Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10894.70   As on Jan 19, 2018 15:30:30 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
168,450 1,425 919 14.03 0.50 -0.05 525 0.50 0.55 1,125 25JAN2018 1,200 456.00 517.55 225 - 538.45 - - - 16,350
381,750 18,375 3,797 10.73 24.95 10.65 225 23.20 24.95 675 22FEB2018 1,200 401.00 495.00 75 -53.90 490.00 17.69 11 225 4,875
29,775 7,050 173 8.96 62.00 23.25 75 46.80 63.95 225 28MAR2018 1,500 453.80 524.90 1,500 - - - - - -
- - - - - - - - - - 27DEC2018 750 469.85 - - - - - - - -
- - - - - - - - - - 27JUN2019 750 384.05 - - - - - - - -
- - - - - - - - - - 26DEC2019 750 318.50 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 266.60 - - - 877.50 - - - 11,700
- - - - - - - - - - 31DEC2020 750 222.70 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 189.15 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 159.10 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 134.95 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 114.70 - - - - - - - -
Total 579,975 4,889 11 32,925 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.