Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9528.55   As on Jun 27, 2017 10:52:22 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
172,175 -150 18 - 1,428.00 -60.30 600 1,422.75 1,428.50 150 29JUN2017 300 0.10 0.45 150 0.55 0.70 83.43 5 300 105,150
300,825 1,200 32 - 1,432.00 -58.15 75 1,434.55 1,441.00 150 27JUL2017 300 1.05 1.15 75 0.15 1.05 23.46 35 -75 12,300
- - - - - - 900 1,443.00 1,498.50 900 31AUG2017 900 0.75 - - - - - - - -
- - - - - - - - - - 28SEP2017 15,000 3.05 - - - - - - - -
709,600 - - - - - - - - - 28DEC2017 15,000 3.10 - - - - - - - 163,575
- - - - - - - - - - 29MAR2018 7,500 3.40 - - - - - - - -
50,000 - - - - - - - - - 28JUN2018 7,500 3.80 - - - - - - - 69,150
- - - - - - - - - - 27DEC2018 7,500 4.70 - - - - - - - 12,075
- - - - - - - - - - 27JUN2019 7,500 5.35 - - - - - - - 2,625
- - - - - - - - - - 26DEC2019 8,250 5.75 - - - - - - - 3,450
- - - - - - - - - - 25JUN2020 8,250 5.85 - - - - - - - -
- - - - - - - - - - 31DEC2020 7,500 5.85 - - - - - - - -
- - - - - - - - - - 24JUN2021 7,500 5.70 - - - - - - - -
- - - - - - - - - - 30DEC2021 7,500 5.50 - - - - - - - -
Total 1,232,600 50 40 368,325 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.