Option Chain (Equity Derivatives) |
Underlying Index: NIFTY 11017.00
As on Aug 20, 2019 15:30:42 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 |
 |
942,000 | -68,325 | 46,995 | 25.25 | 0.85 | -0.60 | 5,625 | 0.75 | 0.85 | 750 | 22AUG2019 | 75 | 458.40 | 465.95 | 150 | 20.60 | 460.15 | - | 54 | -675 | 3,825 | |
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2,409,000 | -302,325 | 36,983 | 15.94 | 6.30 | -2.70 | 75 | 6.15 | 6.35 | 1,050 | 29AUG2019 | 75 | 456.90 | 463.50 | 75 | 19.50 | 461.85 | 16.38 | 1,039 | -20,250 | 743,100 | |
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22,050 | 2,925 | 582 | 14.76 | 17.70 | -4.45 | 75 | 16.55 | 17.00 | 225 | 5SEP2019 | 75 | 434.15 | 490.95 | 75 | - | - | - | - | - | - | |
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- | - | - | - | - | - | 300 | 7.30 | 50.00 | 75 | 12SEP2019 | 1,125 | 391.55 | 578.90 | 7,350 | - | - | - | - | - | - | |
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75 | - | - | - | 79.55 | - | 150 | 3.75 | - | - | 19SEP2019 | - | - | - | - | - | - | - | - | - | - | |
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434,850 | 26,850 | 7,758 | 12.49 | 51.25 | -5.90 | 750 | 49.20 | 51.30 | 75 | 26SEP2019 | 2,625 | 452.65 | 463.50 | 825 | 19.60 | 466.00 | 16.80 | 476 | 1,575 | 171,225 | |
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- | - | - | - | - | - | 75 | 1.65 | - | - | 3OCT2019 | - | - | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | 75 | 2.90 | - | - | 10OCT2019 | - | - | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | 75 | 3.30 | - | - | 17OCT2019 | - | - | - | - | - | - | - | - | - | - | |
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49,650 | 3,300 | 146 | 11.73 | 125.00 | -4.30 | 150 | 120.20 | 124.95 | 75 | 31OCT2019 | 600 | 440.30 | 501.75 | 150 | 4.00 | 480.00 | 16.97 | 7 | 75 | 3,375 | |
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194,325 | 7,650 | 506 | 11.34 | 255.00 | -10.10 | 900 | 252.50 | 257.90 | 150 | 26DEC2019 | 150 | 510.10 | 521.85 | 450 | 8.80 | 515.85 | 18.04 | 110 | 2,025 | 223,275 | |
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- | - | - | - | - | - | - | - | - | - | 26MAR2020 | 750 | 353.75 | - | - | - | - | - | - | - | - | |
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1,350 | - | - | - | 1,275.00 | - | - | - | - | - | 25JUN2020 | 750 | 396.55 | 573.00 | 75 | 26.00 | 576.00 | 19.74 | 1 | -75 | 151,800 | |
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4,125 | - | - | - | 1,663.00 | - | - | - | - | - | 31DEC2020 | 750 | 563.05 | 739.95 | 300 | -28.95 | 556.05 | 19.83 | 2 | 150 | 398,700 | |
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40,275 | - | - | - | 1,275.00 | - | 150 | 1,150.00 | 1,275.00 | 75 | 24JUN2021 | 750 | 600.05 | - | - | - | 535.00 | - | - | - | 5,700 | |
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24,525 | - | - | - | 2,100.00 | - | - | - | - | - | 30DEC2021 | 75 | 600.00 | - | - | - | 800.00 | - | - | - | 75,075 | |
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- | - | - | - | - | - | - | - | - | - | 30JUN2022 | 75 | 718.65 | - | - | - | 850.00 | - | - | - | 10,050 | |
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- | - | - | - | - | - | - | - | - | - | 29DEC2022 | 75 | 687.05 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 29JUN2023 | 75 | 655.10 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 28DEC2023 | 75 | 623.70 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 27JUN2024 | 75 | 593.05 | - | - | - | - | - | - | - | - | |
| Total | 4,122,225 | 92,970 | 1,689 | 1,786,125 | Total | |||||||||||||||||
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10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.