Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10283.60   As on Nov 17, 2017 15:30:29 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
594,975 - - - 2,221.00 - 600 2,090.40 2,137.95 600 28DEC2017 150 1.55 - - 0.10 2.95 - - - 900
- - - - - - - - - - 29MAR2018 750 3.05 - - - - - - - -
125,000 - - - 2,078.10 - - - - - 28JUN2018 8,250 3.55 - - - 449.70 - - - 17,475
- - - - - - - - - - 27SEP2018 8,250 4.60 - - - - - - - -
183,825 - - - 1,770.00 - - - - - 27DEC2018 8,250 6.10 - - - 57.00 - - - 237,600
106,125 - - - 1,816.85 - - - - - 27JUN2019 8,250 9.90 - - - 120.00 - - - 12,750
3,075 -900 12 - 2,852.00 -209.00 - - - - 26DEC2019 750 22.05 - - 6.00 159.00 24.74 49 -3,675 154,050
49,500 - - - 3,210.00 - - - - - 25JUN2020 8,250 15.85 - - - 170.00 - - - 4,125
- - - - - - - - - - 31DEC2020 3,000 17.45 - - 12.00 162.00 24.12 59 4,425 11,700
- - - - - - - - - - 24JUN2021 8,250 18.10 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 18.35 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 18.10 - - - - - - - -
Total 1,062,500 12 108 438,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.