Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11046.90   As on Jan 23, 2018 11:49:23 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
11,475 -2,100 65 32.15 0.25 -0.05 225 0.20 0.25 1,050 25JAN2018 1,200 750.85 758.30 75 -81.80 754.25 53.03 19 -1,350 11,025
63,375 30,150 1,027 13.17 11.05 4.55 150 10.65 11.90 75 22FEB2018 2,550 726.35 744.00 2,475 -602.50 729.00 22.41 5 300 300
9,750 9,525 138 10.35 33.00 11.45 150 31.10 33.00 1,050 28MAR2018 1,500 717.50 767.35 6,750 - - - - - -
- - - - - - - - - - 27DEC2018 750 519.05 - - - - - - - -
- - - - - - - - - - 27JUN2019 750 517.05 - - - - - - - -
- - - - - - - - - - 26DEC2019 750 427.70 - - - - - - - -
- - - - - - - - - - 25JUN2020 825 358.00 - - - - - - - 217,650
- - - - - - - - - - 31DEC2020 750 299.55 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 254.70 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 214.80 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 182.85 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 155.90 - - - - - - - -
Total 84,600 1,230 24 228,975 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.