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
1,089,300 275,025 268,436 12.22 63.85 23.90 900 63.90 64.00 3,075 24OCT2019 150 105.00 106.00 1,950 -48.50 106.00 16.12 54,177 232,125 295,275
1,929,075 72,675 71,946 12.65 112.75 31.45 11,400 112.00 112.25 300 31OCT2019 75 138.55 140.95 75 -43.80 137.00 15.80 18,210 174,300 504,600
4,875 2,400 370 12.69 151.35 35.30 375 151.00 151.25 75 7NOV2019 75 168.25 173.80 75 -668.20 172.00 16.97 34 975 975
150 - 1 10.66 160.00 -4.05 75 129.65 186.75 150 14NOV2019 150 121.35 235.05 75 -514.95 200.00 17.68 1 75 75
- - - - - - 75 123.75 244.00 225 21NOV2019 - - 337.95 7,350 - - - - - -
114,150 29,025 1,779 11.82 233.60 37.75 75 231.50 235.00 300 28NOV2019 75 212.60 219.00 150 -31.30 219.00 16.92 998 30,525 47,325
- - - - - - - - 401.40 7,350 5DEC2019 75 105.00 756.80 75 - - - - - -
- - - - - - - - 725.75 7,350 12DEC2019 75 112.00 772.55 75 - - - - - -
- - - - - - 75 154.00 402.00 7,350 19DEC2019 - - 431.20 7,350 - - - - - -
41,100 -3,825 193 11.53 333.00 48.55 75 323.85 332.90 150 26DEC2019 75 262.45 267.50 150 -40.05 263.05 17.24 18 825 2,475
- - - - - - 750 429.05 - - 26MAR2020 - - - - - - - - - -
75 - - - 1,715.00 - - - - - 25JUN2020 - - - - - 430.00 - - - 1,800
77,775 - - - 750.00 - - - - - 31DEC2020 - - - - - 750.00 - - - 75,000
53,175 - - - 1,324.00 - - - - - 24JUN2021 - - 1,131.90 750 - 597.00 - - - 2,775
45,900 - - - 2,480.25 - - - - - 30DEC2021 - - - - - 702.00 - - - 69,150
- - - - - - - - - - 30JUN2022 - - - - - 625.00 - - - 22,200
Total 3,355,575 342,725 73,438 1,021,650 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.