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
220,875 -31,500 497 - 1,107.65 25.85 75 1,102.65 1,108.15 75 27JUL2017 900 0.65 0.80 5,625 0.05 0.80 37.22 467 -11,925 531,525
98,625 49,350 685 - 1,137.30 27.05 300 1,130.20 1,140.00 300 31AUG2017 150 4.30 5.05 1,275 -0.75 4.60 19.14 953 29,550 195,825
- - - - - - 900 1,142.20 1,430.15 300 28SEP2017 1,500 3.20 - - - 18.00 - - - 450
372,200 - - - 1,295.00 - 750 1,060.05 1,345.00 1,500 28DEC2017 8,250 6.40 - - - 119.70 - - - 170,275
- - - - - - - - - - 29MAR2018 8,250 13.40 - - - - - - - -
100,325 - - - 916.40 - - - - - 28JUN2018 8,325 19.05 - - - 159.10 - - - 27,975
- - - - - - - - - - 27DEC2018 8,250 25.95 - - - 170.00 - - - 103,050
- - - - - - - - - - 27JUN2019 8,250 28.80 - - - 233.00 - - - 105,075
108,750 - - - 1,982.90 - - - - - 26DEC2019 8,325 29.30 - - - 355.00 - - - 74,400
5,250 - - - 2,217.65 - - - - - 25JUN2020 8,250 28.50 - - - 340.00 - - - 24,225
- - - - - - - - - - 31DEC2020 8,250 26.80 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 25.00 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 22.85 - - - - - - - -
- - - - - - - - - - 30JUN2022 7,500 20.85 - - - - - - - -
Total 906,025 1,182 1,420 1,232,800 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.