Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9915.25   As on Jul 21, 2017 15:30:30 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
57,075 -4,725 86 - 1,706.15 21.15 75 1,700.55 1,711.35 150 27JUL2017 825 0.60 0.75 600 -0.15 0.65 55.11 122 -450 58,950
223,650 4,200 76 - 1,739.65 29.65 450 1,720.20 1,744.75 75 31AUG2017 300 1.35 1.50 150 0.45 1.95 24.87 132 375 18,600
- - - - - - 900 1,727.00 1,794.10 900 28SEP2017 900 0.80 - - - - - - - -
478,325 - - - 1,026.00 - - - - - 28DEC2017 15,000 3.10 - - - - - - - -
- - - - - - - - - - 29MAR2018 8,250 3.55 - - - - - - - -
125,000 - - - 2,078.10 - - - - - 28JUN2018 8,250 4.35 - - - 449.70 - - - 17,475
183,825 - - - 1,770.00 - - - - - 27DEC2018 8,250 6.25 - - - 143.05 - - - 326,850
106,125 - - - 1,816.85 - - - - - 27JUN2019 8,250 7.85 - - - 420.00 - - - 25,650
16,575 - - - 2,365.00 - - - - - 26DEC2019 8,250 8.90 - - - 188.05 - - - 212,625
50,625 - - - 1,880.00 - - - - - 25JUN2020 8,250 9.55 - - - 600.00 - - - 4,575
- - - - - - - - - - 31DEC2020 8,250 9.80 - - - 180.00 - - - 975
- - - - - - - - - - 24JUN2021 8,250 9.80 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 9.60 - - - - - - - -
- - - - - - - - - - 30JUN2022 7,500 9.30 - - - - - - - -
Total 1,241,200 162 254 665,700 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.