Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11796.45   As on Jun 25, 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
1,006,425 -13,425 247,676 11.67 21.45 3.05 75 21.40 21.50 75 27JUN2019 750 81.50 84.95 375 -65.45 83.00 16.15 16,395 117,900 192,525
50,475 4,275 5,891 11.06 70.20 17.60 825 70.20 74.90 75 4JUL2019 150 109.40 123.00 75 -51.60 117.35 14.16 284 900 7,425
150 150 4 12.99 127.10 15.60 75 90.95 169.55 75 11JUL2019 150 66.75 314.75 225 - - - - - -
- - - - - - 150 18.00 217.80 4,875 18JUL2019 - - 253.35 4,875 - - - - - -
7,425 -1,050 130 11.23 173.95 29.45 75 172.85 176.10 75 25JUL2019 150 192.40 197.65 75 -43.40 194.00 15.97 123 3,900 7,875
- - - - - - - - - - 1AUG2019 - - 562.05 4,875 - - - - - -
- - - - - - 525 3.00 497.30 4,875 8AUG2019 - - 549.85 4,875 - - - - - -
- - - - - - - - 400.95 4,875 14AUG2019 - - 541.60 4,875 - - - - - -
- - - - - - - - 380.75 4,875 22AUG2019 - - 320.90 4,875 - - - - - -
- - - - - - - - 497.40 75 29AUG2019 75 197.20 274.15 75 - - - - - -
Total 1,064,475 253,701 16,802 207,825 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.