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
476,550 84,675 103,838 16.01 1.35 -1.65 225 1.30 1.40 6,150 17OCT2019 7,350 154.55 203.65 75 -39.35 183.25 23.97 106 1,950 6,150
54,975 23,175 3,701 12.56 30.05 -1.85 75 30.00 31.95 75 24OCT2019 300 182.55 242.05 1,800 -632.55 211.00 17.48 2 150 150
45,825 -1,575 1,907 12.71 64.50 2.55 150 63.80 65.00 75 31OCT2019 75 224.25 234.20 75 -6.05 268.95 21.09 4 75 11,025
750 - - - 85.00 - 75 84.10 99.90 75 7NOV2019 - - 348.75 7,350 - - - - - -
- - - - - - - - 286.05 7,350 14NOV2019 75 132.00 489.35 7,350 - - - - - -
- - - - - - - - - - 21NOV2019 75 135.00 436.15 7,350 - - - - - -
- - - - - - 150 111.10 - - 28NOV2019 150 231.10 - - - - - - - -
- - - - - - - - 324.40 7,350 5DEC2019 - - 534.00 7,350 - - - - - -
- - - - - - - - 324.40 7,350 12DEC2019 - - 535.00 7,350 - - - - - -
Total 578,100 109,446 112 17,325 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.