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
750,075 370,650 65,173 11.71 3.30 -3.85 750 3.20 3.60 150 12DEC2019 75 320.35 331.60 75 101.30 327.85 18.18 32 225 5,850
6,300 4,350 480 10.17 12.20 -18.15 150 12.20 14.60 150 19DEC2019 1,050 270.55 369.75 4,875 - - - - - -
82,125 3,075 4,513 10.50 30.70 -19.50 75 29.00 30.70 150 26DEC2019 75 288.85 377.45 75 83.15 334.15 15.35 39 -1,500 7,650
- - - - - - - - - - 2JAN2020 4,875 206.15 499.00 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 206.50 - - - - - - - -
- - - - - - - - - - 16JAN2020 4,875 209.70 - - - - - - - -
- - - - - - - - - - 23JAN2020 4,875 198.55 - - - - - - - -
- - - - - - 150 12.10 152.50 150 30JAN2020 150 251.10 - - - 188.55 - - - 150
- - - - - - 1,200 71.00 - - 27FEB2020 - - - - - - - - - -
Total 838,500 70,166 71 13,650 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.