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
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 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 44.90 - - - - - - - -
- - - - - - - - - - 30JUN2022 7,500 39.95 - - - - - - - -
Total 472,650 492 26,411 3,966,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.