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
1,077,750 -29,850 27,208 10.97 0.95 -0.20 4,650 0.70 0.95 1,275 26APR2018 750 294.10 301.15 75 -21.35 301.80 - 2,614 -87,825 461,100
907,200 113,700 11,646 9.26 51.70 -0.55 75 48.85 51.80 900 31MAY2018 750 320.60 327.10 375 -17.15 324.00 13.94 232 -1,050 916,350
58,875 4,725 338 8.68 102.75 -2.90 225 102.60 105.95 300 28JUN2018 600 356.30 379.65 150 0.35 381.30 16.87 24 1,800 5,700
- - - - - - - - - - 26DEC2019 - - - - - 675.00 - - - 107,025
- - - - - - - - - - 25JUN2020 - - - - - 690.00 - - - 179,250
- - - - - - - - 2,141.95 675 31DEC2020 1,950 419.10 - - - 578.65 - - - 37,725
1,425 - - - 1,870.00 - - - - - 24JUN2021 750 386.65 - - - 719.00 - - - 5,700
- - - - - - - - - - 30DEC2021 750 353.70 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 324.65 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 297.80 - - - - - - - -
Total 2,045,250 39,192 2,870 1,712,850 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.