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
- - - - - - 1,200 928.80 1,024.90 1,200 17OCT2019 2,400 0.50 0.60 1,350 -0.70 0.50 64.59 9,223 -43,500 1,024,500
- - - - - - 150 954.65 1,003.10 75 24OCT2019 1,275 3.25 3.35 75 -0.30 3.25 29.43 1,113 59,400 85,875
265,800 -6,075 133 - 979.40 41.85 75 979.10 984.60 225 31OCT2019 1,800 4.90 5.10 75 -1.75 4.90 23.32 4,936 -48,375 867,675
- - - - - - 7,350 869.40 1,106.10 1,200 7NOV2019 75 9.15 15.90 150 0.35 12.60 23.21 2 - 225
- - - - - - 7,350 858.30 1,281.20 7,350 14NOV2019 75 0.20 - - - - - - - -
- - - - - - 7,350 860.90 1,305.60 7,350 21NOV2019 75 0.20 61.70 7,350 - - - - - -
18,525 1,575 35 - 1,035.00 32.50 75 1,037.25 1,047.40 150 28NOV2019 600 28.10 30.00 825 -7.40 28.50 20.84 1,580 4,500 222,000
- - - - - - 7,350 863.25 1,271.05 7,350 5DEC2019 - - 182.90 75 - - - - - -
- - - - - - 7,350 864.85 1,271.45 7,350 12DEC2019 - - 94.35 7,350 - - - - - -
269,775 150 4 - 1,112.75 36.30 75 1,101.95 1,124.50 150 26DEC2019 75 59.25 60.90 75 -7.70 60.00 20.94 459 5,175 536,100
- - - - - - - - 1,318.35 450 26MAR2020 3,000 2.75 134.90 150 6.00 131.00 20.65 2 150 450
- - - - - - - - - - 25JUN2020 - - - - - 97.05 - - - 30,900
13,050 - - - 1,520.00 - - - 2,390.00 1,500 31DEC2020 75 238.60 390.00 375 -29.00 236.00 21.01 757 - 714,450
5,025 - - - 1,730.00 - - - - - 24JUN2021 - - 400.80 300 - 277.00 - - - 327,600
- - - - - - - - - - 30DEC2021 - - 466.05 75 - 220.05 - - - 86,700
- - - - - - - - - - 30JUN2022 - - 511.40 300 - - - - - -
- - - - - - - - - - 29DEC2022 - - - - - 541.50 - - - 750
Total 572,175 172 18,072 3,897,225 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.