Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10195.85   As on Oct 18, 2017 11:21:52 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
696,625 - 2 - 2,244.00 -36.00 150 2,240.10 2,257.45 1,950 28DEC2017 75 4.05 4.95 975 0.25 4.50 26.51 10 750 540,175
- - - - - - 450 2,186.30 2,410.00 450 29MAR2018 9,075 3.10 - - - - - - - 7,425
87,000 - - - - - - - - - 28JUN2018 9,000 3.60 - - - - - - - 7,875
- - - - - - - - - - 27SEP2018 9,000 4.65 - - - - - - - -
128,100 -75 2 - 2,555.00 -15.00 75 2,525.05 2,599.00 75 27DEC2018 9,000 6.10 - - - - - - - 101,325
23,250 - - - - - - - - - 27JUN2019 9,000 9.75 - - - - - - - 7,500
1,500 - - - - - - - - - 26DEC2019 9,000 13.45 - - - - - - - 4,800
- - - - - - - - - - 25JUN2020 9,000 16.15 - - - - - - - 2,325
- - - - - - - - - - 31DEC2020 9,000 18.05 - - - - - - - 61,050
- - - - - - - - - - 24JUN2021 9,000 19.10 - - - - - - - -
- - - - - - - - - - 30DEC2021 9,000 19.70 - - - - - - - -
- - - - - - - - - - 30JUN2022 9,000 19.75 - - - - - - - -
Total 936,475 4 10 732,475 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.