Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9964.40   As on Sep 22, 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
120,375 -2,175 29 - 1,174.00 -155.80 150 1,165.20 1,174.10 75 28SEP2017 825 0.40 0.50 6,000 -0.30 0.50 36.66 1,843 -13,875 185,250
44,400 10,050 134 - 1,199.50 -123.75 75 1,198.05 1,587.05 150 26OCT2017 1,500 4.05 - - 1.80 4.05 21.01 517 26,925 27,675
- - - - - - 1,500 1,203.30 - - 30NOV2017 6,000 3.05 - - - - - - - -
372,200 - - - 1,295.00 - 600 1,229.65 1,479.95 750 28DEC2017 3,000 7.20 41.85 1,500 - 119.70 - - - 170,275
- - - - - - - - - - 29MAR2018 18,300 5.00 - - - - - - - -
100,325 - - - 916.40 - - - - - 28JUN2018 8,250 8.80 - - - 159.10 - - - 27,975
- - - - - - - - - - 27DEC2018 8,250 16.60 - - - 170.00 - - - 103,050
- - - - - - - - - - 27JUN2019 8,250 21.20 - - - 233.00 - - - 105,075
108,750 - - - 1,982.90 - - - - - 26DEC2019 8,325 23.40 - - - 285.60 - - - 74,475
5,250 - - - 2,217.65 - - - - - 25JUN2020 8,250 24.00 - - - 340.00 - - - 24,225
- - - - - - - - - - 31DEC2020 8,250 23.65 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 22.70 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 21.40 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 19.95 - - - - - - - -
Total 751,300 163 2,360 718,000 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.