Option Chain (Equity Derivatives) |
Underlying Index: NIFTY 11921.50
As on Dec 06, 2019 15:30:29 IST
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| 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 |
 |
- | - | - | - | - | - | 1,125 | 1,267.30 | 1,542.05 | 1,125 | 12DEC2019 | 4,500 | 0.10 | 1.00 | 975 | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 1,125 | 1,256.10 | 1,532.65 | 1,125 | 19DEC2019 | 900 | 0.05 | - | - | - | - | - | - | - | - | |
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435,225 | -2,850 | 106 | - | 1,446.00 | -94.35 | 1,050 | 1,441.50 | 1,450.00 | 300 | 26DEC2019 | 3,300 | 3.60 | 3.80 | 300 | 0.40 | 3.75 | 26.20 | 796 | -2,325 | 637,800 | |
|
- | - | - | - | - | - | 4,875 | 1,265.05 | 1,684.90 | 4,875 | 2JAN2020 | 300 | 0.10 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 1,265.05 | 1,676.85 | 4,875 | 9JAN2020 | 300 | 0.10 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 1,265.30 | 1,674.65 | 4,875 | 16JAN2020 | 300 | 0.10 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | 4,875 | 1,265.05 | 1,672.35 | 4,875 | 23JAN2020 | 300 | 0.20 | - | - | - | - | - | - | - | - | |
|
9,825 | 4,875 | 67 | - | 1,490.00 | -87.65 | 75 | 1,478.25 | 1,499.00 | 75 | 30JAN2020 | 300 | 10.50 | 10.90 | 150 | 1.15 | 10.90 | 19.84 | 257 | 4,050 | 54,150 | |
|
- | - | - | - | - | - | 4,875 | 1,265.15 | 1,767.95 | 4,875 | 6FEB2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 1,367.15 | 1,748.95 | 4,875 | 27FEB2020 | 1,800 | 4.50 | - | - | - | - | - | - | - | - | |
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41,850 | -75 | 7 | - | 1,548.00 | -38.75 | - | - | - | - | 26MAR2020 | 75 | 30.00 | 31.95 | 75 | 3.00 | 29.10 | 18.40 | 38 | -300 | 30,525 | |
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- | - | - | - | - | - | - | - | 1,939.95 | 750 | 25JUN2020 | 4,500 | 28.35 | - | - | - | 97.05 | - | - | - | 30,900 | |
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- | - | - | - | - | - | - | - | - | - | 24SEP2020 | 4,500 | 46.75 | - | - | - | - | - | - | - | - | |
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13,050 | - | - | - | 1,520.00 | - | - | - | 1,941.35 | 300 | 31DEC2020 | 750 | 131.20 | 168.70 | 150 | - | 144.00 | - | - | - | 715,875 | |
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5,025 | - | - | - | 1,730.00 | - | - | - | - | - | 24JUN2021 | 750 | 31.75 | - | - | - | 250.00 | - | - | - | 327,600 | |
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- | - | - | - | - | - | - | - | - | - | 30DEC2021 | 75 | 96.25 | - | - | - | 230.00 | - | - | - | 85,800 | |
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- | - | - | - | - | - | - | - | - | - | 30JUN2022 | 75 | 103.05 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 29DEC2022 | 75 | 106.20 | - | - | - | 541.50 | - | - | - | 750 | |
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- | - | - | - | - | - | - | - | - | - | 29JUN2023 | 75 | 106.75 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 28DEC2023 | 75 | 105.65 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 27JUN2024 | 75 | 103.30 | - | - | - | - | - | - | - | - | |
| Total | 504,975 | 180 | 1,091 | 1,883,400 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.