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
93,300 -1,500 40 60.10 1,608.00 98.00 150 1,605.20 1,614.15 75 30NOV2017 16,500 0.15 0.25 4,350 -0.30 0.25 44.39 454 - 86,175
409,175 1,800 26 - 1,635.00 43.05 450 1,621.20 1,663.65 2,100 28DEC2017 450 3.00 3.90 600 -0.40 3.60 26.02 108 1,875 178,450
- - - - - - 1,500 1,620.05 1,700.40 1,500 25JAN2018 1,050 3.05 - - - - - - - -
- - - - - - - - - - 29MAR2018 9,150 3.25 - - - - - - - -
100,325 - - - 916.40 - - - - - 28JUN2018 8,250 4.55 - - - 159.10 - - - 27,975
- - - - - - - - - - 27SEP2018 8,250 6.70 - - - - - - - -
- - - - - - - - - - 27DEC2018 8,250 10.05 - - - 170.00 - - - 103,050
- - - - - - - - - - 27JUN2019 8,250 15.30 - - - 233.00 - - - 105,075
108,750 - - - 1,982.90 - - - - - 26DEC2019 8,250 18.45 - - - 285.60 - - - 74,475
5,250 - - - 2,217.65 - - - - - 25JUN2020 8,250 20.00 - - - 374.00 - - - 25,125
- - - - - - - - - - 31DEC2020 8,250 20.45 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 20.25 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 19.45 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 18.45 - - - - - - - -
Total 716,800 66 562 600,325 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.