Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11279.35   As on Oct 11, 2019 13:10:55 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
- - - - - - 1,500 0.35 0.95 1,800 17OCT2019 975 1,106.65 1,166.35 7,500 - - - - - -
- - - - - - 900 0.25 13.50 150 24OCT2019 975 703.15 1,230.30 975 - - - - - -
179,100 18,825 1,300 19.32 4.90 -0.20 525 4.80 4.95 300 31OCT2019 75 1,112.05 1,126.00 1,125 35.65 1,195.10 45.43 1 - 6,825
- - - - - - 75 2.55 - - 7NOV2019 7,350 1,005.45 1,522.20 975 - - - - - -
- - - - - - - - 56.00 7,350 14NOV2019 7,350 1,019.05 1,821.20 75 - - - - - -
- - - - - - - - 56.00 7,350 21NOV2019 7,350 1,019.30 1,283.35 7,350 - - - - - -
75 - - - - - 1,200 6.50 49.80 75 28NOV2019 7,350 901.10 1,254.85 7,350 - - - - - -
- - - - - - - - 170.35 7,350 5DEC2019 7,350 942.00 1,445.55 7,350 - - - - - -
- - - - - - - - 257.95 7,350 12DEC2019 7,350 943.70 1,492.65 7,350 - - - - - -
- - - - - - 900 14.55 149.70 2,700 26DEC2019 7,350 952.80 1,322.80 7,350 - - - - - -
- - - - - - - - - - 25JUN2020 - - - - - - - - - 337,200
675 - - - - - - - - - 31DEC2020 - - - - - - - - - -
- - - - - - - - - - 24JUN2021 - - - - - - - - - 7,725
- - - - - - - - - - 30DEC2021 - - - - - - - - - 4,800
Total 179,850 1,300 1 356,550 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.