Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9788.55   As on Aug 22, 2017 12:52:24 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
2,219,100 -6,750 103 - 1,805.00 38.15 150 1,791.80 1,799.60 225 31AUG2017 150 0.90 0.95 10,050 -0.05 0.95 49.76 1,784 -975 577,800
272,175 4,050 91 - 1,824.00 46.30 75 1,811.50 1,816.55 750 28SEP2017 1,650 1.45 1.50 4,500 -0.45 1.50 26.58 882 24,525 140,175
657,450 75 1 - 1,910.00 14.15 825 1,916.50 1,940.00 75 28DEC2017 825 22.50 24.45 1,500 -2.10 23.00 23.74 84 75 675,525
- - - - - - - - - - 29MAR2018 8,250 4.85 - - - - - - - 75
87,000 - - - - - - - - - 28JUN2018 8,250 8.25 - - - - - - - 7,875
125,550 - - - - - 225 2,140.25 2,500.00 2,100 27DEC2018 9,750 17.25 - - - - - - - 101,325
23,250 - - - - - - - - - 27JUN2019 8,250 24.10 - - - - - - - 7,500
1,500 - - - - - - - - - 26DEC2019 8,250 28.75 - - - - - - - 4,800
- - - - - - - - - - 25JUN2020 8,250 31.55 - - - - - - - 2,325
- - - - - - - - - - 31DEC2020 8,250 33.05 - - - - - - - 11,775
- - - - - - - - - - 24JUN2021 8,250 33.50 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 33.20 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 32.50 - - - - - - - -
Total 3,386,025 195 2,750 1,529,175 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.