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
345,150 -98,550 1,885 - 763.60 71.60 75 760.10 764.85 300 25JAN2018 75 2.25 2.40 7,500 0.35 2.35 38.39 21,913 -201,600 2,815,275
102,075 18,675 347 - 795.75 71.35 75 791.40 801.90 1,125 22FEB2018 150 22.30 23.90 525 -0.65 24.35 20.27 5,334 43,200 826,725
19,800 75 1 - 827.95 150.45 150 812.20 857.05 75 28MAR2018 300 44.75 47.95 375 -5.45 44.75 17.88 249 1,800 133,725
- - - - - - - - - - 28JUN2018 - - - - - 195.00 - - - 1,878,750
- - - - - - - - - - 27SEP2018 750 58.80 - - - - - - - -
- - - - - - - - - - 27DEC2018 750 66.50 - - - 315.40 - - - 19,275
- - - - - - - - - - 27JUN2019 825 71.10 - - - 837.50 - - - 8,250
79,350 - - - 1,101.25 - - - 2,219.95 75 26DEC2019 825 68.90 - - - 367.50 - - - 170,925
- - - - - - - - - - 25JUN2020 - - - - - 303.00 - - - 59,400
6,675 - - - 1,911.00 - - - 2,880.00 900 31DEC2020 750 57.95 - - - 450.00 - - - 352,275
- - - - - - - - - - 24JUN2021 750 52.15 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 46.15 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 40.75 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 35.85 - - - - - - - -
Total 553,050 2,233 27,496 6,264,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.