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
77,175 -7,875 111 - 1,598.60 29.00 75 1,603.00 1,608.80 225 27JUL2017 225 0.70 0.75 750 -0.05 0.75 52.71 754 -1,800 223,950
290,550 1,425 20 - 1,606.00 -23.20 375 1,622.10 1,648.40 300 31AUG2017 225 1.60 2.00 75 -0.70 1.60 22.98 7 150 975
- - - - - - 900 1,629.00 1,694.10 900 28SEP2017 900 1.25 - - - 271.10 - - - 750
242,375 - - - 1,150.00 - - - - - 28DEC2017 15,000 3.20 - - - 50.00 - - - 92,175
- - - - - - - - - - 29MAR2018 8,250 3.90 - - - - - - - -
413,525 - - - 1,184.00 - - - - - 28JUN2018 8,250 5.00 - - - 100.00 - - - 83,775
- - - - - - - - - - 27DEC2018 8,250 7.40 - - - 450.00 - - - 81,900
- - - - - - - - - - 27JUN2019 8,250 9.50 - - - 263.90 - - - 10,275
- - - - - - - - - - 26DEC2019 8,250 10.85 - - - 570.00 - - - 297,975
82,500 - - - 1,888.95 - - - - - 25JUN2020 8,250 11.40 - - - - - - - -
- - - - - - - - - - 31DEC2020 8,250 11.40 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 11.15 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 10.85 - - - - - - - -
- - - - - - - - - - 30JUN2022 7,500 10.45 - - - - - - - -
Total 1,106,125 131 761 791,775 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.