Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11022.55   As on Jan 23, 2018 09:38:20 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
4,877,625 -233,775 80,040 10.86 52.65 17.55 3,750 52.60 52.80 375 25JAN2018 5,925 41.50 41.60 825 -24.35 41.50 17.00 53,598 1,437,450 2,683,275
1,844,775 4,050 5,458 10.56 198.15 28.20 75 197.70 198.20 75 22FEB2018 75 165.00 165.80 150 -15.25 165.20 17.32 5,222 120,075 718,425
505,050 -4,275 190 7.21 263.00 29.65 225 262.80 263.00 1,950 28MAR2018 600 213.25 215.15 75 -12.60 214.65 16.93 149 1,275 180,750
13,950 1,500 21 - 405.00 30.00 75 402.35 405.00 300 28JUN2018 750 106.15 - - - - - - - 75
225 - - - - - - - 683.95 750 27SEP2018 1,500 257.95 - - - - - - - -
235,500 - 9 - 730.00 21.15 75 722.55 739.80 1,500 27DEC2018 900 385.00 390.00 225 -14.60 389.00 19.59 3 75 258,375
- - - - - - - - - - 27JUN2019 1,575 217.45 - - - - - - - -
600 - - - - - - - - - 26DEC2019 1,575 190.00 - - - - - - - 170,775
- - - - - - - - - - 25JUN2020 3,000 165.10 - - - - - - - 146,700
6,525 - - - - - 1,350 1,850.00 2,369.95 1,350 31DEC2020 4,200 142.20 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 123.70 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 106.30 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 91.85 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 79.40 - - - - - - - -
Total 7,484,250 85,718 58,972 4,158,375 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.