Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9964.40   As on Sep 22, 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
129,075 -8,250 126 - 873.55 -163.45 75 868.35 875.35 75 28SEP2017 4,500 2.10 2.50 1,575 1.40 2.45 33.82 11,176 5,025 922,575
13,425 10,650 142 - 937.75 -111.95 75 903.75 934.35 75 26OCT2017 300 7.75 9.50 75 4.30 9.15 18.89 1,497 41,925 131,100
75 75 1 - 957.05 -18.10 1,500 929.75 - - 30NOV2017 75 25.00 - - 7.00 24.00 17.50 52 1,800 9,375
75 - - - 650.00 - - - 1,269.90 750 28DEC2017 3,000 40.50 72.90 750 - 101.00 - - - 192,900
- - - - - - - - - - 29MAR2018 8,250 14.10 - - - - - - - -
- - - - - - - - - - 28JUN2018 8,250 23.10 - - - - - - - -
- - - - - - - - - - 27DEC2018 8,325 34.20 - - - 173.00 - - - 14,325
- - - - - - - - - - 27JUN2019 2,250 38.95 - - - 333.00 - - - 5,925
9,750 - - - 1,530.00 - - - - - 26DEC2019 825 40.20 - - - 580.00 - - - 101,850
3,600 - - - 1,800.00 - - - - - 25JUN2020 9,750 39.45 - - - 321.30 - - - 25,125
- - - - - - - - - - 31DEC2020 9,750 37.55 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 35.25 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 32.50 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 29.85 - - - - - - - -
Total 156,000 269 12,725 1,403,175 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.