Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11086.60   As on Sep 24, 2018 10:57:52 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
2,940,225 -69,375 79,601 20.74 6.50 -6.45 1,350 6.40 6.50 225 27SEP2018 300 294.50 295.75 1,125 51.30 294.65 - 5,731 -19,575 2,191,425
861,525 179,475 11,782 12.94 78.00 -21.95 1,350 77.75 78.20 300 25OCT2018 150 325.35 329.00 150 39.90 326.15 14.47 1,235 2,400 595,350
28,275 3,600 107 10.95 153.00 -28.20 150 150.20 152.15 150 29NOV2018 150 349.20 355.65 225 62.75 375.25 16.73 10 - 72,975
300 - - - - - 75 190.45 243.45 225 27DEC2018 75 170.15 - - - - - - - 450
2,925 - - - - - - - - - 27JUN2019 750 305.55 - - - - - - - -
1,650 - - - - - - - 1,434.00 1,200 26DEC2019 750 337.05 - - - - - - - 150
375 - - - - - - - - - 25JUN2020 75 463.85 - - - - - - - 11,700
- - - - - - - - - - 31DEC2020 1,275 423.40 - - - - - - - 3,675
- - - - - - - - - - 24JUN2021 75 658.00 - - - - - - - 26,250
- - - - - - - - - - 30DEC2021 750 351.55 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 319.65 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 290.40 - - - - - - - -
- - - - - - - - - - 29JUN2023 750 263.75 - - - - - - - -
Total 3,835,275 91,490 6,976 2,901,975 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.