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
1,582,050 187,200 310,490 15.38 3.80 -2.85 5,175 3.80 3.90 4,650 17OCT2019 375 133.10 134.50 75 -47.60 133.10 18.87 17,216 43,125 92,325
299,325 79,725 15,817 12.69 44.45 -0.05 1,200 44.10 44.45 525 24OCT2019 150 172.10 175.05 75 -39.80 175.50 17.16 1,162 39,525 43,350
1,417,950 -75,075 35,608 12.68 82.00 3.25 4,275 82.00 83.00 300 31OCT2019 750 198.95 201.45 75 -38.35 201.00 16.89 7,672 37,275 616,500
1,950 75 17 12.69 115.45 3.65 75 110.00 117.50 75 7NOV2019 75 118.00 - - - - - - - -
- - - - - - - - 288.15 7,350 14NOV2019 75 114.00 439.05 7,350 - - - - - -
- - - - - - 75 123.00 - - 21NOV2019 75 109.00 379.20 7,350 - - - - - -
68,550 750 658 12.12 194.00 8.20 150 193.55 196.90 375 28NOV2019 300 263.00 273.00 225 -31.60 270.00 17.43 87 450 9,900
- - - - - - - - 734.00 75 5DEC2019 - - 806.15 7,350 - - - - - -
- - - - - - - - - - 12DEC2019 - - 478.05 7,350 - - - - - -
96,000 -225 27 10.91 270.00 -0.20 150 273.70 280.00 225 26DEC2019 75 300.75 322.15 75 -0.15 329.05 18.64 6 -225 77,175
- - - - - - - - - - 25JUN2020 - - - - - 517.10 - - - 235,425
7,350 - - - 1,990.00 - - - - - 31DEC2020 - - - - - 905.00 - - - 36,375
3,900 - - - 1,044.00 - - - 2,377.00 75 24JUN2021 2,700 580.00 1,202.20 75 12.00 575.00 22.54 15 - 1,125
5,250 - - - 2,406.10 - - - - - 30DEC2021 - - - - - 739.45 - - - 39,300
- - - - - - - - - - 30JUN2022 - - - - - 686.00 - - - 29,625
Total 3,482,325 362,617 26,158 1,181,100 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.