Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10966.20   As on Jan 22, 2018 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
714,900 -4,800 287 - 2,260.55 86.50 75 2,253.85 2,268.80 75 25JAN2018 5,025 0.20 0.30 8,550 - 0.30 85.51 88 -5,625 62,175
1,275 600 9 - 2,231.70 27.85 75 2,249.85 2,284.15 150 22FEB2018 1,575 0.60 0.90 7,500 -0.85 1.00 30.71 2 150 225
1,218,750 - - - - - 1,500 2,227.30 - - 28MAR2018 900 0.15 - - - - - - - -
137,050 - - - - - - - - - 28JUN2018 750 3.05 - - - - - - - 255,300
- - - - - - - - - - 27SEP2018 750 3.15 - - - - - - - -
50 - - - - - - - - - 27DEC2018 750 3.45 - - - - - - - 41,250
- - - - - - - - - - 27JUN2019 750 4.30 - - - - - - - 58,650
292,500 - - - - - - - - - 26DEC2019 750 5.25 - - - - - - - 61,350
2,850 - - - - - - - - - 25JUN2020 - - - - - - - - - 127,350
- - - - - - - - - - 31DEC2020 750 6.40 - - - - - - - 19,500
- - - - - - - - - - 24JUN2021 750 6.65 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 6.70 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 6.65 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 6.55 - - - - - - - -
Total 2,367,375 296 90 625,800 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.