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
6,300 -1,350 42 - 570.00 32.00 75 568.75 573.00 75 17OCT2019 4,275 0.80 0.85 975 -1.60 0.80 41.96 20,882 -324,900 505,575
600 600 12 - 541.70 269.85 75 574.10 580.50 75 24OCT2019 1,125 5.50 5.80 675 -5.70 5.50 20.57 2,689 20,625 87,750
107,025 -2,250 61 - 599.80 40.15 75 594.40 599.35 75 31OCT2019 75 17.10 17.30 75 -7.45 17.30 19.79 7,955 33,975 736,500
- - - - - - 1,125 526.65 740.35 150 7NOV2019 75 5.05 36.00 75 - - - - - -
- - - - - - 7,350 500.80 839.85 7,350 14NOV2019 75 2.60 153.60 7,350 - - - - - -
- - - - - - 7,350 501.50 786.30 7,350 21NOV2019 - - 257.60 7,350 - - - - - -
10,275 75 1 - 620.00 -35.00 75 576.15 690.75 75 28NOV2019 150 65.70 67.75 75 -14.00 66.00 19.15 407 9,075 27,825
- - - - - - 7,350 496.80 897.30 7,350 5DEC2019 - - 194.65 7,350 - - - - - -
- - - - - - 7,350 505.85 882.30 7,350 12DEC2019 - - 146.85 7,350 - - - - - -
450 - - - 570.00 - 75 651.00 830.70 825 26DEC2019 150 99.25 120.05 150 -6.70 106.05 19.19 22 1,650 4,800
450 - - - 1,790.00 - - - - - 25JUN2020 - - - - - 346.70 - - - 78,900
1,275 - - - 2,107.00 - - - - - 31DEC2020 - - - - - 669.00 - - - 73,650
1,350 - - - 1,575.00 - - - - - 24JUN2021 - - 889.55 75 -183.95 380.05 22.25 52 - 13,200
- - - - - - - - - - 30DEC2021 - - - - - 600.00 - - - 7,950
- - - - - - - - - - 30JUN2022 - - - - - 791.80 - - - 9,375
- - - - - - - - - - 29DEC2022 - - - - - 698.00 - - - 75
Total 127,725 116 32,007 1,545,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.