Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11921.50   As on Dec 06, 2019 15:30:29 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
- - - - - - 4,875 736.45 1,098.70 1,125 12DEC2019 4,500 0.05 1.50 300 - - - - - -
- - - - - - 1,125 828.25 1,060.35 1,125 19DEC2019 3,000 0.20 - - - - - - - -
225 - - - 1,175.95 - 1,125 933.60 1,127.75 4,875 26DEC2019 4,800 3.10 - - - 4.40 - - - 225
- - - - - - 4,875 867.95 1,204.30 4,875 2JAN2020 - - - - - - - - - -
- - - - - - 4,875 867.95 1,187.95 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 888.60 1,196.30 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 888.40 1,188.40 4,875 23JAN2020 - - - - - - - - - -
- - - - - - 4,875 948.00 1,198.95 4,875 30JAN2020 - - - - - - - - - -
- - - - - - 4,875 876.35 1,267.30 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 4,875 973.95 1,298.95 4,875 27FEB2020 1,200 12.20 - - - - - - - -
Total 225 - - 225 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.