Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11661.85   As on Oct 18, 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
99,975 26,025 3,722 17.77 1.10 - 4,725 1.00 1.05 375 24OCT2019 1,050 595.05 664.70 75 - 784.95 - - - 75
254,175 121,875 5,518 15.06 5.50 1.05 75 4.90 5.50 75 31OCT2019 75 615.70 640.55 75 -211.80 632.00 24.05 28 1,200 6,075
- - - - - - 900 0.50 125.10 7,350 7NOV2019 1,050 464.95 786.85 7,350 - - - - - -
- - - - - - - - 142.40 7,350 14NOV2019 7,350 525.00 795.65 7,350 - - - - - -
- - - - - - - - 284.10 75 21NOV2019 7,350 531.75 890.05 7,350 - - - - - -
4,500 3,975 68 11.89 35.55 11.55 900 35.15 41.00 75 28NOV2019 7,350 524.50 709.25 7,350 - - - - - -
- - - - - - - - 360.15 7,350 5DEC2019 7,350 486.20 1,105.15 7,350 - - - - - -
- - - - - - - - 155.05 7,350 12DEC2019 7,350 487.20 850.25 7,350 - - - - - -
- - - - - - - - - - 19DEC2019 7,350 486.20 848.20 7,350 - - - - - -
- - - - - - 900 35.45 135.90 3,000 26DEC2019 3,000 500.10 838.95 7,350 - - - - - -
- - - - - - - - - - 25JUN2020 - - - - - 1,013.00 - - - 1,350
375 - - - 1,532.00 - - - - - 31DEC2020 - - - - - - - - - -
- - - - - - - - - - 30DEC2021 - - - - - 1,411.00 - - - 38,100
Total 359,025 9,308 28 45,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.