Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11796.45   As on Jun 25, 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
270,750 -75,000 57,398 - 189.90 53.55 150 189.80 191.70 825 27JUN2019 3,075 9.65 9.85 225 -16.25 9.85 19.74 365,458 460,275 2,947,800
6,975 825 1,095 5.17 225.30 41.80 75 217.30 236.35 225 4JUL2019 150 29.20 32.70 75 -23.50 29.25 14.46 25,333 165,675 310,425
- - - - - - 75 257.60 415.85 150 11JUL2019 75 69.85 73.30 75 -14.95 72.90 17.28 350 16,575 17,775
- - - - - - 75 186.00 585.95 4,875 18JUL2019 150 2.40 327.50 300 - 80.00 - - - 225
67,875 13,200 777 10.19 328.45 41.55 75 328.45 337.45 75 25JUL2019 75 106.60 110.90 75 -20.90 110.90 17.08 8,939 105,525 529,875
- - - - - - 75 265.00 665.90 4,875 1AUG2019 - - 364.45 4,875 - - - - - -
- - - - - - - - 592.80 4,875 8AUG2019 - - 317.50 4,875 - - - - - -
- - - - - - - - 665.45 4,875 14AUG2019 - - 386.15 4,875 - - - - - -
- - - - - - 75 265.00 629.80 4,875 22AUG2019 - - 363.45 4,875 - - - - - -
225 75 4 - 370.05 -1.55 150 410.10 443.40 375 29AUG2019 225 144.05 157.75 150 -25.00 149.90 15.89 33 825 7,050
93,525 - - - 860.00 - - - 1,154.95 75 26DEC2019 - - 510.20 750 - 310.00 - - - 75,000
- - - - - - - - - - 25JUN2020 750 293.05 - - - 517.10 - - - 235,425
7,350 - - - 1,990.00 - - - 1,989.95 75 31DEC2020 75 345.80 - - - 905.00 - - - 36,375
3,825 - - - 2,329.90 - - - 2,344.95 75 24JUN2021 - - - - - 563.00 - - - 1,125
5,250 - - - 2,406.10 - - - - - 30DEC2021 750 447.05 - - - 739.45 - - - 39,300
- - - - - - - - - - 30JUN2022 75 518.00 - - - 620.00 - - - 17,925
- - - - - - - - - - 29DEC2022 750 477.55 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 472.40 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 448.55 - - - - - - - -
Total 455,775 59,274 400,113 4,218,300 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.