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
2,441,800 1,022,850 269,009 12.50 1.60 -0.85 24,600 1.55 1.60 19,550 1DEC2022 50 667.85 671.50 50 -4.70 668.15 17.98 94 950 1,750
292,800 233,550 21,349 9.78 5.20 -3.65 1,350 5.05 5.35 250 8DEC2022 150 626.60 661.25 450 -1,078.85 719.15 22.47 6 250 250
10,000 10,000 611 9.40 14.95 -74.70 50 12.05 17.95 400 15DEC2022 1,750 509.25 796.55 1,750 - - - - - -
- - - - - - 50 8.20 110.20 1,750 22DEC2022 - - 840.40 1,750 - - - - - -
945,800 123,700 21,716 9.15 46.05 -11.20 400 46.00 48.85 100 29DEC2022 50 588.10 603.75 100 -20.05 598.85 11.89 193 3,700 13,050
300 - - - 328.85 - 1,500 32.00 284.90 100 5JAN2023 - - - - - - - - - -
- - - - - - 1,500 44.30 - - 12JAN2023 - - - - - - - - - -
- - - - - - 1,800 77.10 - - 19JAN2023 - - - - - - - - - -
37,900 16,550 1,135 10.24 161.80 -1.90 50 151.35 162.35 50 25JAN2023 50 570.65 796.55 350 -31.60 614.95 13.25 100 3,850 7,150
- - - - - - - - - - 23FEB2023 - - - - - - - - - -
Total 3,728,600 313,820 393 22,200 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.