 750 3.05 - - - - - - - -
- - - - - - - - 4,400.00 600 27DEC2018 9,750 3.05 - - - - - - - 3,975
- - - - - - - - - - 27JUN2019 8,250 3.05 - - - - - - - 150
- - - - - - - - - - 26DEC2019 8,250 3.15 - - - - - - - 137,400
- - - - - - - - - - 25JUN2020 8,250 3.30 - - - - - - - -
- - - - - - - - - - 31DEC2020 8,250 3.45 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 3.60 - - - - - - - 300
- - - - - - - - - - 30DEC2021 8,250 3.80 - - - - - - - -
Total 290,550 8 43 550,050 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.