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
658,725 -1,132,650 1,156,461 - 30.25 8.20 9,750 30.25 30.30 5,400 23JAN2020 - - 0.05 413,175 -51.50 0.05 - 1,145,859 3,022,875 3,780,375
402,825 81,900 43,829 10.66 101.30 16.00 75 100.05 101.30 525 30JAN2020 75 53.65 53.95 300 -36.20 53.95 11.57 52,256 330,450 605,700
3,675 1,500 113 15.22 185.75 10.65 75 181.50 200.20 75 6FEB2020 75 133.65 139.00 150 -51.60 133.40 17.80 188 525 1,950
- - - - - - 1,050 26.00 - - 13FEB2020 750 30.15 - - - - - - - -
- - - - - - 225 0.05 - - 20FEB2020 150 0.10 - - - - - - - -
4,350 3,000 84 13.02 276.30 13.50 225 271.10 281.10 150 27FEB2020 75 190.00 193.00 75 -31.10 193.00 17.35 76 2,325 3,675
- - - - - - - - - - 5MAR2020 - - - - - - - - - -
- - - - - - - - - - 12MAR2020 - - - - - - - - - -
- - - - - - - - 441.60 4,875 19MAR2020 - - - - - - - - - -
- - - - - - - - 449.90 4,875 26MAR2020 - - - - - - - - - -
Total 1,069,575 1,200,487 1,198,379 4,391,700 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.