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
2,164,200 -387,750 57,545 12.71 222.00 88.95 75 221.15 223.65 675 25JAN2018 150 10.25 10.35 300 -18.80 10.25 12.91 397,342 338,700 6,367,050
946,050 24,375 3,229 9.16 320.00 72.70 75 315.75 325.80 1,350 22FEB2018 675 91.00 91.05 225 -31.70 91.05 15.70 16,502 184,275 923,625
120,900 7,875 199 - 379.00 64.45 75 373.25 390.45 150 28MAR2018 75 136.00 138.55 75 -34.70 133.60 15.65 438 12,150 422,925
- - - - - - - - - - 28JUN2018 3,750 182.50 - - - - - - - -
- - - - - - - - - - 27SEP2018 825 183.80 - - - - - - - -
- - - - - - - - - - 27DEC2018 825 178.60 - - - - - - - -
- - - - - - - - - - 27JUN2019 825 161.45 - - - - - - - -
- - - - - - - - - - 26DEC2019 825 142.35 - - - 954.60 - - - 60,450
- - - - - - - - - - 25JUN2020 825 124.20 - - - 521.00 - - - 99,225
- - - - - - - - 2,399.95 1,275 31DEC2020 2,250 107.15 - - - 588.00 - - - 4,725
- - - - - - - - - - 24JUN2021 750 93.15 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 79.90 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 68.85 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 59.35 - - - - - - - -
Total 3,231,150 60,973 414,282 7,878,000 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.