Option Chain (Equity Derivatives)

Underlying Index: NIFTY 12080.85   As on Feb 20, 2020 15:30:37 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
75 - - - 437.40 - 1,275 422.00 440.00 1,500 20FEB2020 - - 0.10 3,150 -0.70 0.05 - 1,150 -10,650 70,875
11,625 -225 6 21.06 468.55 -10.15 75 410.65 453.95 75 27FEB2020 75 2.85 3.30 1,350 -2.90 3.05 14.90 4,093 57,825 264,900
- - - - - - 4,875 388.40 515.25 4,875 5MAR2020 150 7.30 17.00 75 - - - - - -
- - - - - - 4,875 381.00 586.30 4,875 12MAR2020 - - 89.95 750 - - - - - -
- - - - - - 4,875 381.00 606.55 4,875 19MAR2020 - - - - - - - - - -
- - - - - - 750 390.15 574.30 525 26MAR2020 150 52.05 80.10 150 -20.20 56.80 16.09 6 450 525
- - - - - - 4,875 375.50 683.65 4,875 1APR2020 - - - - - - - - - -
- - - - - - 4,875 375.00 683.65 4,875 9APR2020 3,000 1.00 - - - - - - - -
- - - - - - 4,875 378.25 705.50 4,875 16APR2020 - - - - - - - - - -
- - - - - - 4,875 384.75 686.45 4,875 30APR2020 1,800 11.50 - - - - - - - -
Total 11,700 6 5,249 336,300 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.