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
113,550 -9,450 1,926 - 237.45 -88.75 600 236.00 239.00 375 12DEC2019 75 8.90 9.10 975 4.60 9.10 12.49 108,334 456,825 928,200
450 450 7 8.45 270.00 -185.75 75 257.00 274.60 75 19DEC2019 75 31.40 33.70 900 15.95 32.00 13.58 6,057 110,025 141,525
294,975 7,500 962 9.95 306.60 -73.05 75 300.15 306.50 75 26DEC2019 75 56.90 57.50 675 19.05 57.50 14.70 32,645 73,800 1,424,475
- - - - - - 4,875 175.25 731.00 75 2JAN2020 750 2.15 - - - - - - - -
- - - - - - 4,875 162.00 481.40 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 162.90 488.30 4,875 16JAN2020 - - - - - - - - - -
- - - - - - - - 488.35 4,875 23JAN2020 - - - - - - - - - -
19,425 5,700 155 7.14 414.00 -70.25 150 403.55 419.55 75 30JAN2020 225 113.45 123.70 600 25.25 122.30 15.23 1,765 28,950 88,125
- - - - - - - - - - 6FEB2020 - - - - - - - - - -
- - - - - - 150 301.10 675.50 150 27FEB2020 525 161.55 - - - - - - - -
- - - - - - - - - - 26MAR2020 750 35.05 - - - - - - - -
75 - - - 1,715.00 - - - - - 25JUN2020 750 77.75 - - - 430.00 - - - 1,800
- - - - - - - - - - 24SEP2020 750 108.90 - - - - - - - -
77,775 - - - 750.00 - - - - - 31DEC2020 75 312.00 - - - 255.50 - - - 75,075
52,500 - - - 1,500.00 - - - - - 24JUN2021 750 156.05 - - - 560.60 - - - 2,775
45,900 - - - 2,480.25 - - - - - 30DEC2021 75 314.70 - - - 702.00 - - - 69,150
- - - - - - - - - - 30JUN2022 75 304.90 - - - 590.00 - - - 22,500
- - - - - - - - - - 29DEC2022 75 292.10 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 277.90 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 263.05 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 248.20 - - - - - - - -
Total 604,650 3,050 148,801 2,753,625 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.