Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11691.50   As on Jun 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
- - - - - - 1,200 1,860.35 2,196.30 1,200 20JUN2019 3,000 0.05 1.00 75 0.10 0.20 82.65 4,810 - -
142,275 -3,450 1,348 - 1,999.10 18.55 150 1,999.95 2,005.20 75 27JUN2019 225 0.60 1.00 150 0.25 0.80 44.69 145 -600 35,625
- - - - - - 1,200 1,609.70 2,547.50 1,200 4JUL2019 900 0.05 - - - - - - - -
- - - - - - 4,875 1,873.35 2,538.65 1,200 11JUL2019 - - - - - - - - - -
75 75 1 - 1,900.00 312.10 4,875 1,819.35 2,299.65 4,875 25JUL2019 75 1.25 - - 1.35 3.10 26.65 2 75 75
- - - - - - - - - - 26SEP2019 900 0.30 - - - - - - - -
750 - - - 1,825.00 - - - - - 26DEC2019 4,950 4.00 - - - 100.00 - - - 2,325
- - - - - - - - - - 26MAR2020 750 16.60 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 31.25 - - - 151.15 - - - 4,425
22,500 - - - 3,130.00 - - - - - 31DEC2020 750 59.40 - - - 131.00 - - - 95,775
- - - - - - - - - - 24JUN2021 750 80.10 - - - 214.00 - - - 4,950
- - - - - - - - - - 30DEC2021 750 96.80 - - - 261.00 - - - 4,950
Total 165,600 1,349 4,957 148,125 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.