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
228,450 -21,000 10,054 26.87 0.25 -0.40 61,350 0.20 0.30 13,500 17OCT2019 7,350 402.60 492.70 1,050 - 473.85 - - - 2,925
72,600 39,600 2,518 12.79 3.00 -2.15 75 2.90 3.25 75 24OCT2019 75 402.50 461.05 75 - - - - - -
725,025 57,525 15,190 13.13 16.60 0.15 450 16.55 16.75 525 31OCT2019 75 426.05 434.50 75 -40.35 430.90 19.22 139 225 81,525
- - - - - - 75 0.30 104.55 225 7NOV2019 1,050 346.70 571.05 7,350 - - - - - -
- - - - - - - - 349.40 7,350 14NOV2019 7,350 333.10 756.60 7,350 - - - - - -
- - - - - - - - - - 21NOV2019 7,350 330.25 579.70 7,350 - - - - - -
111,225 5,625 1,186 11.99 80.00 2.35 150 79.40 82.15 75 28NOV2019 75 408.05 464.80 150 - 510.00 - - - 300
- - - - - - - - - - 5DEC2019 - - 660.30 7,350 - - - - - -
- - - - - - - - - - 12DEC2019 - - 654.55 7,350 - - - - - -
4,500 300 22 11.30 144.00 1.75 150 145.15 153.00 150 26DEC2019 150 401.10 511.00 150 - 600.00 - - - 150
- - - - - - - - 1,027.90 75 26MAR2020 - - - - - - - - - -
1,725 - - - 1,230.00 - - - - - 25JUN2020 - - - - - 1,100.00 - - - 150
1,125 - - - 1,747.00 - - - - - 31DEC2020 - - - - - 1,012.00 - - - 13,725
20,925 - - - 2,235.00 - - - - - 24JUN2021 - - - - - 1,066.00 - - - 14,475
30,525 - - - 1,750.00 - - - - - 30DEC2021 - - - - - - - - - -
- - - - - - - - - - 30JUN2022 - - - - - 970.00 - - - 13,800
Total 1,196,100 28,970 139 127,050 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.