Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11661.85   As on Oct 18, 2019 15:30:30 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
816,825 -36,000 209,198 11.62 116.95 37.80 75 115.80 117.00 300 24OCT2019 75 58.80 59.15 75 -33.10 58.80 15.77 223,330 1,011,300 1,543,950
1,606,125 -52,575 55,113 12.56 168.95 41.55 750 166.60 169.00 75 31OCT2019 675 94.25 97.05 75 -32.90 94.25 15.99 65,482 496,725 1,381,875
4,200 2,400 110 12.47 206.85 40.80 75 203.40 212.90 150 7NOV2019 150 113.10 135.75 225 -88.20 125.00 16.69 168 3,525 3,525
150 75 4 9.92 211.95 -19.65 75 196.75 247.90 75 14NOV2019 75 55.45 162.10 75 -470.35 170.00 18.80 3 225 225
75 75 2 11.83 265.00 186.00 75 106.50 354.00 300 21NOV2019 75 81.20 287.90 150 - - - - - -
116,400 34,125 1,493 11.59 290.90 41.50 75 290.00 292.00 225 28NOV2019 75 177.10 184.90 150 -31.10 178.00 16.99 2,122 53,550 99,150
- - - - - - 75 165.00 472.25 7,350 5DEC2019 75 106.80 - - - - - - - -
- - - - - - 75 114.00 472.65 7,350 12DEC2019 - - - - - - - - - -
- - - - - - 75 204.00 472.25 7,350 19DEC2019 - - - - - - - - - -
99,900 3,225 79 10.43 377.00 33.85 75 377.25 387.80 75 26DEC2019 75 227.00 230.75 150 -25.30 228.70 17.55 71 300 81,900
- - - - - - 750 447.80 - - 26MAR2020 - - - - - - - - - -
- - - - - - - - - - 25JUN2020 - - - - - 517.10 - - - 235,425
7,350 - - - 1,990.00 - - - - - 31DEC2020 - - - - - 905.00 - - - 36,375
3,900 - - - 1,044.00 - - - - - 24JUN2021 - - 1,084.90 750 - 575.00 - - - 1,125
5,250 - - - 2,406.10 - - - - - 30DEC2021 - - - - - 739.45 - - - 39,300
- - - - - - - - - - 30JUN2022 - - - - 34.00 720.00 26.90 22 - 29,625
Total 2,660,175 265,999 291,198 3,452,475 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.