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
2,625 1,050 159 40.80 0.40 0.05 75 0.50 0.65 525 22AUG2019 1,050 873.35 966.70 75 - - - - - -
12,375 -2,400 38 22.13 1.60 -0.40 675 1.60 1.70 3,075 29AUG2019 75 902.50 914.70 75 71.70 957.20 44.94 1 - 24,000
- - - - - - 900 0.10 - - 5SEP2019 1,050 820.95 1,013.20 1,050 - - - - - -
- - - - - - 5,025 0.75 - - 12SEP2019 1,050 786.60 1,070.10 1,050 - - - - - -
- - - - - - 5,025 1.00 - - 19SEP2019 - - - - - - - - - -
- - - - - - 5,025 2.00 45.50 7,350 26SEP2019 7,350 760.45 987.80 7,350 - - - - - -
- - - - - - - - - - 3OCT2019 - - - - - - - - - -
- - - - - - 75 0.20 - - 10OCT2019 - - - - - - - - - -
- - - - - - 75 0.10 - - 17OCT2019 - - - - - - - - - -
- - - - - - 75 2.10 84.15 7,350 31OCT2019 7,350 720.30 996.35 7,350 - - - - - -
Total 15,000 197 1 24,000 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.