Option Chain (Equity Derivatives)

Underlying Index: NIFTY 18628.85   As on Dec 05, 2022 11:05:22 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
2,311,550 62,350 69,538 25.91 1.40 -0.30 66,600 1.40 1.45 35,950 8DEC2022 3,350 1,019.10 1,069.95 3,350 - - - - - -
95,000 10,950 904 15.61 3.55 -0.25 500 3.60 3.65 150 15DEC2022 600 1,000.00 1,037.05 150 - - - - - -
- - - - - - 400 6.50 36.60 600 22DEC2022 1,750 868.00 1,210.50 1,750 - - - - - -
585,600 29,450 3,659 11.32 9.95 -1.95 800 9.95 10.10 1,250 29DEC2022 150 942.05 955.05 50 67.10 955.00 11.04 7 -150 4,450
- - - - - - 50 11.35 84.40 700 5JAN2023 - - - - - - - - - -
- - - - - - 1,800 8.65 349.00 100 12JAN2023 - - - - - - - - - -
- - - - - - 1,800 16.80 - - 19JAN2023 - - - - - - - - - -
32,350 3,900 400 10.60 55.95 -7.80 300 55.95 56.35 50 25JAN2023 50 877.95 895.05 50 - - - - - 100
- - - - - - 1,800 66.70 - - 2FEB2023 - - - - - - - - - -
- - - - - - 350 136.50 299.95 200 23FEB2023 - - - - - - - - - 450
Total 3,024,500 74,501 7 5,000 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.