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
913,725 -107,475 10,642 32.31 0.25 -0.25 150 0.15 0.25 10,800 17OCT2019 75 486.35 568.55 75 - 575.00 - - - 1,425
134,775 38,475 2,983 14.33 2.00 -1.35 75 1.95 2.05 75 24OCT2019 300 509.50 547.75 150 - 611.15 - - - 75
2,382,450 -28,125 15,435 13.85 10.60 -0.05 75 10.50 10.60 150 31OCT2019 375 523.85 527.80 150 -43.70 525.00 21.18 2,023 21,150 610,875
10,875 525 51 13.18 21.00 -2.85 150 22.35 24.10 150 7NOV2019 1,050 440.50 834.35 1,050 - - - - - -
150 - - - 105.00 - 75 35.00 46.00 75 14NOV2019 7,350 419.45 866.60 7,350 - - - - - -
- - - - - - 75 2.00 - - 21NOV2019 7,350 419.15 665.25 7,350 -601.40 600.00 24.46 2 - -
655,200 38,100 3,804 12.10 58.20 1.90 150 58.30 59.40 225 28NOV2019 375 522.55 534.60 675 -35.40 528.00 18.43 114 2,625 22,050
- - - - - - 1,500 2.10 - - 5DEC2019 7,350 386.35 733.95 7,350 - - - - - -
- - - - - - 1,800 2.10 - - 12DEC2019 7,350 381.95 734.75 7,350 - - - - - -
751,125 2,025 879 11.76 120.35 6.05 75 120.50 120.95 375 26DEC2019 75 534.50 539.00 75 -23.95 540.05 18.23 127 2,775 480,975
3,375 - - - 276.15 - 675 246.05 295.60 225 26MAR2020 225 523.55 676.40 600 -130.00 570.00 18.58 1 75 300
75 - - - 1,476.00 - - - 581.25 900 25JUN2020 - - - - - 652.90 - - - 7,575
- - - - - - - - 1,515.00 3,000 24SEP2020 - - - - - - - - - -
600 - - - 1,443.60 - - - 910.80 150 31DEC2020 - - - - - - - - - -
75 - - - 2,075.00 - - - - - 24JUN2021 - - - - - - - - - -
- - - - - - - - - - 30DEC2021 - - - - - 585.50 - - - 2,175
- - - - - - - - - - 30JUN2022 - - - - - 888.00 - - - 6,150
Total 4,852,425 33,794 2,267 1,131,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.