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 |
 |
750,075 | 370,650 | 65,173 | 11.71 | 3.30 | -3.85 | 750 | 3.20 | 3.60 | 150 | 12DEC2019 | 75 | 320.35 | 331.60 | 75 | 101.30 | 327.85 | 18.18 | 32 | 225 | 5,850 | |
|
6,300 | 4,350 | 480 | 10.17 | 12.20 | -18.15 | 150 | 12.20 | 14.60 | 150 | 19DEC2019 | 1,050 | 270.55 | 369.75 | 4,875 | - | - | - | - | - | - | |
|
82,125 | 3,075 | 4,513 | 10.50 | 30.70 | -19.50 | 75 | 29.00 | 30.70 | 150 | 26DEC2019 | 75 | 288.85 | 377.45 | 75 | 83.15 | 334.15 | 15.35 | 39 | -1,500 | 7,650 | |
|
- | - | - | - | - | - | - | - | - | - | 2JAN2020 | 4,875 | 206.15 | 499.00 | 4,875 | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 9JAN2020 | 4,875 | 206.50 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 16JAN2020 | 4,875 | 209.70 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 23JAN2020 | 4,875 | 198.55 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 150 | 12.10 | 152.50 | 150 | 30JAN2020 | 150 | 251.10 | - | - | - | 188.55 | - | - | - | 150 | |
|
- | - | - | - | - | - | 1,200 | 71.00 | - | - | 27FEB2020 | - | - | - | - | - | - | - | - | - | - | |
| Total | 838,500 | 70,166 | 71 | 13,650 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.