Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10772.05   As on Jun 20, 2018 15:30:00 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
227,700 -1,425 45 - 2,774.00 63.15 75 2,773.10 2,781.85 75 28JUN2018 225 0.35 0.60 150 -0.25 0.35 - 2 75 51,900
75 - - - - - 75 2,700.00 3,023.90 225 27SEP2018 900 0.30 - - - - - - - -
252,025 600 35 - 2,815.00 42.45 75 2,828.70 2,848.50 150 27DEC2018 75 18.15 19.20 300 -0.30 19.45 25.74 11 675 228,375
- - - - - - - - - - 28MAR2019 8,250 3.05 - - - - - - - -
23,250 - - - - - 75 2,987.70 3,479.95 75 27JUN2019 8,250 3.15 - - - - - - - 75
450 - - - - - - - - - 26DEC2019 8,250 3.50 - - - - - - - 1,125
- - - - - - - - - - 25JUN2020 8,250 4.00 - - - - - - - 1,125
- - - - - - - - - - 31DEC2020 8,250 4.40 - - - - - - - 29,250
- - - - - - - - - - 24JUN2021 15,750 4.75 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 4.95 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 5.05 - - - - - - - -
- - - - - - - - - - 29DEC2022 9,150 5.10 - - - - - - - -
Total 503,500 80 13 311,850 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.