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
598,350 -263,625 41,230 - 173.40 26.60 75 172.55 174.00 150 17OCT2019 1,275 3.30 3.50 675 -18.20 3.40 19.52 361,806 -422,250 1,922,025
82,950 11,400 1,577 11.85 213.45 21.25 75 211.85 215.90 225 24OCT2019 4,275 42.50 43.00 150 -24.30 43.00 17.21 21,187 185,925 395,025
1,019,400 -139,725 10,530 11.88 251.00 19.55 75 250.30 252.00 975 31OCT2019 750 70.75 71.35 750 -24.00 71.10 17.03 41,238 99,075 1,549,725
- - - - - - 450 180.30 338.75 150 7NOV2019 150 24.45 183.00 225 -18.00 100.00 17.72 7 375 1,125
- - - - - - 75 192.00 445.50 150 14NOV2019 75 0.20 - - - - - - - -
- - - - - - 75 183.00 446.25 7,350 21NOV2019 - - - - - - - - - -
40,575 2,925 160 12.10 377.30 24.35 75 370.15 377.45 150 28NOV2019 75 150.00 153.00 75 -23.45 151.00 17.86 783 600 81,300
- - - - - - 75 234.00 551.60 7,350 5DEC2019 - - - - - - - - - -
- - - - - - - - 552.00 7,350 12DEC2019 - - - - - - - - - -
5,850 225 3 9.29 440.75 -25.25 75 460.25 476.50 150 26DEC2019 150 195.05 200.90 75 -23.30 198.75 18.17 119 2,250 12,600
6,300 - - - 740.00 - - - - - 25JUN2020 - - - - - 840.00 - - - 154,800
18,375 - - - 1,320.00 - - - - - 31DEC2020 - - - - - 680.00 - - - 210,375
75 - - - 2,130.00 - - - - - 24JUN2021 3,000 400.05 1,062.80 75 -2.95 480.05 22.29 43 - 5,025
- - - - - - - - - - 30DEC2021 - - - - - 727.00 - - - 2,700
- - - - - - - - - - 30JUN2022 - - 777.00 75 -74.00 726.00 27.79 1 - 11,100
Total 1,771,875 53,500 425,184 4,345,800 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.