Option Chain (Equity Derivatives) |
Underlying Index: NIFTY 11921.50
As on Dec 06, 2019 15:30:29 IST
|
| 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 |
 |
603,825 | 525,300 | 89,572 | 9.56 | 54.00 | -54.85 | 300 | 54.00 | 55.00 | 750 | 12DEC2019 | 150 | 69.10 | 76.40 | 825 | 32.10 | 68.60 | 10.50 | 165,827 | 73,200 | 430,425 | |
|
16,050 | 15,825 | 724 | 10.73 | 103.40 | -45.60 | 150 | 96.55 | 102.45 | 150 | 19DEC2019 | 75 | 105.65 | 113.10 | 150 | -477.35 | 111.80 | 13.23 | 1,223 | 13,350 | 13,350 | |
|
52,800 | 29,550 | 2,308 | 10.68 | 138.00 | -54.25 | 750 | 137.05 | 139.95 | 750 | 26DEC2019 | 750 | 136.55 | 139.95 | 750 | 40.60 | 139.00 | 14.10 | 5,124 | 3,825 | 63,000 | |
|
- | - | - | - | - | - | 450 | 45.65 | - | - | 2JAN2020 | 750 | 20.05 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | 499.70 | 1,800 | 30JAN2020 | 150 | 149.50 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 27FEB2020 | 75 | 181.00 | - | - | - | - | - | - | - | - | |
| Total | 672,675 | 92,604 | 172,174 | 506,775 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.