Option Chain (Equity Derivatives)

Underlying Index: NIFTY 9873.30   As on Jul 20, 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
5,181,450 909,675 304,480 8.93 44.95 -19.25 75 44.95 45.30 75 27JUL2017 1,350 57.05 57.30 75 12.55 57.35 9.78 247,707 -348,225 3,902,775
1,135,200 39,375 10,107 7.22 145.50 -19.65 75 145.35 146.50 150 31AUG2017 75 124.00 125.65 300 11.95 124.00 12.30 10,127 132,675 811,425
204,000 2,550 147 6.64 212.00 -19.10 450 211.35 214.40 225 28SEP2017 75 154.75 161.00 75 5.00 156.15 13.32 485 19,200 75,675
6,900 - - - 411.00 - 150 405.75 426.45 900 28DEC2017 1,500 217.10 - - - 695.00 - - - 390,425
- - - - - - - - - - 29MAR2018 750 227.85 - - - - - - - -
- - - - - - - - - - 28JUN2018 825 220.70 - - - - - - - -
- - - - - - - - - - 27DEC2018 825 200.40 - - - - - - - -
- - - - - - - - - - 27JUN2019 825 179.15 - - - - - - - -
- - - - - - - - - - 26DEC2019 825 158.90 - - - 479.45 - - - 104,475
- - - - - - - - - - 25JUN2020 825 140.35 - - - 554.15 - - - 342,900
600 - - - 1,932.00 - - - - - 31DEC2020 750 123.10 - - - 625.00 - - - 2,475
- - - - - - - - - - 24JUN2021 750 108.85 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 95.25 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 83.75 - - - - - - - -
Total 6,528,150 314,734 258,319 5,630,150 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.