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 |
 |
600 | 75 | 2 | 63.06 | 932.45 | -17.55 | 75 | 818.65 | 833.30 | 75 | 12DEC2019 | 450 | 1.00 | 1.30 | 225 | -0.35 | 1.00 | 23.88 | 116 | 3,525 | 6,075 | |
|
- | - | - | - | - | - | 1,125 | 685.10 | 902.85 | 1,125 | 19DEC2019 | 900 | 0.30 | - | - | - | - | - | - | - | - | |
|
26,700 | -525 | 14 | - | 847.00 | -98.00 | 75 | 816.60 | 878.35 | 1,125 | 26DEC2019 | 300 | 7.65 | 7.75 | 75 | 1.85 | 7.70 | 18.57 | 2,883 | -10,275 | 178,650 | |
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- | - | - | - | - | - | 4,875 | 736.60 | 1,047.30 | 4,875 | 2JAN2020 | 150 | 1.10 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | 4,875 | 736.20 | 1,036.85 | 4,875 | 9JAN2020 | - | - | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | 4,875 | 732.40 | 1,038.60 | 4,875 | 16JAN2020 | - | - | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | 4,875 | 733.15 | 1,036.85 | 4,875 | 23JAN2020 | - | - | - | - | - | - | - | - | - | - | |
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2,250 | 150 | 9 | - | 898.50 | -66.50 | 75 | 896.70 | 927.90 | 75 | 30JAN2020 | 300 | 28.05 | 31.00 | 300 | 8.30 | 30.50 | 16.58 | 67 | 3,975 | 5,925 | |
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- | - | - | - | - | - | 4,875 | 740.25 | 1,123.90 | 4,875 | 6FEB2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 878.40 | 1,135.20 | 75 | 27FEB2020 | 1,500 | 41.00 | - | - | - | 48.00 | - | - | - | 75 | |
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- | - | - | - | - | - | - | - | - | - | 26MAR2020 | 300 | 58.95 | - | - | - | - | - | - | - | - | |
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1,200 | - | - | - | 1,329.00 | - | - | - | 1,499.95 | 750 | 25JUN2020 | 750 | 75.05 | - | - | - | 50.00 | - | - | - | 150 | |
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- | - | - | - | - | - | - | - | - | - | 24SEP2020 | 750 | 37.00 | - | - | - | - | - | - | - | - | |
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375 | - | - | - | 1,555.00 | - | - | - | - | - | 31DEC2020 | 75 | 152.40 | - | - | - | 290.00 | - | - | - | 16,050 | |
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225 | - | - | - | 2,245.00 | - | - | - | - | - | 24JUN2021 | 750 | 75.35 | - | - | - | 410.05 | - | - | - | 1,050 | |
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- | - | - | - | - | - | - | - | - | - | 30DEC2021 | 75 | 182.75 | - | - | - | 405.00 | - | - | - | 375 | |
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- | - | - | - | - | - | - | - | - | - | 30JUN2022 | 75 | 184.70 | - | - | - | 290.80 | - | - | - | 12,675 | |
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- | - | - | - | - | - | - | - | - | - | 29DEC2022 | 75 | 182.60 | - | - | - | 736.00 | - | - | - | 150 | |
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- | - | - | - | - | - | - | - | - | - | 29JUN2023 | 75 | 177.90 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 28DEC2023 | 75 | 171.70 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 27JUN2024 | 75 | 164.55 | - | - | - | - | - | - | - | - | |
| Total | 31,350 | 25 | 3,066 | 221,175 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.