Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10791.55   As on Dec 13, 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
6,750 - - - 1,770.00 - 225 1,693.90 1,719.60 75 27DEC2018 2,550 2.25 2.85 2,025 -0.65 2.40 38.05 376 -3,075 60,300
- - - - - - 150 1,590.15 1,924.90 3,000 31JAN2019 3,000 1.05 - - - - - - - -
- - - - - - - - - - 28FEB2019 1,350 6.50 20.00 525 - - - - - -
- - - - - - - - - - 28MAR2019 900 4.75 32.00 525 - - - - - -
- - - - - - - - - - 27JUN2019 750 13.75 - - - 136.00 - - - 9,750
- - - - - - - - - - 26DEC2019 - - - - - 86.00 - - - 1,425
1,425 - - - 2,330.00 - - - - - 25JUN2020 - - - - - 220.00 - - - 19,950
- - - - - - - - - - 31DEC2020 750 123.05 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 138.00 - - -106.00 234.00 24.41 14 1,050 1,950
- - - - - - - - - - 30DEC2021 750 150.45 - - -211.05 275.00 25.57 14 1,050 1,050
Total 8,175 - 404 94,425 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.