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
421,725 -30,750 45,474 - 0.05 -5.40 - - 0.05 48,525 4JUN2020 3,000 290.10 349.90 3,000 41.20 319.90 - 110 -3,525 4,725
79,350 58,575 6,994 25.90 42.00 -23.30 75 38.10 43.40 75 11JUN2020 75 366.50 409.95 75 - - - - - -
- - - - - - 225 3.70 112.40 225 18JUN2020 7,350 284.05 523.35 7,350 - - - - - -
16,200 4,575 581 22.89 115.75 -27.95 75 101.00 127.80 75 25JUN2020 75 424.85 459.05 75 62.95 452.95 31.33 19 1,050 2,325
- - - - - - 300 3.15 548.00 7,350 2JUL2020 7,350 269.00 913.55 7,350 - - - - - -
- - - - - - - - 306.15 7,350 9JUL2020 7,350 271.25 684.55 7,350 - - - - - -
- - - - - - - - 304.25 7,350 16JUL2020 - - 683.35 7,350 - - - - - -
- - - - - - 150 0.05 - - 23JUL2020 - - - - - - - - - -
- - - - - - 225 5.40 - - 30JUL2020 - - 686.05 7,350 - - - - - -
- - - - - - - - 570.85 7,350 27AUG2020 - - 906.45 7,350 - - - - - -
Total 517,275 53,049 129 7,050 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.