Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11921.50   As on Dec 06, 2019 15:30:29 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
- - - - - - 1,125 1,646.80 1,962.55 1,125 12DEC2019 900 0.05 1.50 300 - - - - - -
- - - - - - 4,875 1,751.15 1,952.55 1,125 19DEC2019 - - - - - - - - - -
5,625 - - - 1,935.00 - 4,875 1,666.10 1,963.20 4,875 26DEC2019 75 3.00 - - - 3.00 - - - 21,150
- - - - - - 4,875 1,623.05 - - 2JAN2020 - - - - - - - - - -
- - - - - - - - - - 26MAR2020 3,000 3.65 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 0.10 - - - 199.00 - - - 112,500
- - - - - - - - - - 24SEP2020 750 2.90 - - - - - - - -
1,125 - - - 1,725.00 - - - - - 31DEC2020 750 7.35 - - - 128.20 - - - 856,950
3,225 - - - 2,421.00 - - - - - 24JUN2021 750 16.10 - - - 250.00 - - - 12,900
- - - - - - - - - - 30DEC2021 75 58.85 - - - 492.00 - - - 2,100
- - - - - - - - - - 30JUN2022 750 30.70 - - - - - - - -
- - - - - - - - - - 29DEC2022 75 70.55 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 72.85 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 73.60 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 73.15 - - - - - - - -
Total 9,975 - - 1,005,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.