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
215,475 -1,725 25 25.96 764.65 -1.30 75 762.55 766.70 375 28SEP2017 75 1.55 1.85 3,150 -0.65 1.70 23.99 6,737 -123,150 1,641,600
35,775 750 47 - 797.00 -5.50 900 797.60 804.65 900 26OCT2017 150 9.70 9.85 525 -0.15 9.85 16.36 1,791 -19,500 765,225
- - - - - - 1,500 824.65 875.15 900 30NOV2017 75 32.00 32.20 225 -1.00 32.20 16.62 57 - 77,175
- - - - - - 750 654.15 - - 28DEC2017 150 52.15 55.95 75 2.00 56.00 17.44 1 - 30,750
- - - - - - - - - - 29MAR2018 8,250 46.75 - - - - - - - -
- - - - - - - - - - 28JUN2018 8,325 61.60 - - - - - - - -
- - - - - - - - - - 27DEC2018 8,475 75.90 - - - 740.00 - - - 72,225
- - - - - - - - - - 27JUN2019 8,325 79.90 - - - 147.20 - - - 75
- - - - - - - - - - 26DEC2019 9,825 78.90 - - - 564.00 - - - 64,950
22,650 - - - 2,097.00 - - - - - 25JUN2020 11,025 75.50 - - - 400.00 - - - 127,725
- - - - - - - - - - 31DEC2020 9,825 70.75 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 65.80 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 60.40 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 55.25 - - - - - - - -
Total 273,900 72 8,586 2,779,725 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.