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 1,036.65 1,278.45 1,125 12DEC2019 900 0.30 1.30 750 - - - - - -
- - - - - - 1,125 976.65 1,217.90 1,125 19DEC2019 900 0.15 - - - - - - - -
34,725 -225 12 - 1,158.00 -76.95 75 1,135.45 1,148.50 75 26DEC2019 300 3.70 4.10 75 0.05 3.65 21.23 637 -12,450 173,850
- - - - - - 4,875 1,015.15 1,369.65 4,875 2JAN2020 - - - - - - - - - -
- - - - - - 4,875 1,015.15 1,364.60 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 1,014.45 1,365.15 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 1,015.15 1,353.35 4,875 23JAN2020 - - - - - - - - - -
- - - - - - 4,875 1,120.20 1,348.95 4,875 30JAN2020 6,750 5.05 - - - 8.20 - - - 4,200
- - - - - - 4,875 1,010.65 1,429.85 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 4,875 1,095.60 1,448.95 4,875 27FEB2020 4,500 14.10 - - - - - - - -
- - - - - - - - - - 26MAR2020 750 2.35 - - - - - - - -
1,275 - - - 1,851.00 - - - - - 25JUN2020 750 7.10 - - - 104.75 - - - 22,200
- - - - - - - - - - 24SEP2020 750 19.35 - - - - - - - -
13,425 - - - 2,062.00 - 750 1,561.75 2,149.75 150 31DEC2020 75 100.25 - - - 285.00 - - - 111,150
54,675 - - - 2,140.00 - - - - - 24JUN2021 750 49.80 - - - 275.00 - - - 12,900
35,625 - - - 2,341.30 - - - - - 30DEC2021 75 134.40 - - - 308.00 - - - 117,600
- - - - - - - - - - 30JUN2022 75 139.55 - - - 424.00 - - - 11,850
- - - - - - - - - - 29DEC2022 75 140.60 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 139.05 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 135.75 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 131.30 - - - - - - - -
Total 139,725 12 637 453,750 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.