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
671,550 -197,850 2,863 - 1,957.10 65.80 75 1,955.10 1,957.45 75 25JAN2018 14,850 0.40 0.45 5,550 -0.10 0.40 76.05 6,124 -119,325 1,137,600
751,650 457,650 6,533 - 1,960.95 71.30 75 1,961.00 1,966.15 900 22FEB2018 40,875 1.05 1.15 32,550 -0.20 1.05 26.94 3,624 111,975 376,425
26,175 - - - 1,910.00 9.00 150 1,951.85 1,986.60 150 28MAR2018 75 7.50 7.80 150 0.30 7.80 24.96 70 -2,925 128,625
18,075 - - - 1,340.00 - 150 1,904.15 2,139.50 150 28JUN2018 3,000 3.10 - - - 32.75 - - - 190,725
- - - - - - - - - - 27SEP2018 1,500 3.55 - - - - - - - -
105,750 -225 35 - 2,309.90 84.90 75 2,292.00 2,320.00 75 27DEC2018 75 70.50 72.90 75 -1.50 72.00 21.54 32 -300 202,275
- - - - - - - - - - 27JUN2019 1,500 6.20 - - - 199.90 - - - 458,175
82,575 - - - 2,570.00 - - - 2,890.00 75 26DEC2019 1,500 7.70 - - - 230.00 - - - 219,450
2,475 - - - 2,787.95 - - - - - 25JUN2020 1,725 8.70 - - - 214.00 - - - 340,750
- - - - - - - - - - 31DEC2020 1,500 9.20 - - - 276.80 - - - 213,375
- - - - - - - - - - 24JUN2021 1,500 9.35 - - - 57.05 - - - 75
- - - - - - - - - - 30DEC2021 1,500 9.25 - - - - - - - -
- - - - - - - - - - 30JUN2022 1,500 9.00 - - - - - - - -
- - - - - - - - - - 29DEC2022 1,500 8.70 - - - - - - - -
Total 1,658,250 9,431 9,850 3,267,475 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.