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
2,105,625 535,575 291,068 - 0.05 -7.30 - - 0.05 25,350 4JUN2020 375 260.60 272.45 375 27.35 269.85 - 9,453 -50,250 17,100
673,575 455,400 53,326 25.33 50.45 -27.65 975 50.00 51.00 75 11JUN2020 750 332.05 339.85 75 27.00 335.00 32.55 1,254 26,100 33,000
22,200 19,875 436 24.87 102.60 -29.60 150 101.50 104.50 150 18JUN2020 150 331.05 444.85 150 - - - - - -
575,025 -225 19,415 23.34 136.00 -26.75 300 135.05 137.45 225 25JUN2020 150 419.65 426.85 75 33.95 422.00 31.40 3,156 90,825 141,675
- - - - - - 1,200 11.00 549.05 7,350 2JUL2020 7,350 219.60 870.85 7,350 - - - - - -
- - - - - - - - 305.75 7,350 9JUL2020 - - 641.80 7,350 - - - - - -
- - - - - - - - 304.15 7,350 16JUL2020 - - 639.90 7,350 - - - - - -
- - - - - - - - - - 23JUL2020 - - - - - - - - - -
6,375 1,950 154 19.83 258.75 -28.20 75 252.60 262.00 75 30JUL2020 375 380.65 567.70 75 43.20 550.00 31.16 1 75 225
- - - - - - 750 47.60 568.65 7,350 27AUG2020 750 201.80 867.20 7,350 - - - - - -
1,650 - - - 524.00 - - - 1,510.90 825 31DEC2020 750 281.85 899.95 825 35.00 745.00 29.82 1 75 275,700
600 - - - 800.00 - - - - - 24JUN2021 - - - - - 1,940.00 - - - 9,600
- - - - - - - - - - 30DEC2021 - - - - - 1,427.00 - - - 600
Total 3,385,050 364,399 13,865 477,900 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.