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
432,825 -72,675 11,892 - 273.40 62.60 75 270.70 273.80 75 24OCT2019 600 15.50 15.90 1,425 -11.10 15.75 16.71 133,312 96,150 1,140,975
774,900 -130,350 8,644 10.85 313.50 53.40 1,275 309.80 313.90 600 31OCT2019 150 42.50 42.70 225 -18.55 42.00 16.85 58,096 -72,600 2,155,425
75 75 2 7.89 330.00 118.00 75 340.85 354.50 75 7NOV2019 525 68.35 69.00 75 -17.65 68.25 17.45 406 5,625 6,525
- - - - - - 900 0.10 433.15 75 14NOV2019 - - 171.90 7,350 - - - - - -
- - - - - - 75 216.00 605.05 7,350 21NOV2019 75 20.20 228.00 225 - - - - - -
567,450 2,325 472 10.63 426.40 45.30 150 422.25 433.80 150 28NOV2019 225 117.00 120.00 300 -18.95 119.40 17.66 1,802 17,850 108,150
- - - - - - 75 265.00 620.10 7,350 5DEC2019 75 52.95 210.75 7,350 - - - - - -
- - - - - - 75 185.00 1,024.05 75 12DEC2019 - - - - - - - - - -
- - - - - - 75 285.00 620.10 7,350 19DEC2019 - - - - - - - - - -
2,475 - - - 391.90 - 75 487.05 545.70 150 26DEC2019 75 166.20 171.55 75 -18.50 165.90 17.87 45 - 10,350
675 - - - 1,375.85 - - - - - 25JUN2020 - - - - - 760.00 - - - 11,700
17,250 - - - 1,190.20 - - - 1,599.95 750 31DEC2020 - - - - - 758.00 - - - 3,675
75 - - - 2,480.00 - - - - - 24JUN2021 - - - - - 475.00 - - - 26,250
- - - - - - - - - - 30DEC2021 - - - - - 735.00 - - - 3,300
- - - - - - - - - - 30JUN2022 - - 1,037.90 750 - 715.00 - - - 11,175
Total 1,795,725 21,010 193,661 3,477,525 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.