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
47,625 -37,875 627 75.14 1,792.50 -36.10 75 1,783.85 1,793.80 150 29JUN2017 2,700 0.20 0.40 75 - 0.20 53.15 168 3,075 210,000
40,275 32,775 438 - 1,789.00 -46.05 375 1,787.20 1,822.30 1,500 27JUL2017 225 0.75 0.80 75 -0.25 0.80 26.28 373 2,025 7,125
- - - - - - - - - - 28SEP2017 7,500 3.05 - - - - - - - -
271,525 - - - 1,700.00 - - - - - 28DEC2017 9,000 3.05 - - - 485.00 - - - 34,650
- - - - - - - - - - 29MAR2018 7,500 3.05 - - - - - - - -
5,500 - - - 2,020.30 - - - - - 28JUN2018 7,500 3.10 - - - 585.00 - - - 10,500
75,000 - - - 2,107.65 - - - - - 27DEC2018 9,000 3.35 - - - 123.00 - - - 107,850
48,975 - - - 1,755.00 - - - - - 27JUN2019 7,500 3.60 - - - 313.60 - - - 35,100
975 - - - 1,745.00 - - - - - 26DEC2019 7,500 3.80 - - - 297.00 - - - 9,225
- - - - - - - - - - 25JUN2020 8,250 3.90 - - - - - - - -
- - - - - - - - - - 31DEC2020 7,425 208.00 - - 16.50 200.00 25.30 9 675 85,725
- - - - - - - - - - 24JUN2021 7,500 3.95 - - - - - - - -
- - - - - - - - - - 30DEC2021 7,500 3.95 - - - - - - - -
Total 489,875 1,065 550 500,175 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.