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
- - - - - - 1,125 521.00 658.65 1,125 12DEC2019 75 1.65 2.35 1,575 -0.55 2.15 19.34 87 -300 675
- - - - - - 4,875 551.40 647.10 1,125 19DEC2019 150 1.10 - - - - - - - -
750 - - - 733.20 - 1,125 560.15 663.25 1,125 26DEC2019 75 11.10 15.95 75 6.65 15.70 16.44 70 2,100 6,750
- - - - - - 4,875 513.05 806.75 4,875 2JAN2020 75 0.10 - - - - - - - -
- - - - - - 4,875 513.05 794.10 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 512.75 790.30 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 513.05 790.55 4,875 23JAN2020 - - - - - - - - - -
- - - - - - 4,875 570.00 898.95 4,875 30JAN2020 75 30.20 - - - - - - - -
- - - - - - 4,875 514.25 879.80 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 75 651.00 902.25 4,875 27FEB2020 75 61.00 - - - - - - - -
Total 750 - 157 7,425 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.