Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10029.10   As on Jun 04, 2020 15:30:30 IST
View Options Contracts for: OR
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Futures contracts
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
3,614,475 1,955,400 1,799,902 - 0.05 -44.25 - - 0.05 71,025 4JUN2020 300 70.55 71.00 3,675 -5.30 71.00 - 607,425 -1,010,100 483,300
690,150 479,775 65,359 24.52 112.00 -44.95 75 111.10 112.70 300 11JUN2020 75 198.00 204.90 375 17.00 200.70 31.27 21,520 46,950 189,750
2,325 675 64 25.06 181.00 -34.30 150 165.85 180.80 75 18JUN2020 450 247.25 261.00 75 22.10 255.00 30.40 24 225 1,425
418,425 -12,375 18,968 23.55 219.75 -35.00 900 216.80 219.75 1,050 25JUN2020 750 304.05 309.00 300 24.40 305.90 31.18 15,638 -35,925 351,600
- - - - - - 12,750 0.10 537.55 7,350 2JUL2020 6,750 0.10 649.85 7,350 - - - - - -
- - - - - - - - 401.30 7,350 9JUL2020 - - 519.50 7,350 - - - - - -
- - - - - - - - 400.10 7,350 16JUL2020 - - 519.10 7,350 - - - - - -
- - - - - - - - 950.40 7,350 23JUL2020 - - 520.80 7,350 - - - - - -
14,250 3,825 349 20.17 357.85 -16.90 75 337.90 356.25 150 30JUL2020 150 439.65 448.00 75 25.10 441.80 30.91 196 2,550 7,350
- - - - - - 75 100.05 556.05 7,350 27AUG2020 750 137.45 - - - - - - - -
- - - - - - - - 1,630.00 75 31DEC2020 750 258.50 799.95 225 25.00 685.00 30.84 1 75 837,000
1,050 - - - 760.00 - - - - - 24JUN2021 - - 1,440.00 75 - 1,240.00 - - - 4,650
- - - - - - - - - - 30DEC2021 - - - - - 1,216.00 - - - 825
Total 4,740,675 1,884,642 644,804 1,875,900 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.