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
2,550 75 5 - 935.00 -77.10 75 918.45 932.85 75 12DEC2019 13,725 0.80 0.85 2,175 -0.30 0.80 25.79 2,847 -7,875 435,450
- - - - - - 1,125 884.60 1,007.85 1,125 19DEC2019 4,800 1.00 - - - - - - - -
699,900 22,275 1,891 - 949.35 -88.85 75 943.70 951.85 150 26DEC2019 675 5.85 6.10 75 0.85 5.90 19.43 5,460 14,400 1,543,425
- - - - - - 4,875 828.60 1,150.55 4,875 2JAN2020 150 1.10 - - - - - - - -
- - - - - - 4,875 826.45 1,136.80 4,875 9JAN2020 750 0.25 - - - - - - - -
- - - - - - 4,875 828.45 1,136.80 4,875 16JAN2020 750 1.25 - - - - - - - -
- - - - - - 4,875 825.90 1,142.15 4,875 23JAN2020 750 1.35 - - - - - - - -
21,750 225 23 - 1,008.00 -122.00 75 996.25 1,006.00 75 30JAN2020 75 23.30 24.30 150 2.25 24.00 16.88 1,492 28,575 213,825
- - - - - - 4,875 830.50 1,199.70 4,875 6FEB2020 1,800 4.10 - - - - - - - -
- - - - - - 375 963.20 1,194.00 4,875 27FEB2020 75 45.15 47.95 225 7.30 46.00 17.18 84 4,050 11,400
9,600 1,050 17 - 1,090.00 -75.00 150 1,055.35 1,106.70 75 26MAR2020 225 69.00 69.90 225 9.45 69.00 17.60 324 13,125 46,575
225 - - - 1,403.00 - - - 1,764.65 750 25JUN2020 750 131.30 158.90 150 - 131.05 - - - 7,875
- - - - - - - - 1,930.65 750 24SEP2020 - - - - - - - - - -
22,800 75 2 - 1,545.10 -104.90 150 1,505.00 1,575.10 150 31DEC2020 225 235.05 249.95 300 15.00 236.00 20.46 26 1,425 107,250
9,675 - - - 1,855.00 - - - - - 24JUN2021 750 65.95 - - - 400.05 - - - 180,150
- - - - - - - - - - 30DEC2021 1,575 165.40 - - - 380.00 - - - 160,425
- - - - - - - - - - 30JUN2022 225 168.65 - - - 470.00 - - - 9,675
- - - - - - - - - - 29DEC2022 75 167.65 - - - - - - - -
13,800 - - - 2,505.00 - - - - - 29JUN2023 75 164.15 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 159.05 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 152.85 - - - - - - - -
Total 780,300 1,938 10,233 2,716,050 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.