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 |
 |
150 | 75 | 1 | 54.68 | 740.00 | 20.00 | 75 | 619.50 | 638.15 | 75 | 12DEC2019 | 1,200 | 1.85 | 2.15 | 525 | 0.30 | 2.15 | 20.76 | 3,517 | 9,600 | 116,250 | |
|
- | - | - | - | - | - | 1,125 | 594.60 | 699.90 | 1,125 | 19DEC2019 | 3,000 | 0.50 | - | - | - | - | - | - | - | - | |
|
47,700 | -1,425 | 52 | - | 661.00 | -83.80 | 75 | 645.35 | 665.00 | 75 | 26DEC2019 | 75 | 13.80 | 14.40 | 750 | 5.70 | 14.00 | 16.99 | 12,386 | 179,475 | 974,625 | |
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- | - | - | - | - | - | 4,875 | 555.15 | 849.00 | 4,875 | 2JAN2020 | - | - | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | 4,875 | 555.15 | 832.30 | 4,875 | 9JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 555.15 | 834.15 | 4,875 | 16JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 551.75 | 832.65 | 4,875 | 23JAN2020 | - | - | - | - | - | - | - | - | - | - | |
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2,100 | - | - | - | 810.00 | - | 75 | 645.50 | 788.70 | 675 | 30JAN2020 | 75 | 47.85 | 51.90 | 75 | 9.40 | 48.15 | 15.95 | 461 | 9,825 | 65,850 | |
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- | - | - | - | - | - | 4,875 | 559.65 | 911.25 | 4,875 | 6FEB2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 691.90 | 935.85 | 4,875 | 27FEB2020 | 150 | 51.80 | 92.10 | 300 | 45.20 | 86.55 | 17.00 | 18 | 900 | 900 | |
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- | - | - | - | - | - | - | - | - | - | 26MAR2020 | 750 | 4.75 | - | - | - | - | - | - | - | - | |
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6,300 | - | - | - | 740.00 | - | - | - | - | - | 25JUN2020 | 750 | 31.30 | - | - | - | 840.00 | - | - | - | 154,800 | |
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- | - | - | - | - | - | - | - | - | - | 24SEP2020 | 750 | 54.65 | - | - | - | - | - | - | - | - | |
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17,775 | - | - | - | 1,615.00 | - | - | - | - | - | 31DEC2020 | 75 | 196.80 | - | - | - | 680.00 | - | - | - | 210,375 | |
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75 | - | - | - | 2,130.00 | - | - | - | - | - | 24JUN2021 | 750 | 97.35 | - | - | - | 480.05 | - | - | - | 5,025 | |
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- | - | - | - | - | - | - | - | - | - | 30DEC2021 | 75 | 221.25 | - | - | - | 727.00 | - | - | - | 2,700 | |
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- | - | - | - | - | - | - | - | - | - | 30JUN2022 | 75 | 220.15 | - | - | - | 377.80 | - | - | - | 11,100 | |
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- | - | - | - | - | - | - | - | - | - | 29DEC2022 | 75 | 215.10 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 29JUN2023 | 75 | 207.80 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 28DEC2023 | 75 | 199.15 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 27JUN2024 | 75 | 189.80 | - | - | - | - | - | - | - | - | |
| Total | 74,100 | 53 | 16,382 | 1,541,625 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.