Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11017.00   As on Aug 20, 2019 15:30:42 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
3,900 2,325 32 40.52 0.90 0.20 450 0.50 0.80 4,500 22AUG2019 1,050 767.55 930.00 1,050 - - - - - -
9,000 -600 17 19.91 1.50 -0.50 975 1.20 1.95 675 29AUG2019 75 753.00 810.95 75 - 837.30 - - - 4,425
- - - - - - 600 0.10 - - 5SEP2019 1,050 693.35 923.90 7,350 - - - - - -
- - - - - - 5,025 1.00 - - 12SEP2019 1,050 682.35 957.25 7,350 - - - - - -
- - - - - - 10,050 1.00 - - 19SEP2019 - - - - - - - - - -
150 - 1 14.30 19.90 13.30 75 2.20 20.00 300 26SEP2019 7,350 666.00 889.35 7,350 - - - - - -
- - - - - - - - - - 3OCT2019 - - - - - - - - - -
- - - - - - 75 0.20 - - 10OCT2019 - - - - - - - - - -
- - - - - - 75 0.20 - - 17OCT2019 - - - - - - - - - -
- - - - - - 75 1.20 78.75 7,350 31OCT2019 7,350 627.35 884.15 7,350 - - - - - -
Total 13,050 50 - 4,425 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.