Option Chain (Equity Derivatives) |
Underlying Index: NIFTY 9915.25
As on Jul 21, 2017 15:30:30 IST
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| 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 |
 |
416,325 | -20,250 | 386 | - | 603.50 | 22.25 | 75 | 603.10 | 605.00 | 150 | 27JUL2017 | 2,700 | 1.45 | 1.50 | 86,925 | -0.35 | 1.50 | 23.52 | 21,094 | -201,675 | 2,492,175 | |
|
55,950 | 4,575 | 106 | - | 641.10 | 15.00 | 75 | 644.00 | 651.35 | 750 | 31AUG2017 | 150 | 13.50 | 13.85 | 975 | -1.80 | 13.85 | 14.93 | 4,500 | 9,375 | 996,600 | |
|
375 | - | - | - | 682.00 | - | 75 | 678.55 | 715.30 | 150 | 28SEP2017 | 75 | 32.10 | 33.35 | 225 | -3.80 | 32.00 | 15.27 | 817 | 26,475 | 323,325 | |
|
- | - | - | - | - | - | 750 | 650.05 | - | - | 28DEC2017 | 3,750 | 47.15 | - | - | - | 236.40 | - | - | - | 5,850 | |
|
- | - | - | - | - | - | - | - | - | - | 29MAR2018 | 8,250 | 61.50 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 28JUN2018 | 8,325 | 69.05 | - | - | - | 98.05 | - | - | - | 225 | |
|
- | - | - | - | - | - | - | - | - | - | 27DEC2018 | 8,325 | 73.70 | - | - | - | 850.00 | - | - | - | 6,000 | |
|
- | - | - | - | - | - | - | - | - | - | 27JUN2019 | 8,325 | 71.90 | - | - | - | 817.20 | - | - | - | 87,150 | |
|
- | - | - | - | - | - | - | - | - | - | 26DEC2019 | 8,325 | 67.40 | - | - | - | 512.00 | - | - | - | 28,275 | |
|
- | - | - | - | - | - | - | - | - | - | 25JUN2020 | 8,250 | 61.90 | - | - | - | 517.40 | - | - | - | 27,000 | |
|
- | - | - | - | - | - | - | - | - | - | 31DEC2020 | 8,250 | 55.90 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 24JUN2021 | 8,250 | 50.45 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 30DEC2021 | 8,250 | 44.90 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 30JUN2022 | 7,500 | 39.95 | - | - | - | - | - | - | - | - | |
| Total | 472,650 | 492 | 26,411 | 3,966,600 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.