Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9873.30   As on Jul 20, 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
502,875 -19,950 428 - 480.20 -32.65 75 479.70 484.45 300 27JUL2017 5,925 2.30 2.35 1,875 -0.60 2.30 18.72 30,365 39,000 4,338,600
152,250 -675 109 - 538.00 -27.50 525 533.65 537.95 825 31AUG2017 75 21.55 22.70 75 0.95 21.70 13.99 6,453 178,650 1,486,725
124,200 - 4 - 586.65 31.60 900 572.20 610.40 150 28SEP2017 75 46.00 46.65 225 1.30 46.00 14.75 246 1,950 206,475
- - - - - - 750 610.05 - - 28DEC2017 3,750 65.15 - - - 250.00 - - - 150
- - - - - - - - - - 29MAR2018 825 80.45 - - - - - - - -
- - - - - - - - - - 28JUN2018 825 87.80 - - - - - - - -
- - - - - - - - - - 27DEC2018 825 91.35 - - - 740.00 - - - 72,225
- - - - - - - - - - 27JUN2019 825 88.15 - - - 147.20 - - - 75
- - - - - - - - - - 26DEC2019 825 82.20 - - - 564.00 - - - 64,950
23,100 - - - 1,825.00 - - - - - 25JUN2020 750 75.30 - - - 593.00 - - - 129,600
- - - - - - - - - - 31DEC2020 750 67.95 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 61.35 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 54.65 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 48.80 - - - - - - - -
Total 802,425 541 37,064 6,298,800 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.