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
149,475 -2,775 53 - 979.30 -30.70 75 975.75 982.40 75 27JUL2017 525 0.90 1.05 150 -0.15 0.95 31.18 436 -19,500 463,275
24,900 6,975 99 - 1,011.00 -36.00 375 1,010.25 1,021.80 300 31AUG2017 450 5.85 7.05 150 -0.65 6.40 17.96 291 -10,575 73,050
- - - - - - 900 1,022.05 - - 28SEP2017 2,700 3.50 - - - - - - - -
336,050 - - - 980.05 - 750 1,151.05 1,500.80 750 28DEC2017 3,750 10.65 - - - 425.00 - - - 56,150
- - - - - - - - - - 29MAR2018 750 19.75 - - - - - - - -
268,700 - - - 1,099.00 - - - - - 28JUN2018 825 26.65 - - - 360.00 - - - 29,500
- - - - - - - - - - 27DEC2018 825 34.45 - - - 700.00 - - - 127,050
- - - - - - - - - - 27JUN2019 825 37.35 - - - 270.00 - - - 63,750
165,000 - - - 1,862.50 - - - - - 26DEC2019 825 37.55 - - - 615.00 - - - 87,300
3,900 - - - 2,139.00 - - - - - 25JUN2020 750 36.25 - - - 570.00 - - - 10,725
- - - - - - - - - - 31DEC2020 750 34.10 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 31.65 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 28.95 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 26.30 - - - - - - - -
Total 948,025 152 727 910,800 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.