Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11937.50   As on Dec 09, 2019 15:30:30 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
1,254,525 -117,375 170,521 12.78 18.45 -7.80 75 18.25 18.50 150 12DEC2019 75 126.35 128.00 75 -15.05 128.00 14.66 16,162 -67,875 225,150
27,975 300 2,346 10.76 51.00 -7.40 975 50.55 50.75 225 19DEC2019 75 146.55 156.45 825 -20.75 149.75 13.26 311 825 5,400
177,750 70,200 5,723 11.28 89.90 -3.55 75 88.20 92.95 750 26DEC2019 75 172.85 183.95 75 -15.70 172.75 13.82 1,173 2,400 33,825
- - - - - - 450 97.45 138.40 150 2JAN2020 - - 344.20 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 - - - - - - - - - -
- - - - - - - - 389.70 75 23JAN2020 - - - - - - - - - -
- - - - - - 150 151.10 284.95 4,875 30JAN2020 1,200 106.50 - - - 210.00 - - - 75
- - - - - - 75 201.00 - - 27FEB2020 75 241.00 - - - - - - - -
Total 1,460,250 178,590 17,646 264,450 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.