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
150 150 4 27.98 0.75 -78.45 75 0.30 0.75 3,600 24OCT2019 7,350 1,050.15 1,318.10 7,350 - - - - - -
115,200 -375 421 20.41 1.60 -0.20 975 1.55 1.65 675 31OCT2019 75 1,112.25 1,132.80 75 -62.50 1,139.80 38.66 102 -4,275 80,850
- - - - - - 75 0.70 - - 7NOV2019 975 667.55 1,326.50 975 - - - - - -
- - - - - - - - - - 14NOV2019 7,350 1,010.95 1,346.50 7,350 - - - - - -
- - - - - - - - - - 21NOV2019 7,350 978.70 1,435.20 7,350 - - - - - -
- - - - - - 900 2.45 39.90 3,000 28NOV2019 7,350 980.20 1,285.40 7,350 - - - - - -
- - - - - - - - 184.75 75 5DEC2019 7,350 930.40 1,600.80 7,350 - - - - - -
- - - - - - - - 200.70 7,350 12DEC2019 7,350 930.05 1,451.60 7,350 - - - - - -
- - - - - - - - 241.60 7,350 19DEC2019 7,350 930.05 1,445.65 7,350 - - - - - -
- - - - - - 900 1.55 161.75 7,350 26DEC2019 7,350 964.85 1,199.00 75 - - - - - -
- - - - - - - - - - 30DEC2021 - - - - - 934.70 - - - 7,800
Total 115,350 425 102 88,650 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.