Option Chain (Equity Derivatives)

Underlying Index: NIFTY 12180.35   As on Jan 23, 2020 15:30:29 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
1,719,000 -128,400 327,323 - 0.05 -4.90 - - 0.05 161,775 23JAN2020 75 69.40 69.70 75 -63.15 69.65 - 52,264 -557,850 93,975
638,175 108,225 54,542 10.35 48.90 4.80 75 48.45 48.90 675 30JAN2020 750 100.40 102.00 1,500 -46.85 102.00 11.34 9,059 30,150 194,475
10,275 4,650 258 16.20 143.00 16.35 75 135.00 144.60 150 6FEB2020 600 143.80 205.60 225 - - - - - -
- - - - - - 4,875 102.90 - - 13FEB2020 750 120.05 - - - - - - - -
- - - - - - 225 0.05 - - 20FEB2020 750 0.05 - - - - - - - -
3,675 525 40 13.10 221.05 10.60 150 216.60 224.00 150 27FEB2020 150 217.65 236.90 150 -41.10 229.80 16.82 7 375 900
- - - - - - 4,875 110.30 - - 12MAR2020 - - - - - - - - - -
- - - - - - 4,875 127.65 385.00 4,875 19MAR2020 - - - - - - - - - -
- - - - - - 150 231.10 375.40 4,875 26MAR2020 75 221.00 - - - - - - - -
Total 2,371,125 382,163 61,330 289,350 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.