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 |
 |
205,125 | -3,000 | 236 | - | 433.45 | -91.75 | 75 | 426.95 | 435.45 | 75 | 12DEC2019 | 2,175 | 3.80 | 4.00 | 3,000 | 0.90 | 3.65 | 16.44 | 35,957 | 225,750 | 1,132,575 | |
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- | - | - | - | - | - | 4,875 | 394.05 | 558.85 | 1,125 | 19DEC2019 | 450 | 11.85 | 13.35 | 75 | 6.10 | 13.10 | 15.27 | 718 | 24,450 | 26,625 | |
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406,125 | 3,975 | 1,750 | - | 477.30 | -84.80 | 675 | 473.75 | 480.75 | 375 | 26DEC2019 | 825 | 28.35 | 28.80 | 75 | 10.80 | 28.80 | 15.87 | 37,509 | 579,525 | 2,982,150 | |
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- | - | - | - | - | - | 4,875 | 377.55 | 659.30 | 4,875 | 2JAN2020 | 150 | 1.20 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | 4,875 | 377.70 | 648.50 | 4,875 | 9JAN2020 | - | - | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | 4,875 | 377.75 | 648.50 | 4,875 | 16JAN2020 | 8,250 | 0.05 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | 4,875 | 377.70 | 649.30 | 4,875 | 23JAN2020 | 750 | 22.05 | - | - | - | - | - | - | - | - | |
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31,050 | 14,100 | 274 | - | 572.95 | -65.05 | 1,125 | 567.85 | 573.20 | 150 | 30JAN2020 | 75 | 78.70 | 81.70 | 150 | 16.15 | 80.00 | 15.73 | 2,658 | 49,425 | 1,132,425 | |
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- | - | - | - | - | - | 4,875 | 379.95 | 756.60 | 4,875 | 6FEB2020 | - | - | - | - | - | - | - | - | - | - | |
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150 | - | - | - | 761.45 | - | 3,300 | 602.35 | 737.90 | 4,950 | 27FEB2020 | 600 | 128.20 | 129.00 | 150 | 18.75 | 127.05 | 16.91 | 2,179 | 155,625 | 169,050 | |
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33,375 | 675 | 43 | - | 702.00 | -78.00 | 75 | 673.90 | 693.85 | 150 | 26MAR2020 | 300 | 151.30 | 154.30 | 225 | 20.70 | 153.65 | 17.07 | 446 | 8,325 | 108,525 | |
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4,425 | - | - | - | 915.00 | - | - | - | 1,136.15 | 75 | 25JUN2020 | 75 | 236.15 | 278.90 | 75 | 27.60 | 272.70 | 19.77 | 1 | 75 | 178,725 | |
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- | - | - | - | - | - | - | - | 1,499.95 | 750 | 24SEP2020 | - | - | - | - | - | - | - | - | - | - | |
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5,775 | 600 | 20 | - | 1,180.00 | -110.10 | 150 | 1,160.00 | 1,189.90 | 75 | 31DEC2020 | 75 | 332.05 | 350.00 | 150 | 15.00 | 345.00 | 20.36 | 16 | -225 | 412,800 | |
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40,200 | - | - | - | 1,700.00 | - | - | - | - | - | 24JUN2021 | 750 | 123.95 | - | - | - | 500.00 | - | - | - | 6,525 | |
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62,175 | - | - | - | 1,938.00 | - | - | - | - | - | 30DEC2021 | 150 | 265.15 | - | - | - | 491.00 | - | - | - | 74,625 | |
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- | - | - | - | - | - | - | - | - | - | 30JUN2022 | 150 | 260.15 | - | - | - | 465.25 | - | - | - | 19,350 | |
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- | - | - | - | - | - | - | - | - | - | 29DEC2022 | 150 | 251.55 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 29JUN2023 | 150 | 241.10 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 28DEC2023 | 150 | 229.55 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 27JUN2024 | 300 | 217.65 | - | - | - | 450.00 | - | - | - | 150 | |
| Total | 788,400 | 2,323 | 79,484 | 6,243,525 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.