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
150 75 1 54.68 740.00 20.00 75 619.50 638.15 75 12DEC2019 1,200 1.85 2.15 525 0.30 2.15 20.76 3,517 9,600 116,250
- - - - - - 1,125 594.60 699.90 1,125 19DEC2019 3,000 0.50 - - - - - - - -
47,700 -1,425 52 - 661.00 -83.80 75 645.35 665.00 75 26DEC2019 75 13.80 14.40 750 5.70 14.00 16.99 12,386 179,475 974,625
- - - - - - 4,875 555.15 849.00 4,875 2JAN2020 - - - - - - - - - -
- - - - - - 4,875 555.15 832.30 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 555.15 834.15 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 551.75 832.65 4,875 23JAN2020 - - - - - - - - - -
2,100 - - - 810.00 - 75 645.50 788.70 675 30JAN2020 75 47.85 51.90 75 9.40 48.15 15.95 461 9,825 65,850
- - - - - - 4,875 559.65 911.25 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 4,875 691.90 935.85 4,875 27FEB2020 150 51.80 92.10 300 45.20 86.55 17.00 18 900 900
- - - - - - - - - - 26MAR2020 750 4.75 - - - - - - - -
6,300 - - - 740.00 - - - - - 25JUN2020 750 31.30 - - - 840.00 - - - 154,800
- - - - - - - - - - 24SEP2020 750 54.65 - - - - - - - -
17,775 - - - 1,615.00 - - - - - 31DEC2020 75 196.80 - - - 680.00 - - - 210,375
75 - - - 2,130.00 - - - - - 24JUN2021 750 97.35 - - - 480.05 - - - 5,025
- - - - - - - - - - 30DEC2021 75 221.25 - - - 727.00 - - - 2,700
- - - - - - - - - - 30JUN2022 75 220.15 - - - 377.80 - - - 11,100
- - - - - - - - - - 29DEC2022 75 215.10 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 207.80 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 199.15 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 189.80 - - - - - - - -
Total 74,100 53 16,382 1,541,625 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.