Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11661.85   As on Oct 18, 2019 15:30:30 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
300 - - - 874.00 - 525 1,041.15 1,074.60 525 24OCT2019 3,000 1.55 2.00 300 -0.95 1.75 33.01 2,681 10,950 204,975
44,250 - 89 - 1,070.00 74.80 75 1,065.95 1,084.30 75 31OCT2019 750 4.70 5.25 300 -1.45 4.70 26.27 7,629 -115,950 852,975
- - - - - - 1,200 973.20 1,293.20 1,200 7NOV2019 75 1.40 18.00 75 - - - - - -
- - - - - - 7,350 993.25 1,332.75 7,350 14NOV2019 900 0.25 64.00 75 - - - - - -
- - - - - - 7,350 955.55 1,266.30 7,350 21NOV2019 150 2.50 76.00 225 - - - - - -
600 - 7 - 1,090.00 119.00 75 1,041.25 1,193.30 75 28NOV2019 150 22.00 25.00 75 -3.95 23.85 21.39 389 2,100 51,000
- - - - - - 7,350 961.70 1,369.55 7,350 5DEC2019 - - - - - - - - - -
- - - - - - 7,350 951.15 1,572.30 7,350 12DEC2019 - - 90.35 7,350 - - - - - -
- - - - - - 7,350 961.70 1,377.40 7,350 19DEC2019 - - 90.70 7,350 - - - - - -
- - - - - - 7,350 951.05 1,282.55 7,350 26DEC2019 75 46.10 56.35 150 -9.50 47.00 20.59 26 75 2,550
1,050 - - - 1,865.00 - - - - - 25JUN2020 - - - - - 209.00 - - - 60,975
300 - - - 2,150.00 - - - - - 31DEC2020 - - 559.95 750 - 268.00 - - - 10,575
50,625 - - - 2,104.00 - - - - - 24JUN2021 - - 676.90 750 - 294.10 - - - 11,850
48,375 - - - 2,415.00 - - - - - 30DEC2021 225 329.00 724.75 300 16.00 378.00 24.41 187 - 17,700
Total 145,500 96 10,912 1,212,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.