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
- - - - - - 1,125 656.60 878.55 1,125 12DEC2019 3,000 0.20 1.85 600 - - - - - -
- - - - - - 1,125 740.45 883.80 1,125 19DEC2019 3,000 0.20 - - - - - - - -
75 - - - 1,004.85 - 1,125 746.70 1,066.90 1,125 26DEC2019 3,000 3.50 - - - 9.85 - - - 375
- - - - - - 4,875 686.15 1,000.55 4,875 2JAN2020 75 1.20 - - - - - - - -
- - - - - - 4,875 683.55 979.15 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 685.25 991.25 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 691.50 991.30 4,875 23JAN2020 - - - - - - - - - -
- - - - - - 4,875 760.40 998.95 4,875 30JAN2020 300 15.70 - - - - - - - -
- - - - - - 4,875 695.10 1,068.80 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 4,875 790.85 1,078.60 4,875 27FEB2020 1,200 20.20 - - - - - - - -
Total 75 - - 375 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.