Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10283.60   As on Nov 17, 2017 15:30:29 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
329,775 -54,750 1,372 - 794.85 51.15 75 795.75 797.00 150 30NOV2017 4,125 2.25 2.45 75 -0.50 2.25 20.56 13,008 -109,875 1,446,150
941,475 -3,150 301 - 838.00 46.95 75 836.40 841.70 300 28DEC2017 1,050 15.85 16.75 825 -3.70 16.60 17.82 3,510 -28,275 2,565,025
75 - - - 747.15 - 750 855.70 913.40 150 25JAN2018 225 29.55 31.00 150 -5.55 29.70 16.81 169 5,250 62,100
- - - - - - 3,000 780.10 1,229.60 450 29MAR2018 1,125 55.70 56.90 450 -12.35 56.20 16.33 267 9,975 125,325
- - - - - - 75 908.05 - - 28JUN2018 3,225 76.90 - - - 225.85 - - - 7,650
- - - - - - - - 1,399.95 75 27SEP2018 5,775 92.35 - - - - - - - -
45,525 7,425 110 - 1,400.00 60.00 150 1,372.15 1,408.30 225 27DEC2018 4,275 101.55 - - - 200.60 - - - 71,475
- - - - - - - - - - 27JUN2019 5,850 109.55 - - - 402.00 - - - 1,725
- - - - - - - - - - 26DEC2019 5,775 110.00 - - - 401.00 - - - 86,100
7,500 - - - 1,665.00 - - - - - 25JUN2020 8,250 106.65 - - - 525.00 - - - 61,350
14,100 - - - 2,204.00 - - - - - 31DEC2020 8,250 101.25 - - - 275.00 - - - 76,725
- - - - - - - - - - 24JUN2021 8,250 95.30 - - - - - - - -
- - - - - - - - - - 30DEC2021 7,500 88.40 - - - - - - - -
- - - - - - - - - - 30JUN2022 7,500 81.85 - - - - - - - -
Total 1,338,450 1,783 16,954 4,503,625 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.