Option Chain (Equity Derivatives)

Underlying Index: NIFTY 5655.90   As on Jun 20, 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
6,025,750 4,133,850 671,958 15.11 32.60 -111.20 10,000 32.55 33.00 400 27JUN2013 50 92.65 93.85 100 67.85 93.00 24.01 700,879 -1,385,800 6,674,350
1,090,300 255,800 27,796 14.15 104.00 -100.70 1,450 104.00 104.70 50 25JUL2013 50 146.55 147.00 600 75.65 147.00 21.79 62,477 794,100 2,917,650
154,450 91,150 3,495 12.85 160.90 -96.05 200 158.00 160.00 50 29AUG2013 100 170.10 179.00 100 70.90 175.70 20.99 2,068 25,600 234,500
6,250 1,400 183 12.10 200.00 -105.00 750 173.30 205.45 50 26SEP2013 500 165.10 200.95 250 70.20 193.00 20.97 399 650 52,950
12,900 - - - 450.00 - - - 487.50 100 26DEC2013 100 215.50 - - 60.00 240.00 21.95 2 - 13,150
- - - - - - - - 870.70 9,800 27MAR2014 50 123.00 - - - - - - - -
- - - - - - - - 998.70 9,800 26JUN2014 50 174.00 - - - 418.50 - - - 10,000
- - - - - - - - - - 24DEC2014 200 269.20 - - - 454.50 - - - 6,500
136,300 - - - 1,079.50 - - - 1,446.25 5,000 25JUN2015 150 262.05 - - - 532.00 - - - 18,800
438,350 - - - 1,220.70 - - - 1,652.70 5,000 31DEC2015 150 250.60 - - - 593.80 - - - 6,250
- - - - - - - - - - 30JUN2016 50 237.65 - - - 426.00 - - - 136,500
- - - - - - - - - - 29DEC2016 50 224.15 - - - - - - - -
- - - - - - - - - - 29JUN2017 50 210.55 - - - - - - - -
- - - - - - - - - - 28DEC2017 50 175.00 - - - - - - - -

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.