Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9819.30   As on Aug 18, 2017 14:14:27 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
900 - - - - - 1,200 2,810.75 2,846.80 6,300 28SEP2017 75 1.70 2.20 75 -0.40 2.05 41.13 32 -225 17,025
275,100 -300 5 - 2,905.90 -82.70 300 2,895.50 2,932.70 75 28DEC2017 1,050 11.00 12.90 150 1.35 11.50 30.56 14 975 267,750
300 - - - - - 75 2,856.00 2,974.95 75 29MAR2018 8,250 3.05 - - - - - - - -
- - - - - - - - - - 28JUN2018 8,250 3.05 - - - - - - - 6,550
- - - - - - - - 3,470.00 75 27DEC2018 9,150 3.30 - - - - - - - 5,250
- - - - - - - - - - 27JUN2019 8,250 3.85 - - - - - - - 28,500
- - - - - - - - - - 26DEC2019 8,250 4.55 - - - - - - - 48,450
- - - - - - - - - - 25JUN2020 8,250 5.25 - - - - - - - 19,125
- - - - - - - - - - 31DEC2020 8,250 5.90 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 6.40 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 6.80 - - - - - - - -
Total 276,300 5 46 392,650 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.