Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10322.25   As on Dec 11, 2017 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
8,800 - - - 2,303.80 - 2,100 2,514.60 2,560.90 2,100 28DEC2017 375 0.05 - - - 0.05 - - - 21,075
- - - - - - - - - - 29MAR2018 900 0.30 - - - - - - - -
5,500 - - - 2,020.30 - - - - - 28JUN2018 750 3.15 - - - 585.00 - - - 10,500
- - - - - - - - - - 27SEP2018 8,250 3.65 - - - - - - - -
75,000 - - - 2,107.65 - - - - - 27DEC2018 8,250 4.60 - - - 92.00 - - - 7,500
48,975 - - - 2,670.00 - - - - - 27JUN2019 8,250 7.20 - - - 100.00 - - - 17,550
- -975 13 - 3,120.00 1,375.00 - - - - 26DEC2019 750 26.30 - - -173.00 124.00 25.46 52 - 9,225
- - - - - - - - - - 25JUN2020 8,250 13.55 - - - 165.00 - - - 10,200
- - - - - - - - - - 31DEC2020 8,250 15.85 - - - 160.00 - - - 125,700
- - - - - - - - - - 24JUN2021 8,250 17.35 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 18.35 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 18.80 - - - - - - - -
Total 138,275 13 52 201,750 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.