Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11921.50   As on Dec 06, 2019 15:30:29 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
1,182,675 299,175 34,691 16.74 1.55 -0.10 450 1.55 1.60 75 12DEC2019 75 569.45 581.45 75 91.45 565.40 21.90 25 450 2,925
9,075 2,475 248 12.74 3.95 -1.35 75 2.55 4.00 75 19DEC2019 4,875 505.50 623.95 4,875 - - - - - -
1,653,750 -123,600 26,441 11.12 7.20 -2.65 75 6.90 7.60 900 26DEC2019 225 548.15 555.00 375 92.00 552.00 17.80 1,958 -23,550 889,050
75 - - - 112.00 - 75 2.50 - - 2JAN2020 4,875 449.60 767.90 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 445.50 699.50 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 449.10 694.65 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 449.60 701.15 4,875 - - - - - -
379,575 25,275 2,996 9.67 49.00 -17.15 150 48.90 50.00 75 30JAN2020 75 540.25 548.90 675 77.65 548.85 16.80 295 2,250 38,325
- - - - - - - - - - 6FEB2020 4,875 416.15 - - - - - - - -
33,075 3,600 251 10.25 116.00 -21.95 675 116.00 119.00 75 27FEB2020 600 475.05 670.95 4,950 50.00 525.00 15.54 2 150 150
103,125 5,925 311 9.25 156.00 -21.75 75 156.00 158.00 75 26MAR2020 150 567.60 576.75 75 59.10 574.65 17.61 212 7,425 49,650
- - - - - - 750 266.05 - - 25JUN2020 750 295.30 - - - - - - - -
- - - - - - - - 580.00 75 24SEP2020 750 320.00 - - - - - - - -
4,800 - - - 670.00 -4.75 150 615.00 635.25 150 31DEC2020 225 694.05 - - 45.00 700.00 21.14 2 -75 13,725
- - - - - - - - - - 24JUN2021 750 456.80 - - - 886.00 - - - 75
- - - - - - - - - - 30DEC2021 750 495.05 - - - 1,400.00 - - - 75,150
- - - - - - - - - - 30JUN2022 75 534.30 - - - 825.00 - - - 75
- - - - - - - - - - 29DEC2022 75 497.90 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 463.20 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 430.70 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 399.85 - - - - - - - -
Total 3,366,150 64,938 2,494 1,069,125 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.