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
300 -300 9 - 822.00 9.40 75 863.55 873.80 75 17OCT2019 375 0.55 0.65 4,500 -0.75 0.65 60.08 3,766 -11,400 298,275
300 300 5 - 874.00 440.55 75 867.05 880.50 75 24OCT2019 300 3.50 4.30 300 -0.65 3.85 27.49 388 3,150 15,675
44,700 - 7 - 879.25 37.00 300 879.45 886.70 150 31OCT2019 750 5.80 5.95 1,500 -2.65 5.80 21.90 5,185 -62,475 1,125,150
- - - - - - 7,350 774.75 1,058.25 7,350 7NOV2019 75 1.20 - - - - - - - -
- - - - - - 7,350 778.05 1,170.95 7,350 14NOV2019 - - - - - - - - - -
- - - - - - 7,350 773.25 1,280.90 7,350 21NOV2019 - - 165.00 75 - - - - - -
600 - 2 - 916.00 -84.00 7,350 820.70 1,104.75 7,350 28NOV2019 75 35.20 38.00 225 -8.75 36.00 20.53 741 4,350 53,850
- - - - - - 7,350 773.00 1,455.90 7,350 5DEC2019 - - 119.15 7,350 - - - - - -
- - - - - - 7,350 774.60 1,184.50 7,350 12DEC2019 - - 119.15 7,350 - - - - - -
- - - - - - 1,425 905.40 1,399.40 600 26DEC2019 150 68.00 83.00 300 -8.80 68.45 20.43 19 300 2,475
1,050 - - - 1,865.00 - - - - - 25JUN2020 - - - - - 209.00 - - - 60,975
300 - - - 2,150.00 - - - - - 31DEC2020 - - - - - 445.00 - - - 10,575
59,925 9,300 124 - 2,005.00 167.05 1,050 1,881.70 2,849.95 3,000 24JUN2021 - - - - - 294.10 - - - 11,850
68,700 20,325 271 - 2,275.00 324.00 1,500 2,117.05 3,254.80 75 30DEC2021 - - 814.80 300 - 362.00 - - - 17,700
Total 175,875 418 10,099 1,596,525 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.