Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10141.15   As on Sep 20, 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
97,950 -1,050 39 39.61 1,262.90 -4.85 300 1,260.90 1,265.95 75 28SEP2017 75 0.85 0.95 75 -0.15 0.90 35.40 90 -975 216,825
825 150 2 - 1,286.15 -5.95 300 1,282.85 1,311.70 1,500 26OCT2017 75 2.40 3.50 75 -0.85 2.35 19.71 3 75 24,450
- - - - - - 1,500 1,290.10 - - 30NOV2017 5,100 3.15 - - - - - - - -
336,900 - 33 - 1,337.80 -42.20 600 1,336.10 1,375.00 75 28DEC2017 16,275 3.65 - - - 425.00 - - - 56,150
- - - - - - - - - - 29MAR2018 13,275 8.65 - - - - - - - -
268,700 - - - 1,099.00 - - - - - 28JUN2018 11,250 16.25 - - - 360.00 - - - 29,500
- - - - - - - - - - 27DEC2018 8,550 27.40 - - - 700.00 - - - 127,050
- - - - - - - - - - 27JUN2019 8,250 33.45 - - - 250.00 - - - 60,150
165,000 - - - 1,862.50 - - - - - 26DEC2019 9,825 36.25 - - - 615.00 - - - 87,300
3,900 - - - 2,139.00 - - - - - 25JUN2020 9,750 36.85 - - - 325.00 - - - 22,800
- - - - - - - - - - 31DEC2020 10,650 36.15 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 34.75 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 32.80 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 30.75 - - - - - - - -
Total 873,275 74 93 624,225 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.