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
217,650 -1,104,675 458,112 - 80.50 36.20 11,250 80.50 80.60 2,175 23JAN2020 - - 0.05 603,750 -23.95 0.05 - 1,147,529 2,762,400 4,147,650
1,022,925 -37,050 74,232 10.33 132.60 19.15 150 133.90 135.90 750 30JAN2020 750 37.80 38.15 450 -29.70 38.05 11.81 150,635 816,675 2,257,050
12,750 3,750 371 16.46 227.00 24.95 150 219.00 232.50 150 6FEB2020 75 118.00 123.80 150 -28.85 119.95 18.58 1,004 12,150 27,975
- - - - - - 1,050 102.45 - - 13FEB2020 750 38.50 - - - - - - - -
- - - - - - 1,050 25.20 - - 20FEB2020 750 1.70 - - - - - - - -
79,125 13,350 1,366 12.87 305.40 19.65 750 303.25 305.95 600 27FEB2020 750 170.45 172.00 75 -31.15 172.00 17.29 2,902 43,050 191,775
- - - - - - 75 254.45 - - 5MAR2020 - - - - - - - - - -
- - - - - - - - 451.75 4,875 12MAR2020 - - - - - - - - - -
- - - - - - - - 458.70 4,875 19MAR2020 - - - - - - - - - -
3,900 2,175 49 10.30 380.00 17.70 375 379.50 385.95 150 26MAR2020 150 213.00 221.60 75 -31.60 219.70 17.26 117 3,750 7,350
- - - - - - 750 496.45 - - 25JUN2020 750 121.75 - - - - - - - -
- - - - - - - - - - 24SEP2020 750 168.90 - - - - - - - -
600 - - - 1,565.00 - - - - - 31DEC2020 750 199.90 - - - - - - - -
225 - - - 2,085.00 - - - - - 24JUN2021 750 229.70 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 316.55 - - - 690.75 - - - 48,525
- - - - - - - - - - 30JUN2022 750 346.05 - - - 642.00 - - - 6,675
- - - - - - - - - - 29DEC2022 75 403.10 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 381.05 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 359.40 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 338.15 - - - - - - - -
Total 1,337,175 534,130 1,302,187 6,687,000 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.