Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10791.55   As on Dec 13, 2018 15:30:30 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
654,900 -2,400 1,430 - 818.60 28.05 300 815.55 821.05 150 27DEC2018 1,275 8.40 8.55 75 -1.65 8.40 23.75 59,636 -129,000 5,178,150
72,900 6,075 246 - 891.45 32.35 225 885.10 896.05 150 31JAN2019 750 39.90 40.00 375 -0.60 39.75 19.90 6,884 51,075 553,275
375 75 1 - 960.00 234.00 75 919.25 977.60 600 28FEB2019 150 68.45 68.75 150 -2.00 68.75 19.87 364 3,825 94,575
55,800 1,800 51 - 980.00 14.50 75 972.15 998.15 225 28MAR2019 150 97.30 101.25 75 -3.20 101.25 20.44 381 10,050 89,700
- - - - - - 750 879.75 1,698.95 750 27JUN2019 75 255.00 278.90 75 10.50 264.95 25.21 4 150 35,475
- - - - - - - - 1,941.95 750 26SEP2019 750 138.05 - - - - - - - -
19,875 -150 4 - 1,390.00 26.65 75 1,351.00 1,399.90 75 26DEC2019 75 311.10 325.00 75 -5.55 320.00 23.92 10 - 12,375
243,075 - - - 1,840.00 - - - 2,049.95 75 25JUN2020 - - - - - 748.00 - - - 207,450
7,650 - - - 2,120.00 - - - 2,100.00 75 31DEC2020 750 306.65 449.00 525 - 425.00 - - - 439,050
- - - - - - - - - - 24JUN2021 750 299.05 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 299.05 - - - 705.00 - - - 225
- - - - - - - - - - 30JUN2022 750 274.75 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 275.05 - - - - - - - -
- - - - - - - - - - 29JUN2023 750 270.30 - - - - - - - -
Total 1,054,575 1,732 67,279 6,610,275 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.