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
603,825 525,300 89,572 9.56 54.00 -54.85 300 54.00 55.00 750 12DEC2019 150 69.10 76.40 825 32.10 68.60 10.50 165,827 73,200 430,425
16,050 15,825 724 10.73 103.40 -45.60 150 96.55 102.45 150 19DEC2019 75 105.65 113.10 150 -477.35 111.80 13.23 1,223 13,350 13,350
52,800 29,550 2,308 10.68 138.00 -54.25 750 137.05 139.95 750 26DEC2019 750 136.55 139.95 750 40.60 139.00 14.10 5,124 3,825 63,000
- - - - - - 450 45.65 - - 2JAN2020 750 20.05 - - - - - - - -
- - - - - - - - 499.70 1,800 30JAN2020 150 149.50 - - - - - - - -
- - - - - - - - - - 27FEB2020 75 181.00 - - - - - - - -
Total 672,675 92,604 172,174 506,775 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.