Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10894.70   As on Jan 19, 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
1,496,175 -82,350 4,842 16.40 414.90 101.25 75 413.95 417.15 750 25JAN2018 75 4.75 4.80 75 -4.00 4.75 17.93 139,613 368,175 7,410,825
769,050 -5,925 1,009 - 483.00 81.45 375 478.80 484.50 225 22FEB2018 2,100 55.00 55.85 300 -17.45 55.85 16.94 19,392 309,600 3,618,975
295,350 -10,125 170 - 520.10 69.75 75 522.00 536.25 75 28MAR2018 150 90.00 91.10 375 -22.20 90.00 16.20 1,830 45,975 907,575
48,975 - - - 615.90 1.55 450 622.90 785.20 150 28JUN2018 9,525 114.65 - - - 240.00 - - - 33,900
- - - - - - 750 683.05 924.95 750 27SEP2018 6,600 124.85 - - - - - - - -
106,350 4,950 77 - 995.00 65.75 225 1,001.10 1,030.00 75 27DEC2018 75 288.10 291.40 75 -14.60 290.00 19.88 76 2,475 419,850
- - - - - - - - - - 27JUN2019 6,675 120.05 - - - - - - - -
1,275 - - - 899.00 - - - - - 26DEC2019 6,750 108.75 - - - 714.00 - - - 41,325
- - - - - - - - - - 25JUN2020 9,150 96.65 - - - 599.00 - - - 50,625
825 - - - 1,772.00 - - - 2,549.95 1,575 31DEC2020 300 461.00 - - - 481.00 - - - 392,700
- - - - - - - - - - 24JUN2021 9,150 74.10 - - - - - - - -
- - - - - - - - - - 30DEC2021 9,000 64.05 - - - - - - - -
- - - - - - - - - - 30JUN2022 9,000 55.55 - - - - - - - -
- - - - - - - - - - 29DEC2022 9,750 48.15 - - - 143.05 - - - 750
Total 2,718,000 6,098 160,911 12,876,525 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.