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
- - - - - - 1,125 1,917.65 2,266.10 1,125 12DEC2019 150 0.50 0.85 225 -49.95 0.85 57.17 5,850 150 150
825 - - - 2,216.60 - 150 2,030.10 2,315.00 375 26DEC2019 75 3.00 - - 1.00 3.00 36.75 1 - 4,800
- - - - - - - - - - 26MAR2020 900 0.05 - - - - - - - -
8,250 - - - 1,830.00 - - - - - 25JUN2020 750 0.05 - - - 296.00 - - - 111,150
- - - - - - - - - - 24SEP2020 750 1.05 - - - - - - - -
4,275 - - - 2,643.00 - - - - - 31DEC2020 1,500 17.15 - - - 75.00 - - - 87,750
- - - - - - - - - - 24JUN2021 750 9.15 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 15.35 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 20.40 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 24.40 - - - - - - - -
- - - - - - - - - - 29JUN2023 750 27.35 - - - - - - - -
- - - - - - - - - - 28DEC2023 750 50.90 - - - - - - - -
- - - - - - - - - - 27JUN2024 750 30.80 - - - - - - - -
Total 13,350 - 5,851 203,850 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.