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
220,725 73,425 6,078 17.47 0.75 -0.30 13,875 0.75 1.25 3,000 12DEC2019 4,875 566.75 734.85 4,875 103.50 675.00 29.91 1 -75 1,875
1,275 750 43 12.64 1.55 -1.95 75 1.50 2.80 75 19DEC2019 975 602.00 711.75 975 - - - - - -
790,800 -42,375 10,383 11.32 3.75 -0.75 225 3.60 3.95 75 26DEC2019 75 644.05 657.70 75 91.75 645.00 18.94 19 -225 44,250
75 - - - 23.00 - - - 23.00 75 2JAN2020 4,875 539.55 774.90 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 539.55 798.45 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 540.15 792.00 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 539.55 793.70 4,875 - - - - - -
50,775 11,700 637 9.69 33.20 -12.95 75 32.70 33.80 225 30JAN2020 150 596.95 676.10 75 - - - - - -
- - - - - - - - - - 6FEB2020 4,875 509.05 - - - - - - - -
- - - - - - 1,200 54.00 - - 27FEB2020 4,875 502.30 771.15 4,875 - - - - - -
- - - - - - 900 50.15 - - 26MAR2020 750 293.00 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 336.65 - - - - - - - -
- - - - - - - - - - 24SEP2020 750 358.10 - - - - - - - -
17,625 - - - 470.00 - - - - - 31DEC2020 - - - - - - - - - -
- - - - - - - - - - 24JUN2021 750 372.45 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 506.80 - - - - - - - -
- - - - - - - - - - 30JUN2022 75 569.00 - - - 795.05 - - - 75
- - - - - - - - - - 29DEC2022 75 528.60 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 490.75 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 455.40 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 422.70 - - - - - - - -
Total 1,081,275 17,141 20 46,200 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.