Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9784.25   As on Aug 22, 2017 12:53:24 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
372,450 - - - - - 75 1,682.10 1,700.60 75 31AUG2017 150 0.85 1.00 150 -0.05 0.85 46.47 1 - 101,325
281,250 - - - - - 5,100 1,706.45 1,730.15 150 28SEP2017 75 1.50 2.35 150 -144.20 0.65 23.10 1 75 75
709,600 - - - - - - - - - 28DEC2017 9,750 3.45 - - - - - - - 163,575
- - - - - - - - - - 29MAR2018 8,250 5.75 - - - - - - - -
50,000 - - - - - - - - - 28JUN2018 8,250 11.10 - - - - - - - -
- - - - - - - - - - 27DEC2018 8,850 21.60 - - - - - - - 975
- - - - - - - - - - 27JUN2019 8,250 29.10 - - - - - - - 2,625
- - - - - - - - - - 26DEC2019 8,250 33.95 - - - - - - - 5,475
- - - - - - - - - - 25JUN2020 8,250 36.65 - - - - - - - 5,175
- - - - - - - - - - 31DEC2020 8,250 38.00 - - - - - - - 75,450
- - - - - - - - - - 24JUN2021 8,250 38.15 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 37.65 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 36.60 - - - - - - - -
Total 1,413,300 - 2 354,675 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.