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
445,875 -22,650 11,537 - 0.05 -0.85 - - 0.05 110,625 4JUN2020 7,350 617.50 696.05 975 0.75 643.05 - - - 225
421,050 266,250 25,325 27.81 8.60 -9.20 1,350 8.15 8.85 75 11JUN2020 375 674.80 710.95 75 - - - - - -
- - - - - - 300 10.35 38.40 450 18JUN2020 7,350 608.05 808.45 7,350 - - - - - -
633,150 346,650 19,468 22.73 40.00 -15.15 75 39.70 42.00 3,975 25JUN2020 75 630.85 744.95 75 43.95 722.75 33.69 40 225 10,350
- - - - - - 300 15.00 285.00 300 2JUL2020 7,350 625.05 1,007.95 7,350 - - - - - -
- - - - - - - - 312.95 7,350 9JUL2020 7,350 623.75 1,024.65 7,350 - - - - - -
- - - - - - - - 177.45 7,350 16JUL2020 7,350 630.95 938.15 7,350 - - - - - -
- - - - - - - - - - 23JUL2020 7,350 623.75 938.95 7,350 - - - - - -
1,500 1,200 26 21.04 143.00 10.50 150 102.45 144.00 150 30JUL2020 375 625.55 1,447.30 150 - 730.00 - - - 75
- - - - - - 225 82.50 - - 27AUG2020 7,350 614.50 - - - - - - - -
- - - - - - 225 55.05 - - 24SEP2020 - - - - - - - - - -
1,050 - - - 1,878.00 - - - - - 31DEC2020 750 694.30 1,199.95 300 - 1,600.00 - - - 3,750
71,175 - - - 542.00 - 75 666.00 1,772.00 75 24JUN2021 - - 1,812.35 75 - 1,568.00 - - - 15,600
69,900 - - - 2,500.00 - - - - - 30DEC2021 - - 1,927.15 75 - 1,524.00 - - - 9,825
- - - - - - - - - - 30JUN2022 - - - - - 1,521.00 - - - 900
Total 1,643,700 56,356 40 40,725 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.