Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9915.25   As on Jul 21, 2017 15:30:30 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
1,406,700 -328,575 15,725 - 211.00 17.95 75 211.90 212.80 75 27JUL2017 225 5.65 5.75 1,350 -4.05 5.65 12.92 273,279 -805,350 4,702,275
708,225 141,900 4,441 - 294.30 12.15 75 294.00 298.65 300 31AUG2017 150 55.80 57.70 75 -6.85 56.30 13.17 22,203 388,950 2,531,850
23,100 675 18 - 364.55 16.05 75 358.15 367.40 225 28SEP2017 150 90.00 93.65 375 -6.40 92.00 14.25 706 18,000 248,925
110,175 150 10 - 555.00 15.00 300 532.55 577.30 300 28DEC2017 600 158.60 167.40 375 -3.75 167.10 16.08 275 15,000 69,600
- - - - - - - - - - 29MAR2018 825 156.10 - - - 307.30 - - - 129,150
75 - - - 744.65 - - - - - 28JUN2018 825 155.75 - - - 351.25 - - - 1,588,350
31,950 - - - 825.00 - - - - - 27DEC2018 825 146.45 - - - - - - - -
- - - - - - - - - - 27JUN2019 825 133.15 - - - 1,045.00 - - - 47,925
- - - - - - - - - - 26DEC2019 825 119.20 - - - 488.00 - - - 62,400
17,325 - - - 1,700.00 - - - - - 25JUN2020 825 105.90 - - - 407.50 - - - 88,500
22,575 - - - 1,995.00 - - - - - 31DEC2020 750 93.20 - - - 645.00 - - - 90,150
- - - - - - - - - - 24JUN2021 750 82.50 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 72.25 - - - - - - - -
Total 2,320,125 20,194 296,463 9,559,125 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.