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
18,000 - 178 71.41 0.05 - - - 0.10 13,500 17OCT2019 975 1,407.40 1,704.25 7,350 - - - - - -
- - - - - - 3,000 0.25 0.70 7,500 24OCT2019 975 942.70 1,689.30 7,350 - - - - - -
431,850 23,850 2,738 24.92 1.70 -0.60 1,650 1.65 1.80 75 31OCT2019 375 1,512.65 1,514.55 75 -40.50 1,513.25 42.50 877 -14,250 646,950
- - - - - - 900 0.15 - - 7NOV2019 975 931.75 1,774.90 7,350 - - - - - -
- - - - - - 900 0.10 - - 14NOV2019 7,350 1,363.10 1,832.70 7,350 - - - - - -
- - - - - - 900 0.10 38.05 7,350 21NOV2019 7,350 1,349.25 1,709.45 7,350 - - - - - -
1,125 - 2 16.16 5.10 -0.85 375 5.10 6.00 75 28NOV2019 75 1,445.10 1,494.35 75 10.00 1,490.00 32.94 2 - 525
618,150 3,825 301 13.05 9.10 -0.55 225 8.75 9.10 300 26DEC2019 75 1,394.80 1,400.70 75 -35.50 1,401.75 25.26 96 2,250 782,250
1,275 - 3 11.57 70.00 -7.00 75 67.00 79.90 150 26MAR2020 - - - - - - - - - -
- - - - - - - - 260.75 150 25JUN2020 - - - - - - - - - -
- - - - - - - - 426.95 1,800 24SEP2020 - - - - - - - - - -
16,875 - - - 493.00 - - - 604.95 150 31DEC2020 - - - - - - - - - -
75 - - - 1,424.00 - - - - - 24JUN2021 - - - - - - - - - -
- - - - - - - - - - 30JUN2022 750 1,350.00 - - - 1,009.00 - - - 59,400
- - - - - - - - - - 28DEC2023 - - - - - 1,210.00 - - - 75
Total 1,087,350 3,222 975 1,489,200 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.