Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11571.35   As on Sep 24, 2019 14:08:27 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
601,650 -72,375 1,098 119.67 1,592.90 -4.25 75 1,590.25 1,593.90 150 26SEP2019 5,250 1.55 1.70 2,250 -0.30 1.60 80.93 4,436 -34,500 1,267,500
- - - - - - 525 1,506.50 1,698.10 7,350 3OCT2019 600 3.25 3.95 450 -1.15 4.00 43.63 54 525 3,450
- - - - - - 7,350 1,488.75 1,812.75 525 10OCT2019 600 0.30 - - - - - - - -
- - - - - - 7,350 1,492.25 2,216.35 525 17OCT2019 600 0.30 - - - - - - - -
- - - - - - 7,350 1,461.00 1,843.05 7,350 24OCT2019 75 2.00 41.55 7,350 - - - - - -
340,425 69,525 1,503 - 1,642.55 -1.35 75 1,629.25 1,637.20 75 31OCT2019 825 7.95 8.00 75 -2.45 7.95 24.95 3,201 10,650 520,125
- - - - - - 7,350 1,468.40 2,277.15 7,350 7NOV2019 150 1.25 - - - - - - - -
- - - - - - 7,350 1,472.45 2,309.50 7,350 14NOV2019 75 2.10 57.35 7,350 - - - - - -
- - - - - - 7,350 1,474.35 1,916.25 7,350 21NOV2019 - - 52.65 7,350 - - - - - -
225 - - - - - 7,350 1,537.15 1,811.20 7,350 28NOV2019 75 18.25 21.75 75 -1.70 21.85 22.66 161 -1,050 49,125
465,750 68,850 1,117 - 1,713.40 -16.45 4,950 1,710.00 1,720.60 450 26DEC2019 600 27.45 28.75 75 -2.50 28.00 21.41 1,376 26,625 345,675
- - - - - - 750 1,600.05 1,924.30 900 26MAR2020 150 80.00 104.95 750 34.95 154.95 26.72 4 300 1,125
243,000 - - - - - 750 1,810.05 - - 25JUN2020 - - 224.35 1,500 - - - - - 193,575
6,450 - - - - - - - - - 31DEC2020 - - 399.25 3,225 - - - - - 430,125
- - - - - - - - - - 24JUN2021 - - - - - - - - - 4,875
- - - - - - - - - - 30DEC2021 - - 620.40 3,000 - - - - - 7,275
- - - - - - - - - - 27JUN2024 - - - - - - - - - -
Total 1,657,500 3,718 9,232 2,822,850 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.