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
48,375 28,650 844 - 0.05 -0.65 - - 0.05 7,725 4JUN2020 7,350 450.15 744.80 75 - - - - - -
55,200 36,450 1,187 28.54 7.35 -7.55 75 6.50 6.90 150 11JUN2020 7,350 676.50 825.00 7,350 - - - - - -
- - - - - - 75 3.60 68.30 7,350 18JUN2020 7,350 655.50 867.85 7,350 - - - - - -
9,900 3,150 154 23.32 36.85 -9.35 75 32.60 39.60 150 25JUN2020 1,200 732.60 798.40 1,200 116.25 766.25 34.28 1 - 150
- - - - - - - - - - 2JUL2020 7,350 676.10 1,069.55 7,350 - - - - - -
- - - - - - - - 312.95 7,350 9JUL2020 7,350 676.10 1,078.15 7,350 - - - - - -
- - - - - - - - 177.45 7,350 16JUL2020 7,350 668.55 992.95 7,350 - - - - - -
- - - - - - - - - - 23JUL2020 7,350 676.20 994.05 7,350 - - - - - -
- - - - - - 225 0.05 - - 30JUL2020 7,350 651.10 993.70 7,350 - - - - - -
- - - - - - 300 2.10 - - 27AUG2020 7,350 650.00 1,099.60 7,350 - - - - - -
Total 113,475 2,185 1 150 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.