Option Chain (Equity Derivatives)

Underlying Index: NIFTY 12080.85   As on Feb 20, 2020 15:30:37 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
289,950 -243,525 12,983 - 0.05 -0.75 - - 0.05 21,150 20FEB2020 75 268.75 269.45 3,000 54.05 269.40 - 409 6,675 14,625
712,125 341,775 27,744 10.36 6.40 -8.50 75 6.25 6.40 75 27FEB2020 75 269.85 275.50 75 49.60 276.00 16.82 550 13,800 25,275
3,375 3,225 99 10.13 23.50 -17.35 75 22.05 29.35 75 5MAR2020 4,875 222.10 344.50 4,875 - - - - - -
- - - - - - 75 20.15 97.10 4,875 12MAR2020 4,875 218.20 389.10 4,875 - - - - - -
- - - - - - 150 1.00 118.20 4,875 19MAR2020 4,875 216.50 414.85 4,875 - - - - - -
1,875 1,125 47 9.63 81.35 -17.40 225 72.35 81.00 75 26MAR2020 75 212.00 606.65 75 - 200.00 - - - 75
- - - - - - - - 323.30 4,875 9APR2020 - - - - - - - - - -
- - - - - - - - 226.15 4,875 16APR2020 - - - - - - - - - -
- - - - - - - - - - 30APR2020 - - 514.65 4,875 - - - - - -
Total 1,007,325 40,873 959 39,975 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.