Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11661.85   As on Oct 18, 2019 15:30:30 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
1,018,350 652,650 84,774 14.15 6.50 2.70 7,275 6.50 6.60 1,350 24OCT2019 75 346.70 350.95 75 -65.35 350.00 22.34 136 3,225 4,275
1,870,725 -319,200 67,461 13.27 24.70 8.80 900 24.20 24.60 150 31OCT2019 75 348.95 354.95 75 -57.35 354.00 18.68 3,256 -42,750 571,650
11,925 -600 327 13.24 48.35 15.45 75 47.15 48.30 75 7NOV2019 1,050 327.45 498.10 1,050 - - - - - -
900 750 10 12.21 62.00 12.00 150 58.00 81.15 150 14NOV2019 1,050 281.90 486.05 7,350 - - - - - -
- - - - - - 75 4.50 88.00 75 21NOV2019 7,350 220.10 566.30 7,350 - - - - - -
812,775 27,600 9,355 11.76 100.60 20.65 75 100.50 102.00 975 28NOV2019 150 379.10 384.65 900 -49.35 383.50 17.12 802 27,825 56,175
- - - - - - - - 220.95 7,350 5DEC2019 - - 600.65 7,350 - - - - - -
- - - - - - - - - - 12DEC2019 - - 599.65 7,350 - - - - - -
- - - - - - - - - - 19DEC2019 - - 603.50 7,350 - - - - - -
738,600 -12,825 1,706 11.48 181.00 28.95 450 179.30 181.00 225 26DEC2019 375 410.10 413.80 150 -38.15 411.00 17.29 376 5,025 490,725
3,975 600 17 7.95 341.45 41.05 75 341.55 374.90 150 26MAR2020 75 460.15 649.90 75 5.00 575.00 21.59 1 75 450
75 - - - 1,476.00 - - - 671.00 300 25JUN2020 75 545.00 1,182.15 750 - 652.90 - - - 7,575
600 - - - 1,443.60 - - - 999.00 75 31DEC2020 75 651.00 699.00 75 - 740.00 - - - 75
75 - - - 2,075.00 - - - - - 24JUN2021 - - - - - - - - - -
- - - - - - - - - - 30DEC2021 - - - - - 585.50 - - - 2,175
- - - - - - - - - - 30JUN2022 - - - - -88.00 800.00 26.38 67 - 6,150
Total 4,458,000 163,650 4,638 1,139,250 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.