Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11250.55   As on Sep 21, 2020 15:30:28 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
255,075 -17,025 7,469 49.38 2.50 0.40 75 2.30 2.50 375 24SEP2020 75 1,154.55 1,230.90 975 - 883.60 - - - 300
34,350 16,425 1,868 28.57 4.10 -0.45 150 4.10 4.95 450 1OCT2020 75 1,122.20 1,209.45 1,200 - - - - - -
- - - - - - 600 3.45 14.95 75 8OCT2020 7,350 793.50 1,305.90 7,350 - - - - - -
- - - - - - 1,500 0.35 153.40 7,350 15OCT2020 7,350 1,019.25 1,336.70 7,350 - - - - - -
- - - - - - 3,000 0.35 215.00 150 22OCT2020 7,350 824.75 1,395.80 7,350 - - - - - -
107,250 -46,725 3,696 17.76 17.15 -5.90 75 17.10 18.40 225 29OCT2020 75 1,148.55 1,190.90 75 - 875.00 - - - 75
- - - - - - - - - - 5NOV2020 7,350 1,003.70 1,674.05 7,350 - - - - - -
- - - - - - - - - - 12NOV2020 7,350 795.15 1,383.45 7,350 - - - - - -
- - - - - - - - - - 19NOV2020 750 802.50 1,690.35 150 - - - - - -
- - - - - - 75 40.60 64.00 150 26NOV2020 7,350 999.20 1,290.60 7,350 - - - - - -
675 - - - 1,425.00 - 750 11.20 - - 31DEC2020 - - - - - - - - - -
- - - - - - - - - - 24JUN2021 - - - - - 1,595.00 - - - 7,725
- - - - - - - - - - 30DEC2021 - - - - - 1,567.00 - - - 4,875
Total 397,350 13,033 - 12,975 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.