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
441,075 -97,050 36,128 21.71 0.30 -0.60 4,725 0.30 0.35 675 17OCT2019 75 328.70 332.45 75 -33.20 340.25 44.36 492 -9,000 17,325
180,750 107,250 9,437 12.53 7.85 -3.05 450 7.45 7.85 75 24OCT2019 225 335.45 339.70 75 -628.70 345.00 21.36 442 23,475 23,475
1,389,450 -30,075 35,524 12.86 29.05 0.65 75 29.05 29.50 150 31OCT2019 750 340.35 345.05 75 -44.85 340.70 17.47 294 900 134,100
75 - - - 100.00 - 150 43.25 56.40 75 7NOV2019 1,050 271.95 446.95 150 - - - - - -
- - - - - - - - 281.75 7,350 14NOV2019 75 172.00 656.40 7,350 - - - - - -
- - - - - - - - - - 21NOV2019 75 181.00 511.15 7,350 - - - - - -
201,375 26,025 1,104 12.02 110.10 3.00 75 109.15 110.75 75 28NOV2019 75 384.00 386.90 375 -21.50 405.00 18.97 32 1,425 8,775
- - - - - - - - - - 5DEC2019 - - 600.75 7,350 - - - - - -
- - - - - - - - - - 12DEC2019 75 192.00 603.40 7,350 - - - - - -
22,575 -2,175 145 11.50 186.00 3.05 150 184.30 190.00 150 26DEC2019 150 398.15 413.85 375 5.85 425.95 18.41 6 - 6,075
150 - - - 1,604.00 - - - - - 25JUN2020 - - - - - 430.00 - - - 41,775
5,100 - - - 942.00 - - - - - 31DEC2020 - - - - - 890.00 - - - 2,025
2,325 - - - 2,239.00 - - - 2,239.00 225 24JUN2021 - - - - - - - - - -
12,975 - - - 2,261.15 - - - - - 30DEC2021 - - - - - - - - - -
12,900 - - - 2,556.20 - - - - - 30JUN2022 - - - - - 704.00 - - - 38,475
Total 2,268,750 82,338 1,266 272,025 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.