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
16,875 7,125 500 - 0.05 -0.45 - - 0.05 9,375 4JUN2020 7,350 647.45 844.15 75 - - - - - -
12,600 9,900 339 29.01 4.50 -6.55 75 4.40 4.50 1,950 11JUN2020 7,350 766.75 933.15 7,350 - - - - - -
- - - - - - 75 2.60 55.95 7,350 18JUN2020 7,350 739.25 965.85 7,350 - - - - - -
3,525 300 70 23.51 27.10 -7.00 75 20.45 27.80 75 25JUN2020 975 803.00 898.30 1,125 116.95 866.95 37.22 2 - 150
- - - - - - 375 0.10 - - 2JUL2020 7,350 763.30 1,187.55 7,350 - - - - - -
- - - - - - - - 312.95 7,350 9JUL2020 7,350 766.75 1,206.60 7,350 - - - - - -
- - - - - - - - 177.45 7,350 16JUL2020 7,350 763.25 1,102.85 7,350 - - - - - -
- - - - - - - - - - 23JUL2020 7,350 766.35 1,104.30 7,350 - - - - - -
- - - - - - 225 10.15 - - 30JUL2020 7,350 751.10 1,095.20 7,350 - - - - - -
- - - - - - - - 296.55 7,350 27AUG2020 7,350 750.70 1,204.55 7,350 - - - - - -
Total 33,000 909 2 150 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.