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
815,850 -73,050 1,276 - 905.95 20.80 150 903.10 906.95 75 27JUL2017 75 1.05 1.15 825 -0.20 1.05 32.00 3,767 -103,875 2,410,800
200,325 39,375 742 - 937.00 15.65 75 934.70 943.15 75 31AUG2017 150 6.45 7.00 8,025 -1.05 7.00 17.48 2,325 18,675 617,250
24,450 -525 10 - 972.15 7.90 150 968.50 989.05 300 28SEP2017 300 16.55 17.60 1,050 -3.30 16.50 16.81 400 6,225 321,525
787,725 - 162 - 1,145.00 19.35 150 1,135.05 1,161.90 150 28DEC2017 300 62.00 63.40 300 -0.85 63.45 17.94 328 3,600 2,085,375
- - - - - - 750 1,034.35 - - 29MAR2018 75 89.05 90.20 75 -128.70 89.95 17.90 4 300 45,300
18,750 - - - 1,030.00 - - - 1,569.95 750 28JUN2018 8,325 33.15 - - - 166.05 - - - 190,725
18,600 - 3 - 1,680.00 25.00 75 1,660.00 1,709.00 300 27DEC2018 8,325 40.45 - - - 200.00 - - - 171,900
- - - - - - - - - - 27JUN2019 8,325 42.40 - - - 410.00 - - - 457,050
80,625 75 2 - 2,105.00 5.00 - - 2,440.00 75 26DEC2019 8,325 41.65 - - - 469.00 - - - 219,525
3,750 - - - 1,635.00 - - - - - 25JUN2020 8,250 39.45 - - - 393.25 - - - 334,825
- - - - - - - - - - 31DEC2020 8,250 36.50 - - - 243.35 - - - 75
- - - - - - - - - - 24JUN2021 8,250 33.50 - - - 57.05 - - - 75
- - - - - - - - - - 30DEC2021 8,250 30.30 - - - - - - - -
- - - - - - - - - - 30JUN2022 7,500 27.30 - - - - - - - -
Total 1,950,075 2,195 6,824 6,854,425 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.