Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9574.95   As on Jun 23, 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
61,725 -3,975 59 100.24 2,588.90 -36.10 75 2,585.00 2,601.65 75 29JUN2017 27,600 0.05 0.10 47,325 -0.05 0.05 70.90 370 - 149,850
- - - - - - 75 2,540.00 - - 28SEP2017 5,100 3.05 - - - 7.00 - - - 14,700
264,525 150 11 - 2,715.25 -17.20 75 2,680.00 2,713.15 450 28DEC2017 75 11.00 12.45 900 -0.95 11.00 24.97 19 975 262,575
- - - - - - - - - - 29MAR2018 7,500 3.05 - - - - - - - -
- - - - - - - - - - 28JUN2018 7,500 3.05 - - - 300.00 - - - 6,550
- - - - - - - - - - 27DEC2018 9,000 3.05 - - - 68.00 - - - 5,250
- - - - - - - - - - 27JUN2019 7,500 3.05 - - - 300.00 - - - 28,500
- - - - - - - - - - 26DEC2019 7,500 3.05 - - - 130.00 - - - 48,450
- - - - - - - - - - 25JUN2020 7,500 3.10 - - - 158.00 - - - 19,125
- - - - - - - - - - 31DEC2020 7,500 3.10 - - - - - - - -
- - - - - - - - - - 24JUN2021 7,500 3.10 - - - - - - - -
- - - - - - - - - - 30DEC2021 7,500 3.10 - - - - - - - -
Total 326,250 70 389 535,000 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.