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
169,425 136,125 3,392 21.14 0.55 -0.20 4,200 0.45 0.60 1,500 12DEC2019 4,875 717.70 970.25 4,875 - - - - - -
525 - - - 2.00 - 1,500 0.70 3.40 3,000 19DEC2019 975 809.70 913.25 975 - - - - - -
134,100 3,225 1,314 13.58 2.80 0.25 75 2.80 3.00 9,000 26DEC2019 75 840.65 856.50 75 93.95 841.30 22.43 11 - 2,550
- - - - - - - - - - 2JAN2020 4,875 722.95 1,009.70 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 720.05 993.80 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 718.45 1,001.85 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 719.85 1,001.75 4,875 - - - - - -
37,125 7,500 828 9.93 15.40 -4.75 1,275 15.40 16.40 300 30JAN2020 75 768.35 877.65 525 - - - - - -
- - - - - - - - - - 6FEB2020 4,875 686.90 - - - - - - - -
- - - - - - 1,200 27.00 - - 27FEB2020 4,875 629.70 934.90 4,875 - - - - - -
- - - - - - 900 26.15 - - 26MAR2020 750 403.65 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 430.55 - - - - - - - -
- - - - - - - - - - 24SEP2020 750 442.45 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 439.25 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 596.80 - - - 934.70 - - - 7,800
- - - - - - - - - - 30JUN2022 750 535.05 - - - - - - - -
- - - - - - - - - - 29DEC2022 75 593.25 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 548.80 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 507.70 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 469.85 - - - - - - - -
Total 341,175 5,534 11 10,350 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.