Option Chain (Equity Derivatives)

Underlying Index: NIFTY 18639.00   As on Dec 05, 2022 11:21:23 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
5,688,700 900,700 239,728 21.83 1.75 -0.10 128,950 1.70 1.75 69,650 8DEC2022 450 830.10 832.25 100 47.90 826.00 - 341 250 31,550
395,600 56,400 6,948 13.70 5.25 -0.80 4,000 5.20 5.25 250 15DEC2022 450 800.10 813.65 50 72.85 836.25 20.47 21 100 1,250
91,050 13,150 864 11.72 11.30 -3.10 1,700 11.30 11.50 50 22DEC2022 50 684.15 830.70 500 - - - - - 50
1,819,700 -8,750 12,280 10.91 20.50 -3.70 2,050 20.25 20.35 1,350 29DEC2022 200 746.00 750.85 100 40.75 745.00 9.46 577 -7,950 359,900
12,050 1,250 545 10.71 37.70 -4.15 100 36.00 37.45 50 5JAN2023 - - - - - - - - - -
- - - - - - 300 35.00 139.50 200 12JAN2023 - - - - - - - - - -
- - - - - - 1,800 36.10 165.95 200 19JAN2023 - - - - - - - - - -
731,850 -11,250 3,261 10.75 96.25 -10.25 1,800 95.60 96.00 50 25JAN2023 50 710.85 716.85 200 28.25 712.00 12.12 180 3,200 93,400
- - - - - - 1,800 74.10 - - 2FEB2023 - - - - - - - - - -
96,000 -16,500 960 10.86 206.00 -7.95 300 204.20 206.15 50 23FEB2023 350 723.00 736.00 350 35.70 720.00 13.39 46 -50 19,550
350 - - - - - - - 2,950.00 100 24DEC2025 - - - - - - - - - -
Total 8,835,300 264,586 1,165 505,700 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.