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
74,400 -51,375 13,468 20.04 0.50 -0.55 75 0.50 0.60 1,200 17OCT2019 7,350 243.55 317.00 75 -155.70 291.30 40.34 8 150 1,875
26,850 21,225 1,166 12.34 12.05 -4.75 75 12.05 13.40 75 24OCT2019 75 261.35 318.00 75 - - - - - -
51,825 -6,900 1,088 12.81 38.40 0.85 75 36.75 39.00 300 31OCT2019 75 298.80 311.50 75 -18.00 335.00 21.24 11 75 3,900
- - - - - - 75 5.05 423.00 225 7NOV2019 150 16.00 418.35 7,350 - - - - - -
- - - - - - - - 285.30 7,350 14NOV2019 - - 601.90 7,350 - - - - - -
- - - - - - 450 1.00 - - 21NOV2019 75 165.00 499.00 7,350 - - - - - -
- - - - - - 150 71.10 - - 28NOV2019 1,200 111.00 - - - - - - - -
- - - - - - - - 630.00 75 5DEC2019 - - 595.70 7,350 - - - - - -
- - - - - - - - 276.80 7,350 12DEC2019 - - 593.60 7,350 - - - - - -
Total 153,075 15,722 19 5,775 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.