Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10389.70   As on Nov 24, 2017 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
590,625 -20,250 969 20.08 413.00 45.15 75 414.55 421.00 75 30NOV2017 75 2.75 2.85 75 -1.80 2.75 16.80 66,245 364,575 5,726,025
2,429,850 34,650 1,713 - 480.70 40.90 150 481.05 486.30 75 28DEC2017 150 39.00 39.50 1,725 -9.10 39.50 15.49 13,789 1,800 6,017,550
1,050 - - - 505.00 - 225 519.60 554.75 75 25JAN2018 75 62.15 63.00 975 -10.00 62.35 14.89 471 -2,250 344,775
32,325 -225 3 - 655.00 55.00 675 630.20 664.95 150 29MAR2018 1,575 120.00 120.80 75 -6.00 120.00 16.12 272 7,350 100,425
350 - - - 500.00 - 750 575.05 994.95 750 28JUN2018 6,525 129.50 - - - 170.00 - - - 8,175
- - - - - - - - 1,179.95 750 27SEP2018 6,525 138.35 - - - 216.00 - - - 75
146,925 -1,800 35 - 1,095.00 44.90 150 1,086.20 1,099.00 75 27DEC2018 75 251.10 255.00 75 -6.20 254.90 19.04 12 -150 124,800
- - - - - - - - - - 27JUN2019 6,600 137.45 - - - 478.00 - - - 24,000
- - - - - - - - - - 26DEC2019 9,075 128.80 - - - 416.50 - - - 159,000
243,000 - - - 1,925.00 - - - - - 25JUN2020 9,000 118.35 - - - 623.00 - - - 223,500
9,825 - - - 2,000.00 - - - 2,479.95 2,250 31DEC2020 9,000 107.15 - - - 590.00 - - - 607,725
- - - - - - - - - - 24JUN2021 9,000 97.15 - - - - - - - -
- - - - - - - - - - 30DEC2021 9,000 86.95 - - - - - - - -
- - - - - - - - - - 30JUN2022 9,000 77.95 - - - - - - - -
Total 3,453,950 2,720 80,789 13,336,050 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.