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
91,875 -107,025 6,830 17.35 1.20 -0.95 150 0.55 1.50 1,575 12DEC2019 75 403.65 417.60 75 13.95 411.05 24.60 11 75 4,950
1,575 150 4 11.81 5.50 -1.45 75 5.10 6.55 75 19DEC2019 5,925 349.70 484.30 4,875 - - - - - -
79,725 15,525 1,984 10.83 14.15 -3.00 450 13.70 14.25 75 26DEC2019 75 388.90 426.70 1,050 68.30 473.30 24.67 4 300 3,225
- - - - - - - - - - 2JAN2020 4,875 292.80 619.25 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 294.95 566.60 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 295.25 578.70 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 295.25 568.70 4,875 - - - - - -
- - - - - - 1,200 2.20 169.00 150 30JAN2020 75 331.00 512.30 4,875 - - - - - -
- - - - - - - - - - 6FEB2020 4,875 256.85 - - - - - - - -
- - - - - - - - - - 27FEB2020 75 275.00 - - - - - - - -
Total 173,175 8,818 15 8,175 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.