Option Chain (Equity Derivatives)

Underlying Index: NIFTY 8792.20   As on Apr 07, 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
129,000 9,825 5,123 123.80 0.40 -0.05 31,275 0.40 0.50 900 9APR2020 300 2,008.85 2,737.75 9,900 - - - - - -
25,575 11,550 413 67.44 4.50 2.50 225 2.90 3.95 75 16APR2020 - - - - - - - - - -
- - - - - - 150 2.00 19.00 150 23APR2020 9,900 1,890.10 3,406.40 9,900 - - - - - -
998,550 -166,575 9,864 46.80 10.45 4.15 150 8.70 10.45 1,275 30APR2020 75 2,095.10 2,124.95 75 -786.20 2,107.25 67.31 137 -6,150 285,900
- - - - - - 300 1.00 109.10 9,900 7MAY2020 9,900 1,899.70 3,848.70 9,900 - - - - - -
- - - - - - 150 0.30 396.55 9,900 14MAY2020 9,900 1,899.70 4,126.65 9,900 - - - - - -
171,000 6,525 826 40.16 37.65 8.55 300 37.00 37.30 75 28MAY2020 75 2,100.05 2,144.95 75 -727.95 2,155.65 - 16 150 141,075
219,075 14,925 564 37.31 76.50 18.80 75 71.00 76.95 75 25JUN2020 150 2,100.00 2,229.00 75 -551.00 2,350.00 - 27 -300 9,750
- - - - - - 750 26.05 - - 24SEP2020 - - - - - - - - - -
214,350 -1,125 172 27.75 289.00 61.85 75 285.05 295.00 75 31DEC2020 75 2,102.60 2,264.15 150 -784.55 2,085.45 46.78 64 -450 273,975
- - - - - - - - 2,509.25 1,800 25MAR2021 - - - - - - - - - -
8,025 - 9 - 770.00 -15.00 150 506.70 769.90 75 24JUN2021 75 1,602.00 2,288.95 750 -704.45 1,822.00 25.80 299 -22,425 39,000
- - - - - - - - - - 30DEC2021 75 1,610.00 2,399.00 75 -217.50 1,600.00 - 6 - 155,925
- - - - - - - - - - 30JUN2022 - - 2,500.00 75 - 1,655.00 - - - 5,100
- - - - - - - - - - 29DEC2022 - - 4,308.35 600 - 2,100.00 - - - 450
13,800 - - - 2,505.00 - - - - - 29JUN2023 - - - - - - - - - -
Total 1,779,375 16,971 549 911,175 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.