Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10570.55   As on Apr 25, 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
2,829,525 -279,675 21,797 30.31 0.35 -0.20 8,250 0.25 0.35 8,400 26APR2018 450 423.35 426.25 1,500 51.00 426.00 - 4,449 -223,200 204,900
2,703,750 592,275 35,704 8.24 17.00 -9.25 900 16.95 17.00 4,950 31MAY2018 75 417.15 418.80 75 38.20 415.15 16.19 3,588 89,250 1,089,675
670,725 34,875 2,213 8.40 59.95 -11.00 150 59.35 60.00 525 28JUN2018 225 440.40 459.15 75 38.20 442.00 17.27 598 31,050 99,525
1,125 75 1 6.77 200.00 - 750 155.05 205.00 75 27SEP2018 150 380.25 - - - - - - - -
456,300 9,525 261 3.29 310.00 -25.85 750 309.75 311.30 225 27DEC2018 150 508.00 513.95 75 29.20 510.00 18.87 122 1,500 378,900
- - - - - - - - 884.95 750 28MAR2019 - - - - - - - - - -
3,075 - - - 680.00 - - - 972.95 750 27JUN2019 750 456.05 - - - - - - - -
4,725 - - - 976.00 - - - 1,049.00 150 26DEC2019 825 444.75 - - - 632.00 - - - 170,775
- - - - - - - - - - 25JUN2020 750 401.90 - - - 700.00 - - - 145,350
6,750 - - - 1,600.00 - 1,950 1,320.30 1,600.00 75 31DEC2020 75 651.00 735.00 7,500 - 620.15 - - - 120,000
47,925 - - - 1,800.00 - - - - - 24JUN2021 750 326.95 - - - 690.00 - - - 203,250
- - - - - - - - - - 30DEC2021 750 293.75 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 264.85 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 238.95 - - - - - - - -
Total 6,723,900 59,976 8,757 2,412,375 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.