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
53,550 33,600 3,651 23.77 0.30 -0.20 24,900 0.20 0.30 15,225 12DEC2019 4,875 917.60 1,134.85 4,875 - 960.00 - - - 75
225 225 5 16.98 0.60 -86.85 225 0.60 2.90 3,000 19DEC2019 975 957.10 1,161.40 975 - - - - - -
1,034,850 -9,750 4,097 15.30 1.80 -0.35 3,750 1.75 1.80 1,275 26DEC2019 300 1,041.00 1,047.65 375 90.80 1,043.30 26.77 1,785 -43,500 1,341,375
- - - - - - 900 0.10 - - 2JAN2020 4,875 899.30 1,222.30 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 900.35 1,209.85 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 899.30 1,208.05 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 891.85 1,211.85 4,875 - - - - - -
156,600 6,600 1,559 11.10 10.70 -1.20 75 10.25 10.65 150 30JAN2020 75 993.75 1,011.00 150 95.60 999.00 21.73 8 600 3,600
- - - - - - - - - - 6FEB2020 4,875 860.70 1,239.55 4,875 - - - - - -
29,025 -750 112 10.91 33.90 -2.45 75 30.10 34.00 75 27FEB2020 4,875 814.70 1,107.75 375 - - - - - -
40,575 9,000 182 9.98 54.00 -6.25 150 53.00 54.90 525 26MAR2020 150 949.10 969.00 75 105.50 955.00 20.11 8 375 1,200
150 - 1 8.41 150.00 -46.70 225 100.30 150.00 225 25JUN2020 750 538.10 - - - - - - - -
- - - - - - - - - - 24SEP2020 750 537.80 - - - - - - - -
41,700 5,100 69 5.08 387.00 -38.05 975 385.95 395.00 2,100 31DEC2020 75 930.00 950.00 75 83.00 933.00 21.59 2 150 1,725
75 - - - 1,424.00 - - - - - 24JUN2021 750 513.15 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 615.05 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 600.05 - - - 1,009.00 - - - 59,400
- - - - - - - - - - 29DEC2022 75 663.15 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 610.65 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 563.55 - - - 1,210.00 - - - 75
- - - - - - - - - - 27JUN2024 75 520.20 - - - - - - - -
Total 1,356,750 9,676 1,803 1,407,450 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.