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
1,611,450 667,875 191,629 11.37 5.50 -7.70 6,000 5.35 5.60 10,575 12DEC2019 75 272.40 277.00 75 86.00 273.80 14.97 8,282 -7,650 96,750
97,425 74,100 6,320 10.18 18.65 -18.85 150 18.65 20.05 75 19DEC2019 75 276.35 289.85 75 91.25 281.00 14.48 39 1,425 2,175
1,692,300 312,600 47,627 10.57 41.70 -24.80 750 41.35 42.00 525 26DEC2019 75 289.20 299.10 150 70.90 289.75 14.45 10,914 117,975 404,700
- - - - - - 450 1.80 - - 2JAN2020 150 100.00 445.20 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 - - 483.75 75 - - - - - -
- - - - - - - - - - 23JAN2020 - - 485.95 75 - - - - - -
157,425 18,750 1,275 9.37 129.80 -38.75 600 129.60 131.95 225 30JAN2020 75 327.60 335.85 75 52.90 328.25 14.98 128 2,400 15,825
- - - - - - - - - - 6FEB2020 - - - - - - - - - -
75 - 3 10.01 225.00 -20.00 150 210.55 231.20 150 27FEB2020 75 261.00 - - - - - - - -
- - - - - - - - - - 26MAR2020 750 131.65 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 189.95 - - - 1,114.00 - - - 9,450
- - - - - - - - - - 24SEP2020 750 222.10 - - - - - - - -
75 - - - 1,505.00 - - - - - 31DEC2020 750 242.45 - - - - - - - -
450 - - - 1,950.00 - - - - - 24JUN2021 750 306.55 - - - - - - - -
- - - - - - - - - - 30DEC2021 75 464.55 - - - 662.00 - - - 65,700
- - - - - - - - - - 30JUN2022 75 438.90 - - - 682.00 - - - 2,775
- - - - - - - - - - 29DEC2022 75 412.50 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 386.20 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 361.15 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 337.05 - - - - - - - -
Total 3,559,200 246,854 19,363 597,375 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.