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
1,837,950 477,150 165,682 22.37 6.00 -36.00 75 5.70 6.00 3,825 5MAR2020 300 606.70 612.70 75 404.05 607.50 37.89 5,925 -132,675 496,200
82,200 35,700 3,554 21.32 27.80 -53.85 75 25.75 28.65 75 12MAR2020 75 625.95 652.85 75 395.45 638.35 33.95 340 -14,550 7,425
2,325 1,200 75 18.43 38.00 -76.00 150 38.00 43.15 150 19MAR2020 4,875 546.45 - - - - - - - -
1,666,575 516,075 66,944 16.67 47.60 -87.00 2,400 47.00 47.65 1,200 26MAR2020 525 678.55 690.85 75 384.80 686.00 31.39 5,729 -159,900 2,235,450
- - - - - - 75 0.10 - - 1APR2020 4,875 547.45 - - - - - - - -
- - - - - - 1,575 1.00 - - 9APR2020 4,875 509.75 - - - - - - - -
- - - - - - - - - - 16APR2020 4,875 546.55 - - - - - - - -
- - - - - - 150 1.00 - - 23APR2020 4,875 513.75 - - - - - - - -
45,525 17,325 1,432 13.25 102.75 -125.65 75 102.00 105.95 375 30APR2020 75 678.95 686.05 225 338.15 685.70 25.08 271 -2,550 59,100
- - - - - - - - - - 28MAY2020 4,875 468.20 - - - - - - - -
150 - - - 1,604.00 - 75 135.00 - - 25JUN2020 750 616.60 - - - 233.90 - - - 12,225
3,225 - - - 1,225.00 - - - 1,141.65 75 31DEC2020 750 659.40 - - - 890.00 - - - 2,025
2,100 - - - 1,500.00 - - - - - 24JUN2021 75 299.10 - - - - - - - -
12,975 - - - 2,261.15 - - - - - 30DEC2021 75 340.05 - - - - - - - -
12,900 - - - 2,556.20 - - - - - 30JUN2022 75 359.05 - - - 549.00 - - - 56,325
- - - - - - - - - - 29DEC2022 75 388.70 - - - 689.90 - - - 4,200
- - - - - - - - - - 29JUN2023 75 342.00 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 409.55 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 377.55 - - - - - - - -
- - - - - - - - - - 26DEC2024 75 369.15 - - - - - - - -
Total 3,665,925 237,687 12,265 2,872,950 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.