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
3,000 - - - 1.00 - 4,500 0.10 0.60 4,950 12DEC2019 900 1,454.10 1,665.65 900 - - - - - -
- - - - - - 900 0.10 2.60 3,000 19DEC2019 900 1,467.20 1,735.50 900 - - - - - -
153,900 -6,600 732 20.49 1.30 -0.10 6,375 1.25 1.35 3,000 26DEC2019 600 1,539.00 1,542.80 225 96.80 1,537.00 34.59 794 -5,925 393,600
- - - - - - - - - - 2JAN2020 4,875 1,335.30 1,789.85 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 1,335.65 1,758.95 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 1,335.05 1,751.50 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 1,335.30 1,675.40 4,875 - - - - - -
7,725 450 99 13.66 4.80 -0.70 375 4.80 5.40 825 30JAN2020 75 1,481.50 1,495.30 150 95.90 1,489.95 28.05 16 900 3,525
- - - - - - - - - - 6FEB2020 4,875 1,322.75 1,741.00 75 - - - - - -
300 150 6 12.66 14.40 -0.60 1,950 12.50 17.95 600 27FEB2020 4,875 1,202.40 1,612.30 375 - 1,449.00 - - - 75
7,800 150 107 11.02 20.00 -4.00 75 18.50 20.00 75 26MAR2020 - - - - - - - - - -
- - - - - - 4,500 39.25 150.00 75 25JUN2020 - - - - - - - - - -
- - - - - - - - - - 24SEP2020 - - - - - - - - - -
- - - - - - - - 399.95 750 31DEC2020 - - - - - - - - - -
12,750 - - - 980.00 - - - - - 24JUN2021 - - - - - - - - - -
- - - - - - - - - - 29JUN2023 75 784.75 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 719.10 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 660.60 - - - - - - - -
Total 185,475 944 810 397,200 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.