Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10813.45   As on Jul 09, 2020 15:30:30 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
- - - - - - - - 0.25 4,800 9JUL2020 300 1,457.00 1,516.65 600 - - - - - -
2,925 2,550 50 34.89 0.75 -0.25 825 0.30 0.75 975 16JUL2020 375 1,401.60 1,646.05 375 - - - - - -
- - - - - - 3,600 0.20 7.90 900 23JUL2020 300 1,415.55 1,513.15 300 - - - - - -
7,350 3,825 93 23.17 3.00 0.45 75 2.60 3.15 600 30JUL2020 75 1,415.20 1,499.15 375 -39.00 1,565.00 55.81 10 -450 525
- - - - - - 300 0.20 - - 6AUG2020 7,350 1,387.70 1,852.30 7,350 - - - - - -
- - - - - - - - 164.45 75 13AUG2020 7,350 1,387.30 1,781.85 7,350 - - - - - -
- - - - - - - - - - 20AUG2020 7,350 1,386.60 1,896.95 7,350 - - - - - -
1,500 1,050 20 18.75 15.10 -2.85 150 11.10 15.10 75 27AUG2020 7,350 1,382.65 1,576.30 7,350 - 1,500.00 - - - 75
- - - - - - - - - - 3SEP2020 7,350 1,383.00 2,343.45 7,350 - - - - - -
- - - - - - 3,000 10.80 89.00 150 24SEP2020 7,350 1,383.40 1,698.95 7,350 - - - - - -
- - - - - - - - - - 30DEC2021 - - - - - 1,897.95 - - - 75
- - - - - - - - - - 30JUN2022 - - - - - 2,150.00 - - - 5,250
- - - - - - - - - - 29DEC2022 - - - - - 2,206.00 - - - 6,000
Total 11,775 163 10 11,925 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.