Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11084.75   As on Jul 23, 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
165,600 -3,900 78 - 789.60 71.95 300 787.60 789.65 1,200 26JUL2018 7,425 2.30 2.40 1,800 -1.60 2.30 38.66 11,990 -128,850 1,648,275
38,850 5,400 102 - 821.00 63.70 75 809.95 848.15 1,500 30AUG2018 450 18.50 20.25 375 -10.00 18.75 17.62 5,102 -17,550 603,675
4,725 - - - 831.35 - 75 835.65 884.55 150 27SEP2018 75 40.35 45.10 150 -4.35 45.95 18.01 86 900 23,025
75 - - - 932.00 - - - - - 27DEC2018 2,250 55.55 - - - - - - - -
- - - - - - - - - - 28MAR2019 750 72.85 - - - - - - - -
- - - - - - - - - - 27JUN2019 825 81.75 - - - 610.00 - - - 300
- - - - - - - - - - 26DEC2019 1,500 120.05 336.20 750 - 400.00 - - - 37,800
- - - - - - - - - - 25JUN2020 825 84.35 - - - 670.00 - - - 32,925
8,250 - - - 1,750.00 - - - 2,696.95 1,950 31DEC2020 - - 390.00 75 - 408.85 - - - 328,500
1,950 - - - 2,180.00 - - - - - 24JUN2021 75 71.80 - - - 648.00 - - - 10,350
Total 219,450 180 17,178 2,684,850 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.