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
1,409,625 -190,050 76,215 - 0.05 -1.40 - - 0.05 37,050 20FEB2020 150 219.00 219.40 675 49.55 219.00 - 5,805 -57,750 48,225
2,713,050 300,975 119,524 10.21 10.95 -13.00 2,850 10.95 11.00 3,825 27FEB2020 300 225.30 229.15 825 48.25 228.60 15.23 13,534 32,250 594,225
67,050 37,050 3,456 10.08 33.30 -18.15 75 33.05 33.35 75 5MAR2020 75 238.05 253.15 75 34.90 238.00 14.19 31 1,275 1,725
1,350 525 23 9.92 56.00 -13.40 75 52.50 56.00 75 12MAR2020 4,875 163.75 324.80 150 - - - - - -
- - - - - - 150 1.00 131.50 4,875 19MAR2020 4,875 155.60 373.25 4,875 - - - - - -
356,325 33,825 5,689 9.31 94.50 -24.70 675 94.25 95.00 900 26MAR2020 750 296.75 300.60 150 29.55 299.15 16.34 943 29,100 135,825
- - - - - - - - 225.90 4,875 1APR2020 - - - - - - - - - -
- - - - - - - - 323.30 4,875 9APR2020 - - - - - - - - - -
- - - - - - 75 102.25 226.15 4,875 16APR2020 - - 569.00 4,875 - - - - - -
23,850 -2,025 187 8.27 181.75 -26.80 75 181.25 185.00 75 30APR2020 150 326.75 377.60 150 10.00 330.00 15.99 5 150 1,500
- - - - - - 750 235.05 - - 25JUN2020 750 126.85 - - - 453.90 - - - 1,725
- - - - - - 750 385.05 - - 24SEP2020 - - - - - - - - - -
375 - - - 1,532.00 - - - - - 31DEC2020 750 238.25 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 319.05 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 357.60 - - - 1,411.00 - - - 38,100
- - - - - - - - - - 30JUN2022 750 345.05 - - - 511.40 - - - 5,175
- - - - - - - - - - 29DEC2022 750 476.05 - - - 725.00 - - - 11,325
- - - - - - - - - - 29JUN2023 750 396.05 - - - - - - - -
- - - - - - - - - - 28DEC2023 750 409.55 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 498.65 - - - - - - - -
- - - - - - - - - - 26DEC2024 75 474.00 - - - - - - - -
Total 4,571,625 205,094 20,318 837,825 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.