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
669,600 309,900 15,442 21.64 0.80 -0.20 75 0.80 0.90 825 24OCT2019 7,350 780.65 886.70 75 - - - - - -
749,025 46,500 4,508 16.67 2.50 0.05 375 2.50 2.55 7,650 31OCT2019 75 825.50 831.45 75 -73.45 827.40 28.29 965 14,400 779,325
- - - - - - 900 2.00 47.95 300 7NOV2019 975 567.75 964.75 975 - - - - - -
- - - - - - 900 1.70 - - 14NOV2019 7,350 705.60 1,016.35 7,350 - - - - - -
- - - - - - 900 0.35 202.00 75 21NOV2019 7,350 724.30 1,107.30 7,350 - - - - - -
134,100 1,050 2,081 12.83 20.95 4.85 300 18.05 21.00 750 28NOV2019 75 791.05 797.00 75 -61.25 799.00 21.31 75 2,475 10,350
- - - - - - 1,500 4.10 91.80 7,350 5DEC2019 7,350 681.25 1,006.25 7,350 - - - - - -
- - - - - - - - 101.70 7,350 12DEC2019 7,350 681.90 1,004.40 7,350 - - - - - -
- - - - - - - - 118.95 7,350 19DEC2019 7,350 681.25 1,004.65 7,350 - - - - - -
417,225 15,150 1,052 12.08 56.25 12.25 75 57.00 58.00 150 26DEC2019 150 756.45 780.00 75 -66.10 775.00 19.43 98 4,425 243,225
6,150 825 29 10.04 185.00 0.35 75 178.00 193.90 150 26MAR2020 - - - - - - - - - -
- - - - - - - - 490.70 900 25JUN2020 - - - - - - - - - -
- - - - - - - - 764.95 750 24SEP2020 - - - - - - - - - -
75 - - - 1,315.00 - - - - - 31DEC2020 - - - - - - - - - -
- - - - - - - - - - 24JUN2021 - - - - - 886.00 - - - 75
- - - - - - - - - - 30DEC2021 - - - - - 1,400.00 - - - 75,150
- - - - - - - - - - 30JUN2022 - - - - - 825.00 - - - 75
Total 1,976,175 23,112 1,138 1,108,200 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.