Option Chain (Equity Derivatives)

Underlying Index: NIFTY 5813.60   As on Jun 18, 2013 15:30:22 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
8,576,050 795,800 335,709 17.16 11.35 -6.70 700 11.35 11.50 550 27JUN2013 50 197.30 198.30 200 29.05 198.00 23.38 19,405 -40,650 1,945,650
1,332,550 62,650 19,682 14.35 55.70 -10.60 50 55.50 55.80 450 25JUL2013 50 225.00 227.95 100 25.40 228.00 21.05 3,134 37,600 1,133,650
197,400 -2,500 485 13.01 103.00 -14.00 200 102.45 106.00 500 29AUG2013 250 244.05 252.30 200 24.25 252.25 20.84 38 400 106,150
243,450 - 24 12.89 145.00 -11.35 50 136.00 149.70 200 26SEP2013 1,000 181.00 275.50 500 - 265.00 - - - 63,750
1,158,700 -4,150 546 12.58 274.00 -17.90 50 274.15 277.00 50 26DEC2013 100 313.00 316.60 450 23.95 313.10 22.29 740 -5,900 1,011,600
- - - - - - - - 654.00 50 27MAR2014 50 233.25 - - - - - - - -
50 - - - 533.00 - - - 859.25 9,800 26JUN2014 50 235.50 - - - - - - - -
22,800 400 10 7.30 679.25 29.25 50 655.10 698.00 50 24DEC2014 50 452.10 504.00 50 -3.00 452.00 27.42 3 -50 12,600
18,300 - - - 920.00 - - - 1,328.25 5,000 25JUN2015 200 376.20 - - - 400.10 - - - 17,900
113,650 - - - 1,260.00 - - - 1,544.25 5,000 31DEC2015 2,050 354.80 - - - 450.70 - - - 116,550
60,000 - - - 1,476.00 - - - - - 30JUN2016 16,250 333.55 - - 4.40 579.85 - - - 151,800
- - - - - - - - - - 29DEC2016 50 312.60 - - - - - - - -
- - - - - - - - - - 29JUN2017 5,050 292.30 - - - - - - - -
- - - - - - - - - - 28DEC2017 8,050 272.90 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.