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
75 - - - 785.00 - 1,125 608.30 767.45 1,125 12DEC2019 2,400 0.45 1.65 75 - 1.80 - - - 75
- - - - - - 1,125 641.25 752.35 1,125 19DEC2019 3,000 0.30 - - - - - - - -
375 - - - 908.70 - 1,125 650.55 805.45 4,875 26DEC2019 375 6.25 - - -3.75 5.20 14.76 2 - 3,225
- - - - - - 4,875 603.15 905.25 4,875 2JAN2020 75 1.60 - - - - - - - -
- - - - - - 4,875 602.95 895.50 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 594.70 886.30 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 603.15 887.75 4,875 23JAN2020 750 0.55 - - - - - - - -
- - - - - - 4,875 666.00 898.95 4,875 30JAN2020 75 21.20 - - - - - - - -
- - - - - - 4,875 605.60 970.90 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 4,875 688.40 987.65 4,875 27FEB2020 1,200 26.35 - - - - - - - -
Total 450 - 2 3,300 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.