Option Chain (Equity Derivatives)

Underlying Index: NIFTY 5655.90   As on Jun 20, 2013 15:30:36 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
7,069,250 -450,100 461,521 18.96 3.80 -31.05 3,550 3.75 3.80 7,150 27JUN2013 300 262.10 263.95 1,200 150.35 263.35 31.97 51,562 -586,550 2,694,900
1,738,750 386,750 45,065 15.36 39.00 -54.05 100 38.60 39.95 900 25JUL2013 50 276.40 278.00 50 121.30 276.30 22.98 5,888 -16,950 993,600
194,450 29,600 1,836 13.87 81.15 -65.60 250 79.10 81.00 50 29AUG2013 450 284.10 - - 109.95 295.00 20.94 56 -250 111,700
46,050 28,050 620 13.03 112.00 -75.00 400 110.65 115.90 500 26SEP2013 50 270.00 320.00 50 100.00 300.00 21.37 1 - 17,600
26,400 - - - - - 50 234.00 585.25 100 26DEC2013 200 285.10 - - - - - - - 150
- - - - - - - - 732.25 9,800 27MAR2014 50 174.00 - - - - - - - -
- - - - - - - - 862.70 9,800 26JUN2014 50 219.00 - - - - - - - -
- - - - - - - - - - 24DEC2014 100 340.55 - - - - - - - -
52,350 - - - - - - - 1,318.25 5,000 25JUN2015 100 324.80 - - - - - - - 1,050
221,800 - - - - - - - 1,528.70 5,000 31DEC2015 100 306.05 - - - - - - - 265,350
313,450 - - - - - - - - - 30JUN2016 50 287.45 - - - - - - - 19,250
- - - - - - - - - - 29DEC2016 50 265.00 - - - - - - - -
- - - - - - - - - - 29JUN2017 50 245.00 - - - - - - - -
- - - - - - - - - - 28DEC2017 50 205.00 - - - - - - - -

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.