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
2,535,600 1,208,850 336,671 10.86 15.30 -20.50 150 14.80 15.00 150 12DEC2019 75 181.80 184.25 1,650 72.25 184.25 13.28 79,647 -27,750 387,600
146,475 115,875 8,867 9.97 38.00 -32.05 150 34.70 38.00 1,875 19DEC2019 75 194.55 205.50 75 72.50 206.05 14.07 730 6,375 9,000
1,638,675 337,950 66,755 10.71 71.90 -36.40 300 71.30 72.05 75 26DEC2019 750 218.05 222.35 750 58.65 219.55 14.04 27,291 -181,500 910,650
225 75 1 11.59 110.00 -41.55 450 75.05 114.80 150 2JAN2020 750 51.05 350.00 4,875 - - - - - -
- - - - - - 150 1.00 352.00 4,875 9JAN2020 - - - - - - - - - -
- - - - - - - - - - 16JAN2020 - - - - - - - - - -
- - - - - - - - - - 23JAN2020 - - - - - - - - - -
49,875 13,650 817 9.41 175.00 -45.50 150 170.40 175.40 75 30JAN2020 150 273.00 276.90 75 42.50 270.95 14.75 471 -5,175 45,150
- - - - - - 75 136.00 - - 6FEB2020 - - - - - - - - - -
600 -75 9 10.14 278.95 -72.05 - - 285.00 75 27FEB2020 75 251.00 - - - - - - - -
- - - - - - - - - - 26MAR2020 750 103.30 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 161.55 - - - - - - - -
- - - - - - - - - - 24SEP2020 750 194.65 - - - - - - - -
600 - - - 1,565.00 - - - - - 31DEC2020 750 216.25 - - - - - - - -
225 - - - 2,085.00 - - - - - 24JUN2021 750 285.05 - - - - - - - -
- - - - - - - - - - 30DEC2021 75 432.00 - - - 690.75 - - - 48,525
- - - - - - - - - - 30JUN2022 75 409.60 - - - 642.00 - - - 6,675
- - - - - - - - - - 29DEC2022 75 386.30 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 362.60 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 339.85 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 318.05 - - - - - - - -
Total 4,372,275 413,120 108,139 1,407,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.