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
375,975 1,050 154 - 1,380.00 -31.70 75 1,378.00 1,382.30 375 27JUL2017 12,600 0.65 0.75 675 -0.35 0.65 41.31 2,716 23,550 929,250
861,975 4,500 95 - 1,417.00 -23.00 375 1,403.35 1,408.00 225 31AUG2017 75 2.50 2.65 525 -0.30 2.65 21.01 126 3,825 78,150
90,000 - - - 1,400.00 - 150 1,413.45 - - 28SEP2017 525 3.05 - - - 19.50 - - - 675
305,050 - 5 - 1,576.65 -40.65 225 1,572.80 1,589.20 150 28DEC2017 75 36.20 36.95 75 -1.20 36.05 19.74 122 -7,125 705,300
- - - - - - - - - - 29MAR2018 8,250 5.45 - - - - - - - -
370,500 - - - 1,456.60 - - - - - 28JUN2018 8,250 8.10 - - - 115.30 - - - 247,500
15,000 - - - 1,885.00 - - - 2,140.00 75 27DEC2018 16,800 13.45 - - - 190.00 - - - 487,875
- - - - - - - - - - 27JUN2019 8,250 16.55 - - - 490.20 - - - 89,850
1,050 - - - 1,535.00 - - - - - 26DEC2019 8,250 18.10 - - - 395.00 - - - 279,375
- - - - - - - - - - 25JUN2020 8,250 18.45 - - - 420.00 - - - 1,400
- - - - - - - - - - 31DEC2020 8,250 18.10 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 17.30 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 16.30 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 15.15 - - - - - - - -
Total 2,019,550 254 2,964 2,819,375 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.