Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10582.50   As on Nov 13, 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
2,604,300 -504,750 147,358 13.42 86.95 22.25 375 86.60 86.95 150 29NOV2018 150 176.40 178.00 75 -79.20 177.00 15.65 11,537 42,000 397,200
537,900 32,850 2,336 14.50 217.80 39.50 75 213.95 218.45 150 27DEC2018 750 263.55 277.25 225 -58.40 263.55 18.36 472 2,400 52,125
9,825 300 52 13.14 316.25 51.25 300 303.20 312.90 150 31JAN2019 75 305.65 328.90 225 -55.55 314.00 18.80 19 225 3,300
- - - - - - - - - - 27JUN2019 - - - - - 760.00 - - - 199,425
- - - - - - - - 1,277.95 1,875 26DEC2019 750 428.05 - - - 775.00 - - - 116,250
825 - - - 1,335.00 - - - 1,850.00 150 25JUN2020 - - - - - 770.00 - - - 19,125
- - - - - - - - - - 31DEC2020 - - 758.95 750 - 566.00 - - - 12,300
2,325 - - - 2,013.00 - - - - - 24JUN2021 - - - - - 713.00 - - - 32,925
Total 3,155,175 149,746 12,028 832,650 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.