Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10061.55   As on Jun 03, 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
54,825 -55,650 5,346 75.32 0.20 -0.05 1,050 0.10 0.15 1,125 4JUN2020 8,475 982.75 1,360.10 7,350 - - - - - -
6,075 6,075 163 38.17 4.90 -366.25 75 3.20 4.50 150 11JUN2020 7,350 1,101.65 1,370.65 7,350 - - - - - -
- - - - - - 600 0.60 60.00 150 18JUN2020 7,350 1,111.25 1,409.10 7,350 - - - - - -
98,550 38,475 3,657 26.23 12.25 1.90 75 11.50 13.85 75 25JUN2020 1,125 1,133.15 1,313.55 1,125 -173.70 1,220.90 36.49 7 -150 149,100
- - - - - - - - - - 2JUL2020 7,350 1,115.90 1,451.85 7,350 - - - - - -
- - - - - - - - 186.50 7,350 9JUL2020 7,350 1,115.90 1,473.10 7,350 - - - - - -
- - - - - - - - 151.25 7,350 16JUL2020 7,350 1,109.15 1,482.70 7,350 - - - - - -
- - - - - - - - - - 23JUL2020 7,350 1,115.90 1,835.05 7,350 - - - - - -
- - - - - - 900 19.05 99.90 225 30JUL2020 7,350 1,158.05 1,446.95 7,350 - - - - - -
- - - - - - 450 22.40 - - 27AUG2020 7,350 1,091.70 - - - - - - - -
- - - - - - 900 0.45 - - 24SEP2020 - - - - - - - - - -
17,700 - - - 160.00 - - - - - 31DEC2020 75 1,038.05 1,489.95 600 -75.00 1,525.00 38.29 1 75 201,075
75 - - - 2,130.00 - - - - - 24JUN2021 - - - - - 2,754.75 - - - 1,425
- - - - - - - - - - 30DEC2021 - - - - - 1,927.00 - - - 675
- - - - - - - - - - 30JUN2022 - - 1,611.50 225 - 1,601.65 - - - 9,075
- - - - - - - - - - 29DEC2022 - - - - - 1,491.50 - - - 1,650
Total 177,225 9,166 8 363,000 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.