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
- - - - - - 4,875 415.40 558.45 1,125 12DEC2019 600 2.25 3.90 75 -549.35 2.25 16.58 574 10,350 10,350
- - - - - - 1,125 425.85 542.70 1,125 19DEC2019 3,000 1.50 - - - - - - - -
225 75 1 18.24 570.00 -118.00 150 464.80 559.80 1,125 26DEC2019 75 18.00 22.95 75 7.95 22.50 15.84 158 6,000 21,375
- - - - - - 4,875 420.85 714.45 4,875 2JAN2020 750 1.05 - - - - - - - -
- - - - - - 4,875 420.85 701.70 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 423.20 701.70 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 422.65 702.00 4,875 23JAN2020 - - - - - - - - - -
- - - - - - 4,875 501.10 699.50 4,875 30JAN2020 75 31.00 - - - - - - - -
- - - - - - 4,875 421.05 809.90 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 75 551.00 - - 27FEB2020 1,200 0.30 - - - - - - - -
Total 225 1 732 31,725 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.