Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10966.20   As on Jan 22, 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
188,550 -6,825 446 - 853.95 56.45 75 855.95 860.35 75 25JAN2018 75 1.95 2.00 2,625 0.35 2.00 41.58 20,125 -111,000 1,310,475
35,325 15,000 301 - 888.00 52.40 150 885.25 895.30 600 22FEB2018 75 17.05 19.30 600 -2.30 18.00 20.54 4,602 12,975 950,700
4,500 3,075 42 - 910.00 51.50 150 899.40 932.15 75 28MAR2018 75 34.85 35.70 75 -6.10 34.10 17.84 181 6,825 727,275
10,125 - - - - - - - - - 28JUN2018 - - - - - - - - - 300
- - - - - - - - - - 27SEP2018 750 45.90 - - - - - - - -
- - - - - - - - - - 27DEC2018 750 53.80 - - - - - - - -
- - - - - - - - - - 27JUN2019 825 59.65 - - - - - - - -
- - - - - - - - - - 26DEC2019 825 59.05 - - - - - - - 140,850
- - - - - - - - - - 25JUN2020 750 55.55 - - - - - - - 128,925
2,775 - - - - - - - 2,960.00 900 31DEC2020 750 50.75 - - - - - - - 842,925
- - - - - - - - - - 24JUN2021 750 45.95 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 40.90 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 36.25 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 32.05 - - - - - - - -
Total 241,275 789 24,908 4,101,450 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.