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
3,150 75 44 - 0.05 -0.45 - - 0.05 1,950 4JUN2020 7,350 650.15 1,092.80 7,350 - - - - - -
15,525 7,950 201 30.67 3.55 -5.50 75 3.15 3.65 1,125 11JUN2020 7,350 855.30 1,034.50 7,350 - - - - - -
- - - - - - 75 2.20 46.10 7,350 18JUN2020 7,350 831.40 1,058.65 7,350 - - - - - -
9,000 3,225 75 23.91 20.50 -7.35 75 18.70 20.45 75 25JUN2020 75 898.75 959.80 75 - - - - - -
- - - - - - - - - - 2JUL2020 7,350 853.40 1,252.35 7,350 - - - - - -
- - - - - - - - - - 9JUL2020 7,350 853.50 1,316.85 7,350 - - - - - -
- - - - - - - - 165.90 7,350 16JUL2020 7,350 853.40 1,201.60 7,350 - - - - - -
- - - - - - - - - - 23JUL2020 7,350 853.50 1,202.45 7,350 - - - - - -
- - - - - - 225 3.15 - - 30JUL2020 7,350 851.10 1,211.10 7,350 - - - - - -
- - - - - - - - 296.55 7,350 27AUG2020 7,350 832.55 1,314.80 7,350 - - - - - -
Total 27,675 320 - - Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.