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 1,267.30 1,542.05 1,125 12DEC2019 4,500 0.10 1.00 975 - - - - - -
- - - - - - 1,125 1,256.10 1,532.65 1,125 19DEC2019 900 0.05 - - - - - - - -
435,225 -2,850 106 - 1,446.00 -94.35 1,050 1,441.50 1,450.00 300 26DEC2019 3,300 3.60 3.80 300 0.40 3.75 26.20 796 -2,325 637,800
- - - - - - 4,875 1,265.05 1,684.90 4,875 2JAN2020 300 0.10 - - - - - - - -
- - - - - - 4,875 1,265.05 1,676.85 4,875 9JAN2020 300 0.10 - - - - - - - -
- - - - - - 4,875 1,265.30 1,674.65 4,875 16JAN2020 300 0.10 - - - - - - - -
- - - - - - 4,875 1,265.05 1,672.35 4,875 23JAN2020 300 0.20 - - - - - - - -
9,825 4,875 67 - 1,490.00 -87.65 75 1,478.25 1,499.00 75 30JAN2020 300 10.50 10.90 150 1.15 10.90 19.84 257 4,050 54,150
- - - - - - 4,875 1,265.15 1,767.95 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 4,875 1,367.15 1,748.95 4,875 27FEB2020 1,800 4.50 - - - - - - - -
41,850 -75 7 - 1,548.00 -38.75 - - - - 26MAR2020 75 30.00 31.95 75 3.00 29.10 18.40 38 -300 30,525
- - - - - - - - 1,939.95 750 25JUN2020 4,500 28.35 - - - 97.05 - - - 30,900
- - - - - - - - - - 24SEP2020 4,500 46.75 - - - - - - - -
13,050 - - - 1,520.00 - - - 1,941.35 300 31DEC2020 750 131.20 168.70 150 - 144.00 - - - 715,875
5,025 - - - 1,730.00 - - - - - 24JUN2021 750 31.75 - - - 250.00 - - - 327,600
- - - - - - - - - - 30DEC2021 75 96.25 - - - 230.00 - - - 85,800
- - - - - - - - - - 30JUN2022 75 103.05 - - - - - - - -
- - - - - - - - - - 29DEC2022 75 106.20 - - - 541.50 - - - 750
- - - - - - - - - - 29JUN2023 75 106.75 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 105.65 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 103.30 - - - - - - - -
Total 504,975 180 1,091 1,883,400 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.