Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11823.30   As on Jun 14, 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
779,550 413,550 11,141 17.97 0.90 -0.10 2,400 0.90 1.05 75 20JUN2019 75 638.75 769.80 75 - - - - - -
2,299,950 17,775 14,120 13.93 2.85 -0.50 4,800 2.85 2.90 1,125 27JUN2019 1,125 660.40 666.05 75 103.55 664.00 23.49 886 10,650 511,650
1,500 1,500 33 13.02 7.70 -52.70 75 6.35 8.50 75 4JUL2019 975 505.10 919.05 375 - - - - - -
- - - - - - 900 2.15 - - 11JUL2019 4,875 575.75 831.05 4,875 - - - - - -
- - - - - - 900 2.15 - - 18JUL2019 4,875 557.65 - - - - - - - -
453,450 5,625 2,636 10.77 23.00 -9.00 75 21.85 23.30 75 25JUL2019 75 637.80 650.00 75 74.70 634.85 17.99 147 750 25,350
- - - - - - 75 0.10 - - 1AUG2019 4,875 533.05 - - - - - - - -
- - - - - - - - - - 8AUG2019 4,875 523.40 - - - - - - - -
- - - - - - - - - - 14AUG2019 4,875 521.40 - - - - - - - -
48,900 1,800 221 9.99 70.20 -18.45 75 70.00 71.75 75 29AUG2019 975 451.20 741.05 600 - 579.00 - - - 150
- - - - - - 75 90.00 140.00 225 26SEP2019 - - - - - - - - - -
148,800 12,675 352 7.91 260.00 -41.30 450 255.70 263.70 450 26DEC2019 150 643.20 665.00 75 50.00 650.00 18.46 13 300 83,175
- - - - - - - - 1,063.20 750 26MAR2020 - - - - - - - - - -
75 - - - 1,315.00 - - - - - 31DEC2020 75 587.05 - - - - - - - -
- - - - - - - - - - 24JUN2021 75 627.05 - - - 805.00 - - - 75
67,500 - - - 1,255.00 - - - - - 30DEC2021 75 725.05 - - - 820.00 - - - 67,650
- - - - - - - - - - 30JUN2022 75 657.05 - - 400.65 792.45 24.95 1 75 75
- - - - - - - - - - 29DEC2022 75 751.65 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 711.90 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 673.45 - - - - - - - -
Total 3,799,725 28,503 1,047 688,125 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.