Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9529.10   As on Jun 27, 2017 10:47:21 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
102,375 -7,425 215 260.28 3,534.50 -55.50 675 3,522.00 3,530.85 150 29JUN2017 300 0.10 0.15 300 0.15 0.20 195.29 58 - 37,425
26,025 300 16 - 3,535.00 -55.00 150 3,515.10 3,559.90 150 28SEP2017 900 0.15 - - - - - - - -
167,850 975 100 - 3,620.00 -20.00 150 3,584.50 3,618.90 75 28DEC2017 15,000 3.05 - - - - - - - 408,000
- - - - - - - - - - 28JUN2018 7,500 3.05 - - - - - - - -
- - - - - - - - - - 27DEC2018 7,500 3.05 - - - - - - - 3,975
- - - - - - - - - - 27JUN2019 7,500 3.05 - - - - - - - 150
- - - - - - - - - - 26DEC2019 7,500 3.05 - - - - - - - 137,400
- - - - - - - - - - 25JUN2020 7,500 3.05 - - - - - - - -
- - - - - - - - - - 31DEC2020 7,500 3.05 - - - - - - - -
- - - - - - - - - - 24JUN2021 7,500 3.05 - - - - - - - 300
- - - - - - - - - - 30DEC2021 7,500 3.05 - - - - - - - -
Total 296,250 331 58 587,250 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.