Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11045.65   As on Jan 23, 2018 11:48:23 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
97,275 5,625 451 25.78 0.35 -0.05 15,525 0.35 0.40 15,375 25JAN2018 300 549.20 558.70 75 -107.35 556.25 43.58 7 75 6,900
198,300 67,800 4,385 12.10 23.00 9.85 525 22.95 23.00 225 22FEB2018 300 544.75 565.50 6,150 -638.05 570.00 22.13 2 150 150
6,900 3,375 73 9.49 52.15 10.70 75 52.50 57.25 75 28MAR2018 1,500 544.75 591.65 6,675 - - - - - -
- - - - - - - - - - 27DEC2018 750 456.05 - - - - - - - -
- - - - - - - - - - 27JUN2019 750 426.65 - - - - - - - -
- - - - - - - - - - 26DEC2019 750 356.15 - - - - - - - -
- - - - - - - - - - 25JUN2020 825 300.30 - - - - - - - 235,050
- - - - - - - - - - 31DEC2020 825 252.20 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 215.55 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 182.40 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 155.70 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 133.15 - - - - - - - -
Total 302,475 4,909 9 242,100 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.