Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10141.15   As on Sep 20, 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
117,450 -1,650 22 23.08 862.00 -4.30 75 859.60 866.80 75 28SEP2017 5,475 1.65 1.70 3,000 -0.25 1.65 26.72 3,322 -22,275 1,108,350
2,100 300 6 - 898.00 6.30 75 879.55 905.00 75 26OCT2017 450 6.50 7.70 300 -0.05 7.65 17.17 660 -3,150 324,825
- - - - - - 1,500 918.25 968.45 900 30NOV2017 75 25.20 25.95 75 -2.90 25.60 17.00 522 15,075 74,475
- - - - - - - - - - 28DEC2017 11,250 14.65 - - - 99.90 - - - 5,925
- - - - - - - - - - 29MAR2018 8,250 34.70 - - - - - - - -
- - - - - - - - - - 28JUN2018 8,325 48.45 - - - 98.05 - - - 225
- - - - - - - - - - 27DEC2018 8,475 62.95 - - - 850.00 - - - 6,000
- - - - - - - - - - 27JUN2019 8,325 67.95 - - - - - - - -
- - - - - - - - - - 26DEC2019 9,525 68.25 - - - 512.00 - - - 28,275
- - - - - - - - - - 25JUN2020 11,325 66.00 - - - 243.05 - - - 59,325
- - - - - - - - - - 31DEC2020 9,525 62.35 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 58.35 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 53.80 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 49.45 - - - - - - - -
Total 119,550 28 4,504 1,607,400 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.