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
2,433,900 1,799,475 352,041 10.02 36.30 -42.95 1,050 36.00 36.20 225 12DEC2019 525 104.00 107.95 225 52.20 107.95 12.26 332,022 -32,250 1,157,700
108,675 62,250 5,643 10.28 75.60 -42.35 75 74.50 76.95 525 19DEC2019 150 133.55 140.00 1,800 50.65 140.00 13.49 5,357 11,550 65,400
2,191,425 369,825 63,927 10.80 114.00 -49.60 150 114.00 115.00 1,050 26DEC2019 750 164.00 164.90 225 45.85 163.05 14.05 80,549 23,775 3,249,150
150 - - - 230.00 - 150 119.90 166.20 150 2JAN2020 75 162.90 224.05 150 -484.20 116.40 9.38 2 75 75
- - - - - - 75 50.00 252.05 4,875 9JAN2020 750 50.05 - - - - - - - -
- - - - - - - - 265.20 4,875 16JAN2020 375 1.20 - - - - - - - -
- - - - - - 75 138.75 - - 23JAN2020 - - - - - - - - - -
251,025 75,600 2,889 9.12 222.90 -52.50 225 220.05 222.90 1,875 30JAN2020 3,300 223.00 224.00 225 36.70 224.00 14.77 5,618 146,100 1,074,825
- - - - - - 75 159.00 - - 6FEB2020 - - - - - - - - - -
67,875 12,525 577 9.58 324.60 -51.50 150 322.50 326.85 75 27FEB2020 75 285.65 288.80 150 35.75 285.65 16.61 232 10,500 39,150
85,725 -1,875 343 8.01 377.50 -47.10 150 374.00 378.95 225 26MAR2020 600 300.20 312.90 150 39.40 306.70 16.70 230 -600 74,550
75 - - - 1,476.00 - 300 463.00 - - 25JUN2020 750 340.55 - - - 652.90 - - - 7,575
- - - - - - - - 1,114.75 750 24SEP2020 750 169.60 - - - - - - - -
35,175 3,300 51 - 890.00 -60.70 75 884.60 898.55 225 31DEC2020 375 492.60 500.00 300 24.00 494.00 20.50 69 1,875 36,525
75 - - - 2,075.00 - - - - - 24JUN2021 750 386.80 - - - - - - - -
- - - - - - - - - - 30DEC2021 75 400.45 - - - 585.50 - - - 2,175
- - - - - - - - - - 30JUN2022 75 381.65 - - - 725.00 - - - 8,325
- - - - - - - - - - 29DEC2022 75 650.00 - - - 765.00 - - - 11,625
- - - - - - - - - - 29JUN2023 75 340.00 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 319.45 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 299.45 - - - - - - - -
Total 5,174,100 425,471 424,079 5,727,075 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.