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
137,700 -11,550 172 - 775.00 -166.10 75 763.90 780.80 75 28SEP2017 300 2.20 2.55 4,875 1.45 2.55 30.53 10,737 -104,400 1,065,300
103,050 77,400 1,252 - 815.75 -139.25 750 808.70 814.30 150 26OCT2017 1,200 11.10 12.00 750 5.95 12.00 18.15 2,496 58,650 471,000
75 - - - 777.00 - 1,500 838.15 870.00 150 30NOV2017 300 34.00 35.00 375 12.15 34.80 17.75 568 24,675 151,875
22,725 - - - 600.00 - - - - - 28DEC2017 3,000 26.00 69.95 750 - 99.00 - - - 225
- - - - - - - - - - 29MAR2018 8,250 20.35 - - - - - - - -
- - - - - - - - - - 28JUN2018 8,250 30.75 - - - - - - - -
- - - - - - - - - - 27DEC2018 8,325 42.55 - - - - - - - -
- - - - - - - - - - 27JUN2019 2,325 47.05 - - - 240.00 - - - 20,850
- - - - - - - - - - 26DEC2019 2,025 47.55 - - - 222.25 - - - 285,150
8,850 - - - 1,800.00 - - - - - 25JUN2020 9,750 46.10 - - - 370.00 - - - 65,475
- - - - - - - - - - 31DEC2020 9,750 43.45 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 40.50 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 37.15 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 33.90 - - - - - - - -
Total 272,400 1,424 13,801 2,059,875 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.