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
- - - - - - 7,350 1,741.85 1,948.25 7,350 24OCT2019 75 0.25 2.20 75 0.05 1.05 52.64 806 150 225
1,500 -225 3 - 1,865.00 15.15 2,250 1,764.80 1,949.80 3,525 31OCT2019 600 1.20 1.75 75 -0.60 1.60 37.85 232 4,200 88,800
- - - - - - 1,275 1,763.65 2,088.85 7,350 7NOV2019 - - - - - - - - - -
- - - - - - 7,350 1,753.50 2,149.15 1,275 14NOV2019 - - - - - - - - - -
- - - - - - 7,350 1,677.55 2,148.30 7,350 21NOV2019 - - - - - - - - - -
- - - - - - 7,350 1,751.10 1,994.90 3,000 28NOV2019 150 8.05 10.00 150 0.20 9.40 28.15 5 - 1,050
- - - - - - 7,350 1,683.30 2,237.30 7,350 5DEC2019 - - - - - - - - - -
- - - - - - 7,350 1,679.65 2,454.30 7,350 12DEC2019 - - - - - - - - - -
- - - - - - 7,350 1,751.05 2,098.95 7,350 26DEC2019 900 0.45 - - - 320.00 - - - 4,575
8,250 - - - 1,830.00 - - - - - 25JUN2020 - - - - - 296.00 - - - 111,150
4,425 - - - 2,082.00 - - - - - 31DEC2020 - - 224.95 750 - 217.00 - - - 89,625
Total 14,175 3 1,043 295,425 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.