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
80,100 -4,125 278 50.43 0.05 -0.20 4,350 0.05 0.15 2,025 17OCT2019 975 960.40 1,060.65 975 - - - - - -
- - - - - - 2,100 0.65 1.75 1,200 24OCT2019 7,350 909.55 1,101.95 975 - - - - - -
705,000 -22,500 5,427 18.48 2.30 -0.65 150 2.25 2.30 525 31OCT2019 825 1,010.65 1,016.80 375 -39.15 1,016.00 32.10 145 -5,400 760,950
- - - - - - 1,650 0.80 - - 7NOV2019 975 898.55 1,212.15 7,350 - - - - - -
- - - - - - - - - - 14NOV2019 7,350 913.70 1,281.15 7,350 - - - - - -
- - - - - - - - 44.20 7,350 21NOV2019 7,350 913.70 1,165.65 7,350 - - - - - -
122,550 1,050 487 13.43 12.55 -0.25 150 12.50 13.25 75 28NOV2019 675 966.95 974.00 150 -25.00 975.00 23.48 110 6,450 7,425
- - - - - - - - 70.30 7,350 5DEC2019 7,350 868.00 1,193.30 7,350 - - - - - -
- - - - - - - - 84.10 7,350 12DEC2019 7,350 868.00 1,193.45 7,350 - - - - - -
396,075 150 164 12.47 36.00 1.55 75 36.00 36.75 150 26DEC2019 75 935.95 947.00 75 -31.85 935.95 20.75 8 75 238,500
- - - - - - - - - - 24JUN2021 - - - - - 886.00 - - - 75
- - - - - - - - - - 30DEC2021 - - - - - 1,400.00 - - - 75,150
- - - - - - - - - - 30JUN2022 - - 1,500.00 75 - 825.00 - - - 75
Total 1,303,725 6,356 263 1,082,175 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.