Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11030.95   As on Jan 23, 2018 09:46:50 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
66,000 225 8 41.79 0.85 0.40 1,050 0.35 0.85 1,200 25JAN2018 1,650 875.80 883.60 300 -45.90 883.50 71.44 11 -75 33,450
18,750 1,350 127 13.15 6.15 1.90 75 5.15 6.20 300 22FEB2018 3,450 835.20 871.35 6,750 - - - - - 375
375 - 1 10.90 24.45 13.45 150 17.25 24.25 225 28MAR2018 1,500 830.10 884.15 6,750 - - - - - -
- - - - - - - - - - 27JUN2019 750 566.05 - - - - - - - -
- - - - - - - - - - 26DEC2019 750 466.65 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 389.00 - - - - - - - 27,150
- - - - - - - - - - 31DEC2020 750 325.00 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 275.95 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 232.35 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 197.55 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 168.30 - - - - - - - -
Total 85,125 136 11 60,975 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.