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
1,200 -1,575 41 - 344.75 -39.55 375 315.90 331.15 150 20FEB2020 - - 0.05 2,475 -0.85 0.05 - 1,564 -49,200 78,750
16,800 -1,125 41 - 339.35 -59.00 75 326.95 337.95 75 27FEB2020 150 4.65 4.90 300 -3.95 4.95 13.30 8,964 52,125 217,275
- - - - - - 4,875 284.35 419.00 4,875 5MAR2020 150 14.30 24.95 225 - - - - - -
- - - - - - 4,875 289.15 484.30 4,875 12MAR2020 - - 119.95 750 - - - - - -
- - - - - - 4,875 288.95 501.55 4,875 19MAR2020 - - - - - - - - - -
- - - - - - 525 339.20 465.80 525 26MAR2020 75 78.15 80.95 75 6.30 80.35 16.35 269 -75 8,475
- - - - - - 4,875 289.45 606.20 4,875 1APR2020 - - - - - - - - - -
- - - - - - 4,875 297.40 607.05 4,875 9APR2020 - - - - - - - - - -
- - - - - - 4,875 279.10 623.70 4,875 16APR2020 - - - - - - - - - -
- - - - - - - - 616.00 4,875 30APR2020 - - - - - - - - - -
Total 18,000 82 10,797 304,500 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.