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
- - - - - - 4,875 1,207.15 1,426.55 1,125 12DEC2019 4,500 0.05 1.25 300 - - - - - -
- - - - - - 1,125 1,159.25 1,427.50 1,125 19DEC2019 900 0.05 - - - - - - - -
18,750 - 6 - 1,341.35 -160.10 75 1,331.55 1,358.15 75 26DEC2019 75 3.25 4.70 3,825 0.05 3.65 24.47 40 -1,800 40,950
- - - - - - 4,875 1,320.20 1,548.95 4,875 30JAN2020 6,300 3.55 - - - - - - - -
- - - - - - 4,875 1,280.70 1,648.95 4,875 27FEB2020 1,800 6.20 - - - - - - - -
- - - - - - - - - - 26MAR2020 750 0.10 - - - - - - - -
1,050 - - - 1,865.00 - - - - - 25JUN2020 750 3.35 - - - 209.00 - - - 60,975
- - - - - - - - - - 24SEP2020 750 11.95 - - - - - - - -
300 - - - 2,150.00 - - - - - 31DEC2020 75 73.85 - - - 190.00 - - - 11,025
50,325 - - - 2,495.00 - - - - - 24JUN2021 750 37.00 - - - 270.00 - - - 11,175
48,375 - - - 2,415.00 - - - - - 30DEC2021 75 107.90 - - - 378.00 - - - 17,700
- - - - - - - - - - 30JUN2022 75 114.30 - - - - - - - -
- - - - - - - - - - 29DEC2022 75 116.85 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 116.80 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 115.00 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 112.10 - - - - - - - -
Total 118,800 6 40 141,825 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.