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
742,425 -44,625 630 40.05 1,165.05 1.05 2,400 1,165.05 1,165.20 75 28SEP2017 825 1.35 1.45 6,525 0.10 1.45 34.63 1,638 -15,225 2,246,325
99,075 3,900 56 - 1,186.05 -1.95 300 1,185.90 1,193.45 750 26OCT2017 1,200 3.55 4.15 75 -0.75 3.65 19.49 482 -5,325 329,850
225 - - - 1,190.00 - 600 1,224.35 1,260.90 1,500 30NOV2017 300 13.60 15.70 150 0.05 15.50 18.86 223 9,750 103,350
784,750 1,050 48 - 1,270.25 -18.10 900 1,270.90 1,284.30 75 28DEC2017 375 35.65 36.30 300 -0.05 36.00 20.08 404 -975 1,934,700
75 - - - 1,380.00 - 750 1,170.25 - - 29MAR2018 525 69.25 74.95 75 4.00 73.95 19.76 14 525 49,575
18,075 - - - 1,340.00 - - - 1,779.95 750 28JUN2018 9,000 21.80 - - - 166.05 - - - 190,725
22,050 150 2 - 1,765.00 - 75 1,765.00 1,789.90 75 27DEC2018 9,975 34.25 - - - 99.20 - - - 171,975
- - - - - - - - - - 27JUN2019 9,075 40.35 - - - 300.00 - - - 457,575
82,650 - - - 2,280.00 - - - 2,597.20 750 26DEC2019 9,075 42.80 - - - 469.00 - - - 219,525
3,750 - - - 1,635.00 - - - - - 25JUN2020 10,575 43.00 - - - 350.00 - - - 339,175
- - - - - - - - - - 31DEC2020 10,275 41.70 - - - 243.35 - - - 75
- - - - - - - - - - 24JUN2021 9,000 39.80 - - - 57.05 - - - 75
- - - - - - - - - - 30DEC2021 9,000 37.35 - - - - - - - -
- - - - - - - - - - 30JUN2022 9,000 34.75 - - - - - - - -
Total 1,753,075 736 2,761 6,042,925 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.