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
105,900 68,250 7,959 8.54 150.05 -81.00 1,050 150.05 150.95 75 12DEC2019 150 20.20 21.50 2,175 12.75 21.50 11.67 207,777 380,625 1,105,500
2,850 2,850 117 9.67 191.45 -218.25 75 183.85 195.95 75 19DEC2019 75 52.70 54.00 150 23.35 53.00 13.13 6,284 72,450 108,000
312,750 18,000 2,849 10.29 230.00 -69.70 750 227.35 230.95 750 26DEC2019 525 83.30 83.75 75 26.10 83.35 14.43 42,470 138,825 2,308,350
- - - - - - 450 126.15 626.10 75 2JAN2020 - - - - - - - - - -
- - - - - - - - 400.95 4,875 9JAN2020 750 35.05 - - - - - - - -
- - - - - - - - 397.95 4,875 16JAN2020 750 0.55 - - - - - - - -
- - - - - - - - 401.85 4,875 23JAN2020 - - - - - - - - - -
14,775 6,750 179 8.62 349.05 -50.95 75 342.00 347.65 75 30JAN2020 375 148.40 152.35 75 30.95 151.35 15.09 1,706 44,025 119,625
- - - - - - 75 227.75 - - 6FEB2020 - - - - - - - - - -
- - - - - - - - 784.95 75 27FEB2020 525 194.85 - - 2.75 193.30 15.85 2 150 375
- - - - - - - - - - 26MAR2020 750 43.25 - - - - - - - -
150 - - - 1,604.00 - - - - - 25JUN2020 750 94.30 - - - 430.00 - - - 41,775
- - - - - - - - - - 24SEP2020 750 126.60 - - - - - - - -
4,200 - - - 1,300.00 - - - - - 31DEC2020 750 306.35 - - - 890.00 - - - 2,025
2,325 - - - 2,239.00 - - - - - 24JUN2021 750 225.05 - - - - - - - -
12,975 - - - 2,261.15 - - - - - 30DEC2021 75 341.70 - - - - - - - -
12,900 - - - 2,556.20 - - - - - 30JUN2022 75 329.05 - - - 560.00 - - - 57,000
- - - - - - - - - - 29DEC2022 75 313.90 - - - 745.00 - - - 3,000
- - - - - - - - - - 29JUN2023 75 297.65 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 281.05 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 264.60 - - - - - - - -
Total 468,825 11,104 258,239 3,745,650 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.