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
289,425 43,275 2,780 38.68 0.20 - 48,975 0.20 0.25 77,475 25JAN2018 1,200 955.65 959.15 75 -77.65 952.75 60.82 1,596 3,900 571,050
1,176,975 498,150 12,865 13.13 4.00 1.85 1,350 3.95 4.00 2,325 22FEB2018 75 928.00 928.70 600 -71.65 926.40 26.33 3,030 164,550 831,525
114,675 42,075 988 11.30 19.45 6.60 1,650 19.35 19.45 900 28MAR2018 300 914.05 940.25 5,850 - - - - - 6,525
375 75 3 10.48 134.00 77.90 75 65.00 126.95 750 28JUN2018 150 741.70 - - - - - - - 375
2,400 150 3 8.18 219.95 60.00 75 125.00 225.70 525 27SEP2018 - - - - - - - - - -
125,700 2,625 92 4.39 245.00 23.65 750 240.05 245.00 150 27DEC2018 75 760.10 800.00 75 -50.00 800.00 20.26 11 - 18,000
- - - - - - - - - - 27JUN2019 750 617.55 - - - - - - - -
225 - - - - - 600 650.00 830.50 75 26DEC2019 1,575 507.60 - - - - - - - -
- - - - - - - - - - 25JUN2020 825 422.15 - - - - - - - 288,075
- - - - - - - - - - 31DEC2020 825 351.95 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 298.40 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 250.90 - - - - - - - -
- - - - - - - - - - 30JUN2022 825 213.10 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 181.40 - - - - - - - -
Total 1,709,775 16,731 4,637 1,715,550 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.