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
825 750 521 20.99 0.20 - 3,000 0.15 0.20 300 12DEC2019 4,875 817.70 1,034.85 4,875 - 864.50 - - - 75
525 150 2 18.52 2.40 0.40 150 0.70 2.10 3,000 19DEC2019 975 886.00 1,027.30 975 - - - - - -
48,900 -6,225 452 14.61 2.40 - 75 2.15 2.40 1,125 26DEC2019 75 938.80 956.10 150 94.00 912.00 15.77 8 -300 2,100
- - - - - - - - - - 2JAN2020 4,875 812.55 1,118.30 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 810.30 1,102.75 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 811.50 1,096.45 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 811.25 1,096.25 4,875 - - - - - -
75 75 2 10.20 11.00 -167.80 75 10.00 14.50 75 30JAN2020 750 828.05 949.25 75 - - - - - -
- - - - - - - - - - 6FEB2020 4,875 777.15 - - - - - - - -
- - - - - - 1,200 22.50 - - 27FEB2020 4,875 674.90 1,057.05 4,875 - - - - - -
- - - - - - 900 18.15 - - 26MAR2020 750 465.30 - - - - - - - -
- - - - - - - - - - 25JUN2020 750 482.65 - - - - - - - -
- - - - - - - - - - 24SEP2020 750 488.75 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 475.30 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 587.05 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 576.05 - - - - - - - -
- - - - - - - - - - 29DEC2022 75 627.65 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 579.45 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 535.15 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 494.60 - - - - - - - -
Total 50,325 977 8 2,175 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.