Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11625.40   As on Sep 24, 2019 14:41:28 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
81,375 12,150 11,475 27.76 4.20 -4.45 150 4.15 4.25 1,950 26SEP2019 7,500 395.30 444.25 75 - - - - - 75
- - - - - - 750 15.05 40.00 1,200 3OCT2019 525 356.10 491.10 7,350 - - - - - -
- - - - - - 5,025 8.00 93.15 7,350 10OCT2019 525 358.30 536.80 7,350 - - - - - -
- - - - - - 5,025 7.50 398.05 7,350 17OCT2019 7,350 299.25 803.45 7,350 - - - - - -
- - - - - - 900 2.20 156.10 7,350 24OCT2019 - - 569.25 7,350 - - - - - -
- - - - - - 300 55.15 120.20 300 31OCT2019 7,500 417.50 455.20 7,500 - - - - - -
- - - - - - 300 0.25 487.65 7,350 7NOV2019 - - 900.70 7,350 - - - - - -
- - - - - - - - 241.00 7,350 14NOV2019 - - 655.70 7,350 - - - - - -
- - - - - - - - 464.35 7,350 21NOV2019 - - 932.10 7,350 - - - - - -
- - - - - - 1,200 57.50 249.00 150 28NOV2019 - - 548.15 7,350 - - - - - -
Total 81,375 11,475 - 75 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.