Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9528.90   As on Jun 27, 2017 10:47:51 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
782,400 -13,500 363 - 2,028.00 -58.40 1,050 2,026.35 2,031.15 150 29JUN2017 300 0.30 0.40 150 0.15 0.40 112.29 20 -75 96,675
- - - - - - - - - - 28SEP2017 900 0.50 - - - - - - - 225
272,025 7,575 116 - 2,152.55 -66.30 300 2,155.90 2,170.00 75 28DEC2017 825 20.30 22.00 150 -1.05 20.30 22.92 5 225 366,375
- - - - - - - - - - 29MAR2018 7,500 3.05 - - - - - - - -
- - - - - - - - - - 28JUN2018 7,500 3.05 - - - - - - - 38,925
1,925 - - - - - - - - - 27DEC2018 7,500 3.15 - - - - - - - 25,125
- - - - - - - - - - 27JUN2019 7,500 3.30 - - - - - - - -
- - - - - - - - - - 26DEC2019 7,500 3.40 - - - - - - - 36,600
- - - - - - - - - - 25JUN2020 7,500 3.50 - - - - - - - 6,375
- - - - - - - - - - 31DEC2020 7,500 3.60 - - - - - - - -
- - - - - - - - - - 24JUN2021 7,500 3.60 - - - - - - - -
- - - - - - - - - - 30DEC2021 7,500 3.60 - - - - - - - -
Total 1,056,350 479 25 570,300 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.