Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10564.05   As on Apr 20, 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
5,001,750 -65,250 271,735 8.84 10.35 -3.70 1,575 10.20 10.50 150 26APR2018 750 115.15 116.95 150 -20.95 116.95 - 29,929 -6,300 390,300
690,000 46,650 9,201 9.48 126.00 1.80 150 124.25 126.00 825 31MAY2018 825 198.10 201.40 225 -18.90 198.50 13.45 4,400 25,200 200,925
197,325 13,200 434 8.42 188.15 2.20 675 182.55 188.50 75 28JUN2018 225 253.05 258.25 150 -17.40 255.00 15.66 42 2,100 45,450
- - - - - - - - - - 27DEC2018 - - - - - 650.00 - - - 75
- - - - - - - - - - 26DEC2019 - - - - - 524.00 - - - 60,450
- - - - - - - - - - 25JUN2020 750 393.70 - - - 635.00 - - - 17,925
- - - - - - - - 2,273.95 975 31DEC2020 3,450 364.65 - - - 426.25 - - - 12,825
- - - - - - - - - - 24JUN2021 750 338.05 - - - 670.00 - - - 300
- - - - - - - - - - 30DEC2021 750 311.10 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 286.60 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 263.85 - - - - - - - -
Total 5,889,075 281,370 34,371 728,250 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.