Option Chain (Equity Derivatives)

Underlying Index: NIFTY 12080.85   As on Feb 20, 2020 15:30:37 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
1,221,675 -190,200 132,888 - 0.05 -3.45 - - 0.05 96,000 20FEB2020 375 168.75 168.85 2,550 50.60 168.85 - 10,927 -40,725 70,575
658,650 333,075 44,352 9.98 18.30 -18.30 1,125 17.70 18.00 75 27FEB2020 75 182.05 186.05 75 39.75 182.95 13.76 2,180 62,400 77,850
150 150 2 10.17 47.40 -267.10 1,125 43.05 47.35 150 5MAR2020 4,875 108.10 245.50 375 - - - - - -
150 75 2 10.97 84.00 -4.00 150 43.15 77.55 150 12MAR2020 300 1.00 297.80 75 - - - - - -
- - - - - - 150 1.00 155.75 4,875 19MAR2020 - - 343.05 4,875 - - - - - -
8,625 1,050 179 9.33 115.00 -26.00 225 106.15 117.65 75 26MAR2020 75 231.50 278.20 150 - - - - - -
- - - - - - 300 1.00 319.75 4,875 1APR2020 - - - - - - - - - -
- - - - - - - - 324.40 4,875 9APR2020 - - - - - - - - - -
- - - - - - - - 396.30 4,875 16APR2020 75 183.00 - - - - - - - -
- - - - - - - - - - 30APR2020 - - - - - - - - - -
Total 1,889,250 177,423 13,107 148,425 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.