Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11921.50   As on Dec 06, 2019 15:30:29 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
- - - - - - 1,125 909.90 1,177.85 1,125 12DEC2019 900 0.15 1.25 150 - - - - - -
- - - - - - 1,125 877.55 1,112.90 1,125 19DEC2019 900 0.15 - - - - - - - -
35,775 - 10 - 1,034.05 -100.15 150 1,034.60 1,061.10 75 26DEC2019 600 3.65 4.40 75 -0.05 3.70 19.65 1,700 -3,000 112,950
- - - - - - 4,875 933.55 1,259.40 4,875 2JAN2020 - - - - - - - - - -
- - - - - - 4,875 933.55 1,241.80 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 932.60 1,243.10 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 933.30 1,241.55 4,875 23JAN2020 - - - - - - - - - -
75 - - - 1,300.00 - 4,875 1,020.25 1,202.00 4,875 30JAN2020 16,200 8.45 - - - - - - - -
- - - - - - 4,875 948.30 1,320.25 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 4,875 1,012.70 1,348.95 4,875 27FEB2020 1,200 15.30 - - - - - - - -
- - - - - - - - - - 26MAR2020 750 1.35 - - - - - - - -
150 - - - 1,510.00 - - - - - 25JUN2020 750 10.00 - - - 195.00 - - - 49,650
- - - - - - - - - - 24SEP2020 750 24.25 - - - - - - - -
1,275 - - - 2,107.00 - - - - - 31DEC2020 75 115.85 - - - 248.00 - - - 60,825
1,350 - - - 1,575.00 - - - - - 24JUN2021 750 57.40 - - - 290.00 - - - 13,200
- - - - - - - - - - 30DEC2021 75 149.30 - - - 441.45 - - - 7,875
- - - - - - - - - - 30JUN2022 75 153.60 - - - 442.00 - - - 9,375
- - - - - - - - - - 29DEC2022 75 153.70 - - - 698.00 - - - 75
- - - - - - - - - - 29JUN2023 75 151.25 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 147.05 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 141.85 - - - - - - - -
Total 38,625 10 1,700 253,950 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.