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 |
 |
- | - | - | - | - | - | 4,875 | 1,036.65 | 1,278.45 | 1,125 | 12DEC2019 | 900 | 0.30 | 1.30 | 750 | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 1,125 | 976.65 | 1,217.90 | 1,125 | 19DEC2019 | 900 | 0.15 | - | - | - | - | - | - | - | - | |
|
34,725 | -225 | 12 | - | 1,158.00 | -76.95 | 75 | 1,135.45 | 1,148.50 | 75 | 26DEC2019 | 300 | 3.70 | 4.10 | 75 | 0.05 | 3.65 | 21.23 | 637 | -12,450 | 173,850 | |
|
- | - | - | - | - | - | 4,875 | 1,015.15 | 1,369.65 | 4,875 | 2JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 1,015.15 | 1,364.60 | 4,875 | 9JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 1,014.45 | 1,365.15 | 4,875 | 16JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 1,015.15 | 1,353.35 | 4,875 | 23JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 1,120.20 | 1,348.95 | 4,875 | 30JAN2020 | 6,750 | 5.05 | - | - | - | 8.20 | - | - | - | 4,200 | |
|
- | - | - | - | - | - | 4,875 | 1,010.65 | 1,429.85 | 4,875 | 6FEB2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 1,095.60 | 1,448.95 | 4,875 | 27FEB2020 | 4,500 | 14.10 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 26MAR2020 | 750 | 2.35 | - | - | - | - | - | - | - | - | |
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1,275 | - | - | - | 1,851.00 | - | - | - | - | - | 25JUN2020 | 750 | 7.10 | - | - | - | 104.75 | - | - | - | 22,200 | |
|
- | - | - | - | - | - | - | - | - | - | 24SEP2020 | 750 | 19.35 | - | - | - | - | - | - | - | - | |
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13,425 | - | - | - | 2,062.00 | - | 750 | 1,561.75 | 2,149.75 | 150 | 31DEC2020 | 75 | 100.25 | - | - | - | 285.00 | - | - | - | 111,150 | |
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54,675 | - | - | - | 2,140.00 | - | - | - | - | - | 24JUN2021 | 750 | 49.80 | - | - | - | 275.00 | - | - | - | 12,900 | |
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35,625 | - | - | - | 2,341.30 | - | - | - | - | - | 30DEC2021 | 75 | 134.40 | - | - | - | 308.00 | - | - | - | 117,600 | |
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- | - | - | - | - | - | - | - | - | - | 30JUN2022 | 75 | 139.55 | - | - | - | 424.00 | - | - | - | 11,850 | |
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- | - | - | - | - | - | - | - | - | - | 29DEC2022 | 75 | 140.60 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 29JUN2023 | 75 | 139.05 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 28DEC2023 | 75 | 135.75 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 27JUN2024 | 75 | 131.30 | - | - | - | - | - | - | - | - | |
| Total | 139,725 | 12 | 637 | 453,750 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.