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
2,993,925 897,825 840,244 - 0.05 -17.20 - - 0.05 158,850 4JUN2020 375 165.65 170.85 1,425 22.30 171.20 - 79,783 -180,075 54,675
1,045,875 617,550 72,518 24.79 75.65 -36.00 150 75.65 76.00 1,575 11JUN2020 525 257.35 261.50 150 22.75 261.00 31.35 6,078 32,175 86,550
9,375 6,750 210 24.73 136.15 -32.55 75 134.20 140.10 75 18JUN2020 75 304.40 334.35 300 96.55 310.00 30.22 4 75 75
617,475 78,825 25,453 23.44 174.45 -31.60 75 173.05 174.00 75 25JUN2020 75 355.50 360.00 375 22.65 356.00 30.72 5,261 -20,100 116,775
- - - - - - 300 3.20 548.00 7,350 2JUL2020 6,600 0.10 760.35 7,350 - - - - - -
- - - - - - - - 359.90 7,350 9JUL2020 - - 581.65 7,350 - - - - - -
- - - - - - - - 361.20 7,350 16JUL2020 - - 584.15 7,350 - - - - - -
- - - - - - - - - - 23JUL2020 - - - - - - - - - -
13,725 975 322 19.80 302.80 -24.60 75 291.30 310.40 75 30JUL2020 75 486.80 499.00 75 33.20 497.95 31.27 74 300 5,775
- - - - - - 750 70.70 570.85 7,350 27AUG2020 750 168.20 756.10 7,350 - - - - - -
300 - - - 628.00 - - - 1,570.00 75 31DEC2020 750 275.20 849.95 225 25.00 715.00 30.35 1 75 243,900
- - - - - - - - - - 24JUN2021 - - - - - 1,015.00 - - - 80,025
- - - - - - - - - - 30DEC2021 - - - - - 1,385.00 - - - 225
Total 4,680,675 938,747 91,201 588,000 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.