Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11937.50   As on Dec 09, 2019 15:30:30 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
- - - - - - 2,100 0.05 0.50 4,950 12DEC2019 5,850 1,212.90 1,444.20 975 - - - - - -
- - - - - - 900 0.10 2.40 3,000 19DEC2019 5,850 1,241.10 1,434.15 975 - - - - - -
675 - - - 1.40 - 900 1.15 2.30 750 26DEC2019 75 1,315.20 1,415.25 75 - 1,208.10 - - - 375
- - - - - - - - - - 2JAN2020 4,875 1,185.15 1,512.40 4,875 - - - - - -
- - - - - - - - - - 9JAN2020 4,875 1,175.55 1,497.70 4,875 - - - - - -
- - - - - - - - - - 16JAN2020 4,875 1,175.55 1,533.40 4,875 - - - - - -
- - - - - - - - - - 23JAN2020 4,875 1,175.55 1,497.50 4,875 - - - - - -
- - - - - - 900 2.05 - - 30JAN2020 4,875 1,151.20 1,460.45 4,875 - - - - - -
- - - - - - - - - - 6FEB2020 4,875 1,143.45 1,515.45 4,875 - - - - - -
- - - - - - 900 7.35 - - 27FEB2020 4,875 1,147.30 1,401.20 4,875 - - - - - -
- - - - - - 900 1.35 - - 26MAR2020 - - - - - - - - - -
16,350 - - - 821.80 - - - - - 31DEC2020 - - - - - - - - - -
- - - - - - - - - - 30JUN2022 750 680.05 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 634.45 - - - - - - - -
Total 17,025 - - 375 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.