Option Chain (Equity Derivatives)

Underlying Index: NIFTY 12180.35   As on Jan 23, 2020 15:30:29 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
1,450,500 -177,525 49,845 - 0.05 -2.15 - - 0.05 60,000 23JAN2020 1,800 169.15 169.95 600 -59.70 170.00 - 7,640 -230,250 55,425
663,300 123,150 28,914 10.29 19.60 -1.05 75 19.35 19.60 75 30JAN2020 525 171.00 173.15 225 -54.10 171.00 11.53 1,071 35,175 136,425
5,625 2,025 228 17.28 111.05 16.50 75 93.70 106.70 150 6FEB2020 75 225.15 261.45 75 5.00 235.00 17.40 33 2,475 2,550
- - - - - - 4,875 64.65 - - 13FEB2020 750 172.05 - - - - - - - -
- - - - - - 225 1.15 - - 20FEB2020 75 20.05 - - - - - - - -
8,700 2,775 102 13.34 176.10 13.35 150 153.45 182.10 150 27FEB2020 150 257.10 295.20 225 -12.75 292.00 17.58 81 - 15,300
- - - - - - 19,500 0.20 - - 12MAR2020 - - - - - - - - - -
- - - - - - - - 317.35 4,875 19MAR2020 - - - - - - - - - -
- - - - - - - - - - 26MAR2020 - - - - - 200.00 - - - 75
Total 2,128,125 79,089 8,825 209,775 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.