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
224,850 750 14 - 1,757.60 0.30 75 1,756.00 1,767.15 75 28SEP2017 7,125 0.15 0.45 225 - 0.15 41.49 12 750 30,075
573,900 - - - 1,775.00 - 300 1,772.85 1,809.15 75 26OCT2017 3,000 0.80 2.80 1,800 - 0.80 - - - 150
- - - - - - 1,500 1,786.00 - - 30NOV2017 4,500 3.05 - - - - - - - -
386,750 - - - 635.00 - - - - - 28DEC2017 9,750 3.05 - - - 66.40 - - - 5,625
- - - - - - - - - - 29MAR2018 13,275 3.45 - - - - - - - -
392,100 - - - 976.50 - - - - - 28JUN2018 13,275 4.55 - - - - - - - -
3,975 - - - 1,520.00 - - - - - 27DEC2018 14,775 7.85 - - - 240.00 - - - 27,600
- - - - - - - - - - 27JUN2019 8,250 11.75 - - - 118.50 - - - 22,125
- - - - - - - - - - 26DEC2019 8,250 14.35 - - - 396.50 - - - 9,750
1,050 - - - 2,830.00 - - - - - 25JUN2020 8,250 15.90 - - - 225.00 - - - 6,750
- - - - - - - - - - 31DEC2020 8,250 16.60 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 16.70 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 16.30 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 15.75 - - - - - - - -
Total 1,582,625 14 12 102,075 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.