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
44,700 -2,400 375 41.88 0.20 -0.30 525 0.20 0.30 1,500 17OCT2019 1,050 674.55 764.05 1,050 - - - - - -
7,875 1,125 133 16.85 0.85 -0.95 75 0.90 1.35 225 24OCT2019 1,050 676.90 786.55 1,050 - - - - - -
406,500 -12,975 1,968 15.26 4.50 -1.10 75 4.45 5.00 150 31OCT2019 75 710.85 721.00 75 -36.75 720.00 25.63 67 -4,800 43,650
- - - - - - 150 1.20 70.00 75 7NOV2019 1,050 627.25 857.70 1,050 - - - - - -
- - - - - - - - 135.00 75 14NOV2019 7,350 636.00 963.20 7,350 - - - - - -
- - - - - - - - - - 21NOV2019 7,350 636.00 852.75 7,350 - - - - - -
45,900 6,900 541 12.19 28.20 2.05 150 28.10 30.00 150 28NOV2019 75 630.65 773.45 75 - - - - - -
- - - - - - - - - - 5DEC2019 7,350 555.20 905.60 7,350 - - - - - -
- - - - - - - - - - 12DEC2019 7,350 548.65 904.55 7,350 - - - - - -
14,400 600 55 11.87 73.10 -0.75 75 73.15 76.50 150 26DEC2019 7,350 574.55 848.80 7,350 - - - - - -
- - - - - - - - 865.70 75 26MAR2020 - - - - - - - - - -
- - - - - - - - - - 25JUN2020 - - - - - 1,114.00 - - - 9,450
75 - - - 1,505.00 - - - - - 31DEC2020 - - - - - - - - - -
450 - - - 1,950.00 - - - - - 24JUN2021 - - - - - - - - - -
Total 519,900 3,072 67 53,100 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.