Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10894.70   As on Jan 19, 2018 15:30:30 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
4,179,600 -939,000 289,186 10.03 129.00 67.50 150 128.60 130.00 1,425 25JAN2018 75 19.40 19.70 75 -36.20 19.75 10.81 474,216 1,318,875 5,815,650
2,700,525 186,225 10,120 9.29 243.45 58.00 825 242.90 247.35 75 22FEB2018 450 116.00 117.20 150 -39.55 117.20 15.19 18,654 333,075 1,020,450
154,875 17,100 691 5.91 313.85 65.35 750 314.40 318.05 150 28MAR2018 75 166.05 169.20 150 -36.35 168.00 15.77 518 15,300 88,875
- - - - - - - - - - 28JUN2018 3,750 224.95 - - - - - - - -
- - - - - - - - - - 27SEP2018 825 219.40 - - - - - - - -
- - - - - - - - - - 27DEC2018 825 209.90 - - - - - - - -
- - - - - - - - - - 27JUN2019 825 185.60 - - - - - - - -
- - - - - - - - - - 26DEC2019 825 161.75 - - - - - - - -
- - - - - - - - - - 25JUN2020 2,025 140.00 - - - 657.30 - - - 27,675
12,975 75 7 - 1,935.00 114.95 675 1,911.05 2,045.00 75 31DEC2020 750 120.10 - - 133.00 540.00 24.59 15 - 118,875
- - - - - - - - - - 24JUN2021 750 103.95 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 88.85 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 76.35 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 65.60 - - - - - - - -
Total 7,047,975 300,004 493,403 7,071,525 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.