Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11085.15   As on Jan 24, 2018 15:26:30 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
858,075 -95,700 4,187 - 477.00 -10.00 150 477.05 477.50 75 25JAN2018 3,000 1.80 1.85 525 -2.00 1.85 43.61 79,930 -552,900 4,907,550
466,500 14,625 728 - 554.70 3.55 75 553.80 558.30 450 22FEB2018 900 64.00 64.40 600 9.10 64.10 20.74 17,843 114,525 1,661,175
41,775 -225 23 - 612.85 10.65 225 599.10 609.25 600 28MAR2018 225 98.65 99.75 600 11.85 99.80 18.50 533 1,200 91,725
- - - - - - - - - - 28JUN2018 3,825 108.80 - - - - - - - 114,750
- - - - - - - - - - 27SEP2018 750 127.90 - - - - - - - -
- - - - - - - - - - 27DEC2018 8,325 136.00 - - - - - - - -
- - - - - - - - - - 27JUN2019 750 137.45 - - - - - - - -
- - - - - - - - - - 26DEC2019 750 130.55 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 120.60 - - - - - - - 37,650
- - - - - - - - - - 31DEC2020 750 109.30 - - - - - - - 1,650
4,350 - - - - - - - - - 24JUN2021 750 98.95 - - - - - - - 17,550
- - - - - - - - - - 30DEC2021 750 88.30 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 78.85 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 70.25 - - - - - - - -
Total 1,370,700 4,938 98,306 6,832,050 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.