Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9964.40   As on Sep 22, 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
199,200 -9,900 834 14.64 381.45 -155.10 450 380.65 386.00 75 28SEP2017 75 9.75 10.00 1,050 8.05 9.95 21.67 73,453 237,000 2,957,550
69,450 46,275 949 - 441.60 -142.45 300 440.85 447.30 750 26OCT2017 300 39.95 40.50 75 21.50 40.50 15.63 19,035 537,525 1,261,875
1,575 525 9 - 530.00 -140.00 150 495.45 539.25 150 30NOV2017 1,500 80.65 82.40 75 30.35 81.50 16.13 1,336 30,300 360,300
3,975 - - - 736.20 - 225 521.90 638.25 375 28DEC2017 225 105.70 110.50 225 29.05 105.70 16.38 178 3,150 666,425
- - - - - - - - - - 29MAR2018 11,250 71.30 - - - - - - - -
- - - - - - - - - - 28JUN2018 825 84.60 - - - 359.00 - - - 3,900
- - - - - - - - - - 27DEC2018 825 93.80 - - - 631.00 - - - 225
- - - - - - - - - - 27JUN2019 2,325 93.05 - - - 790.00 - - - 12,225
- - - - - - - - - - 26DEC2019 2,325 88.20 - - - 575.00 - - - 25,800
150 - - - 1,799.00 - - - - - 25JUN2020 2,250 81.75 - - - 387.00 - - - 1,488,225
17,925 - - - 2,240.00 - - - - - 31DEC2020 2,250 74.50 - - - 490.00 - - - 81,975
- - - - - - - - - - 24JUN2021 750 67.75 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 60.85 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 54.60 - - - - - - - -
Total 292,275 1,792 94,002 6,858,500 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.