Option Chain (Equity Derivatives)

Underlying Index: NIFTY 18512.75   As on Nov 25, 2022 15:30:07 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
6,600 - 1 - 1,310.30 -0.65 150 1,322.55 1,331.85 250 1DEC2022 5,400 1.35 1.85 1,450 -0.70 1.85 25.04 61,004 -24,250 581,150
- - - - - - 1,500 1,272.75 1,410.10 1,500 8DEC2022 50 3.80 4.65 200 -0.35 4.65 19.73 1,117 8,750 41,650
- - - - - - 1,750 1,182.95 1,567.60 1,750 15DEC2022 50 5.35 9.65 50 -3.55 6.40 17.07 2 - 450
- - - - - - 1,750 1,258.15 1,571.00 1,750 22DEC2022 350 6.15 29.95 1,750 -329.70 52.55 23.15 2 100 100
24,100 -250 7 - 1,426.00 6.55 300 1,441.30 1,455.85 1,000 29DEC2022 100 14.00 16.85 50 -4.50 15.00 15.81 9,949 -16,750 757,550
- - - - - - - - - - 5JAN2023 600 10.50 - - - - - - - -
- - - - - - - - - - 12JAN2023 600 10.60 - - - - - - - -
- - - - - - 300 1,539.35 1,599.55 300 25JAN2023 50 41.30 41.85 150 -9.30 41.35 15.73 3,139 84,000 189,100
- - - - - - 200 1,109.20 - - 23FEB2023 250 55.00 - - - - - - - -
Total 30,700 8 75,213 1,570,000 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.