Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10141.15   As on Sep 20, 2017 15:30:29 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
108,450 -750 17 62.47 1,962.00 3.55 75 1,957.45 1,964.85 150 28SEP2017 600 0.35 0.60 2,400 0.05 0.55 51.96 15 150 156,600
241,200 47,700 651 - 1,981.50 1.50 75 1,974.30 1,982.00 450 26OCT2017 1,950 0.80 0.85 975 -0.05 0.85 26.41 226 14,775 21,450
478,325 - - - 2,026.00 - - - - - 28DEC2017 9,750 3.05 - - - - - - - -
- - - - - - - - - - 29MAR2018 13,275 3.15 - - - - - - - -
125,000 - - - 2,078.10 - - - - - 28JUN2018 13,275 3.70 - - - 449.70 - - - 17,475
183,825 - - - 1,770.00 - - - - - 27DEC2018 14,775 5.60 - - - 87.30 - - - 292,200
106,125 - - - 1,816.85 - - - - - 27JUN2019 13,275 7.70 - - - 120.00 - - - 12,750
16,575 - - - 2,365.00 - - - - - 26DEC2019 13,275 9.50 - - - 188.05 - - - 212,625
50,625 - - - 1,880.00 - - - - - 25JUN2020 8,250 10.95 - - - 600.00 - - - 4,575
- - - - - - - - - - 31DEC2020 8,250 11.75 - - - 180.00 - - - 975
- - - - - - - - - - 24JUN2021 8,250 12.05 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 12.05 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 11.85 - - - - - - - -
Total 1,310,125 668 241 718,650 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.