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
- - - - - - 1,350 1,938.20 2,082.45 1,350 17OCT2019 - - 0.60 600 -0.50 0.10 111.62 61 -4,575 75
- - - - - - 7,350 1,753.75 2,668.45 1,350 24OCT2019 900 0.15 1.95 750 - - - - - -
141,375 -4,125 177 - 1,970.15 43.90 75 1,972.35 1,977.80 75 31OCT2019 1,200 1.70 1.85 2,775 - 1.80 38.52 748 750 160,500
- - - - - - 7,350 1,761.15 2,623.10 1,350 7NOV2019 900 0.15 - - - - - - - -
- - - - - - 7,350 1,770.80 2,384.25 7,350 14NOV2019 - - - - - - - - - -
- - - - - - 7,350 1,759.55 2,449.25 7,350 21NOV2019 - - - - - - - - - -
1,725 1,350 18 - 1,970.00 41.15 75 1,999.25 2,040.25 75 28NOV2019 75 6.75 7.35 150 -1.50 7.00 28.17 27 750 12,525
529,350 -4,950 2,333 - 2,053.25 52.70 2,475 2,043.05 2,053.75 1,500 26DEC2019 75 20.05 21.40 225 -1.20 20.70 27.17 180 150 494,775
- - - - - - - - 2,183.90 450 26MAR2020 150 25.15 113.85 150 - 85.00 - - - 525
6,675 - - - 2,250.00 - - - - - 25JUN2020 - - - - - 140.00 - - - 61,350
9,600 - - - 2,400.00 - 75 2,500.00 2,594.00 225 31DEC2020 - - 279.75 600 - 220.00 - - - 68,400
Total 688,725 2,528 1,016 798,150 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.