Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9527.10   As on Jun 27, 2017 10:44:21 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
18,525 -150 12 205.22 1,970.00 -25.45 600 1,919.45 1,928.40 75 29JUN2017 - - 0.40 300 - - - - - 37,575
- - - - - - - - - - 28SEP2017 900 0.20 - - - - - - - -
175,000 - - - - - - - - - 28DEC2017 15,000 3.05 - - - - - - - 14,550
- - - - - - - - - - 29MAR2018 7,500 3.05 - - - - - - - -
- - - - - - - - - - 28JUN2018 7,500 3.05 - - - - - - - 60,150
8,250 - - - - - - - - - 27DEC2018 7,500 3.25 - - - - - - - 248,175
75,000 - - - - - - - - - 27JUN2019 7,500 3.45 - - - - - - - -
- - - - - - - - - - 26DEC2019 8,250 3.60 - - - - - - - 5,475
- - - - - - - - - - 25JUN2020 10,500 3.70 - - - - - - - 26,700
- - - - - - - - - - 31DEC2020 7,500 3.80 - - - - - - - 34,050
- - - - - - - - - - 24JUN2021 7,500 3.80 - - - - - - - -
- - - - - - - - - - 30DEC2021 7,500 3.80 - - - - - - - -
Total 276,775 12 - 426,675 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.