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
165,300 -5,400 130 - 601.95 34.80 150 609.10 612.25 150 30NOV2017 4,050 1.40 1.45 7,950 -0.35 1.40 21.42 21,268 -1,275 1,627,125
91,200 1,800 69 - 662.15 41.20 750 661.25 677.25 300 28DEC2017 450 22.70 23.50 6,600 -6.35 22.65 16.85 5,580 143,025 3,151,575
- - - - - - 150 681.40 734.00 150 25JAN2018 750 40.10 41.45 150 -7.25 40.50 15.88 173 -4,500 100,125
2,100 - - - 700.00 - 300 740.90 - - 29MAR2018 3,750 58.95 - - - 58.30 - - - 600
- - - - - - - - - - 28JUN2018 8,250 82.05 - - 0.25 319.00 - - - 35,175
- - - - - - - - - - 27SEP2018 750 93.85 - - - - - - - -
- - - - - - - - - - 27DEC2018 750 99.65 - - - 424.00 - - - 5,100
- - - - - - - - - - 27JUN2019 825 101.95 - - - 1,055.00 - - - 3,450
- - - - - - - - - - 26DEC2019 825 98.30 - - - 528.00 - - - 9,900
8,250 - - - 1,830.00 - - - - - 25JUN2020 750 92.05 - - - 375.85 - - - 120,300
6,150 - - - 1,870.00 - - - - - 31DEC2020 8,250 84.60 - - - 416.05 - - - 300,975
- - - - - - - - - - 24JUN2021 8,250 77.45 - - - - - - - -
- - - - - - - - - - 30DEC2021 8,250 69.95 - - - - - - - -
- - - - - - - - - - 30JUN2022 8,250 63.10 - - - - - - - -
Total 273,000 199 27,021 5,354,325 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.