Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10788.55   As on Jan 17, 2018 15:30:30 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
123,975 -600 53 - 1,058.00 45.00 75 1,086.15 1,098.05 75 25JAN2018 600 1.55 1.75 675 -0.20 1.75 31.84 1,734 -30,375 914,475
15,975 - - - 1,040.00 - 1,500 1,094.10 1,143.90 1,500 22FEB2018 75 7.80 9.00 150 -0.90 9.35 20.55 722 750 219,075
4,350 - 5 - 1,075.00 175.00 150 1,018.15 1,166.80 150 28MAR2018 - - 26.95 525 -3.00 26.95 19.47 1 75 57,000
75 - - - 744.65 - - - - - 28JUN2018 3,150 11.15 - - - 309.70 - - - 1,915,050
- - - - - - - - - - 27SEP2018 8,250 19.60 - - - - - - - -
31,950 - - - 825.00 - - - - - 27DEC2018 8,850 25.45 - - - 264.60 - - - 47,325
- - - - - - - - - - 27JUN2019 8,250 31.30 - - - 325.00 - - - 10,275
- - - - - - - - - - 26DEC2019 8,250 32.60 - - - 488.00 - - - 62,400
20,625 - - - 1,735.00 - - - - - 25JUN2020 8,250 31.60 - - - 580.00 - - - 105,000
24,000 - - - 1,890.00 - - - - - 31DEC2020 8,250 29.40 - - - 629.00 - - - 95,850
- - - - - - - - - - 24JUN2021 8,250 26.95 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 24.15 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 21.50 - - - - - - - -
- - - - - - - - - - 29DEC2022 8,250 19.00 - - - - - - - -
Total 220,950 58 2,457 3,426,450 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.