Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10344.80   As on Dec 15, 2017 11:49:23 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
675,025 - 30 - 2,370.85 98.80 450 2,361.25 2,370.60 225 28DEC2017 75 0.80 1.00 2,925 -0.10 1.00 50.99 12 -150 575,200
6,450 1,050 15 - 2,385.00 164.00 75 2,375.10 2,385.00 75 29MAR2018 750 4.05 4.45 75 -0.65 3.65 22.94 9 -150 9,375
87,000 - - - - - - - 2,610.00 750 28JUN2018 9,000 3.25 - - - - - - - 7,875
- - - - - - - - - - 27SEP2018 9,000 4.10 - - - - - - - -
157,425 300 18 - 2,582.00 90.50 75 2,575.80 2,585.00 150 27DEC2018 375 32.00 36.00 225 -3.10 32.00 20.69 2 - 106,950
23,250 - - - - - - - - - 27JUN2019 9,000 9.45 - - - - - - - 7,500
750 - - - - - - - - - 26DEC2019 9,000 13.90 - - - - - - - 2,400
- - - - - - - - - - 25JUN2020 9,000 17.20 - - - - - - - 2,325
- - - - - - - - - - 31DEC2020 9,000 19.55 - - - - - - - 67,050
- - - - - - - - - - 24JUN2021 9,000 20.95 - - - - - - - -
- - - - - - - - - - 30DEC2021 9,000 21.80 - - - - - - - -
- - - - - - - - - - 30JUN2022 9,000 22.00 - - - - - - - -
Total 949,900 63 23 778,675 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.