Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10894.70   As on Jan 19, 2018 15:30:30 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
148,425 2,325 335 11.87 2.05 0.45 75 1.95 2.25 3,225 28MAR2018 75 1,506.10 1,533.35 150 -81.00 1,529.35 30.71 20 -450 136,575
12,525 - 6 7.93 8.95 3.35 1,500 6.40 9.00 150 28JUN2018 150 1,404.15 1,457.05 450 -9.55 1,541.10 - - - 13,500
- - - - - - 750 25.40 84.95 750 27SEP2018 - - - - - - - - - -
39,000 -1,350 30 6.17 90.00 5.00 750 92.25 94.80 75 27DEC2018 - - - - - - - - - -
- - - - - - - - - - 26DEC2019 750 685.05 - - - - - - - -
- - - - - - - - - - 25JUN2020 1,575 661.05 - - - - - - - -
- - - - - - - - - - 31DEC2020 1,575 542.75 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 454.85 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 378.20 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 317.80 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 267.35 - - - - - - - -
Total 199,950 371 20 150,075 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.