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
1,050 - - - 847.00 - 1,125 670.20 805.35 4,875 12DEC2019 1,500 1.00 1.35 1,950 -0.25 1.35 22.12 2,342 7,800 34,725
- - - - - - 1,125 694.60 809.70 1,125 19DEC2019 3,000 0.35 - - - - - - - -
68,850 -525 50 - 751.35 -99.75 75 745.65 772.70 75 26DEC2019 1,500 8.50 10.05 150 3.65 10.00 17.66 4,953 11,175 388,125
- - - - - - 4,875 642.35 944.65 4,875 2JAN2020 75 1.30 - - - - - - - -
- - - - - - 4,875 642.90 926.95 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 642.15 937.65 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 642.00 936.95 4,875 23JAN2020 - - - - - - - - - -
450 - - - 855.00 - 525 743.05 862.65 75 30JAN2020 300 35.30 37.90 75 8.60 36.60 16.05 484 9,000 68,100
- - - - - - 4,875 651.40 1,008.85 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 375 786.25 1,148.90 4,875 27FEB2020 300 69.15 73.00 300 9.35 70.00 17.00 45 2,475 6,450
- - - - - - - - - - 26MAR2020 300 76.50 - - - - - - - -
1,275 - - - 1,486.00 - - - - - 25JUN2020 750 24.15 - - - 970.00 - - - 1,350
- - - - - - - - - - 24SEP2020 750 45.15 - - - - - - - -
975 - - - 1,631.00 - - - - - 31DEC2020 75 173.60 - - - 698.00 - - - 7,650
150 - - - 1,914.00 - - - - - 24JUN2021 750 85.85 - - - 339.00 - - - 18,900
- - - - - - - - - - 30DEC2021 75 201.35 - - - - - - - -
- - - - - - - - - - 30JUN2022 75 201.85 - - - 728.00 - - - 6,525
- - - - - - - - - - 29DEC2022 75 198.40 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 192.45 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 185.10 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 176.85 - - - - - - - -
Total 72,750 50 7,824 531,825 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.