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
1,562,400 -560,025 78,378 - 0.05 -2.30 - - 0.05 240,075 4JUN2020 3,000 440.10 471.15 150 43.65 474.20 - 532 -3,600 9,450
1,319,700 824,550 66,311 26.43 21.00 -16.05 300 21.00 21.40 2,925 11JUN2020 975 498.45 514.15 375 34.65 498.10 34.48 1,219 38,775 47,775
30,000 17,550 597 24.93 53.90 -18.95 75 51.95 54.00 900 18JUN2020 7,350 419.40 1,201.15 75 - - - - - -
1,598,325 271,800 52,391 23.08 77.55 -20.70 75 77.10 77.55 375 25JUN2020 75 561.60 565.15 75 41.10 563.40 32.34 3,056 -21,300 565,950
- - - - - - 1,200 7.00 230.00 300 2JUL2020 7,350 418.40 795.15 7,350 - - - - - -
- - - - - - - - 235.00 300 9JUL2020 7,350 414.75 767.45 7,350 - - - - - -
- - - - - - - - - - 16JUL2020 7,350 412.80 767.50 7,350 - - - - - -
- - - - - - - - - - 23JUL2020 7,350 413.30 - - - - - - - -
298,125 9,000 2,780 20.15 188.75 -19.20 75 185.15 189.85 300 30JUL2020 1,575 663.00 684.35 75 29.60 675.00 31.71 334 10,575 41,475
19,800 600 108 18.61 257.00 -17.35 75 252.00 257.00 75 27AUG2020 750 305.05 - - - - - - - -
- - - - - - 750 210.65 576.85 150 24SEP2020 - - - - - - - - - -
252,225 75 114 15.34 523.00 -41.15 75 517.00 525.00 75 31DEC2020 675 852.80 893.40 225 62.15 887.15 31.36 15 150 659,625
- - - - - - - - - - 25MAR2021 750 747.90 1,604.65 750 - - - - - -
900 - - - 550.00 - 75 730.00 1,299.95 75 24JUN2021 150 900.05 960.00 75 80.00 960.00 30.92 1 - 540,450
- - - - - - - - 2,283.25 75 30DEC2021 750 625.05 - - 20.00 920.00 29.33 1 - 462,600
- - - - - - - - - - 30JUN2022 75 801.00 1,294.80 75 10.00 960.00 30.26 1 75 153,300
- - - - - - - - - - 29DEC2022 75 1,140.00 1,199.95 75 90.00 1,150.00 34.29 4 225 306,300
Total 5,081,475 200,679 5,163 2,786,925 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.