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
168,375 -6,675 15,737 - 0.05 -3.05 - - 0.05 52,425 4JUN2020 3,000 390.10 449.90 3,000 69.70 444.70 - 11 675 1,200
53,250 45,075 2,995 26.11 26.20 -19.50 75 26.05 28.60 75 11JUN2020 150 431.95 488.95 150 -1,639.10 459.50 34.99 1 75 75
- - - - - - 225 3.70 438.35 225 18JUN2020 7,350 374.30 597.35 7,350 - - - - - -
17,550 8,100 392 23.34 91.50 -19.85 75 90.05 99.70 75 25JUN2020 75 485.00 541.55 75 22.75 520.25 31.39 3 150 375
- - - - - - 3,075 0.10 - - 2JUL2020 7,350 374.85 1,022.05 7,350 - - - - - -
- - - - - - - - 310.35 7,350 9JUL2020 7,350 374.85 799.40 7,350 - - - - - -
- - - - - - - - 310.35 7,350 16JUL2020 7,350 371.05 800.20 7,350 - - - - - -
- - - - - - 150 0.05 - - 23JUL2020 7,350 376.65 800.85 7,350 - - - - - -
75 - - - 500.00 - 150 11.55 268.70 150 30JUL2020 7,350 377.95 804.50 7,350 - - - - - -
- - - - - - 150 20.10 570.85 7,350 27AUG2020 - - 1,016.15 7,350 - - - - - -
Total 239,250 19,124 15 1,650 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.