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 - - - 730.00 0.40 1,125 780.50 865.85 7,350 24OCT2019 750 2.05 3.30 75 -1.00 2.30 26.99 545 5,325 8,550
900 -75 1 - 789.15 184.65 75 813.55 838.30 75 31OCT2019 75 6.40 7.20 75 -3.30 6.95 22.41 314 1,275 25,650
- - - - - - 1,125 700.80 1,006.35 7,350 7NOV2019 75 1.30 - - - - - - - -
- - - - - - 7,350 752.15 1,080.30 7,350 14NOV2019 - - - - - - - - - -
- - - - - - 7,350 729.15 1,014.70 7,350 21NOV2019 - - - - - - - - - -
- - - - - - 7,350 751.10 1,004.50 7,350 28NOV2019 150 28.95 39.90 75 -255.00 29.40 18.62 2 75 75
- - - - - - 7,350 732.70 1,157.75 7,350 5DEC2019 - - 234.95 75 - - - - - -
- - - - - - 7,350 732.45 1,337.15 7,350 12DEC2019 - - 258.60 75 - - - - - -
- - - - - - 7,350 733.65 1,157.75 7,350 19DEC2019 75 0.10 145.30 7,350 - - - - - -
- - - - - - 7,350 801.10 1,106.20 7,350 26DEC2019 1,200 0.30 108.95 7,350 - - - - - -
Total 1,200 1 861 34,275 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.