Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11464.00   As on Oct 16, 2019 15:30:27 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
225 - - - 1,455.00 - 7,350 1,333.55 1,583.95 1,275 17OCT2019 75 0.30 0.40 4,650 -0.35 0.35 92.67 1,840 -27,675 499,725
75 - - - 1,232.45 -207.40 7,350 1,322.55 1,598.50 1,275 24OCT2019 300 1.40 1.85 150 -0.50 1.95 39.95 13 -225 600
1,035,450 -7,350 1,032 - 1,476.95 46.80 375 1,473.55 1,478.10 75 31OCT2019 600 2.15 2.25 300 -0.65 2.20 29.98 4,955 -20,625 1,374,525
- - - - - - 7,350 1,340.40 1,617.95 1,275 7NOV2019 900 0.80 - - - - - - - -
- - - - - - 7,350 1,319.55 1,831.60 7,350 14NOV2019 900 0.20 - - - - - - - -
- - - - - - 7,350 1,308.30 1,942.40 7,350 21NOV2019 600 0.30 35.65 75 - - - - - -
15,750 5,550 113 - 1,520.35 47.15 75 1,512.50 1,521.50 375 28NOV2019 75 10.55 10.95 75 -2.95 10.90 23.52 1,084 2,250 157,500
- - - - - - 7,350 1,323.05 2,067.60 7,350 5DEC2019 75 0.20 - - - - - - - -
- - - - - - 7,350 1,323.05 1,789.15 7,350 12DEC2019 - - - - - - - - - -
830,925 1,425 21 - 1,545.00 26.00 150 1,557.10 1,588.50 900 26DEC2019 300 31.10 31.50 150 -3.55 31.10 23.47 435 7,350 640,350
- - - - - - - - 1,741.40 1,500 26MAR2020 150 85.00 93.80 75 -6.65 85.20 22.46 1 75 3,000
243,000 - - - 1,201.00 - - - 2,664.25 1,500 25JUN2020 525 106.70 - - - 220.00 - - - 193,575
6,600 - - - 1,920.00 - 150 2,020.10 2,100.00 75 31DEC2020 - - - - - 175.00 - - - 429,525
- - - - - - - - - - 24JUN2021 - - 293.70 150 - 238.00 - - - 4,875
- - - - - - - - - - 30DEC2021 - - - - - 392.45 - - - 7,275
Total 2,132,025 1,166 8,328 3,310,950 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.