Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10575.10   As on Nov 21, 2018 11:37:25 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
1,042,275 -54,300 13,229 15.67 1.95 -0.80 3,975 1.95 2.00 23,250 29NOV2018 225 497.60 502.10 75 91.45 509.00 - 91 -3,900 69,150
300,075 24,975 2,282 14.14 50.55 -13.85 75 50.35 50.50 525 27DEC2018 150 502.25 511.60 150 83.00 522.95 18.96 2 75 7,500
35,250 1,950 66 12.88 115.70 -26.60 225 115.90 119.05 75 31JAN2019 75 516.00 549.00 150 - - - - - 225
525 - - - - - - - - - 27JUN2019 750 387.05 - - - - - - - -
- - - - - - - - 1,077.95 1,950 26DEC2019 2,250 489.05 - - - - - - - 1,575
2,025 - - - - - - - - - 25JUN2020 - - - - - - - - - -
- - - - - - - - - - 31DEC2020 750 608.05 - - - - - - - 18,600
- - - - - - - - - - 24JUN2021 750 528.05 - - - - - - - 1,050
Total 1,380,150 15,577 93 98,100 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.