Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11083.45   As on Sep 24, 2018 10:45:21 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
104,625 -1,500 241 42.68 418.00 -41.75 75 414.60 418.15 75 27SEP2018 600 10.00 10.15 825 -0.70 10.10 28.31 38,686 273,900 1,862,025
14,100 600 13 13.05 506.00 -46.55 150 506.35 517.25 75 25OCT2018 300 66.10 66.70 300 5.25 65.30 18.21 5,192 8,925 544,125
- - - - - - 3,000 410.10 - - 29NOV2018 375 116.75 117.40 75 6.40 117.50 17.72 108 1,800 20,100
- - - - - - 750 416.10 - - 27DEC2018 300 112.10 - - - - - - - 1,275
- - - - - - - - - - 27JUN2019 750 148.05 - - - - - - - 199,800
- - - - - - - - - - 26DEC2019 750 193.05 - - - - - - - 120,450
- - - - - - - - - - 25JUN2020 825 264.10 - - - - - - - 19,125
- - - - - - - - - - 31DEC2020 825 251.80 - - - - - - - 12,300
2,550 - - - - - - - - - 24JUN2021 825 237.35 - - - - - - - 33,825
- - - - - - - - - - 30DEC2021 750 220.45 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 204.10 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 188.20 - - - - - - - -
- - - - - - - - - - 29JUN2023 750 172.95 - - - - - - - -
Total 121,275 254 43,986 2,813,025 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.