Option Chain (Equity Derivatives)

Underlying Index: NIFTY 5813.10   As on Jun 19, 2013 14:54:36 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
464,200 6,750 1,842 - 313.50 2.70 100 311.70 313.30 1,200 27JUN2013 2,100 3.35 3.40 2,500 -0.75 3.35 22.44 70,892 170,800 5,746,050
114,750 13,100 705 - 356.10 3.75 250 352.10 355.35 700 25JUL2013 100 30.30 30.50 200 0.15 30.40 20.75 7,864 89,200 776,150
11,450 - 3 - 401.80 -33.75 100 391.15 407.80 250 29AUG2013 150 55.10 57.40 50 -0.65 56.00 20.63 663 19,950 226,600
- - - - - - 1,000 285.50 704.50 100 26SEP2013 250 71.50 72.00 50 -3.70 72.00 20.16 164 2,200 62,450
634,050 250 123 - 570.00 -0.65 50 565.00 582.90 250 26DEC2013 1,000 132.50 134.00 500 -6.90 133.00 22.35 540 18,650 911,900
- - - - - - - - 975.00 50 27MAR2014 50 102.35 - - - - - - - -
27,150 - - - - - - - 1,157.70 5,000 26JUN2014 50 112.25 - - - - - - - 250
267,950 - - - - - - - - - 24DEC2014 5,400 222.00 - - - - - - - 400
190,500 - - - - - - - 1,598.70 5,000 25JUN2015 200 221.50 - - - - - - - 7,500
150 - - - - - - - 1,802.25 5,000 31DEC2015 150 215.80 - - - - - - - 27,500
350 - - - - - - - - - 30JUN2016 50 207.55 - - - - - - - 650
- - - - - - - - - - 29DEC2016 50 197.90 - - - - - - - 50
- - - - - - - - - - 29JUN2017 50 187.60 - - - - - - - -
- - - - - - - - - - 28DEC2017 50 177.15 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.