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
428,100 -16,950 270 - 2,447.00 -88.80 75 2,440.00 2,444.00 1,425 26DEC2019 1,425 2.40 2.60 75 - 2.40 40.64 84 375 485,625
- - - - - - - - 2,689.95 750 26MAR2020 4,500 3.05 - - - 17.00 - - - 750
6,675 - - - 2,250.00 - - - 3,049.95 750 25JUN2020 4,500 3.65 - - - 140.00 - - - 61,350
- - - - - - - - - - 24SEP2020 4,500 5.35 - - - - - - - -
9,825 150 27 - 2,700.00 -100.00 75 2,690.20 2,715.55 75 31DEC2020 9,000 8.85 - - - 85.00 - - - 70,575
- - - - - - - - - - 24JUN2021 4,500 17.30 - - - - - - - -
- - - - - - - - - - 30DEC2021 4,500 25.15 - - - - - - - -
- - - - - - - - - - 30JUN2022 4,500 31.00 - - - - - - - -
- - - - - - - - - - 29DEC2022 4,500 35.25 - - - - - - - -
- - - - - - - - - - 29JUN2023 4,500 38.20 - - - - - - - -
- - - - - - - - - - 28DEC2023 4,500 40.00 - - - - - - - -
- - - - - - - - - - 27JUN2024 4,500 41.00 - - - - - - - -
Total 444,600 297 84 618,300 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.