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
86,025 76,650 7,080 8.38 108.80 -80.50 300 108.80 115.45 450 12DEC2019 4,275 32.20 33.00 1,200 18.10 32.20 11.24 114,051 214,350 690,675
600 525 20 9.95 157.00 -92.95 75 143.40 164.10 75 19DEC2019 75 67.00 72.75 300 -463.65 67.50 12.93 743 3,600 3,600
11,250 2,400 198 10.27 194.55 -67.95 75 191.20 201.80 75 26DEC2019 750 97.85 100.95 75 31.25 99.00 14.26 3,014 -9,825 43,350
- - - - - - - - 397.00 4,875 9JAN2020 - - - - - - - - - -
- - - - - - - - 391.05 4,875 16JAN2020 - - - - - - - - - -
- - - - - - - - 391.20 4,875 23JAN2020 - - - - - - - - - -
- - - - - - - - 390.70 4,875 30JAN2020 150 111.10 - - - - - - - -
- - - - - - - - - - 6FEB2020 - - - - - - - - - -
- - - - - - - - - - 27FEB2020 75 161.00 - - - - - - - -
Total 97,875 7,298 117,808 737,625 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.