Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10389.70   As on Nov 24, 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
1,488,375 -11,400 153 - 2,102.80 36.35 75 2,102.75 2,114.35 300 30NOV2017 4,800 0.05 0.10 6,000 0.05 0.15 56.06 236 -15,825 227,025
444,625 2,175 33 - 2,120.00 41.70 75 2,113.30 2,145.00 75 28DEC2017 150 1.20 1.35 75 -1.10 1.20 29.43 56 750 118,050
- - - - - - - - - - 29MAR2018 1,650 3.05 - - - - - - - -
413,525 - - - 1,184.00 - - - - - 28JUN2018 8,250 3.15 - - - 100.00 - - - 83,775
- - - - - - - - - - 27SEP2018 8,250 3.55 - - - - - - - -
- - - - - - - - - - 27DEC2018 8,250 4.15 - - - 450.00 - - - 81,900
- - - - - - - - - - 27JUN2019 8,250 5.70 - - - 183.00 - - - 1,800
- - - - - - - - - - 26DEC2019 8,250 7.10 - - - 570.00 - - - 297,975
82,500 - - - 1,888.95 - - - - - 25JUN2020 8,250 8.20 - - - 172.00 - - - 14,775
- - - - - - - - - - 31DEC2020 1,500 171.00 - - - 168.00 - - - 47,325
- - - - - - - - - - 24JUN2021 8,250 9.35 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 9.50 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 9.50 - - - - - - - -
Total 2,429,025 186 292 872,625 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.