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 1,117.15 1,321.40 1,125 12DEC2019 900 0.10 1.25 300 - - - - - -
- - - - - - 1,125 1,070.55 1,322.65 1,125 19DEC2019 900 0.05 - - - - - - - -
29,400 -75 1 34.36 1,312.30 -67.70 75 1,235.00 1,249.35 75 26DEC2019 150 3.25 4.75 75 0.20 3.75 22.94 103 -6,900 156,675
- - - - - - 4,875 1,099.10 1,480.75 4,875 2JAN2020 - - - - - - - - - -
- - - - - - 4,875 1,099.10 1,475.40 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 1,097.80 1,475.40 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 1,099.00 1,475.30 4,875 23JAN2020 - - - - - - - - - -
75 - - - 1,500.00 - 4,875 1,220.20 1,448.95 4,875 30JAN2020 6,300 3.95 - - - 14.00 - - - 75
- - - - - - 4,875 1,100.90 1,537.40 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 4,875 1,195.90 1,548.95 4,875 27FEB2020 5,400 9.40 - - - - - - - -
- - - - - - - - - - 26MAR2020 750 2.35 - - - 36.95 - - - 75
300 - - - 1,080.00 - - - - - 25JUN2020 750 4.95 - - - 270.00 - - - 9,750
- - - - - - - - - - 24SEP2020 750 15.30 - - - - - - - -
1,125 - - - 1,970.00 - - - - - 31DEC2020 75 86.25 - - - 209.30 - - - 12,075
71,925 - - - 2,005.00 - - - - - 24JUN2021 750 42.95 - - - 253.00 - - - 28,125
69,900 - - - 2,140.00 - - - - - 30DEC2021 75 120.55 - - - 360.00 - - - 24,150
- - - - - - - - - - 30JUN2022 75 126.45 - - - 405.00 - - - 900
- - - - - - - - - - 29DEC2022 75 128.35 - - - - - - - -
- - - - - - - - - - 29JUN2023 225 127.55 - - - 550.00 - - - 75
- - - - - - - - - - 28DEC2023 75 125.05 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 121.45 - - - - - - - -
Total 172,725 1 103 231,900 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.