Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10322.25   As on Dec 11, 2017 15:30:30 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
265,050 75 2 - 3,330.05 51.60 300 3,331.00 3,360.90 2,100 28DEC2017 750 0.45 0.80 75 - 0.65 - - - 154,800
525 - - - 3,190.00 - - - - - 29MAR2018 975 3.05 - - - 4.00 - - - 6,525
1,200 - - - 3,275.00 - - - - - 28JUN2018 300 0.30 - - - 300.00 - - - 6,550
- - - - - - - - 3,599.00 75 27DEC2018 9,000 3.10 - - - 68.00 - - - 5,250
- - - - - - - - - - 27JUN2019 9,000 3.45 - - - 30.00 - - - 14,250
- - - - - - - - - - 26DEC2019 9,000 4.05 - - - 70.00 - - - 13,425
- - - - - - - - - - 25JUN2020 9,000 4.80 - - - 158.00 - - - 19,125
- - - - - - - - - - 31DEC2020 9,000 5.55 - - - - - - - -
- - - - - - - - - - 24JUN2021 9,000 6.20 - - - - - - - -
- - - - - - - - - - 30DEC2021 9,000 6.80 - - - - - - - -
Total 266,775 2 - 219,925 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.