Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10906.95   As on Jan 18, 2019 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
920,550 -76,800 1,496 - 1,925.80 12.90 75 1,925.55 1,930.05 75 31JAN2019 300 2.25 2.35 1,500 0.20 2.35 43.58 3,663 6,825 1,496,325
28,650 675 24 - 1,935.00 -25.00 450 1,924.25 1,949.65 75 28FEB2019 2,550 5.30 6.00 300 0.70 5.95 28.75 156 1,650 35,100
8,625 - - - 1,937.15 - 675 1,910.00 2,009.95 300 28MAR2019 300 16.25 17.90 300 2.90 17.90 27.40 144 1,050 52,575
75 - - - 1,963.00 - - - 2,623.70 5,025 27JUN2019 75 69.05 73.90 1,500 -4.00 69.05 26.40 283 -1,500 1,077,900
- - - - - - - - - - 26SEP2019 8,250 18.80 - - - - - - - -
154,050 - - - 2,210.00 - 150 2,155.85 2,357.80 1,050 26DEC2019 20,250 29.55 - - - 136.00 - - - 215,775
600 - - - 2,690.00 - - - - - 25JUN2020 9,000 45.85 - - - 168.05 - - - 332,900
- - - - - - - - - - 31DEC2020 9,075 56.05 - - -0.75 215.00 - - - 24,525
- - - - - - - - - - 24JUN2021 9,000 61.15 - - - 293.80 - - - 75
- - - - - - - - - - 30DEC2021 9,000 63.45 - - - - - - - -
- - - - - - - - - - 30JUN2022 9,075 63.65 - - - - - - - -
- - - - - - - - - - 29DEC2022 9,000 62.40 - - - - - - - -
- - - - - - - - - - 29JUN2023 9,000 60.40 - - - - - - - -
- - - - - - - - - - 28DEC2023 750 57.75 - - - - - - - -
Total 1,112,550 1,520 4,246 3,235,175 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.