NSE - National Stock Exchange of India Ltd.

Option Chain (Equity Derivatives)

Underlying Index: NIFTY 5983.55 As on May 24, 2013 15:30:36 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
	200	-400	9	-	1,343.90	-196.55	50	1,359.55	1,431.70	50	30MAY2013	4,550	0.05	0.15	50	-0.35	0.10	65.63	17	-250	450
	300	-	-	-	1,377.75	-	100	1,374.05	1,399.90	100	27JUN2013	250	0.30	2.95	100	-	3.10	-	-	-	100
	-	-	-	-	-	-	500	1,110.60	1,753.30	100	25JUL2013	10,000	0.05	-	-	-	-	-	-	-	-
	-	-	-	-	-	-	-	-	1,812.30	100	26SEP2013	3,000	0.25	-	-	-	-	-	-	-	-
	29,700	-	-	-	842.50	-	-	-	-	-	26DEC2013	5,500	15.30	-	-	-	-	-	-	-	-
	-	-	-	-	-	-	-	-	-	-	27MAR2014	9,800	5.70	-	-	-	-	-	-	-	-
	9,000	-	-	-	1,180.00	-	-	-	-	-	26JUN2014	9,800	10.70	-	-	-	-	-	-	-	-
	-	-	-	-	-	-	-	-	-	-	24DEC2014	3,000	53.75	-	-	-	120.00	-	-	-	75,000
	-	-	-	-	-	-	-	-	-	-	25JUN2015	9,800	64.65	-	-	-	161.85	-	-	-	7,750
	-	-	-	-	-	-	-	-	-	-	31DEC2015	9,800	71.75	-	-	-	199.00	-	-	-	7,750
	-	-	-	-	-	-	-	-	-	-	30JUN2016	50	47.75	-	-	-	213.85	-	-	-	6,650
	-	-	-	-	-	-	-	-	-	-	29DEC2016	50	56.85	-	-	-	224.55	-	-	-	5,300
	-	-	-	-	-	-	-	-	-	-	29JUN2017	50	47.75	-	-	-	-	-	-	-	-
	-	-	-	-	-	-	-	-	-	-	28DEC2017	50	56.75	-	-	-	-	-	-	-	-

10% interest rate is applied while computing implied volatility.

Highlighted options are in-the-money.