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 |
 |
105,900 | 68,250 | 7,959 | 8.54 | 150.05 | -81.00 | 1,050 | 150.05 | 150.95 | 75 | 12DEC2019 | 150 | 20.20 | 21.50 | 2,175 | 12.75 | 21.50 | 11.67 | 207,777 | 380,625 | 1,105,500 | |
|
2,850 | 2,850 | 117 | 9.67 | 191.45 | -218.25 | 75 | 183.85 | 195.95 | 75 | 19DEC2019 | 75 | 52.70 | 54.00 | 150 | 23.35 | 53.00 | 13.13 | 6,284 | 72,450 | 108,000 | |
|
312,750 | 18,000 | 2,849 | 10.29 | 230.00 | -69.70 | 750 | 227.35 | 230.95 | 750 | 26DEC2019 | 525 | 83.30 | 83.75 | 75 | 26.10 | 83.35 | 14.43 | 42,470 | 138,825 | 2,308,350 | |
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- | - | - | - | - | - | 450 | 126.15 | 626.10 | 75 | 2JAN2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | 400.95 | 4,875 | 9JAN2020 | 750 | 35.05 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | 397.95 | 4,875 | 16JAN2020 | 750 | 0.55 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | 401.85 | 4,875 | 23JAN2020 | - | - | - | - | - | - | - | - | - | - | |
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14,775 | 6,750 | 179 | 8.62 | 349.05 | -50.95 | 75 | 342.00 | 347.65 | 75 | 30JAN2020 | 375 | 148.40 | 152.35 | 75 | 30.95 | 151.35 | 15.09 | 1,706 | 44,025 | 119,625 | |
|
- | - | - | - | - | - | 75 | 227.75 | - | - | 6FEB2020 | - | - | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | 784.95 | 75 | 27FEB2020 | 525 | 194.85 | - | - | 2.75 | 193.30 | 15.85 | 2 | 150 | 375 | |
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- | - | - | - | - | - | - | - | - | - | 26MAR2020 | 750 | 43.25 | - | - | - | - | - | - | - | - | |
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150 | - | - | - | 1,604.00 | - | - | - | - | - | 25JUN2020 | 750 | 94.30 | - | - | - | 430.00 | - | - | - | 41,775 | |
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- | - | - | - | - | - | - | - | - | - | 24SEP2020 | 750 | 126.60 | - | - | - | - | - | - | - | - | |
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4,200 | - | - | - | 1,300.00 | - | - | - | - | - | 31DEC2020 | 750 | 306.35 | - | - | - | 890.00 | - | - | - | 2,025 | |
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2,325 | - | - | - | 2,239.00 | - | - | - | - | - | 24JUN2021 | 750 | 225.05 | - | - | - | - | - | - | - | - | |
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12,975 | - | - | - | 2,261.15 | - | - | - | - | - | 30DEC2021 | 75 | 341.70 | - | - | - | - | - | - | - | - | |
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12,900 | - | - | - | 2,556.20 | - | - | - | - | - | 30JUN2022 | 75 | 329.05 | - | - | - | 560.00 | - | - | - | 57,000 | |
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- | - | - | - | - | - | - | - | - | - | 29DEC2022 | 75 | 313.90 | - | - | - | 745.00 | - | - | - | 3,000 | |
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- | - | - | - | - | - | - | - | - | - | 29JUN2023 | 75 | 297.65 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 28DEC2023 | 75 | 281.05 | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 27JUN2024 | 75 | 264.60 | - | - | - | - | - | - | - | - | |
| Total | 468,825 | 11,104 | 258,239 | 3,745,650 | Total | |||||||||||||||||
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10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.