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
733,125 593,175 95,399 9.39 80.00 -67.20 3,750 78.00 80.00 450 12DEC2019 375 50.00 50.80 300 26.05 49.10 11.11 335,563 320,400 1,448,550
19,425 17,325 699 10.25 127.20 -55.25 150 122.15 128.80 75 19DEC2019 150 85.50 87.70 150 35.45 88.00 13.09 5,723 33,675 52,200
437,250 116,400 12,866 10.74 167.40 -59.75 750 165.00 166.95 750 26DEC2019 750 115.30 117.70 600 36.15 117.00 14.11 48,653 -41,025 1,353,525
- - - - - - 450 175.55 - - 2JAN2020 750 2.15 - - - - - - - -
- - - - - - - - 345.50 4,875 9JAN2020 750 50.05 - - - - - - - -
- - - - - - - - 333.60 4,875 16JAN2020 - - - - - - - - - -
- - - - - - - - 338.60 4,875 23JAN2020 - - - - - - - - - -
28,275 5,550 297 8.70 278.50 -58.80 75 278.00 281.00 150 30JAN2020 150 181.65 185.70 225 34.00 184.95 14.92 1,335 -1,725 55,650
- - - - - - 75 166.00 - - 6FEB2020 - - - - - - - - - -
- - - - - - 75 301.10 - - 27FEB2020 75 161.10 - - - 200.00 14.48 2 150 525
- - - - - - - - - - 26MAR2020 750 59.45 - - - - - - - -
1,725 - - - 1,230.00 - - - - - 25JUN2020 750 113.90 - - - 1,100.00 - - - 150
- - - - - - - - - - 24SEP2020 750 146.95 - - - - - - - -
525 - - - 1,194.00 - - - - - 31DEC2020 75 382.80 - - - 1,012.00 - - - 13,725
20,925 - - - 2,235.00 - - - - - 24JUN2021 750 246.05 - - - 1,066.00 - - - 14,475
30,525 - - - 1,750.00 - - - - - 30DEC2021 75 370.55 - - - - - - - -
- - - - - - - - - - 30JUN2022 75 354.50 - - - 721.00 - - - 21,600
- - - - - - - - - - 29DEC2022 750 500.05 - - 11.30 780.00 27.78 11 750 11,475
- - - - - - - - - - 29JUN2023 75 318.35 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 299.80 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 281.65 - - - - - - - -
Total 1,271,775 109,261 391,287 2,971,875 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.