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
905,325 -22,950 142,470 17.90 0.75 -1.00 27,900 0.65 0.75 4,200 17OCT2019 75 228.55 231.60 75 -43.05 230.90 26.26 536 825 10,875
434,325 116,700 11,615 12.66 20.40 -2.50 600 20.40 20.85 225 24OCT2019 150 248.40 250.85 75 -48.05 248.90 17.77 86 3,225 3,675
1,947,450 -42,975 32,530 12.43 47.60 -1.30 375 47.55 49.90 75 31OCT2019 750 265.05 268.35 75 -43.05 266.00 17.09 1,849 26,250 280,650
1,200 150 8 12.25 73.65 1.30 75 72.00 81.70 75 7NOV2019 1,050 233.30 423.10 1,050 - - - - - -
75 75 1 21.32 214.00 93.30 - - 279.75 7,350 14NOV2019 75 154.00 544.15 7,350 - - - - - -
- - - - - - - - - - 21NOV2019 75 129.00 442.20 7,350 - - - - - -
79,050 3,900 610 12.16 149.45 7.15 375 147.35 150.00 75 28NOV2019 150 318.95 327.95 75 -38.45 320.90 17.30 106 3,075 12,000
- - - - - - - - - - 5DEC2019 75 162.00 538.80 7,350 - - - - - -
- - - - - - - - - - 12DEC2019 75 162.00 537.90 7,350 - - - - - -
43,200 -825 130 11.37 228.00 2.70 375 228.75 234.45 75 26DEC2019 750 308.35 431.50 150 0.55 388.15 - - - 675
75 - - - 1,715.00 - - - - - 25JUN2020 - - - - - 430.00 - - - 1,800
77,775 - - - 750.00 - - - - - 31DEC2020 - - - - - 750.00 - - - 75,000
53,175 - - - 1,324.00 - - - 2,321.00 75 24JUN2021 1,500 597.90 1,252.10 75 5.00 597.00 22.38 36 - 2,775
45,900 - - - 2,480.25 - - - - - 30DEC2021 - - - - - 702.00 - - - 69,150
- - - - - - - - - - 30JUN2022 - - - - - 625.00 - - - 22,200
Total 3,587,550 187,364 2,613 478,800 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.