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
375 375 38 23.61 0.95 -79.95 225 0.35 0.95 600 12DEC2019 975 816.85 1,019.80 975 - - - - - -
- - - - - - 1,800 0.05 3.30 3,000 19DEC2019 975 849.90 973.65 975 - - - - - -
150 - - - 2.00 - 75 2.00 - - 26DEC2019 975 838.15 949.80 975 - 770.80 - - - 150
- - - - - - - - - - 2JAN2020 4,875 765.20 1,060.05 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 763.55 1,045.15 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 761.35 1,044.80 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 761.35 1,045.55 4,875 - - - - - -
- - - - - - 225 0.05 - - 30JAN2020 4,875 701.10 957.60 4,875 - - - - - -
- - - - - - - - - - 6FEB2020 4,875 733.35 - - - - - - - -
- - - - - - 300 30.20 - - 27FEB2020 4,875 629.90 993.40 4,875 - - - - - -
Total 525 38 - 150 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.