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
4,191,650 2,178,800 1,035,048 8.28 9.10 -6.05 400 9.10 9.15 50 1DEC2022 100 275.65 278.00 950 -11.90 275.60 10.35 32,800 39,550 85,800
553,700 26,600 35,398 9.41 50.00 -3.30 100 48.10 49.95 100 8DEC2022 50 286.05 295.40 250 -15.50 286.00 10.76 1,039 3,350 10,700
72,400 29,250 1,963 9.63 91.00 -9.05 650 91.00 93.15 200 15DEC2022 - - - - -1,411.45 307.15 11.60 76 3,150 3,150
50 - - - 335.65 - 500 122.35 200.95 250 22DEC2022 - - 530.60 100 - - - - - -
864,550 147,950 18,616 9.92 172.25 -6.35 50 172.00 172.80 300 29DEC2022 250 323.00 327.90 100 -26.95 325.00 11.71 5,062 55,750 185,300
- - - - - - 1,500 95.00 - - 5JAN2023 - - - - - - - - - -
- - - - - - 750 112.00 - - 12JAN2023 - - - - - - - - - -
32,000 4,250 542 10.53 329.95 -1.30 50 275.25 335.95 50 25JAN2023 50 353.35 395.40 50 -25.90 386.60 13.21 141 4,500 5,150
- - - - - - 50 480.00 549.95 100 23FEB2023 - - - - - - - - - -
Total 5,714,350 1,091,567 39,118 290,100 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.