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
205,125 -3,000 236 - 433.45 -91.75 75 426.95 435.45 75 12DEC2019 2,175 3.80 4.00 3,000 0.90 3.65 16.44 35,957 225,750 1,132,575
- - - - - - 4,875 394.05 558.85 1,125 19DEC2019 450 11.85 13.35 75 6.10 13.10 15.27 718 24,450 26,625
406,125 3,975 1,750 - 477.30 -84.80 675 473.75 480.75 375 26DEC2019 825 28.35 28.80 75 10.80 28.80 15.87 37,509 579,525 2,982,150
- - - - - - 4,875 377.55 659.30 4,875 2JAN2020 150 1.20 - - - - - - - -
- - - - - - 4,875 377.70 648.50 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 377.75 648.50 4,875 16JAN2020 8,250 0.05 - - - - - - - -
- - - - - - 4,875 377.70 649.30 4,875 23JAN2020 750 22.05 - - - - - - - -
31,050 14,100 274 - 572.95 -65.05 1,125 567.85 573.20 150 30JAN2020 75 78.70 81.70 150 16.15 80.00 15.73 2,658 49,425 1,132,425
- - - - - - 4,875 379.95 756.60 4,875 6FEB2020 - - - - - - - - - -
150 - - - 761.45 - 3,300 602.35 737.90 4,950 27FEB2020 600 128.20 129.00 150 18.75 127.05 16.91 2,179 155,625 169,050
33,375 675 43 - 702.00 -78.00 75 673.90 693.85 150 26MAR2020 300 151.30 154.30 225 20.70 153.65 17.07 446 8,325 108,525
4,425 - - - 915.00 - - - 1,136.15 75 25JUN2020 75 236.15 278.90 75 27.60 272.70 19.77 1 75 178,725
- - - - - - - - 1,499.95 750 24SEP2020 - - - - - - - - - -
5,775 600 20 - 1,180.00 -110.10 150 1,160.00 1,189.90 75 31DEC2020 75 332.05 350.00 150 15.00 345.00 20.36 16 -225 412,800
40,200 - - - 1,700.00 - - - - - 24JUN2021 750 123.95 - - - 500.00 - - - 6,525
62,175 - - - 1,938.00 - - - - - 30DEC2021 150 265.15 - - - 491.00 - - - 74,625
- - - - - - - - - - 30JUN2022 150 260.15 - - - 465.25 - - - 19,350
- - - - - - - - - - 29DEC2022 150 251.55 - - - - - - - -
- - - - - - - - - - 29JUN2023 150 241.10 - - - - - - - -
- - - - - - - - - - 28DEC2023 150 229.55 - - - - - - - -
- - - - - - - - - - 27JUN2024 300 217.65 - - - 450.00 - - - 150
Total 788,400 2,323 79,484 6,243,525 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.