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
150 -225 6 - 600.20 37.00 1,125 586.00 670.60 1,125 17OCT2019 375 0.55 1.00 3,675 -1.40 0.60 43.69 1,017 -14,100 56,025
225 225 4 - 600.00 304.55 75 619.25 631.75 75 24OCT2019 75 4.75 5.90 300 -282.85 5.35 21.90 73 2,625 2,625
975 75 1 - 604.50 25.80 75 634.20 655.65 75 31OCT2019 75 13.60 16.10 75 -6.05 14.10 20.04 274 1,050 21,900
- - - - - - 1,125 571.85 798.60 1,125 7NOV2019 75 3.90 76.45 7,350 - - - - - -
- - - - - - 7,350 547.55 894.50 7,350 14NOV2019 75 1.30 - - - - - - - -
- - - - - - 7,350 544.45 960.85 7,350 21NOV2019 - - 257.60 7,350 - - - - - -
- - - - - - 7,350 601.20 817.80 7,350 28NOV2019 150 32.10 95.95 7,350 - - - - - -
- - - - - - 7,350 548.60 984.90 7,350 5DEC2019 - - 189.30 7,350 - - - - - -
- - - - - - 7,350 540.80 985.30 7,350 12DEC2019 - - 189.30 7,350 - - - - - -
- - - - - - 75 701.00 955.40 7,350 26DEC2019 - - 151.35 7,350 - - - - - -
Total 1,350 11 1,364 80,550 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.