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
1,437,525 37,950 78,310 15.68 0.80 -0.70 525 0.80 0.90 13,275 27JUN2019 375 305.15 310.00 75 -72.10 308.65 26.69 606 -5,925 115,950
117,300 44,475 5,351 11.37 10.00 0.80 300 10.00 10.90 75 4JUL2019 75 295.65 317.80 75 -5.00 385.00 29.67 1 75 2,175
11,625 11,550 236 13.06 41.40 -13.55 75 35.00 41.40 225 11JUL2019 225 18.40 406.85 225 - - - - - -
- - - - - - 900 4.15 120.30 4,875 18JUL2019 4,875 230.15 419.30 4,875 - - - - - -
422,250 78,375 7,461 11.29 72.60 15.30 150 70.50 73.05 75 25JUL2019 150 336.30 342.65 75 -52.55 340.00 16.39 388 6,900 23,250
- - - - - - - - 204.70 4,875 1AUG2019 4,875 185.60 477.35 4,875 - - - - - -
- - - - - - - - 328.20 4,875 8AUG2019 4,875 176.35 651.75 4,875 - - - - - -
- - - - - - - - 328.20 4,875 14AUG2019 4,875 172.10 455.85 4,875 - - - - - -
- - - - - - - - 328.20 4,875 22AUG2019 4,875 164.20 570.00 4,875 - - - - - -
6,750 675 23 9.66 151.00 14.80 75 149.25 161.25 150 29AUG2019 150 330.45 382.15 150 -48.50 370.50 16.23 2 150 600
1,050 - - - 800.00 - - - 799.95 75 26DEC2019 - - - - - - - - - -
- - - - - - - - - - 25JUN2020 75 435.05 - - - - - - - -
600 - - - 1,565.00 - - - - - 31DEC2020 75 457.85 - - - - - - - -
225 - - - 2,085.00 - - - 2,068.95 75 24JUN2021 75 508.05 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 537.05 - - - 690.75 - - - 48,525
- - - - - - - - - - 30JUN2022 750 567.05 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 580.95 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 594.20 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 560.55 - - - - - - - -
Total 1,997,325 91,381 997 190,500 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.