Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11921.50   As on Dec 06, 2019 15:30:29 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
33,375 1,725 4,886 14.83 1.15 -0.60 150 1.15 1.50 75 12DEC2019 75 519.15 533.85 75 88.60 525.75 25.00 2 -75 75
- - - - - - 300 2.25 7.40 300 19DEC2019 975 469.75 591.20 975 - - - - - -
72,525 40,125 1,839 10.49 7.90 -6.15 75 7.00 8.15 75 26DEC2019 975 467.00 534.50 150 50.00 455.60 - 1 - 1,500
- - - - - - - - - - 2JAN2020 4,875 406.45 715.85 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 405.90 672.95 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 403.95 675.35 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 402.85 663.90 4,875 - - - - - -
- - - - - - 150 26.70 - - 30JAN2020 4,875 401.60 597.90 4,875 - - - - - -
- - - - - - - - - - 6FEB2020 4,875 371.70 - - - - - - - -
- - - - - - - - - - 27FEB2020 75 381.00 - - - - - - - -
Total 105,900 6,725 3 1,575 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.