Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11022.55   As on Jan 23, 2018 09:44:20 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
617,325 -2,025 213 - 705.00 41.85 750 706.60 708.50 825 25JAN2018 1,125 2.40 2.50 1,875 -0.40 2.40 44.37 2,903 -62,100 4,230,225
157,275 -1,800 49 - 748.00 41.10 75 748.30 751.00 75 22FEB2018 225 29.60 29.85 75 -0.60 29.70 20.63 987 15,300 925,350
33,000 - - - - - 150 772.75 808.60 300 28MAR2018 75 55.25 55.95 75 -1.85 55.95 18.49 31 450 142,200
- - - - - - - - - - 28JUN2018 2,250 50.80 - - - - - - - 3,300
- - - - - - - - - - 27SEP2018 750 66.75 - - - - - - - -
75 - - - - - - - - - 27DEC2018 8,250 74.70 - - - - - - - -
- - - - - - - - - - 27JUN2019 825 78.95 - - - - - - - -
- - - - - - - - - - 26DEC2019 900 76.15 - - - - - - - 37,725
- - - - - - - - - - 25JUN2020 825 70.55 - - - - - - - 32,925
36,900 - - - - - - - - - 31DEC2020 750 63.75 - - - - - - - 375,225
- - - - - - - - - - 24JUN2021 750 57.35 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 50.75 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 44.80 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 39.45 - - - - - - - -
Total 844,575 262 3,921 5,746,950 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.