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
- -75 1 40.23 0.25 -0.35 - - 0.80 6,000 17OCT2019 1,050 613.20 762.50 1,050 - - - - - -
- - - - - - 3,000 0.30 8.80 6,000 24OCT2019 1,050 631.80 739.45 1,050 - - - - - -
3,600 - - - 6.60 - 450 3.85 7.80 300 31OCT2019 75 635.55 699.40 75 - - - - - -
- - - - - - 75 0.20 - - 7NOV2019 1,050 582.25 864.05 7,350 - - - - - -
- - - - - - - - - - 14NOV2019 7,350 546.15 909.80 7,350 - - - - - -
- - - - - - - - - - 21NOV2019 7,350 546.15 811.40 7,350 - - - - - -
- - - - - - - - - - 28NOV2019 7,350 556.50 756.30 7,350 - - - - - -
- - - - - - - - - - 5DEC2019 7,350 547.85 899.25 7,350 - - - - - -
- - - - - - - - - - 12DEC2019 7,350 547.85 868.05 7,350 - - - - - -
- - - - - - - - - - 26DEC2019 75 551.00 998.95 7,350 - - - - - -
Total 3,600 1 - - Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.