Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11087.00   As on Sep 24, 2018 10:59:22 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
254,850 -24,075 628 95.52 1,595.10 -77.10 150 1,603.95 1,610.10 75 27SEP2018 2,550 0.40 0.45 13,650 -0.20 0.45 61.31 855 -4,275 198,150
252,825 - 1 - 1,700.00 -16.80 975 1,675.70 1,759.35 300 27DEC2018 150 26.10 26.90 1,500 4.75 26.95 22.25 19 150 309,750
- - - - - - 750 1,645.05 - - 28MAR2019 5,700 22.05 - - - - - - - -
- - - - - - - - - - 27JUN2019 3,000 38.65 - - - - - - - 22,275
- - - - - - - - - - 26DEC2019 3,000 170.00 - - - - - - - 33,750
7,500 - - - - - - - - - 25JUN2020 6,450 74.55 - - - - - - - 61,350
10,050 - - - - - - - - - 31DEC2020 6,525 80.80 - - - - - - - 75,225
- - - - - - - - - - 24JUN2021 6,450 82.55 - - - - - - - -
- - - - - - - - - - 30DEC2021 6,450 81.80 - - - - - - - -
- - - - - - - - - - 30JUN2022 6,450 79.45 - - - - - - - -
- - - - - - - - - - 29DEC2022 6,450 76.15 - - - - - - - -
- - - - - - - - - - 29JUN2023 6,450 72.30 - - - - - - - -
Total 525,225 629 874 700,500 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.