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
230,400 -32,175 651 - 706.65 20.90 300 704.30 707.20 75 27JUL2017 449,400 1.35 1.40 7,125 -0.30 1.40 26.59 13,173 -170,775 2,166,300
68,700 12,450 236 - 745.55 22.95 75 741.15 755.50 75 31AUG2017 450 11.00 11.55 75 -1.90 11.05 15.82 2,460 22,575 1,198,425
150 - - - 865.00 - 900 768.60 806.65 225 28SEP2017 375 23.70 26.65 75 -2.95 25.75 15.81 260 7,725 251,475
22,725 - - - 600.00 - - - - - 28DEC2017 8,775 33.35 - - - 106.50 - - - 150
- - - - - - - - - - 29MAR2018 8,250 46.95 - - - - - - - -
- - - - - - - - - - 28JUN2018 8,325 54.75 - - - - - - - -
- - - - - - - - - - 27DEC2018 8,325 60.90 - - - - - - - -
- - - - - - - - - - 27JUN2019 8,325 60.70 - - - 844.00 - - - 36,525
- - - - - - - - - - 26DEC2019 8,325 57.75 - - - 222.25 - - - 285,150
8,850 - - - 1,800.00 - - - - - 25JUN2020 8,250 53.50 - - - 592.00 - - - 33,600
- - - - - - - - - - 31DEC2020 8,250 48.65 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 44.20 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 39.50 - - - - - - - -
- - - - - - - - - - 30JUN2022 7,500 35.30 - - - - - - - -
Total 330,825 887 15,893 3,971,625 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.