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
93,300 -9,900 349 - 1,057.00 82.40 150 1,053.75 1,057.35 150 25JAN2018 6,300 1.20 1.35 1,800 0.05 1.35 47.76 9,507 -26,850 1,891,725
33,375 9,150 143 - 1,079.10 77.10 75 1,075.65 1,088.50 600 22FEB2018 750 11.05 12.50 75 -0.75 11.65 22.01 4,429 44,850 248,775
1,050 - - - - - 150 950.15 1,139.00 150 28MAR2018 - - 26.00 75 -2.70 25.30 19.09 39 - 115,950
- - - - - - - - - - 28JUN2018 2,250 15.85 - - - - - - - 65,025
- - - - - - - - - - 27SEP2018 750 26.80 - - - - - - - -
- - - - - - - - - - 27DEC2018 750 34.10 - - - - - - - 23,025
- - - - - - - - - - 27JUN2019 750 41.15 - - - - - - - -
- - - - - - - - - - 26DEC2019 825 42.55 - - - - - - - 104,475
- - - - - - - - - - 25JUN2020 750 41.25 - - - - - - - 1,624,275
27,900 - - - - - - - - - 31DEC2020 750 38.50 - - - - - - - 624,600
- - - - - - - - - - 24JUN2021 750 35.35 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 31.85 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 28.50 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 25.30 - - - - - - - -
Total 155,625 492 13,975 4,697,850 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.