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
671,625 -68,175 5,532 17.55 1.65 - 3,075 1.45 1.65 1,950 29NOV2018 75 715.00 719.00 75 -87.05 716.00 24.26 306 11,175 561,000
1,342,125 63,675 4,748 13.42 22.35 5.15 150 21.50 22.45 75 27DEC2018 150 695.05 701.55 300 -77.45 697.10 20.31 220 -8,475 726,000
47,325 2,850 223 11.68 59.45 11.40 225 57.25 59.35 225 31JAN2019 1,200 657.00 719.10 1,200 - 871.10 - - - 150
21,300 -6,225 100 11.66 163.00 18.50 375 156.90 165.00 75 28MAR2019 75 650.00 - - - - - - - -
37,800 - - - 600.00 - 150 294.10 493.55 75 27JUN2019 75 650.00 - - - - - - - -
75 - - - 800.00 - - - 732.95 750 26SEP2019 - - - - - - - - - -
13,575 - - - 425.00 - - - 989.95 150 26DEC2019 750 627.05 - - - - - - - -
375 - - - 1,760.00 - - - - - 25JUN2020 75 618.00 1,000.00 75 - 815.00 - - - 168,525
- - - - - - - - - - 31DEC2020 150 800.00 940.00 75 - 1,050.00 - - - 399,675
- - - - - - - - - - 24JUN2021 75 686.00 - - - 886.00 - - - 5,700
- - - - - - - - - - 30DEC2021 - - - - - - - - - -
- - - - - - - - - - 29JUN2023 75 590.00 - - - - - - - -
Total 2,134,200 10,603 526 1,861,050 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.