Option Chain (Equity Derivatives)

Underlying Index: NIFTY 12180.35   As on Jan 23, 2020 15:30:29 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
12,600 -825 210 - 380.35 59.90 75 380.45 381.40 300 23JAN2020 - - 0.05 7,950 -1.55 0.05 - 10,484 -35,475 451,800
195,300 5,100 479 - 401.00 41.30 75 400.30 404.00 75 30JAN2020 150 6.80 6.85 150 -5.95 6.85 15.69 40,564 210,225 2,223,150
375 150 2 18.23 461.00 51.00 75 437.85 468.20 75 6FEB2020 75 45.00 53.95 75 -19.35 45.05 19.77 833 26,700 35,400
- - - - - - 5,925 324.30 595.20 150 13FEB2020 750 10.95 - - - - - - - -
- - - - - - 4,875 330.95 592.85 4,875 20FEB2020 750 0.60 - - - - - - - -
31,125 2,250 92 10.29 510.00 30.45 75 512.70 522.45 600 27FEB2020 375 86.40 90.50 75 -17.50 88.05 17.95 2,838 56,925 273,375
- - - - - - 4,875 333.45 688.50 4,875 5MAR2020 - - - - - - - - - -
- - - - - - 4,875 333.45 682.60 4,875 12MAR2020 - - - - - - - - - -
- - - - - - 4,875 336.95 682.60 4,875 19MAR2020 - - - - - - - - - -
1,125 - - - 688.55 - 75 422.85 634.05 75 26MAR2020 75 124.85 135.30 75 -19.00 127.10 17.37 54 975 27,150
150 - - - 1,604.00 - - - - - 25JUN2020 750 63.60 - - - 200.00 - - - 29,775
- - - - - - - - - - 24SEP2020 750 105.85 - - - - - - - -
3,225 - - - 1,225.00 - 750 860.10 1,479.75 525 31DEC2020 750 136.65 - - - 890.00 - - - 2,025
2,100 - - - 1,500.00 - - - - - 24JUN2021 750 169.00 - - - - - - - -
12,975 - - - 2,261.15 - - - - - 30DEC2021 750 270.55 - - - - - - - -
12,900 - - - 2,556.20 - - - - - 30JUN2022 750 285.05 - - - 576.00 - - - 56,550
- - - - - - - - - - 29DEC2022 750 289.25 - - - 745.00 - - - 3,000
- - - - - - - - - - 29JUN2023 750 279.55 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 299.05 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 283.15 - - - - - - - -
Total 271,875 783 54,773 3,102,225 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.