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
158,475 -25,650 507 35.40 812.30 52.30 75 809.10 813.80 150 30NOV2017 225 1.00 1.05 1,050 -0.30 1.05 26.68 7,086 -21,225 1,292,925
24,300 825 22 - 845.10 65.15 300 848.20 874.90 2,100 28DEC2017 150 13.65 15.10 75 -3.35 14.50 18.60 1,052 -11,175 1,030,325
- - - - - - 750 863.80 920.60 150 25JAN2018 75 27.00 29.15 225 -1.25 27.70 17.09 183 3,075 56,250
- - - - - - 3,000 861.30 - - 29MAR2018 3,750 29.30 - - - 159.70 - - - 75
- - - - - - - - - - 28JUN2018 8,250 49.05 - - - 359.00 - - - 3,900
- - - - - - - - - - 27SEP2018 750 61.05 - - - - - - - -
- - - - - - - - - - 27DEC2018 8,250 68.10 - - - 631.00 - - - 225
- - - - - - - - - - 27JUN2019 825 73.85 - - - 790.00 - - - 12,225
- - - - - - - - - - 26DEC2019 825 73.55 - - - 575.00 - - - 25,800
150 - - - 1,799.00 - - - - - 25JUN2020 750 70.45 - - - 220.50 - - - 1,488,225
17,925 - - - 2,240.00 - - - - - 31DEC2020 8,250 65.85 - - - 376.25 - - - 81,900
- - - - - - - - - - 24JUN2021 8,250 61.00 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 55.65 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 50.60 - - - - - - - -
Total 200,850 529 8,321 3,991,850 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.