Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10966.20   As on Jan 22, 2018 15:30:30 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
1,768,500 -443,325 7,312 - 2,353.20 69.30 75 2,354.10 2,361.40 150 25JAN2018 64,800 0.15 0.25 45,075 - 0.15 86.45 3,357 -73,650 349,350
106,800 91,575 1,277 - 2,357.15 69.65 75 2,359.00 2,365.65 750 22FEB2018 4,125 0.60 0.65 75 -0.15 0.65 30.72 634 26,850 39,900
1,158,000 - - - - - 1,500 2,328.70 2,415.20 1,500 28MAR2018 2,250 0.65 4.00 525 - - - - - 525
263,225 - - - - - - - - - 28JUN2018 750 3.05 - - - - - - - 75,225
- - - - - - - - - - 27SEP2018 750 3.10 - - - - - - - -
- - - - - - - - - - 27DEC2018 750 3.30 - - - - - - - 30,600
63,525 - - - - - - - - - 27JUN2019 750 3.95 - - - - - - - 4,050
150,000 - - - - - - - - - 26DEC2019 750 4.70 - - - - - - - 84,825
2,325 - - - - - - - - - 25JUN2020 750 5.35 - - - - - - - 36,225
- - - - - - - - - - 31DEC2020 750 157.00 - - 6.05 166.05 24.51 4 225 1,350
- - - - - - - - - - 24JUN2021 750 6.00 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 6.10 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 6.10 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 6.00 - - - - - - - -
Total 3,512,375 8,589 3,995 622,050 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.