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
2,113,650 498,300 530,700 15.68 26.30 -1.85 750 25.45 26.30 2,475 17OCT2019 150 55.20 56.45 1,425 -46.80 55.50 17.36 165,594 208,275 563,925
433,275 187,125 23,972 12.83 85.30 4.75 150 83.65 85.45 675 24OCT2019 75 112.75 116.00 600 -40.25 113.65 16.53 5,845 82,350 110,850
2,087,550 -51,975 47,538 12.77 128.00 8.60 75 127.35 128.75 75 31OCT2019 750 144.00 145.00 75 -34.60 144.95 16.63 25,608 58,725 1,049,850
6,975 5,175 104 11.68 152.35 -2.15 300 163.05 167.45 150 7NOV2019 75 122.40 267.70 375 11.00 202.00 19.77 3 75 450
- - - - - - 75 142.25 238.30 150 14NOV2019 75 87.05 309.80 7,350 - 287.50 - - - 75
- - - - - - 75 165.00 - - 21NOV2019 75 65.10 328.55 7,350 - - - - - -
503,625 9,000 1,081 12.22 248.90 10.95 75 243.00 248.90 375 28NOV2019 75 222.00 236.30 75 -27.70 225.00 17.58 639 4,800 75,900
- - - - - - 75 132.00 406.00 7,350 5DEC2019 75 115.50 431.25 7,350 - - - - - -
- - - - - - - - 404.25 7,350 12DEC2019 - - 433.60 7,350 - - - - - -
201,225 900 658 11.24 334.60 12.50 150 337.05 339.90 150 26DEC2019 75 265.00 269.00 825 -20.60 268.00 17.80 1,123 -7,650 337,425
2,475 75 11 7.79 540.00 20.20 450 533.45 549.90 75 26MAR2020 75 375.10 425.30 375 -13.75 390.00 19.98 11 75 4,500
1,350 - - - 1,275.00 - - - 798.05 900 25JUN2020 75 424.10 500.00 75 -116.00 484.00 21.76 1 -75 151,725
4,125 - - - 1,663.00 - - - 1,110.90 75 31DEC2020 75 500.05 539.00 75 10.25 535.25 22.27 17 - 400,500
40,200 - - - 1,880.15 - - - - - 24JUN2021 75 600.05 630.00 75 85.00 620.00 24.13 16 825 6,525
62,175 37,500 500 - 1,938.00 98.00 75 1,900.00 1,950.00 75 30DEC2021 - - 900.00 75 - 590.00 - - - 74,850
- - - - - - - - - - 30JUN2022 - - - - - 731.00 - - - 16,725
- - - - - - - - - - 27JUN2024 75 840.00 - - - - - - - -
Total 5,456,625 604,564 198,857 2,793,300 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.