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
15,375 10,425 397 - 0.05 -0.20 - - 0.05 7,875 4JUN2020 7,350 1,051.35 1,309.20 7,350 - - - - - -
5,250 - 351 34.81 1.65 -2.45 75 1.75 2.40 75 11JUN2020 7,350 1,161.25 1,359.10 7,350 - - - - - -
- - - - - - 75 5.00 - - 18JUN2020 7,350 1,144.50 1,391.90 7,350 - - - - - -
975 525 21 25.78 10.20 -3.20 75 8.50 11.70 75 25JUN2020 75 1,176.60 1,301.00 75 - - - - - -
- - - - - - - - - - 2JUL2020 7,350 1,161.00 1,449.25 7,350 - - - - - -
- - - - - - - - 136.55 7,350 9JUL2020 7,350 1,157.90 1,472.95 7,350 - - - - - -
- - - - - - - - 88.60 7,350 16JUL2020 7,350 1,158.75 1,450.75 7,350 - - - - - -
- - - - - - - - - - 23JUL2020 7,350 1,161.00 1,526.20 7,350 - - - - - -
- - - - - - 75 2.00 - - 30JUL2020 7,350 1,041.15 1,430.30 7,350 - - - - - -
- - - - - - - - - - 27AUG2020 7,350 1,141.20 1,496.55 7,350 - - - - - -
Total 21,600 769 - - Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.