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 1,559.70 1,857.65 1,125 12DEC2019 4,500 0.05 1.50 300 - - - - - -
84,675 - - - 1,870.00 - 225 1,576.55 1,860.55 375 26DEC2019 300 2.15 - - - 3.90 - - - 11,625
- - - - - - - - - - 26MAR2020 3,000 4.05 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 0.35 - - - 180.00 - - - 48,300
- - - - - - - - - - 24SEP2020 750 3.95 - - - - - - - -
3,000 - - - 1,861.00 - - - - - 31DEC2020 750 9.25 - - - 257.00 - - - 383,925
- - - - - - - - - - 24JUN2021 750 19.20 - - - 193.00 - - - 82,350
- - - - - - - - - - 30DEC2021 75 66.90 - - - 720.00 - - - 900
- - - - - - - - - - 30JUN2022 750 34.95 - - - - - - - -
- - - - - - - - - - 29DEC2022 75 78.50 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 80.40 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 80.75 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 80.00 - - - - - - - -
Total 87,675 - - 527,100 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.