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
114,300 -3,975 103 - 808.00 24.05 75 804.00 805.85 75 27JUL2017 13,050 1.30 1.35 375 -0.25 1.30 29.59 11,834 -61,650 1,645,950
51,225 9,600 167 - 835.00 11.40 300 835.10 858.00 1,500 31AUG2017 75 7.55 8.80 675 -1.45 8.80 16.66 2,884 39,300 703,800
- - - - - - 3,000 740.10 905.60 900 28SEP2017 - - 21.50 75 -3.20 20.00 16.20 126 2,550 65,400
75 - - - 650.00 - 75 800.10 - - 28DEC2017 8,250 23.00 - - - 101.00 - - - 192,900
- - - - - - - - - - 29MAR2018 8,250 35.25 - - - - - - - -
- - - - - - - - - - 28JUN2018 8,325 42.85 - - - - - - - -
- - - - - - - - - - 27DEC2018 8,325 49.85 - - - 424.20 - - - 57,225
- - - - - - - - - - 27JUN2019 8,325 50.90 - - - 460.80 - - - 8,775
9,750 - - - 1,530.00 - - - - - 26DEC2019 8,325 49.15 - - - 580.00 - - - 101,850
3,600 - - - 1,800.00 - - - - - 25JUN2020 8,250 46.05 - - - 625.00 - - - 14,850
- - - - - - - - - - 31DEC2020 8,250 42.25 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 38.60 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 34.70 - - - - - - - -
- - - - - - - - - - 30JUN2022 7,500 31.10 - - - - - - - -
Total 178,950 270 14,844 2,790,750 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.