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
5,250 3,450 465 17.35 1.20 0.05 150 1.25 1.90 750 12DEC2019 975 460.40 688.75 975 - - - - - -
225 150 2 13.71 4.00 -0.85 150 1.65 6.85 300 19DEC2019 975 564.65 700.60 975 - - - - - -
47,025 -3,900 1,372 11.21 5.20 -1.60 150 4.90 6.85 1,200 26DEC2019 975 556.90 651.95 150 62.65 570.80 13.06 2 -75 3,900
- - - - - - - - - - 2JAN2020 4,875 489.95 847.10 75 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 494.20 760.25 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 494.45 755.70 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 492.80 744.65 4,875 - - - - - -
- - - - - - 150 28.30 - - 30JAN2020 4,875 501.30 674.45 4,875 - - - - - -
- - - - - - - - - - 6FEB2020 4,875 461.30 - - - - - - - -
- - - - - - 1,200 61.00 - - 27FEB2020 75 501.00 729.00 4,875 - - - - - -
Total 52,500 1,839 2 3,900 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.