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
1,144,050 464,475 268,899 14.74 9.80 -4.40 750 9.70 10.20 2,325 17OCT2019 75 89.10 90.60 600 -47.00 90.00 17.50 9,098 27,375 43,050
61,125 6,600 5,645 12.68 62.10 1.80 75 62.10 63.00 450 24OCT2019 75 127.25 157.70 75 -602.95 157.25 18.99 6 450 450
77,775 22,050 3,194 12.57 101.85 5.10 75 100.80 104.00 75 31OCT2019 75 165.60 174.10 75 -33.10 174.05 17.01 120 1,575 21,600
- - - - - - 75 0.20 167.40 300 7NOV2019 75 0.10 274.50 150 - - - - - -
- - - - - - 750 1.00 279.15 7,350 14NOV2019 75 109.00 365.95 7,350 - - - - - -
- - - - - - - - 291.60 7,350 21NOV2019 75 105.00 384.95 7,350 - - - - - -
- - - - - - 150 141.10 - - 28NOV2019 150 201.10 - - - - - - - -
- - - - - - - - 755.05 7,350 5DEC2019 - - 748.70 7,350 - - - - - -
- - - - - - - - 610.80 7,350 12DEC2019 - - 782.15 7,350 - - - - - -
- - - - - - - - 571.95 7,350 26DEC2019 - - - - - - - - - -
Total 1,282,950 277,738 9,224 65,100 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.