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
1,196,775 397,725 99,274 13.11 3.20 -0.95 1,650 3.10 3.20 1,200 12DEC2019 75 370.10 385.55 75 87.30 368.00 16.63 658 975 13,275
68,700 38,175 5,575 10.65 9.35 -8.35 150 9.35 9.40 75 19DEC2019 4,875 303.75 418.65 4,875 - - - - - -
1,419,600 166,050 44,686 10.46 22.25 -14.80 600 22.15 22.50 40,200 26DEC2019 75 370.00 375.20 750 83.70 373.45 15.58 2,027 -8,475 180,675
- - - - - - - - - - 2JAN2020 4,875 247.00 553.00 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 248.25 538.75 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 251.50 537.05 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 249.65 536.05 4,875 - - - - - -
116,550 14,400 1,328 9.65 98.85 -29.80 75 94.55 99.75 75 30JAN2020 75 390.20 411.55 150 66.55 400.85 15.76 109 -2,100 7,050
- - - - - - - - - - 6FEB2020 - - - - - - - - - -
225 75 1 9.77 175.30 -31.70 150 172.80 187.40 150 27FEB2020 600 275.05 572.40 225 - - - - - -
- - - - - - - - - - 26MAR2020 750 164.70 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 221.60 - - - 1,013.00 - - - 1,350
- - - - - - - - - - 24SEP2020 750 252.10 - - - - - - - -
375 - - - 1,532.00 - - - - - 31DEC2020 750 270.80 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 315.05 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 445.05 - - - 1,411.00 - - - 38,100
- - - - - - - - - - 30JUN2022 75 469.50 - - - 692.00 - - - 2,175
- - - - - - - - - - 29DEC2022 75 439.80 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 411.15 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 383.35 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 357.40 - - - - - - - -
Total 2,802,225 150,864 2,794 242,625 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.