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
1,076,625 631,275 176,343 12.67 30.90 13.25 900 30.60 30.80 1,800 24OCT2019 75 171.00 174.95 75 -59.00 172.90 17.14 5,384 147,375 181,575
1,257,525 -900 63,625 12.60 69.55 21.20 75 69.85 70.00 2,700 31OCT2019 150 195.00 198.75 825 -46.05 198.00 16.43 5,261 28,725 179,850
4,125 3,600 165 12.70 105.00 27.40 150 102.05 110.20 75 7NOV2019 75 118.00 433.25 1,050 - - - - - -
- - - - - - 450 30.05 196.95 75 14NOV2019 75 135.00 387.35 7,350 - - - - - -
- - - - - - 900 1.05 197.00 225 21NOV2019 75 128.75 395.15 7,350 - - - - - -
231,075 -6,225 2,330 11.91 182.60 28.60 75 182.50 186.00 375 28NOV2019 75 261.50 270.00 75 -44.30 269.00 17.05 470 12,675 25,950
- - - - - - - - 319.65 7,350 5DEC2019 - - 479.45 7,350 - - - - - -
- - - - - - - - 319.65 7,350 12DEC2019 75 129.00 822.95 7,350 - - - - - -
- - - - - - 75 106.65 - - 19DEC2019 - - 478.50 7,350 - - - - - -
21,825 -1,950 116 11.30 271.55 38.20 75 269.60 275.00 75 26DEC2019 150 292.80 324.20 150 -35.85 303.00 17.01 23 375 6,450
150 - - - 1,604.00 - - - - - 25JUN2020 - - - - - 430.00 - - - 41,775
5,100 - - - 942.00 - - - - - 31DEC2020 - - - - - 890.00 - - - 2,025
2,325 - - - 2,239.00 - - - - - 24JUN2021 - - - - - - - - - -
12,975 - - - 2,261.15 - - - - - 30DEC2021 - - - - - - - - - -
12,900 - - - 2,556.20 - - - - - 30JUN2022 75 630.00 825.00 3,000 21.00 725.00 26.01 233 3,000 41,475
Total 2,624,625 242,579 11,371 479,100 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.