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
- - - - - - 1,050 232.05 352.80 1,050 12DEC2019 75 5.70 7.45 150 2.50 6.05 13.02 20,255 142,575 180,825
- - - - - - 4,875 251.65 763.95 1,050 19DEC2019 300 21.60 - - -400.50 24.75 13.85 219 3,975 3,975
5,700 -75 3 11.87 361.00 -59.00 75 270.25 393.05 75 26DEC2019 75 28.00 54.95 75 16.30 47.40 14.85 669 10,800 59,175
- - - - - - 4,875 234.90 784.25 75 2JAN2020 750 1.15 - - - - - - - -
- - - - - - 4,875 232.50 542.90 4,875 9JAN2020 - - - - - - - - - -
- - - - - - 4,875 212.95 542.65 4,875 16JAN2020 - - - - - - - - - -
- - - - - - 75 199.00 536.50 4,875 23JAN2020 - - - - - - - - - -
- - - - - - 75 351.00 535.15 4,875 30JAN2020 150 93.45 - - - - - - - -
- - - - - - - - - - 6FEB2020 - - - - - - - - - -
- - - - - - 75 351.00 751.60 4,875 27FEB2020 75 111.00 - - - - - - - -
Total 5,700 3 21,143 243,975 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.