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
417,450 -213,375 15,375 - 0.05 -1.25 - - 0.05 42,225 4JUN2020 3,000 540.10 596.05 975 43.20 552.75 - 2 75 150
419,925 294,300 28,305 27.13 13.50 -12.25 750 13.50 13.80 6,675 11JUN2020 375 580.45 615.70 75 - - - - - -
375 375 6 24.79 37.00 -721.95 900 32.05 35.50 75 18JUN2020 7,350 515.50 714.20 7,350 - - - - - -
489,375 72,375 17,930 23.00 57.00 -16.30 75 56.55 57.50 900 25JUN2020 75 620.30 687.10 1,275 37.45 634.55 32.14 102 1,350 35,475
- - - - - - 375 15.00 285.00 300 2JUL2020 7,350 501.75 914.75 7,350 - - - - - -
- - - - - - - - 312.95 7,350 9JUL2020 7,350 503.20 920.65 7,350 - - - - - -
- - - - - - - - 213.15 7,350 16JUL2020 7,350 504.55 864.85 7,350 - - - - - -
- - - - - - - - - - 23JUL2020 7,350 503.20 - - - - - - - -
2,400 2,025 43 19.94 155.00 -45.00 150 146.45 177.25 150 30JUL2020 375 527.75 856.15 7,350 50.00 700.00 29.22 1 75 150
- - - - - - 75 82.50 - - 27AUG2020 7,350 483.55 - - - - - - - -
300 - - - 1,962.00 - - - 1,346.00 75 31DEC2020 750 648.70 - - - 1,700.00 - - - 10,575
66,375 - - - 829.00 - 75 698.00 1,821.65 75 24JUN2021 - - - - - 2,300.00 - - - 7,425
65,550 - - - 957.45 - 525 1,035.60 2,234.40 75 30DEC2021 - - 1,866.40 825 - 1,002.00 - - - 11,700
Total 1,461,750 61,659 105 65,475 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.