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
387,375 9,750 5,844 19.70 0.75 -0.20 4,500 0.70 0.75 27,825 12DEC2019 4,875 617.85 851.15 4,875 - - - - - -
75 - - - 2.15 - 75 0.95 3.45 150 19DEC2019 975 707.80 819.05 975 - - - - - -
361,800 -23,400 4,295 12.07 2.60 -0.20 6,750 2.50 2.60 300 26DEC2019 75 741.55 754.40 75 107.15 760.80 23.60 12 -375 63,600
- - - - - - - - 24.00 75 2JAN2020 4,875 628.45 883.50 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 629.60 893.30 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 632.10 895.15 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 623.20 895.80 4,875 - - - - - -
57,450 -900 570 9.84 23.00 -5.95 150 22.00 23.00 900 30JAN2020 150 705.00 750.00 75 - 625.35 - - - 150
- - - - - - - - - - 6FEB2020 4,875 596.65 945.70 75 - - - - - -
16,800 1,125 43 10.43 70.80 -15.20 75 70.80 71.00 300 27FEB2020 4,875 556.70 841.45 4,875 - - - - - -
- - - - - - 900 36.25 - - 26MAR2020 750 345.65 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 381.90 - - - - - - - -
- - - - - - - - - - 24SEP2020 750 398.90 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 404.90 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 525.05 - - - - - - - -
- - - - - - - - - - 30JUN2022 75 605.05 - - - 805.00 - - - 10,650
- - - - - - - - - - 29DEC2022 75 560.10 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 519.25 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 481.10 - - - 1,005.00 - - - 450
- - - - - - - - - - 27JUN2024 75 445.85 - - - - - - - -
Total 823,500 10,752 12 74,850 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.