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
317,475 -13,350 365 18.16 466.85 -2.10 450 465.00 469.05 75 28SEP2017 2,400 3.55 3.75 2,175 -0.60 3.60 17.45 21,573 27,600 3,487,050
83,100 3,300 133 - 516.50 -1.70 75 516.75 521.80 450 26OCT2017 75 24.85 25.50 75 0.75 25.00 14.41 6,606 115,050 1,887,675
- - - - - - 300 556.40 604.35 150 30NOV2017 75 59.25 60.60 75 1.15 60.80 15.29 308 11,925 185,025
92,025 - - - 670.00 - 450 622.45 662.50 75 28DEC2017 75 90.50 92.95 300 4.50 91.00 16.20 182 -375 143,475
- - - - - - - - - - 29MAR2018 2,250 103.15 - - - 281.25 - - - 93,000
75 - - - 744.65 - - - - - 28JUN2018 825 117.65 - - - 175.00 - - - 1,543,800
31,950 - - - 825.00 - - - - - 27DEC2018 825 126.95 - - - - - - - -
- - - - - - - - - - 27JUN2019 825 125.00 - - - 1,045.00 - - - 47,925
- - - - - - - - - - 26DEC2019 2,325 118.55 - - - 488.00 - - - 62,400
20,625 - - - 1,735.00 - - - - - 25JUN2020 3,525 110.35 - - - 580.00 - - - 105,000
23,100 - - - 1,965.00 - - - - - 31DEC2020 2,325 101.15 - - - 618.00 - - - 92,250
- - - - - - - - - - 24JUN2021 750 92.65 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 83.85 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 75.95 - - - - - - - -
Total 568,350 498 28,669 7,647,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.