Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11085.75   As on Jan 24, 2018 15:23:30 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
12,975 -525 2,567 42.78 0.45 -0.05 150 0.40 0.45 75 25JAN2018 150 607.30 620.10 75 -40.40 598.60 - 12 -825 1,350
397,950 235,050 14,990 14.88 33.00 13.20 6,900 33.00 33.10 150 22FEB2018 375 600.45 636.00 1,050 20.00 610.00 21.44 9 675 1,275
118,650 5,325 1,763 10.72 62.15 20.45 75 58.45 59.35 225 28MAR2018 1,500 593.50 655.65 150 - - - - - -
- - - - - - - - - - 27DEC2018 750 557.15 - - - - - - - -
- - - - - - - - - - 27JUN2019 750 471.80 - - - - - - - -
- - - - - - - - - - 26DEC2019 750 404.00 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 348.55 - - - - - - - 15,900
- - - - - - - - - - 31DEC2020 750 299.60 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 261.20 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 225.75 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 196.50 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 171.30 - - - - - - - -
Total 529,575 19,320 21 18,525 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.