Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11937.50   As on Dec 09, 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
- - - - - - 6,000 1,718.30 2,070.25 1,125 12DEC2019 3,000 0.15 0.80 300 - - - - - -
1,319,550 -64,350 2,476 - 1,960.75 13.25 300 1,960.20 1,963.30 750 26DEC2019 3,750 3.10 3.25 600 0.20 3.10 36.53 2,110 150 751,275
24,525 7,575 103 - 2,040.00 15.90 75 1,862.75 2,040.45 75 26MAR2020 75 14.65 16.20 75 -1.25 16.00 20.74 43 1,725 17,475
243,075 - - - 2,250.00 - 75 1,901.60 2,625.60 150 25JUN2020 4,500 9.90 - - - 220.00 - - - 193,575
- - - - - - 1,500 1,994.25 2,768.20 1,500 24SEP2020 4,500 20.65 - - - - - - - -
204,000 525 454 - 2,275.00 35.00 900 2,275.00 2,278.95 150 31DEC2020 75 100.10 111.75 75 -0.35 103.00 21.17 2,030 152,250 593,925
- - - - - - - - - - 24JUN2021 4,500 48.10 - - - 238.00 - - - 4,875
- - - - - - - - - - 30DEC2021 4,500 60.30 - - - 392.45 - - - 7,275
- - - - - - - - - - 30JUN2022 4,500 67.85 - - - - - - - -
- - - - - - - - - - 29DEC2022 4,575 72.35 - - - - - - - -
- - - - - - - - - - 29JUN2023 4,575 74.65 - - - - - - - -
- - - - - - - - - - 28DEC2023 4,500 75.40 - - - - - - - -
- - - - - - - - - - 27JUN2024 4,575 75.00 - - - - - - - -
Total 1,791,150 3,033 4,183 1,568,400 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.