Option Chain (Equity Derivatives) |
Underlying Index: NIFTY 11937.50
As on Dec 09, 2019 15:30:30 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 |
 |
91,875 | -107,025 | 6,830 | 17.35 | 1.20 | -0.95 | 150 | 0.55 | 1.50 | 1,575 | 12DEC2019 | 75 | 403.65 | 417.60 | 75 | 13.95 | 411.05 | 24.60 | 11 | 75 | 4,950 | |
|
1,575 | 150 | 4 | 11.81 | 5.50 | -1.45 | 75 | 5.10 | 6.55 | 75 | 19DEC2019 | 5,925 | 349.70 | 484.30 | 4,875 | - | - | - | - | - | - | |
|
79,725 | 15,525 | 1,984 | 10.83 | 14.15 | -3.00 | 450 | 13.70 | 14.25 | 75 | 26DEC2019 | 75 | 388.90 | 426.70 | 1,050 | 68.30 | 473.30 | 24.67 | 4 | 300 | 3,225 | |
|
- | - | - | - | - | - | - | - | - | - | 2JAN2020 | 4,875 | 292.80 | 619.25 | 4,875 | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 9JAN2020 | 4,875 | 294.95 | 566.60 | 4,875 | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 16JAN2020 | 4,875 | 295.25 | 578.70 | 4,875 | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 23JAN2020 | 4,875 | 295.25 | 568.70 | 4,875 | - | - | - | - | - | - | |
|
- | - | - | - | - | - | 1,200 | 2.20 | 169.00 | 150 | 30JAN2020 | 75 | 331.00 | 512.30 | 4,875 | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 6FEB2020 | 4,875 | 256.85 | - | - | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | - | - | 27FEB2020 | 75 | 275.00 | - | - | - | - | - | - | - | - | |
| Total | 173,175 | 8,818 | 15 | 8,175 | Total | |||||||||||||||||
| Top |
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.