Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11645.90   As on Jun 19, 2019 14:56:59 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
603,975 -21,375 3,904 41.84 0.45 -0.50 5,925 0.45 0.50 13,875 20JUN2019 75 639.70 658.95 75 -5.15 630.00 - 10 - 1,800
856,350 -45,000 7,620 17.67 2.45 -0.60 3,300 2.40 2.45 1,800 27JUN2019 75 627.40 644.10 75 61.90 650.00 20.79 81 150 48,300
- - - - - - 300 3.30 12.35 150 4JUL2019 1,050 369.80 884.30 1,050 - - - - - -
- - - - - - 975 1.15 - - 11JUL2019 4,875 479.85 724.45 4,875 - - - - - -
- - - - - - 900 0.45 - - 18JUL2019 4,875 547.60 838.05 4,875 - - - - - -
178,200 13,275 3,222 11.99 24.20 -3.75 225 24.10 24.20 1,500 25JUL2019 600 619.10 626.70 150 49.40 626.55 16.69 64 2,550 18,450
- - - - - - - - 171.10 4,875 1AUG2019 4,875 522.50 998.55 4,875 - - - - - -
- - - - - - - - 235.40 4,875 8AUG2019 4,875 511.50 962.85 4,875 - - - - - -
- - - - - - - - 109.95 4,875 14AUG2019 4,875 512.20 744.35 4,875 - - - - - -
5,625 900 32 10.76 70.00 -11.10 1,425 68.00 79.55 300 29AUG2019 450 499.55 717.05 975 - - - - - -
- - - - - - - - - - 25JUN2020 - - - - - - - - - 1,350
375 - - - - - - - - - 31DEC2020 75 567.00 - - - - - - - -
- - - - - - - - - - 24JUN2021 75 538.80 - - - - - - - -
- - - - - - - - - - 30DEC2021 75 587.00 - - - - - - - 38,100
- - - - - - - - - - 30JUN2022 75 591.00 - - - - - - - -
- - - - - - - - - - 29DEC2022 75 627.00 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 696.45 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 658.00 - - - - - - - -
Total 1,644,525 14,778 155 108,000 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.