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
936,375 -88,575 3,444 - 389.00 -28.25 75 385.50 388.00 375 27JUL2017 2,475 3.20 3.25 6,000 -0.65 3.25 16.37 44,338 56,175 4,649,250
213,225 13,875 384 - 445.80 -26.70 225 440.20 446.20 600 31AUG2017 75 31.00 31.70 450 2.20 31.70 13.64 7,833 21,300 1,514,175
48,975 -600 22 - 528.90 3.15 150 495.45 519.10 225 28SEP2017 150 59.70 61.35 150 4.05 61.05 14.58 396 -2,775 426,750
1,020,525 675 61 - 694.95 -24.80 150 694.55 702.50 300 28DEC2017 75 131.20 132.95 1,500 3.45 131.00 16.28 840 -1,200 994,525
- - - - - - 750 654.75 - - 29MAR2018 8,325 101.70 - - - - - - - -
- - - - - - - - - - 28JUN2018 8,325 107.70 - - - 342.20 - - - 7,575
30,150 - - - 900.00 - - - - - 27DEC2018 8,325 108.45 - - - 430.15 - - - 67,500
- - - - - - - - - - 27JUN2019 8,325 102.75 - - - 779.40 - - - 6,525
- - - - - - - - - - 26DEC2019 8,400 94.70 - - - 579.00 - - - 85,950
7,500 - - - 1,665.00 - - - - - 25JUN2020 8,250 86.00 - - - 575.50 - - - 30,975
9,450 - - - 2,290.00 - - - - - 31DEC2020 8,250 77.05 - - - 569.50 - - - 64,275
- - - - - - - - - - 24JUN2021 8,250 69.25 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 61.45 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 54.65 - - - - - - - -
Total 2,266,200 3,911 53,407 7,847,500 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.