Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9528.20   As on Jun 27, 2017 10:53:52 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
1,030,975 -17,400 745 - 1,529.10 -58.10 75 1,529.10 1,529.15 150 29JUN2017 600 0.40 0.45 5,175 -0.10 0.45 85.28 100 2,175 921,650
574,125 41,400 744 - 1,534.10 -58.35 75 1,534.10 1,537.40 225 27JUL2017 3,600 0.70 0.75 5,550 -0.20 0.70 24.10 608 26,400 102,675
975 - - - - - 3,150 1,545.15 1,598.45 6,750 31AUG2017 75 1.50 4.35 150 - - - - - 900
- - - - - - - - - - 28SEP2017 16,500 3.05 - - - - - - - 9,825
656,250 -375 13 - 1,710.10 -60.30 450 1,693.15 1,730.20 75 28DEC2017 750 35.00 36.90 1,500 - - - - - 873,400
- - - - - - - - - - 29MAR2018 7,500 3.20 - - - - - - - -
87,000 - - - - - - - - - 28JUN2018 7,500 3.50 - - - - - - - 7,875
125,175 - - - - - - - - - 27DEC2018 7,500 4.15 - - - - - - - 105,750
23,250 - - - - - - - - - 27JUN2019 7,500 4.70 - - - - - - - 7,500
2,025 - - - - - - - - - 26DEC2019 7,500 5.05 - - - - - - - 7,275
- - - - - - - - - - 25JUN2020 7,500 5.20 - - - - - - - 2,325
- - - - - - - - - - 31DEC2020 7,500 5.20 - - - - - - - -
- - - - - - - - - - 24JUN2021 7,500 5.15 - - - - - - - -
- - - - - - - - - - 30DEC2021 7,500 5.00 - - - - - - - -
Total 2,499,775 1,502 708 2,039,175 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.