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
7,500 1,950 115 - 0.15 -0.25 - - 0.05 3,450 4JUN2020 450 1,401.10 1,531.00 75 - - - - - -
189,375 120,675 2,691 38.33 1.00 -0.95 450 0.90 1.00 2,550 11JUN2020 7,350 1,382.80 1,636.45 7,350 - - - - - -
600 600 8 33.69 5.75 -6.45 300 2.25 5.40 300 18JUN2020 7,350 1,380.60 1,659.60 7,350 - - - - - -
789,300 48,450 9,050 27.39 6.05 -2.25 450 5.85 6.05 2,250 25JUN2020 300 1,479.80 1,487.85 375 43.85 1,485.80 48.49 164 -75 231,675
- - - - - - 1,800 0.40 99.00 300 2JUL2020 7,350 1,383.55 1,705.70 7,350 - - - - - -
- - - - - - 150 0.60 55.00 300 9JUL2020 7,350 1,384.40 1,692.40 7,350 - - - - - -
- - - - - - - - 51.50 7,350 16JUL2020 7,350 1,382.80 1,687.40 7,350 - - - - - -
- - - - - - - - - - 23JUL2020 7,350 1,382.80 1,813.90 7,350 - - - - - -
18,150 7,800 228 20.44 24.00 -5.20 75 22.00 24.00 675 30JUL2020 150 1,495.00 1,510.55 75 115.00 1,495.00 39.19 13 900 1,650
900 825 17 18.56 45.00 -8.10 75 41.00 49.70 75 27AUG2020 7,350 1,376.25 1,693.00 7,350 - - - - - -
150 - - - 100.00 - 75 70.10 137.95 750 24SEP2020 - - - - - - - - - -
229,125 1,500 100 15.59 185.00 -18.00 75 177.00 184.40 150 31DEC2020 900 1,517.55 1,538.30 150 25.75 1,525.00 33.65 19 975 629,475
40,275 75 40 16.01 520.00 -82.50 450 350.05 520.00 4,500 24JUN2021 750 980.05 1,735.00 75 - 1,470.00 - - - 6,525
62,175 - - - 1,938.00 - - - - - 30DEC2021 - - 2,229.95 150 - 2,230.00 - - - 900
- - - - - - - - - - 30JUN2022 - - 1,675.10 600 - 1,850.00 - - - 30,375
- - - - - - - - - - 29DEC2022 - - 1,830.00 75 - 1,590.55 - - - 975
Total 1,337,550 12,249 196 901,575 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.