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
463,275 278,100 138,002 11.74 86.50 29.50 75 86.50 87.05 75 24OCT2019 225 79.35 80.65 750 -39.40 80.65 16.01 54,081 361,575 378,675
101,925 27,750 7,894 12.46 137.85 36.20 750 133.70 138.60 150 31OCT2019 75 108.00 117.80 900 -42.85 110.00 15.41 4,503 51,375 64,875
1,125 150 21 12.47 176.45 14.90 150 47.75 184.00 75 7NOV2019 150 0.25 239.90 150 -33.00 150.00 17.07 34 675 675
- - - - - - - - 363.40 7,350 14NOV2019 1,500 1.10 281.70 7,350 - - - - - -
- - - - - - - - 465.65 7,350 21NOV2019 - - 385.65 7,350 - - - - - -
300 300 9 11.16 253.10 46.30 300 182.45 277.00 600 28NOV2019 75 194.45 230.00 75 -517.25 213.10 17.96 14 975 975
- - - - - - - - 457.80 7,350 5DEC2019 - - 310.80 7,350 - - - - - -
- - - - - - - - 781.65 7,350 12DEC2019 - - - - - - - - - -
- - - - - - - - 458.00 7,350 19DEC2019 - - - - - - - - - -
- - - - - - 75 234.50 435.65 7,350 26DEC2019 - - - - - - - - - -
Total 566,625 145,926 58,632 445,200 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.