Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10572.50   As on Nov 21, 2018 11:14:24 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
2,758,050 93,600 51,624 14.30 9.75 -8.15 675 9.75 9.80 450 29NOV2018 75 312.30 313.90 1,275 73.10 315.00 14.10 1,567 -300 204,300
525,000 18,375 2,986 14.49 104.95 -25.05 75 104.60 105.00 150 27DEC2018 150 367.75 377.40 75 50.50 367.00 18.05 96 2,550 35,100
24,000 3,750 90 13.14 192.00 -25.55 150 190.10 192.00 75 31JAN2019 375 398.30 413.80 75 59.25 408.00 18.54 8 375 1,275
- - - - - - - - - - 27JUN2019 750 308.80 - - - - - - - 150
- - - - - - - - 1,238.95 1,650 26DEC2019 750 407.80 - - - - - - - 27,900
525 - - - - - - - 1,550.00 150 25JUN2020 - - - - - - - - - 122,175
1,500 - - - - - - - 1,800.00 75 31DEC2020 750 527.05 - - - - - - - 73,650
1,425 - - - - - - - - - 24JUN2021 75 465.55 - - - - - - - 14,250
Total 3,310,500 54,700 1,671 478,800 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.