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
835,050 531,150 123,051 10.91 8.70 -13.20 300 8.70 9.00 2,550 12DEC2019 75 225.70 233.55 150 80.25 225.75 13.48 5,559 3,375 36,450
20,475 17,700 2,615 10.10 27.10 -24.00 150 25.80 29.00 75 19DEC2019 75 235.60 250.15 75 -515.35 199.45 7.93 4 225 225
186,525 2,850 5,185 10.73 56.15 -31.35 75 56.00 57.00 75 26DEC2019 75 223.70 264.65 75 65.55 253.25 14.21 221 -3,150 27,975
- - - - - - 450 1.05 199.00 225 2JAN2020 - - 397.00 4,875 - - - - - -
- - - - - - - - 342.10 4,875 16JAN2020 - - - - - - - - - -
- - - - - - - - 389.15 75 23JAN2020 - - - - - - - - - -
150 - - - 199.95 - 300 111.00 199.85 150 30JAN2020 150 211.10 404.95 150 - - - - - -
- - - - - - 75 175.00 - - 27FEB2020 - - - - - - - - - -
Total 1,042,200 130,851 5,784 64,650 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.