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
60,450 -37,500 1,305 - 335.10 -87.40 150 328.35 337.05 75 12DEC2019 1,125 4.10 4.70 300 0.95 4.10 13.60 40,820 169,350 448,125
- - - - - - 4,875 297.05 - - 19DEC2019 75 17.20 22.70 75 8.65 17.65 13.80 1,229 25,275 25,725
236,325 -375 209 6.61 386.00 -86.80 750 381.90 389.45 75 26DEC2019 150 39.40 39.95 1,050 13.50 39.40 15.09 22,963 69,975 957,150
- - - - - - 4,875 279.00 570.55 4,875 2JAN2020 - - - - - - - - - -
- - - - - - 4,875 278.55 555.35 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 281.40 559.15 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 279.25 555.35 4,875 23JAN2020 - - - - - - - - - -
8,550 7,350 102 - 492.00 -78.40 75 484.15 496.45 75 30JAN2020 600 99.00 99.70 750 21.00 99.10 15.47 1,114 23,550 79,425
- - - - - - - - 920.80 75 6FEB2020 - - - - - - - - - -
- - - - - - 750 401.05 - - 27FEB2020 75 131.40 150.25 675 38.00 150.25 16.77 7 450 1,350
- - - - - - - - - - 26MAR2020 525 172.55 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 62.90 - - - 517.10 - - - 235,425
- - - - - - - - - - 24SEP2020 750 92.40 - - - - - - - -
5,775 - - - 1,403.00 - - - - - 31DEC2020 75 279.50 - - - 406.00 - - - 38,100
3,900 - - - 1,044.00 - - - - - 24JUN2021 750 139.15 - - - 575.00 - - - 1,125
5,250 - - - 2,406.10 - - - - - 30DEC2021 75 289.20 - - - 739.45 - - - 39,300
- - - - - - - - - - 30JUN2022 75 281.90 - - 0.20 477.70 - - - 54,000
- - - - - - - - - - 29DEC2022 75 271.30 - - - 540.40 - - - 23,250
- - - - - - - - - - 29JUN2023 75 259.05 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 245.95 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 232.55 - - - - - - - -
Total 320,250 1,616 66,133 1,902,975 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.