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
987,000 241,500 248,093 - 0.05 -10.60 - - 0.05 19,050 4JUN2020 375 216.10 224.15 375 28.70 221.20 - 3,264 6,675 16,350
73,125 47,625 7,247 25.04 61.90 -33.95 75 61.90 62.00 75 11JUN2020 75 291.90 305.90 150 25.45 303.55 33.21 16 225 525
- - - - - - 225 13.05 173.40 225 18JUN2020 7,350 170.30 489.40 7,350 - - - - - -
38,925 18,375 971 23.46 155.00 -25.90 75 151.25 155.00 75 25JUN2020 75 380.95 423.65 525 30.80 397.00 31.97 35 1,050 5,625
- - - - - - 3,000 0.10 548.00 7,350 2JUL2020 6,600 0.10 816.00 7,350 - - - - - -
- - - - - - - - 362.95 7,350 9JUL2020 - - 637.80 7,350 - - - - - -
- - - - - - - - 362.05 7,350 16JUL2020 - - 639.25 7,350 - - - - - -
- - - - - - 150 0.05 - - 23JUL2020 - - - - - - - - - -
- - - - - - 225 10.60 - - 30JUL2020 - - 645.60 7,350 - - - - - -
- - - - - - 75 59.00 569.35 7,350 27AUG2020 - - 812.25 7,350 - - - - - -
Total 1,099,050 256,311 3,315 22,500 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.