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
17,625 12,150 769 28.25 0.20 -0.30 10,200 0.15 0.20 3,975 24OCT2019 7,350 1,254.20 1,424.60 975 - - - - - -
506,475 62,925 3,391 22.65 1.20 -0.50 9,375 1.20 1.25 150 31OCT2019 750 1,321.35 1,328.40 75 -70.95 1,322.00 38.66 397 -7,200 632,700
- - - - - - 900 0.60 - - 7NOV2019 975 782.35 1,518.90 975 - - - - - -
- - - - - - 2,400 0.60 - - 14NOV2019 7,350 1,191.45 1,531.80 975 - - - - - -
- - - - - - 600 0.30 37.65 7,350 21NOV2019 7,350 1,163.85 1,669.05 7,350 - - - - - -
7,425 4,200 117 15.43 7.30 1.05 150 6.20 7.50 150 28NOV2019 75 1,273.20 1,284.45 75 -70.30 1,276.30 27.41 33 2,025 3,825
- - - - - - 300 0.10 45.25 7,350 5DEC2019 7,350 1,121.50 1,867.70 7,350 - - - - - -
- - - - - - 300 0.10 49.05 7,350 12DEC2019 7,350 1,105.55 1,506.80 7,350 - - - - - -
- - - - - - 300 0.10 59.85 7,350 19DEC2019 7,350 1,121.50 1,705.10 7,350 - - - - - -
632,250 5,775 333 12.51 13.70 2.35 75 13.50 13.70 75 26DEC2019 75 1,205.65 1,218.55 150 -61.50 1,219.00 23.09 222 -225 783,225
1,275 - - - 70.00 - - - 111.45 2,700 26MAR2020 - - - - - - - - - -
- - - - - - - - 354.75 900 25JUN2020 - - - - - - - - - -
16,875 - - - 493.00 - - - 628.95 150 31DEC2020 - - - - - - - - - -
75 - - - 1,424.00 - - - - - 24JUN2021 - - - - - - - - - -
- - - - - - - - - - 30JUN2022 - - - - - 1,009.00 - - - 59,400
- - - - - - - - - - 28DEC2023 - - - - - 1,210.00 - - - 75
Total 1,182,000 4,610 652 1,479,225 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.