Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11300.45   As on Aug 13, 2020 15:30:21 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
27,525 -35,625 605 - 0.10 -0.55 - - 0.05 525 13AUG2020 75 925.95 1,019.50 975 - 1,036.20 - - - 150
79,875 68,550 1,100 24.91 1.10 -0.90 3,000 1.10 1.15 1,050 20AUG2020 150 967.30 1,001.30 75 - - - - - -
147,825 -10,575 741 20.07 3.35 -1.25 75 3.25 3.80 75 27AUG2020 1,200 926.30 984.60 75 -16.75 962.45 24.19 10 300 10,575
75 - - - 63.00 - 1,200 0.40 15.00 75 3SEP2020 7,350 889.85 1,134.65 7,350 - - - - - -
- - - - - - - - - - 10SEP2020 7,350 866.45 1,171.85 7,350 - - - - - -
- - - - - - - - - - 17SEP2020 7,350 871.20 1,711.15 7,350 - - - - - -
114,825 26,250 579 15.00 20.00 -9.95 1,725 20.00 22.95 150 24SEP2020 375 914.35 1,083.70 7,350 - - - - - -
- - - - - - - - 445.85 7,350 1OCT2020 7,350 880.20 1,331.95 7,350 - - - - - -
- - - - - - - - 230.15 7,350 8OCT2020 7,350 867.85 1,271.70 7,350 - - - - - -
- - - - - - 750 46.30 249.00 150 29OCT2020 7,350 863.10 1,438.40 7,350 - - - - - -
375 - - - 1,532.00 - 750 88.05 319.85 150 31DEC2020 - - - - - - - - - -
- - - - - - - - - - 30DEC2021 - - 2,137.10 150 - 1,897.95 - - - 75
- - - - - - - - - - 30JUN2022 - - 2,210.60 75 - 1,479.85 - - - 5,250
- - - - - - - - - - 29DEC2022 - - 2,262.25 75 - 1,452.15 - - - 6,000
Total 370,500 3,025 10 22,050 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.