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
- - - - - - 1,125 327.40 446.10 1,125 12DEC2019 1,500 3.65 4.35 75 0.60 3.60 14.84 5,049 27,225 41,250
- - - - - - 1,125 335.00 874.00 1,125 19DEC2019 300 6.55 - - -16.05 11.95 13.67 44 1,800 1,875
900 - 3 13.92 458.80 -43.20 75 412.20 445.55 75 26DEC2019 75 22.60 49.00 75 11.60 33.00 15.37 590 2,100 25,275
- - - - - - 4,875 313.05 625.70 4,875 2JAN2020 150 1.50 - - - - - - - -
- - - - - - 4,875 313.30 612.30 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 313.05 611.75 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 4,875 316.80 612.75 4,875 23JAN2020 - - - - - - - - - -
- - - - - - 4,875 401.10 609.05 4,875 30JAN2020 150 69.95 - - - - - - - -
- - - - - - 4,875 332.15 723.80 4,875 6FEB2020 - - - - - - - - - -
- - - - - - 75 451.00 899.00 75 27FEB2020 - - - - - - - - - -
Total 900 3 5,683 68,400 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.