Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11010.20   As on Jul 20, 2018 15:30:30 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
3,164,025 -282,150 148,296 11.49 12.40 4.10 1,425 12.40 12.60 225 26JUL2018 1,500 177.20 179.70 75 -54.95 179.45 10.05 7,295 -7,050 346,050
752,025 97,275 10,857 8.72 99.00 17.50 2,475 98.50 98.75 150 30AUG2018 450 250.00 252.75 75 -40.05 251.45 14.74 1,377 -16,575 108,600
98,325 -14,325 539 7.27 149.00 20.20 75 147.10 151.15 75 27SEP2018 150 282.75 291.25 150 -33.65 288.90 15.66 3 150 3,900
2,100 - - - 880.00 - - - 919.95 750 27JUN2019 75 350.60 - - - - - - - -
- - - - - - - - - - 26DEC2019 825 304.55 - - - - - - - -
- - - - - - - - - - 25JUN2020 825 263.55 - - - - - - - -
- - - - - - - - 1,997.95 1,950 31DEC2020 2,325 226.85 - - - 473.80 - - - 7,650
- - - - - - - - - - 24JUN2021 825 197.45 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 170.05 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 147.30 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 127.65 - - - - - - - -
- - - - - - - - - - 29JUN2023 750 110.70 - - - - - - - -
Total 4,016,475 159,692 8,675 466,200 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.