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
116,175 -2,700 50 44.79 1,208.00 52.00 75 1,206.20 1,214.40 1,425 30NOV2017 1,500 0.50 0.60 6,225 -0.35 0.60 36.50 298 -2,175 538,425
50,850 2,175 54 - 1,239.90 54.50 450 1,235.20 1,255.40 750 28DEC2017 600 5.75 6.40 300 -1.05 6.10 21.87 395 6,000 110,775
150 150 2 - 1,262.40 -27.75 3,000 1,225.20 - - 25JAN2018 4,500 3.20 - - - - - - - -
- - - - - - - - - - 29MAR2018 11,250 5.30 - - - - - - - -
- - - - - - - - - - 28JUN2018 8,250 14.45 - - - - - - - -
- - - - - - - - - - 27SEP2018 8,250 22.45 - - - - - - - -
- - - - - - - - - - 27DEC2018 8,250 28.45 - - - - - - - -
- - - - - - - - - - 27JUN2019 8,325 35.70 - - - 240.00 - - - 20,850
- - - - - - - - - - 26DEC2019 8,325 38.65 - - - 272.05 - - - 285,150
8,850 - - - 1,800.00 - - - - - 25JUN2020 8,250 39.10 - - - 370.00 - - - 65,475
- - - - - - - - - - 31DEC2020 8,250 38.05 - - - - - - - -
- - - - - - - - - - 24JUN2021 8,250 36.25 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 33.85 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 31.35 - - - - - - - -
Total 176,025 106 693 1,020,675 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.