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
- - - - - - 600 0.25 2.20 750 12DEC2019 975 572.75 799.10 975 - - - - - -
- - - - - - 600 0.75 5.00 300 19DEC2019 975 660.30 767.60 975 - - - - - -
5,775 2,325 96 11.72 3.15 -1.85 75 2.05 3.95 75 26DEC2019 75 642.65 739.75 975 - - - - - -
- - - - - - - - - - 2JAN2020 4,875 584.70 829.50 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 583.45 855.15 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 580.20 850.40 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 580.20 836.25 4,875 - - - - - -
- - - - - - 300 17.10 - - 30JAN2020 4,875 501.10 765.90 4,875 - - - - - -
- - - - - - - - - - 6FEB2020 4,875 555.85 - - - - - - - -
- - - - - - 1,200 48.20 - - 27FEB2020 4,875 521.10 807.95 4,875 - - - - - -
Total 5,775 96 - - Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.