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 |
 |
300 | - | 7 | 22.77 | 548.35 | -44.35 | 75 | 519.85 | 535.70 | 75 | 12DEC2019 | 300 | 2.20 | 2.70 | 300 | 0.45 | 2.65 | 18.51 | 8,839 | 63,000 | 467,250 | |
|
- | - | - | - | - | - | 1,125 | 489.35 | 594.65 | 1,125 | 19DEC2019 | 75 | 6.50 | - | - | -307.00 | 5.35 | 14.70 | 19 | 1,275 | 1,275 | |
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51,600 | -300 | 38 | - | 570.00 | -83.45 | 150 | 545.55 | 571.75 | 75 | 26DEC2019 | 150 | 19.00 | 19.40 | 75 | 7.15 | 19.15 | 16.22 | 11,107 | 50,100 | 1,050,900 | |
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- | - | - | - | - | - | 4,875 | 465.85 | 751.65 | 4,875 | 2JAN2020 | 75 | 0.10 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | 4,875 | 468.20 | 737.40 | 4,875 | 9JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 462.80 | 737.25 | 4,875 | 16JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 468.05 | 742.00 | 4,875 | 23JAN2020 | 750 | 20.05 | - | - | - | - | - | - | - | - | |
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1,050 | 75 | 1 | - | 649.55 | -64.45 | 75 | 637.60 | 657.00 | 75 | 30JAN2020 | 225 | 63.90 | 66.60 | 75 | 14.05 | 63.90 | 15.97 | 730 | 10,950 | 42,975 | |
|
- | - | - | - | - | - | 4,875 | 465.35 | 844.00 | 4,875 | 6FEB2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 150 | 601.10 | 848.60 | 4,875 | 27FEB2020 | 525 | 96.40 | - | - | 51.45 | 105.15 | 16.94 | 28 | 1,725 | 1,725 | |
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- | - | - | - | - | - | - | - | - | - | 26MAR2020 | 750 | 12.15 | - | - | - | - | - | - | - | - | |
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600 | - | - | - | 1,101.00 | - | - | - | - | - | 25JUN2020 | 75 | 154.20 | - | - | - | 760.00 | - | - | - | 11,700 | |
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- | - | - | - | - | - | - | - | - | - | 24SEP2020 | 750 | 65.55 | - | - | - | - | - | - | - | - | |
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17,250 | - | - | - | 1,500.00 | - | - | - | - | - | 31DEC2020 | 75 | 222.15 | - | - | - | 758.00 | - | - | - | 3,675 | |
|
75 | - | - | - | 2,480.00 | - | - | - | - | - | 24JUN2021 | 750 | 110.10 | - | - | - | 381.00 | - | - | - | 26,025 | |
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- | - | - | - | - | - | - | - | - | - | 30DEC2021 | 75 | 242.50 | - | - | - | 294.00 | - | - | - | 3,375 | |
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- | - | - | - | - | - | - | - | - | - | 30JUN2022 | 75 | 239.60 | - | - | - | 546.00 | - | - | - | 11,175 | |
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- | - | - | - | - | - | - | - | - | - | 29DEC2022 | 75 | 232.80 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 29JUN2023 | 75 | 224.00 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 28DEC2023 | 75 | 213.95 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 27JUN2024 | 75 | 203.35 | - | - | - | - | - | - | - | - | |
| Total | 70,875 | 46 | 20,723 | 1,620,075 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.