Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11250.55   As on Sep 21, 2020 15:30:28 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
2,983,125 -342,225 291,308 30.26 4.50 -4.55 75 4.50 4.75 225 24SEP2020 75 573.15 582.50 75 283.30 576.00 33.73 4,802 -9,750 144,150
360,825 2,400 29,954 20.35 13.90 -23.90 75 13.60 13.90 525 1OCT2020 75 552.25 773.80 75 251.05 563.35 21.66 519 14,250 19,350
19,500 15,300 1,872 18.59 29.45 -37.85 75 28.00 29.50 150 8OCT2020 75 525.75 635.90 75 - - - - - -
- - - - - - 75 5.00 384.00 75 15OCT2020 7,350 482.70 738.90 7,350 - - - - - -
- - - - - - - - - - 22OCT2020 7,350 432.60 - - - - - - - -
615,150 160,950 14,470 16.02 74.95 -73.90 600 73.60 74.95 3,675 29OCT2020 75 614.40 632.75 375 213.50 625.00 23.84 531 3,375 34,500
- - - - - - 1,500 0.50 - - 5NOV2020 7,350 462.65 1,088.20 7,350 - - - - - -
- - - - - - 75 0.10 - - 12NOV2020 7,350 459.20 - - - - - - - -
- - - - - - 975 0.10 - - 19NOV2020 7,350 471.30 - - - - - - - -
5,400 4,200 99 16.56 170.00 -98.60 75 150.45 176.00 75 26NOV2020 150 627.50 750.60 150 158.05 691.00 25.13 4 -150 300
3,525 - - - 422.00 - 750 215.05 419.90 75 31DEC2020 75 567.05 753.70 75 - 1,097.00 - - - 75
2,100 - - - 1,500.00 - - - - - 24JUN2021 - - - - - - - - - -
12,975 - - - 2,261.15 - - - - - 30DEC2021 - - - - - - - - - -
12,900 - - - 2,556.20 - - - - - 30JUN2022 - - 1,499.95 75 - 941.20 - - - 15,600
- - - - - - - - - - 29DEC2022 - - - - - 1,746.80 - - - 3,075
Total 4,015,500 337,703 5,856 217,050 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.