Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10966.20   As on Jan 22, 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
432,225 -43,275 759 - 1,453.00 64.85 75 1,452.30 1,458.00 150 25JAN2018 1,575 0.75 0.85 2,550 0.05 0.75 59.93 2,799 64,800 953,925
109,575 16,200 317 - 1,471.85 73.45 75 1,468.90 1,478.45 75 22FEB2018 375 4.90 5.20 600 -0.30 5.20 25.09 966 13,350 345,225
7,500 - - - - - 300 1,461.70 1,518.40 150 28MAR2018 75 14.50 15.70 75 1.75 14.90 21.74 206 525 288,225
375 - - - - - 150 1,444.80 1,925.20 150 28JUN2018 3,000 4.35 - - - - - - - 7,575
- - - - - - - - 2,122.20 75 27SEP2018 1,500 7.65 - - - - - - - -
84,150 - 2 - 1,820.00 50.70 375 1,829.55 1,889.90 150 27DEC2018 75 95.15 99.95 1,500 -11.35 98.00 19.88 202 1,275 187,050
- - - - - - - - - - 27JUN2019 1,500 17.90 - - - - - - - 1,725
- - - - - - - - - - 26DEC2019 1,500 20.65 - - - - - - - 65,550
7,500 - - - - - - - - - 25JUN2020 1,500 21.45 - - - - - - - 61,350
13,875 - - - - - - - 2,975.00 7,500 31DEC2020 1,500 21.05 - - - - - - - 75,975
- - - - - - - - - - 24JUN2021 1,500 19.95 - - - - - - - -
- - - - - - - - - - 30DEC2021 1,500 18.45 - - - - - - - -
- - - - - - - - - - 30JUN2022 1,500 16.90 - - - - - - - -
- - - - - - - - - - 29DEC2022 1,500 15.30 - - - - - - - -
Total 655,200 1,078 4,173 1,986,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.