Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10763.40   As on Nov 19, 2018 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
488,625 35,325 5,569 15.85 1.95 -0.10 3,900 1.70 1.90 1,275 29NOV2018 75 618.00 625.05 75 -90.55 625.25 24.99 82 -1,200 89,925
149,175 38,625 2,553 12.88 29.50 7.55 150 28.15 29.70 375 27DEC2018 225 585.40 625.25 225 - 790.00 - - - 825
675 -525 26 11.56 77.65 16.30 150 77.80 84.70 75 31JAN2019 1,200 573.80 809.90 3,000 - - - - - -
2,925 - - - 921.00 - - - - - 27JUN2019 750 486.05 - - - - - - - -
1,650 - - - 1,647.00 - - - 1,039.95 2,025 26DEC2019 750 577.05 - - - - - - - -
600 - - - 1,475.00 - - - - - 25JUN2020 - - - - - 760.00 - - - 11,700
- - - - - - - - 1,739.95 750 31DEC2020 750 608.05 - - - 758.00 - - - 3,675
- - - - - - - - - - 24JUN2021 75 645.00 - - - 734.00 - - - 26,250
Total 643,650 8,148 82 132,375 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.