Option Chain (Equity Derivatives) |
Underlying Index: NIFTY 10570.55
As on Apr 25, 2018 15:30:30 IST
|
| 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 |
 |
246,150 | 2,700 | 632 | 47.27 | 0.30 | -0.10 | 2,100 | 0.30 | 0.35 | 1,050 | 26APR2018 | 75 | 720.05 | 722.45 | 1,125 | 53.00 | 722.90 | - | 1,529 | -84,450 | 21,525 | |
|
177,225 | 77,250 | 4,400 | 8.72 | 2.05 | -1.30 | 29,925 | 2.00 | 2.15 | 1,125 | 31MAY2018 | 75 | 697.95 | 702.60 | 1,350 | 47.75 | 697.40 | 21.18 | 1,567 | 87,525 | 163,950 | |
|
36,225 | -450 | 60 | 8.76 | 16.60 | -2.25 | 75 | 15.70 | 16.85 | 150 | 28JUN2018 | 300 | 668.95 | 728.10 | 600 | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 25JUN2020 | 75 | 503.30 | - | - | - | 770.00 | - | - | - | 158,625 | |
|
- | - | - | - | - | - | - | - | 1,857.95 | 825 | 31DEC2020 | 750 | 447.90 | - | - | -28.00 | 675.00 | 23.14 | 1,657 | 124,275 | 141,150 | |
|
- | - | - | - | - | - | - | - | - | - | 24JUN2021 | 750 | 402.45 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 30DEC2021 | 750 | 359.25 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 30JUN2022 | 750 | 321.90 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 29DEC2022 | 750 | 289.05 | - | - | - | - | - | - | - | - | |
| Total | 459,600 | 5,092 | 4,753 | 485,250 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.