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
31,850 -4,800 309 37.41 0.05 -0.05 14,800 0.05 0.10 3,950 30MAY2013 250 999.35 1,008.30 150 -24.50 1,004.00 - 245 -4,500 123,250
124,650 3,550 263 19.31 0.75 -0.15 1,250 0.75 0.85 350 27JUN2013 50 979.05 985.45 50 -24.15 984.00 36.96 254 9,600 139,700
3,050 - - - 3.90 - 10,000 0.05 9.00 50 25JUL2013 50 938.60 1,009.50 150 - 850.00 - - - 3,000
3,600 - - - 15.00 - 300 10.00 24.00 200 26SEP2013 200 700.20 - - - - - - - -
1,129,300 -9,550 302 12.82 52.50 1.50 600 52.05 53.45 50 26DEC2013 1,500 845.35 910.00 100 -42.00 848.00 24.90 5 - 147,000
- - - - - - - - 360.70 5,000 27MAR2014 - - - - - - - - - -
6,000 - - - 211.00 - - - 484.25 9,800 26JUN2014 - - - - - - - - - -
117,450 2,950 102 10.25 313.00 1.00 1,500 313.00 319.00 100 24DEC2014 250 600.00 - - - - - - - -
- - - - - - - - 939.70 9,800 25JUN2015 50 591.00 - - - - - - - -
- - - - - - - - 1,157.70 5,000 31DEC2015 50 609.50 - - - - - - - -
- - - - - - - - - - 30JUN2016 50 669.00 - - - - - - - -
- - - - - - - - - - 29DEC2016 50 623.20 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.