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 | 415.40 | 558.45 | 1,125 | 12DEC2019 | 600 | 2.25 | 3.90 | 75 | -549.35 | 2.25 | 16.58 | 574 | 10,350 | 10,350 | |
|
- | - | - | - | - | - | 1,125 | 425.85 | 542.70 | 1,125 | 19DEC2019 | 3,000 | 1.50 | - | - | - | - | - | - | - | - | |
|
225 | 75 | 1 | 18.24 | 570.00 | -118.00 | 150 | 464.80 | 559.80 | 1,125 | 26DEC2019 | 75 | 18.00 | 22.95 | 75 | 7.95 | 22.50 | 15.84 | 158 | 6,000 | 21,375 | |
|
- | - | - | - | - | - | 4,875 | 420.85 | 714.45 | 4,875 | 2JAN2020 | 750 | 1.05 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 420.85 | 701.70 | 4,875 | 9JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 423.20 | 701.70 | 4,875 | 16JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 422.65 | 702.00 | 4,875 | 23JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 501.10 | 699.50 | 4,875 | 30JAN2020 | 75 | 31.00 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 4,875 | 421.05 | 809.90 | 4,875 | 6FEB2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 75 | 551.00 | - | - | 27FEB2020 | 1,200 | 0.30 | - | - | - | - | - | - | - | - | |
| Total | 225 | 1 | 732 | 31,725 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.