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
115,650 -150 4 - 1,270.00 -10.00 450 1,274.75 1,286.65 375 27JUL2017 450 0.60 1.00 1,575 -0.35 0.80 39.30 50 -375 217,050
391,425 75 1 - 1,325.85 10.85 1,500 1,300.00 1,329.00 225 31AUG2017 150 3.40 3.60 75 -0.20 3.60 20.52 51 -3,525 32,550
- - - - - - 900 1,310.05 - - 28SEP2017 900 0.05 - - - - - - - -
436,275 - - - 998.00 - - - - - 28DEC2017 - - 49.90 525 - 47.00 - - - 150,050
- - - - - - - - - - 29MAR2018 750 6.95 - - - - - - - -
263,225 - - - 1,018.70 - - - - - 28JUN2018 750 11.10 - - - 120.00 - - - 75,000
- - - - - - - - - - 27DEC2018 750 17.25 - - - 199.05 - - - 57,525
63,525 - - - 1,844.50 - - - - - 27JUN2019 750 20.55 - - - 600.00 - - - 4,050
150,000 - - - 2,086.00 - - - - - 26DEC2019 825 21.90 - - - 320.00 - - - 84,750
3,000 - - - 1,600.00 - - - - - 25JUN2020 750 22.00 - - - 215.00 - - - 38,925
- - - - - - - - - - 31DEC2020 750 21.35 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 20.30 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 18.90 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 17.50 - - - - - - - -
Total 1,423,100 5 101 659,900 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.