Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9964.40   As on Sep 22, 2017 15:30:29 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
608,400 -98,550 9,489 14.63 196.70 -144.10 750 194.50 196.65 75 28SEP2017 975 21.65 22.20 75 17.10 21.70 16.30 202,374 -439,200 3,112,125
127,575 25,875 1,727 9.06 280.70 -123.35 375 279.10 283.90 450 26OCT2017 600 74.00 74.50 7,500 37.90 74.00 14.40 26,891 482,550 1,338,750
1,050 75 1 6.63 362.75 -140.85 225 333.20 361.20 75 30NOV2017 150 123.00 126.50 150 45.85 124.55 15.47 1,038 -20,550 234,975
52,500 - - - 580.00 - 75 420.00 513.05 1,275 28DEC2017 525 150.60 157.35 150 49.85 155.00 16.10 389 -17,175 159,975
- - - - - - - - - - 29MAR2018 8,775 119.25 - - - - - - - -
- - - - - - - - - - 28JUN2018 825 129.60 - - 0.25 319.00 - - - 35,175
- - - - - - - - - - 27DEC2018 825 132.45 - - - - - - - -
- - - - - - - - - - 27JUN2019 2,325 126.05 - - - 1,055.00 - - - 3,450
- - - - - - - - - - 26DEC2019 2,325 116.45 - - - 528.00 - - - 9,900
8,250 - - - 1,830.00 - - - - - 25JUN2020 2,250 106.00 - - - 550.00 - - - 111,225
3,975 - - - 1,900.00 - - - - - 31DEC2020 3,000 410.00 - - - 620.00 - - - 292,200
- - - - - - - - - - 24JUN2021 750 85.80 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 76.35 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 68.10 - - - - - - - -
Total 801,750 11,217 230,692 5,297,775 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.