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
26,400 -6,900 96 - 767.35 54.75 75 763.60 771.80 150 17OCT2019 450 0.60 0.65 6,525 -1.05 0.60 53.21 12,011 -45,000 720,150
6,000 6,000 80 - 770.10 395.85 75 769.50 779.55 75 24OCT2019 675 4.25 4.80 1,800 -1.15 4.85 25.74 1,343 7,725 63,525
82,275 -6,000 95 - 764.15 15.35 75 784.05 791.40 75 31OCT2019 450 8.55 8.75 1,125 -3.35 8.55 21.29 5,766 -50,550 1,025,700
75 - - - 1,486.75 - 1,200 709.60 948.60 75 7NOV2019 75 7.00 - - - - - - - -
- - - - - - 7,350 680.35 1,059.85 7,350 14NOV2019 75 0.20 - - - - - - - -
- - - - - - 7,350 679.80 1,126.25 7,350 21NOV2019 - - 202.85 75 - - - - - -
2,775 225 4 - 825.40 0.40 7,350 727.30 1,014.75 7,350 28NOV2019 75 44.10 50.80 150 -10.00 45.30 20.22 519 6,675 78,975
- - - - - - 7,350 680.20 1,072.45 7,350 5DEC2019 - - 194.65 7,350 - - - - - -
- - - - - - 7,350 678.55 1,069.85 7,350 12DEC2019 - - 113.30 7,350 - - - - - -
75 - - - 825.00 - 750 814.45 1,015.85 7,350 26DEC2019 75 75.00 79.00 75 -8.45 80.55 20.13 27 450 123,900
300 - - - 1,080.00 - - - - - 25JUN2020 - - - - - 270.00 - - - 9,750
1,425 - - - 2,250.00 - - - - - 31DEC2020 - - - - - 390.00 - - - 12,075
72,000 - - - 1,800.00 - 4,500 1,725.15 2,347.00 75 24JUN2021 - - - - - 424.00 - - - 28,575
69,900 - - - 2,140.00 - 6,000 1,780.50 - - 30DEC2021 - - - - - 360.00 - - - 24,150
- - - - - - - - - - 30JUN2022 - - - - 37.85 771.85 - - - 900
- - - - - - - - - - 29JUN2023 - - 747.35 75 - 550.00 - - - 75
Total 261,225 275 19,666 2,087,775 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.