Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11593.50   As on Sep 24, 2019 14:53:29 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
85,425 -18,150 394 52.53 562.00 4.55 75 562.00 569.80 75 26SEP2019 525 3.95 4.05 375 -5.05 4.05 35.73 11,679 -15,900 153,300
10,275 -11,475 232 23.72 579.70 -2.75 150 579.90 585.65 75 3OCT2019 75 12.45 14.45 75 -12.30 14.40 23.09 286 -3,000 12,975
- - - - - - 7,350 511.10 806.75 7,350 10OCT2019 7,500 5.30 47.60 225 - - - - - -
- - - - - - 7,350 480.75 1,474.30 75 17OCT2019 75 1.30 94.45 7,350 - - - - - -
- - - - - - 7,350 508.60 755.15 7,350 24OCT2019 7,500 1.65 116.00 7,350 - - - - - -
450 75 2 - 635.00 0.25 75 654.20 675.35 375 31OCT2019 150 52.90 56.65 150 -6.65 54.65 18.14 11 450 3,900
- - - - - - 7,350 483.30 1,022.95 7,350 7NOV2019 - - 292.75 7,350 - - - - - -
- - - - - - - - 964.30 7,350 14NOV2019 - - 243.80 7,350 - - - - - -
- - - - - - - - 974.60 7,350 21NOV2019 - - 243.80 7,350 - - - - - -
- - - - - - 7,350 612.00 862.75 7,350 28NOV2019 - - 202.85 7,350 - - - - - -
Total 96,150 628 11,976 170,175 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.