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
2,686,500 20,850 159,685 - 0.05 -2.95 - - 0.05 184,500 23JAN2020 75 119.50 119.70 1,800 -63.45 119.50 - 27,263 -474,225 120,825
3,279,600 -95,700 159,727 10.27 31.55 1.80 300 31.55 32.00 7,200 30JAN2020 750 134.65 136.40 300 -48.90 136.00 11.62 39,634 285,450 1,821,300
192,900 13,200 2,959 15.97 118.65 9.40 75 116.70 118.70 1,725 6FEB2020 75 202.55 213.90 75 -56.15 195.35 16.36 327 16,125 30,375
225 75 12 14.81 149.35 -0.70 75 138.90 150.45 75 13FEB2020 750 184.05 - - - - - - - -
- - - - - - 225 1.60 - - 20FEB2020 750 3.05 - - - - - - - -
233,775 23,850 3,430 13.10 195.70 12.35 750 194.05 195.95 75 27FEB2020 750 257.25 260.95 675 -38.30 260.95 17.25 1,267 29,925 196,050
- - - - - - 2,250 0.05 - - 5MAR2020 - - - - - - - - - -
- - - - - - 75 146.75 - - 12MAR2020 - - - - - - - - - -
14,700 300 42 11.13 272.00 17.50 75 267.55 271.00 75 26MAR2020 150 298.45 300.90 75 -23.80 302.00 17.17 48 1,425 11,700
- - - - - - - - - - 25JUN2020 750 176.50 543.85 75 - 453.90 - - - 1,725
- - - - - - - - - - 24SEP2020 750 223.35 - - - - - - - -
375 - - - 1,532.00 - - - - - 31DEC2020 750 252.60 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 278.45 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 337.90 - - - 1,411.00 - - - 38,100
- - - - - - - - - - 30JUN2022 750 386.55 - - - 596.45 - - - 5,100
- - - - - - - - - - 29DEC2022 75 457.40 - - - 719.90 - - - 11,250
- - - - - - - - - - 29JUN2023 75 430.45 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 403.80 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 378.55 - - - - - - - -
Total 6,408,075 325,855 68,539 2,236,425 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.