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
1,800 1,800 46 23.46 0.40 -71.25 600 0.15 0.40 300 12DEC2019 975 905.80 1,128.80 975 - - - - - -
- - - - - - 600 0.20 3.00 3,000 19DEC2019 975 930.40 1,085.45 975 - - - - - -
- - - - - - 3,975 0.55 - - 26DEC2019 975 929.25 1,068.85 975 - - - - - -
- - - - - - - - - - 2JAN2020 4,875 857.60 1,163.65 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 857.90 1,160.50 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 846.75 1,154.60 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 847.55 1,157.70 4,875 - - - - - -
- - - - - - 225 4.05 - - 30JAN2020 4,875 801.10 1,075.05 4,875 - - - - - -
- - - - - - - - - - 6FEB2020 4,875 826.60 - - - - - - - -
- - - - - - 1,200 14.30 - - 27FEB2020 4,875 719.75 1,098.15 4,875 - - - - - -
Total 1,800 46 - - Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.