Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10687.35   As on Apr 27, 2018 12:20:54 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
716,400 -3,150 165 - 1,201.95 83.10 225 1,199.80 1,204.30 75 31MAY2018 2,625 4.95 5.05 2,550 -1.30 5.05 20.56 5,472 9,525 871,800
137,625 - - - - - 900 1,203.80 1,233.10 1,275 28JUN2018 75 14.30 14.45 75 -4.95 14.30 19.16 650 3,450 293,100
- - - - - - - - - - 26JUL2018 12,750 10.15 - - - - - - - -
- - - - - - 3,000 1,120.10 1,727.95 750 27SEP2018 11,250 25.50 - - - - - - - -
104,625 75 3 - 1,480.00 63.10 75 1,454.30 1,497.30 675 27DEC2018 75 92.25 96.00 75 -11.50 95.00 19.49 99 6,300 390,975
- - - - - - - - - - 28MAR2019 8,250 57.15 - - - - - - - -
- - - - - - - - - - 27JUN2019 8,250 66.10 - - - - - - - 75
- - - - - - - - - - 26DEC2019 8,325 75.80 - - - - - - - 60,450
7,500 - - - - - - - - - 25JUN2020 8,325 78.95 - - - - - - - 61,350
12,375 - - - - - 3,000 2,470.00 2,700.00 75 31DEC2020 8,250 78.25 - - - - - - - 75,975
- - - - - - - - - - 24JUN2021 8,250 75.65 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 71.65 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 67.25 - - - - - - - -
- - - - - - - - - - 29DEC2022 8,250 62.60 - - - - - - - -
Total 978,525 168 6,221 1,753,725 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.