Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11045.35   As on Jan 23, 2018 11:47:23 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
1,308,750 161,475 10,323 23.39 0.80 0.10 9,975 0.75 0.80 13,200 25JAN2018 450 457.50 458.25 600 -68.80 457.20 36.84 4,376 -177,750 677,550
1,088,175 236,550 16,491 11.88 35.00 12.45 3,600 35.00 35.20 300 22FEB2018 150 463.00 463.15 5,400 -57.45 463.15 18.97 2,023 85,800 403,800
260,475 150 1,704 9.28 74.00 19.10 75 73.55 74.80 225 28MAR2018 150 479.75 489.70 225 -35.15 490.00 18.74 74 3,375 18,375
750 - - - - - 150 142.30 263.75 150 28JUN2018 750 385.90 - - - - - - - -
675 - - - - - 750 230.05 515.00 75 27SEP2018 - - - - - - - - - -
168,075 - 4 - 463.00 44.35 75 457.00 469.90 225 27DEC2018 300 523.00 544.00 75 39.70 535.00 19.04 50 2,325 5,700
- - - - - - - - - - 27JUN2019 1,575 385.35 - - - - - - - -
- - - - - - - - - - 26DEC2019 825 323.90 - - - - - - - -
- - - - - - - - - - 25JUN2020 825 273.55 - - - - - - - 164,850
- - - - - - - - 1,999.95 975 31DEC2020 3,750 230.75 - - - - - - - -
- - - - - - - - - - 24JUN2021 825 197.70 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 167.60 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 143.35 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 122.70 - - - - - - - -
Total 2,826,900 28,522 6,523 1,270,275 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.