Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9873.30   As on Jul 20, 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
276,300 -150 4 - 1,483.90 11.70 75 1,474.60 1,480.30 75 27JUL2017 3,225 0.35 0.50 3,300 -0.20 0.35 41.60 22 -675 256,500
589,275 75 15 - 1,512.05 -21.10 225 1,502.25 1,525.00 75 31AUG2017 7,500 1.90 2.00 150 - 2.00 21.58 14 -600 3,150
- - - - - - 900 1,511.35 - - 28SEP2017 900 3.05 - - - 35.05 - - - 750
386,750 - - - 635.00 - - - - - 28DEC2017 7,500 3.40 - - - 66.40 - - - 5,625
- - - - - - - - - - 29MAR2018 750 4.60 - - - - - - - -
392,100 - - - 976.50 - - - - - 28JUN2018 750 6.25 - - - - - - - -
3,975 - - - 1,520.00 - - - - - 27DEC2018 750 10.35 - - - 240.00 - - - 27,600
- - - - - - - - - - 27JUN2019 750 13.25 - - - 680.00 - - - 14,625
- - - - - - - - - - 26DEC2019 750 14.80 - - - 396.50 - - - 9,750
1,050 - - - 1,650.00 - - - - - 25JUN2020 750 15.35 - - - 516.80 - - - 6,750
- - - - - - - - - - 31DEC2020 750 15.25 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 14.75 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 13.95 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 13.05 - - - - - - - -
Total 1,649,450 19 36 324,750 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.