Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10564.05   As on Apr 20, 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
425,175 -58,425 1,557 23.20 0.25 -0.10 26,700 0.25 0.40 5,400 26APR2018 150 894.15 901.15 1,500 -15.00 903.00 - 2,227 -139,800 853,950
152,400 30,000 1,148 10.62 2.75 -0.80 1,350 2.75 3.00 225 31MAY2018 75 858.00 864.95 1,050 -17.70 865.00 20.85 466 29,250 37,800
85,500 8,100 246 9.94 13.00 -0.20 150 12.85 14.65 225 28JUN2018 600 834.70 896.85 150 - 924.00 - - - 5,625
565,800 1,575 63 6.86 165.45 0.90 75 160.40 168.00 75 27DEC2018 75 743.35 793.85 75 - 798.00 - - - 33,000
- - - - - - - - - - 25JUN2020 - - - - - 865.00 - - - 164,850
- - - - - - - - - - 30DEC2021 750 503.80 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 458.00 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 416.80 - - - - - - - -
Total 1,228,875 3,014 2,693 1,095,225 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.