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
5,120,925 2,235,750 1,562,435 - 0.05 -10.60 - - 0.05 522,375 23JAN2020 375 19.40 19.75 300 -70.30 19.80 - 532,650 -322,575 734,625
3,156,600 144,675 207,840 10.45 71.95 9.65 150 71.50 71.95 825 30JAN2020 525 74.10 74.85 4,500 -42.95 74.10 11.26 124,710 416,475 2,757,075
120,900 9,750 2,928 15.87 164.50 17.15 150 163.65 164.80 75 6FEB2020 150 153.65 156.00 3,150 -37.70 156.00 17.78 2,385 27,750 62,625
300 150 3 15.30 204.00 -99.40 75 184.90 200.75 75 13FEB2020 75 140.10 189.90 150 - 190.00 - - - 300
- - - - - - 75 154.85 - - 20FEB2020 750 101.10 - - - - - - - -
1,125,225 18,075 2,755 13.00 246.70 15.80 750 245.70 247.40 750 27FEB2020 150 212.00 212.95 75 -34.65 212.40 17.20 2,338 36,900 287,550
- - - - - - - - - - 5MAR2020 - - - - - - - - - -
- - - - - - 75 183.00 393.40 4,875 12MAR2020 - - - - - - - - - -
- - - - - - 75 200.65 393.90 4,875 19MAR2020 - - - - - - - - - -
39,000 150 74 10.87 324.95 23.25 150 319.70 325.40 300 26MAR2020 75 258.00 260.00 75 -22.05 261.20 17.35 158 1,350 32,775
- - - - - - - - - - 25JUN2020 750 147.40 - - - 1,114.00 - - - 9,450
- - - - - - - - - - 24SEP2020 750 194.80 - - - - - - - -
75 - - - 1,505.00 - - - - - 31DEC2020 750 300.05 - - - - - - - -
450 - - - 1,363.00 - - - - - 24JUN2021 750 253.25 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 327.05 - - - 662.00 - - - 65,700
- - - - - - - - - - 30JUN2022 750 354.80 - - - 682.00 - - - 2,775
- - - - - - - - - - 29DEC2022 75 640.00 718.75 450 10.60 744.10 26.56 61 4,575 20,025
- - - - - - - - - - 29JUN2023 75 405.50 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 381.15 - - - - - - - -
- - - - - - - - - - 27JUN2024 825 358.00 - - - - - - - -
Total 9,563,475 1,776,035 662,302 3,972,900 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.