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
1,060,950 817,575 49,499 15.31 2.50 0.50 1,800 2.15 2.55 300 12DEC2019 75 470.15 482.25 75 96.65 469.05 20.53 82 -150 2,400
14,175 4,050 1,198 12.10 6.95 -0.35 75 5.60 7.00 1,725 19DEC2019 4,875 415.10 515.60 975 - - - - - -
1,208,550 64,950 31,045 10.51 11.50 -8.40 150 11.45 11.50 225 26DEC2019 75 453.20 468.90 300 89.90 459.00 16.40 605 -8,100 53,925
- - - - - - - - - - 2JAN2020 4,875 359.35 659.35 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 359.35 616.85 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 359.35 610.85 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 359.05 618.10 4,875 - - - - - -
119,700 11,475 1,532 9.56 69.05 -22.80 75 69.00 70.95 150 30JAN2020 75 461.05 482.25 75 52.95 465.00 15.82 28 525 1,800
- - - - - - - - - - 6FEB2020 4,875 310.30 - - - - - - - -
6,450 1,125 31 9.96 141.70 -35.45 75 135.75 142.00 75 27FEB2020 375 420.00 - - - - - - - -
- - - - - - 750 86.30 - - 26MAR2020 750 202.50 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 450.05 - - - 450.05 - - - 337,275
- - - - - - - - - - 24SEP2020 750 284.80 - - - - - - - -
675 - - - 1,425.00 - - - - - 31DEC2020 750 301.35 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 345.05 - - - 865.00 - - - 7,725
- - - - - - - - - - 30DEC2021 750 465.05 - - - 575.35 - - - 4,800
- - - - - - - - - - 30JUN2022 750 476.55 - - - - - - - -
- - - - - - - - - - 29DEC2022 75 468.25 - - - 685.00 - - - 113,925
- - - - - - - - - - 29JUN2023 75 436.65 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 406.80 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 378.20 - - - - - - - -
Total 2,410,500 83,305 715 521,850 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.