Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11201.75   As on Feb 28, 2020 15:30:31 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
1,749,675 106,725 208,553 21.86 10.80 -68.15 150 10.70 10.80 4,200 5MAR2020 1,650 512.25 518.00 75 371.95 514.20 35.23 18,511 -370,725 518,400
82,275 48,900 4,614 20.35 36.60 -85.85 75 34.65 37.75 150 12MAR2020 75 542.50 560.30 75 362.65 549.10 32.01 301 -7,125 15,450
825 825 19 18.60 55.90 -760.20 75 50.10 57.10 150 19MAR2020 5,625 422.55 - - - - - - - -
1,186,200 385,125 60,415 16.40 63.95 -114.15 75 63.05 64.15 150 26MAR2020 375 598.00 606.50 75 353.45 601.00 29.94 19,387 58,950 1,954,275
- - - - - - 75 10.00 - - 1APR2020 4,875 431.75 - - - - - - - -
- - - - - - - - - - 9APR2020 4,875 426.15 - - - - - - - -
- - - - - - - - - - 16APR2020 4,875 423.30 - - - - - - - -
- - - - - - 75 1.00 - - 23APR2020 4,875 424.65 - - - - - - - -
26,775 15,450 1,201 13.10 128.55 -148.00 300 126.80 135.00 450 30APR2020 150 606.95 627.20 150 301.40 610.55 24.35 237 375 247,350
- - - - - - - - - - 28MAY2020 300 451.00 - - - - - - - -
75 - - - 1,715.00 - 225 165.00 - - 25JUN2020 750 551.50 - - - 157.50 - - - 1,875
77,250 - - - 928.00 - - - - - 31DEC2020 750 608.35 - - - 255.50 - - - 75,075
51,600 - - - 1,618.00 - - - - - 24JUN2021 75 271.05 - - - 396.00 - - - 2,325
45,900 - - - 2,480.25 - - - - - 30DEC2021 75 308.80 - - - 702.00 - - - 69,150
- - - - - - - - - - 30JUN2022 75 345.05 - - - 601.00 - - - 22,425
- - - - - - - - - - 29DEC2022 75 585.45 - - - 679.95 - - - 600
- - - - - - - - - - 29JUN2023 75 320.60 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 369.15 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 355.05 - - - - - - - -
- - - - - - - - - - 26DEC2024 75 338.05 - - - - - - - -
Total 3,220,575 274,802 38,436 2,906,925 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.