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
275,775 -18,150 305 24.36 666.15 -0.20 75 663.65 667.90 75 28SEP2017 2,850 2.25 2.40 675 -0.45 2.30 22.11 12,581 -13,950 3,401,475
299,700 188,850 2,810 - 706.30 2.30 2,925 703.00 706.65 900 26OCT2017 225 12.65 13.45 1,125 -0.05 12.95 15.60 4,741 55,950 991,500
8,775 - - - 754.85 - 450 745.45 770.20 150 30NOV2017 150 39.25 39.80 225 -1.25 39.80 16.17 1,028 53,175 296,775
1,011,000 675 23 - 819.05 -4.00 75 819.05 820.00 150 28DEC2017 75 65.00 66.25 300 1.70 66.00 17.03 486 -1,725 1,980,025
- - - - - - 750 855.05 - - 29MAR2018 12,000 61.95 - - - - - - - -
- - - - - - 750 990.05 - - 28JUN2018 9,075 77.35 - - - 342.20 - - - 7,575
30,225 - - - 1,298.00 - 750 1,186.30 1,562.35 300 27DEC2018 9,975 90.75 - - - 335.00 - - - 68,025
- - - - - - - - - - 27JUN2019 9,075 93.20 - - - 779.40 - - - 6,525
- - - - - - 750 1,886.00 - - 26DEC2019 750 308.00 - - - 429.75 - - - 85,875
7,500 - - - 1,665.00 - 750 2,107.00 2,494.50 75 25JUN2020 750 327.00 - - - 306.90 - - - 61,350
13,350 - - - 2,303.00 - 750 2,350.00 2,600.00 750 31DEC2020 750 342.00 - - - 501.00 - - - 77,625
- - - - - - - - - - 24JUN2021 9,000 74.00 - - - - - - - -
- - - - - - - - - - 30DEC2021 9,000 67.60 - - - - - - - -
- - - - - - - - - - 30JUN2022 9,000 61.60 - - - - - - - -
Total 1,646,325 3,138 18,836 6,976,750 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.