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
125,100 -19,425 896 36.79 0.20 -0.20 4,425 0.20 0.30 6,000 17OCT2019 1,050 579.95 652.20 75 - - - - - -
21,750 19,650 843 16.10 1.60 -1.05 75 1.35 1.75 150 24OCT2019 7,350 585.20 682.10 1,050 - - - - - -
527,775 4,725 4,793 14.58 6.90 -0.50 75 6.80 7.30 75 31OCT2019 75 614.00 631.05 75 -23.15 640.20 26.47 9 - 25,350
- - - - - - 75 0.30 89.95 7,425 7NOV2019 1,050 535.25 773.90 1,050 - - - - - -
- - - - - - - - 160.45 75 14NOV2019 7,350 502.10 854.05 7,350 - - - - - -
- - - - - - 1,500 0.15 - - 21NOV2019 7,350 502.10 756.45 7,350 - - - - - -
16,800 7,800 412 12.15 41.00 1.45 75 37.85 42.00 75 28NOV2019 7,350 516.25 819.70 7,350 - - - - - -
- - - - - - - - - - 5DEC2019 7,350 462.00 843.85 7,350 - - - - - -
- - - - - - - - - - 12DEC2019 7,350 468.30 813.70 7,350 - - - - - -
2,175 300 10 11.68 92.25 5.05 300 86.45 224.55 75 26DEC2019 375 521.05 998.95 7,350 - - - - - -
- - - - - - - - 917.70 75 26MAR2020 - - - - - - - - - -
600 - - - 1,565.00 - - - - - 31DEC2020 - - - - - - - - - -
225 - - - 2,085.00 - - - 2,100.00 75 24JUN2021 - - - - - - - - - -
- - - - - - - - - - 30DEC2021 - - - - - 690.75 - - - 48,525
Total 694,425 6,954 9 73,875 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.