Option Chain (Equity Derivatives)

Underlying Index: NIFTY 12180.35   As on Jan 23, 2020 15:30:29 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
- - - - - - 1,575 1,649.40 1,706.50 1,575 23JAN2020 - - 0.10 300 - 0.60 - - - 450
625,425 -25,650 410 - 1,697.10 56.55 75 1,694.40 1,697.95 75 30JAN2020 900 0.75 0.80 2,100 0.15 0.80 40.97 1,282 -34,725 601,950
- - - - - - 6,075 1,510.20 1,894.50 1,200 6FEB2020 3,000 0.10 - - - - - - - -
- - - - - - 6,075 1,487.35 1,935.30 1,200 13FEB2020 750 0.25 - - - - - - - -
- - - - - - 6,075 1,493.15 1,844.55 1,200 20FEB2020 900 0.05 - - - - - - - -
36,150 16,275 240 - 1,722.95 50.05 75 1,720.00 1,726.95 75 27FEB2020 1,725 4.65 4.75 225 -0.70 4.65 23.73 489 17,850 43,650
- - - - - - 4,875 1,485.95 1,913.90 4,875 5MAR2020 - - - - - - - - - -
51,450 - - - 1,799.00 - 75 1,745.65 1,909.90 4,875 26MAR2020 300 14.10 15.35 75 -1.50 15.00 22.23 33 675 48,525
- - - - - - 150 1,731.10 2,054.70 75 25JUN2020 10,500 18.60 - - - 26.05 - - - 16,350
- - - - - - - - 2,423.95 75 24SEP2020 4,500 39.55 - - - - - - - -
23,850 75 2 - 2,146.25 27.75 75 2,142.50 2,183.30 75 31DEC2020 75 115.15 120.90 150 -1.00 121.00 20.79 76 5,250 659,325
5,025 - - - 1,730.00 - - - - - 24JUN2021 750 30.75 - - - 224.95 - - - 327,600
- - - - - - - - - - 30DEC2021 750 44.30 - - - 250.00 - - - 85,500
- - - - - - - - - - 30JUN2022 750 53.30 - - - - - - - -
- - - - - - - - - - 29DEC2022 750 59.75 - - - 541.50 - - - 750
- - - - - - - - - - 29JUN2023 75 116.70 - - - - - - - -
- - - - - - - - - - 28DEC2023 750 66.30 - - - - - - - -
- - - - - - - - - - 27JUN2024 750 68.30 - - - - - - - -
- - - - - - - - - - 26DEC2024 750 67.75 - - - - - - - -
Total 741,900 652 1,880 1,784,100 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.