Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11010.20   As on Jul 20, 2018 15:30:30 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
90,975 -5,700 128 29.79 830.00 50.00 225 813.75 844.35 150 26JUL2018 12,900 3.05 3.35 75 0.50 3.35 30.23 10,282 193,500 2,713,275
27,375 4,200 80 - 845.00 61.00 1,500 840.80 855.00 75 30AUG2018 75 21.30 23.15 225 -4.10 21.05 18.07 1,571 11,550 488,025
600 - - - 794.00 - 900 865.80 913.90 900 27SEP2018 75 40.75 43.55 75 -4.65 42.75 17.81 38 1,125 1,020,300
- - - - - - - - - - 27DEC2018 11,550 49.95 - - - 315.40 - - - 19,275
- - - - - - - - - - 28MAR2019 750 67.05 - - - - - - - -
- - - - - - - - - - 27JUN2019 825 76.25 - - - 280.00 - - - 9,150
79,350 - - - 1,490.00 - 75 1,540.00 1,740.95 750 26DEC2019 825 82.40 - - - 385.00 - - - 159,750
- - - - - - - - - - 25JUN2020 825 80.75 - - - 303.00 - - - 59,400
6,675 - - - 1,911.00 - - - 2,747.95 1,950 31DEC2020 9,525 75.60 - - - 365.00 - - - 400,500
- - - - - - - - - - 24JUN2021 825 69.60 - - - 680.00 - - - 83,850
- - - - - - - - - - 30DEC2021 750 62.75 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 56.30 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 50.20 - - - - - - - -
- - - - - - - - - - 29JUN2023 750 44.60 - - - - - - - -
Total 204,975 208 11,891 4,953,525 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.