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
2,364,600 -300,000 149,473 - 122.80 13.65 75 122.30 123.00 300 27JUL2017 150 13.00 13.10 150 -8.90 13.10 11.09 434,397 -34,125 6,463,350
925,950 87,375 5,286 - 219.65 11.85 75 220.20 221.50 300 31AUG2017 225 79.70 79.75 75 -8.30 79.75 12.88 22,567 272,100 1,907,775
109,500 -2,025 80 - 285.00 9.55 150 283.75 289.45 150 28SEP2017 225 115.80 116.50 375 -9.60 116.00 13.93 195 4,500 92,700
41,625 825 12 - 483.00 -20.10 300 430.05 490.60 225 28DEC2017 75 184.00 - - - 214.00 - - - 3,975
- - - - - - 750 433.60 - - 29MAR2018 825 190.65 - - - - - - - -
- - - - - - - - - - 28JUN2018 825 186.35 - - - - - - - -
- - - - - - - - - - 27DEC2018 825 170.70 - - - - - - - -
- - - - - - - - - - 27JUN2019 825 153.05 - - - 1,055.00 - - - 3,450
- - - - - - - - - - 26DEC2019 825 135.80 - - - 528.00 - - - 9,900
- - - - - - - - - - 25JUN2020 - - - - - 550.00 - - - 81,750
600 - - - 1,897.65 - - - - - 31DEC2020 - - - - - 594.00 - - - 16,500
- - - - - - - - - - 24JUN2021 750 92.55 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 80.75 - - - - - - - -
Total 3,442,275 154,851 457,159 8,579,400 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.