Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9964.40   As on Sep 22, 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
28,200 -1,800 24 - 1,678.00 -154.10 150 1,664.75 1,675.00 225 28SEP2017 1,575 0.25 0.65 450 0.05 0.25 48.61 24 -525 11,325
287,850 75 1 32.58 1,750.50 -122.50 300 1,682.85 2,099.70 1,800 26OCT2017 7,500 1.10 - - - 0.55 - - - 1,500
242,375 - - - 1,150.00 - - - - - 28DEC2017 3,000 5.15 19.95 750 - 50.00 - - - 92,175
- - - - - - - - - - 29MAR2018 13,275 3.15 - - - - - - - -
413,525 - - - 1,184.00 - - - - - 28JUN2018 8,250 3.65 - - - 100.00 - - - 83,775
- - - - - - - - - - 27DEC2018 8,250 5.35 - - - 450.00 - - - 81,900
- - - - - - - - - - 27JUN2019 8,250 7.15 - - - 263.90 - - - 10,275
- - - - - - - - - - 26DEC2019 8,250 8.55 - - - 570.00 - - - 297,975
82,500 - - - 1,888.95 - - - - - 25JUN2020 8,250 9.50 - - - - - - - -
- - - - - - - - - - 31DEC2020 8,250 10.05 - - - 215.00 - - - 17,100
- - - - - - - - - - 24JUN2021 8,250 10.25 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 10.25 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 10.05 - - - - - - - -
Total 1,054,450 25 24 596,025 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.