Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9915.25   As on Jul 21, 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
989,625 -83,250 3,348 - 311.65 22.00 75 309.00 312.90 150 27JUL2017 1,800 2.75 2.85 150 -2.25 2.80 14.89 138,804 -203,700 4,532,025
341,400 41,325 852 - 375.80 16.10 75 374.15 379.95 750 31AUG2017 75 39.00 39.45 75 -4.70 39.25 13.50 13,238 108,900 1,566,150
26,925 300 8 - 390.00 -24.40 75 424.20 452.35 150 28SEP2017 75 69.25 72.00 75 -5.30 71.00 14.45 233 2,925 220,350
2,175 - - - 600.00 - 150 625.90 653.15 150 28DEC2017 2,250 115.40 - - - 151.00 - - - 569,800
- - - - - - - - - - 29MAR2018 825 126.30 - - - - - - - -
- - - - - - - - - - 28JUN2018 825 129.15 - - - 359.00 - - - 3,900
- - - - - - - - - - 27DEC2018 825 124.75 - - - 631.00 - - - 225
- - - - - - - - - - 27JUN2019 825 115.20 - - - 790.00 - - - 12,225
- - - - - - - - - - 26DEC2019 825 104.15 - - - 575.00 - - - 25,800
150 - - - 1,799.00 - - - - - 25JUN2020 750 93.25 - - - 359.00 - - - 1,488,225
17,550 - - - 2,059.00 - - - - - 31DEC2020 750 82.50 - - - 640.00 - - - 78,750
- - - - - - - - - - 24JUN2021 750 73.35 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 64.40 - - - - - - - -
Total 1,377,825 4,208 152,275 8,497,450 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.