Option Chain (Equity Derivatives)

Underlying Index: NIFTY 12080.85   As on Feb 20, 2020 15:30:37 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
4,086,075 2,156,550 1,434,812 - 0.05 -23.50 - - 0.05 56,850 20FEB2020 1,950 68.90 69.25 525 26.30 68.90 - 618,784 -622,125 149,925
1,188,300 716,025 80,560 9.44 42.80 -34.35 1,050 42.80 43.15 75 27FEB2020 1,575 110.10 111.10 900 27.50 111.35 12.84 41,761 158,925 316,200
24,450 19,575 942 9.68 81.10 -31.45 150 81.10 82.25 150 5MAR2020 450 139.55 146.05 75 23.60 139.55 13.49 213 2,325 3,750
75 75 1 11.52 133.50 -244.95 75 77.00 157.50 225 12MAR2020 - - 272.85 4,875 - - - - - -
- - - - - - 150 3.20 201.50 4,875 19MAR2020 - - 276.50 4,875 - - - - - -
9,975 6,900 259 8.96 158.20 -34.50 75 158.00 163.60 150 26MAR2020 150 209.45 214.00 375 21.85 214.00 15.88 414 6,450 10,050
- - - - - - - - 537.20 75 1APR2020 - - - - - - - - - -
- - - - - - - - 347.05 4,875 9APR2020 750 0.10 - - - - - - - -
- - - - - - - - 346.80 4,875 16APR2020 75 130.55 - - - - - - - -
- - - - - - - - 334.90 4,875 30APR2020 - - - - - - - - - -
Total 5,308,875 1,516,574 661,172 479,925 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.