Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9915.25   As on Jul 21, 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
176,625 -31,275 510 - 1,201.60 26.60 75 1,199.95 1,208.35 150 27JUL2017 750 0.65 0.85 1,425 -0.10 0.65 39.45 225 -7,950 444,450
391,575 2,025 33 - 1,213.30 5.30 1,575 1,220.25 1,253.00 1,500 31AUG2017 300 3.25 4.20 150 -1.10 3.80 20.00 448 525 173,475
- - - - - - 900 1,240.10 - - 28SEP2017 600 3.10 - - - - - - - -
534,225 - - - 520.00 - - - - - 28DEC2017 8,250 4.85 - - - 541.05 - - - 27,850
- - - - - - - - - - 29MAR2018 8,250 9.35 - - - - - - - -
137,050 - - - 1,354.50 - - - - - 28JUN2018 8,250 14.05 - - - 267.00 - - - 255,300
50 - - - 2,569.45 - - - - - 27DEC2018 8,250 20.40 - - - 234.00 - - - 41,250
1,875 - - - 1,055.00 - - - - - 27JUN2019 8,250 23.40 - - - 216.15 - - - 94,500
292,500 - - - 1,200.00 - - - - - 26DEC2019 8,325 24.30 - - - 384.00 - - - 64,800
2,850 - - - 1,720.00 - - - - - 25JUN2020 8,250 23.95 - - - 250.00 - - - 98,175
- - - - - - - - - - 31DEC2020 8,250 22.85 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 21.45 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 19.75 - - - - - - - -
- - - - - - - - - - 30JUN2022 7,500 18.05 - - - - - - - -
Total 1,536,750 543 673 1,199,800 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.