Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11937.50   As on Dec 09, 2019 15:30:30 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
150 - - - 917.90 - 6,000 754.80 1,004.05 1,125 12DEC2019 2,400 0.15 1.55 900 -0.50 0.80 34.86 5 - 600
- - - - - - 6,000 783.55 953.70 1,125 19DEC2019 3,000 0.35 - - - - - - - -
- - - - - - 1,125 856.30 1,048.95 4,875 26DEC2019 4,650 3.45 - - - 3.20 - - - 1,425
- - - - - - 4,875 823.55 1,274.30 4,875 2JAN2020 - - - - - - - - - -
- - - - - - 4,875 818.30 1,073.10 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 820.85 1,103.55 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 821.10 1,081.75 4,875 23JAN2020 - - - - - - - - - -
- - - - - - 4,875 851.10 1,148.95 4,875 30JAN2020 1,200 12.20 - - - - - - - -
- - - - - - 4,875 825.60 1,191.75 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 4,875 873.70 1,192.40 4,875 27FEB2020 1,200 30.30 - - - - - - - -
Total 150 - 5 2,025 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.