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
256,900 2,050 12,454 - 537.00 13.75 50 536.00 539.20 100 1DEC2022 1,200 6.05 6.35 1,050 -3.95 6.35 13.87 494,559 351,650 3,093,950
26,850 6,550 1,065 - 576.05 6.40 300 568.70 582.00 200 8DEC2022 900 20.60 21.40 100 -11.65 21.00 13.04 35,010 129,300 547,350
4,600 -400 43 9.75 624.10 34.35 50 610.05 643.85 50 15DEC2022 100 38.10 41.10 100 -11.55 38.10 13.03 4,038 46,900 132,850
3,000 -1,050 42 9.43 663.15 8.00 50 655.35 669.05 50 22DEC2022 50 55.50 56.95 50 -13.65 56.00 13.23 717 -800 42,000
901,950 -38,800 5,309 10.76 717.55 9.40 250 710.20 717.55 50 29DEC2022 550 73.50 73.55 350 -14.70 73.55 13.46 54,361 123,950 3,646,450
100 50 2 11.23 766.00 94.15 50 605.00 - - 5JAN2023 50 90.80 97.60 100 -95.05 96.80 14.07 30 900 1,050
- - - - - - - - 898.95 50 12JAN2023 200 52.20 190.00 50 -89.00 290.00 22.50 1 50 100
- -50 1 7.70 800.00 101.00 - - - - 19JAN2023 50 72.00 279.90 50 - - - - - -
118,750 15,500 871 10.75 875.00 20.55 50 866.75 876.00 100 25JAN2023 900 137.00 139.45 50 -17.35 137.00 14.40 14,047 82,850 559,400
6,150 6,150 157 9.94 1,016.20 -186.70 50 1,010.00 1,024.95 50 23FEB2023 50 212.85 214.95 150 -220.70 203.90 15.53 1,042 32,900 32,900
542,700 2,550 796 7.30 1,143.35 28.40 100 1,130.90 1,144.15 100 30MAR2023 50 286.00 287.95 100 -24.10 288.00 17.00 3,631 11,200 935,200
30,700 300 61 - 1,367.20 0.40 50 1,360.80 1,378.10 50 29JUN2023 50 443.55 451.85 50 -21.75 448.00 19.21 692 14,250 160,000
- - - - - - 50 980.00 - - 28SEP2023 50 581.05 605.00 50 -57.30 581.05 20.96 9 50 1,050
149,625 -650 141 - 1,890.00 -6.60 50 1,880.00 1,894.90 100 28DEC2023 50 750.90 758.90 150 -81.15 755.00 23.39 785 -6,900 312,050
3,200 - - - 1,990.10 - 400 1,654.70 3,176.00 50 27JUN2024 750 750.05 1,799.95 50 - 997.00 - - - 100
9,400 100 8 - 2,750.00 -10.00 100 2,525.75 2,849.95 50 26DEC2024 50 1,123.65 1,249.95 50 -98.00 1,202.00 28.83 2 50 300
2,200 - - - 3,934.00 - 50 2,500.00 6,045.00 50 26JUN2025 750 960.05 - - - - - - - -
200 - - - 3,601.00 - - - 6,635.00 50 24DEC2025 50 1,365.00 1,484.95 50 -155.00 1,370.00 31.03 2 - 450
100 - - - 3,900.00 - - - 7,195.00 50 25JUN2026 50 1,151.05 2,233.95 50 - - - - - -
- - - - - - - - 7,730.00 50 31DEC2026 50 1,553.00 1,675.00 50 -199.95 1,550.05 33.73 2 -50 1,400
- - - - - - - - 8,200.00 50 24JUN2027 750 4.05 - - - - - - - -
Total 2,056,425 20,950 608,928 9,466,600 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.