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
91,125 -16,200 537 - 470.00 40.75 75 468.05 471.80 75 17OCT2019 75 0.95 1.00 2,400 -2.45 1.00 36.43 61,530 -394,275 1,096,125
2,550 600 30 - 470.00 24.35 75 475.05 479.40 75 24OCT2019 300 7.30 8.20 150 -9.10 8.20 19.17 8,786 28,350 218,550
1,213,725 -74,250 1,861 - 503.00 32.25 75 503.15 507.15 225 31OCT2019 5,475 25.00 25.25 525 -10.35 25.25 19.19 28,407 -127,500 2,953,575
75 - - - 455.25 - 1,125 433.35 567.20 75 7NOV2019 75 41.00 44.45 150 -11.40 43.80 19.40 14 900 1,350
75 - - - 914.00 - 7,350 412.10 728.65 75 14NOV2019 525 39.20 110.25 150 - - - - - -
- - - - - - 7,350 408.95 839.90 7,350 21NOV2019 75 0.20 257.60 7,350 - - - - - -
40,575 2,325 85 - 598.45 27.90 75 598.85 606.60 150 28NOV2019 900 82.00 83.80 975 -14.45 83.00 18.92 2,246 36,075 233,625
- - - - - - - - 785.00 7,350 5DEC2019 75 0.20 374.40 7,350 - - - - - -
- - - - - - - - 784.20 7,350 12DEC2019 - - - - - - - - - -
448,650 150 108 - 675.90 18.30 225 679.75 684.95 75 26DEC2019 75 119.05 120.05 150 -14.25 120.05 18.61 1,972 39,000 1,249,950
75 - - - 620.00 - 225 844.85 930.50 375 26MAR2020 75 245.10 275.45 1,800 -21.30 247.70 20.83 30 1,800 2,850
300 - - - 1,613.00 - 75 897.00 - - 25JUN2020 - - - - - 311.00 - - - 3,150
20,625 - - - 1,355.10 - - - 1,400.00 75 31DEC2020 - - 549.90 75 - 500.00 - - - 107,625
9,750 - - - 1,225.00 - 75 1,680.00 - - 24JUN2021 75 402.00 609.95 75 -175.95 400.05 22.17 40 - 180,150
- - - - - - - - - - 30DEC2021 - - - - - 527.00 - - - 10,350
- - - - - - - - 2,500.00 75 30JUN2022 75 640.50 685.00 150 -9.50 640.50 27.62 1 - 9,675
13,800 - - - 2,505.00 - - - - - 29JUN2023 - - - - - - - - - -
- - - - - - - - - - 27JUN2024 75 750.00 - - - - - - - -
Total 1,841,325 2,621 103,026 6,066,975 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.