Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11085.15   As on Jan 24, 2018 15:26:30 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
3,480,675 543,525 525,709 13.50 26.15 -13.90 600 26.15 26.30 225 25JAN2018 1,125 44.95 45.10 225 -9.15 45.00 15.44 298,235 614,175 1,783,275
1,329,225 97,125 20,228 13.34 204.80 20.15 75 204.85 205.15 900 22FEB2018 75 204.25 204.95 75 23.35 204.95 19.07 14,481 64,275 368,775
78,075 -8,850 720 8.91 262.00 11.95 300 263.55 265.30 75 28MAR2018 150 248.10 251.45 225 15.80 246.00 18.07 528 17,250 39,375
- - - - - - - - - - 28JUN2018 3,000 200.30 - - - - - - - -
- - - - - - - - - - 27SEP2018 750 290.65 - - - - - - - -
- - - - - - - - - - 27DEC2018 750 281.15 - - - - - - - -
- - - - - - - - - - 27JUN2019 825 256.05 - - - - - - - -
- - - - - - - - - - 26DEC2019 750 229.20 - - - - - - - 162,000
- - - - - - - - - - 25JUN2020 750 203.60 - - - - - - - -
- - - - - - - - - - 31DEC2020 75 601.00 611.00 900 -10.00 611.00 25.29 32 2,250 3,900
- - - - - - - - - - 24JUN2021 750 158.95 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 139.40 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 122.85 - - - - - - - -
- - - - - - - - - - 29DEC2022 900 108.15 - - - - - - - -
Total 4,887,975 546,657 313,276 2,357,325 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.