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
561,450 -7,125 259 40.70 1,660.00 1.55 75 1,659.00 1,666.35 150 28SEP2017 17,400 0.35 0.45 15,900 -0.10 0.35 42.10 335 -6,300 241,050
787,350 675 14 - 1,684.00 2.90 75 1,674.35 1,694.95 75 26OCT2017 1,200 1.35 1.45 75 -0.20 1.35 23.68 12 825 10,200
- - - - - - 1,500 1,686.00 - - 30NOV2017 4,500 3.05 - - - - - - - -
298,150 - - - 1,740.00 - 375 1,744.80 1,758.70 75 28DEC2017 900 18.75 19.85 1,500 -0.25 19.25 22.82 83 -1,425 661,150
- - - - - - - - - - 29MAR2018 75 37.00 42.95 75 - 39.95 - - - 150
370,525 - - - 2,000.00 - 750 1,718.65 2,050.00 75 28JUN2018 14,025 5.30 - - - 115.30 - - - 247,500
15,075 - - - 2,100.00 - - - - - 27DEC2018 10,500 10.30 - - - 190.00 - - - 487,875
- - - - - - - - - - 27JUN2019 9,000 14.75 - - - 186.95 - - - 25,275
1,050 - - - 1,535.00 - - - - - 26DEC2019 9,000 17.55 - - - 395.00 - - - 279,375
- - - - - - - - - - 25JUN2020 9,000 19.05 - - - 330.00 - - - 2,450
- - - - - - - - - - 31DEC2020 9,000 19.60 - - - - - - - -
- - - - - - - - - - 24JUN2021 9,000 19.50 - - - - - - - -
- - - - - - - - - - 30DEC2021 9,000 18.95 - - - - - - - -
- - - - - - - - - - 30JUN2022 9,000 18.15 - - - - - - - -
Total 2,033,600 273 430 1,955,025 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.