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
1,546,725 -310,800 36,950 - 0.05 -1.70 - - 0.05 119,925 23JAN2020 675 218.90 219.70 1,875 -61.25 219.70 - 5,017 -57,900 92,250
2,712,600 13,875 83,511 10.43 12.00 -1.60 900 12.00 12.25 675 30JAN2020 75 213.25 214.60 675 -52.30 214.90 12.07 9,186 17,550 533,100
80,925 8,850 2,096 16.00 82.25 2.55 75 81.90 84.00 225 6FEB2020 75 264.65 286.30 75 -48.45 275.00 18.30 19 300 5,400
- - - - - - 150 98.00 114.85 150 13FEB2020 975 154.45 325.50 75 - - - - - -
- - - - - - 225 1.15 - - 20FEB2020 750 128.70 - - - - - - - -
325,725 12,450 3,304 13.14 151.80 7.90 675 150.80 152.85 675 27FEB2020 375 313.55 320.35 75 -36.65 320.95 17.67 679 19,950 76,500
- - - - - - 75 127.75 - - 5MAR2020 - - - - - - - - - -
- - - - - - 75 102.75 - - 12MAR2020 - - - - - - - - - -
4,200 -75 20 11.99 238.15 23.15 150 221.80 230.80 225 26MAR2020 150 341.55 392.30 75 -32.00 357.00 17.49 12 375 2,025
- - - - - - - - - - 25JUN2020 750 209.20 - - - 276.10 - - - 337,275
- - - - - - - - - - 24SEP2020 750 254.60 - - - - - - - -
675 - - - 1,425.00 - - - - - 31DEC2020 750 282.20 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 305.30 - - - 865.00 - - - 7,725
- - - - - - - - - - 30DEC2021 750 345.05 - - - 575.35 - - - 4,800
- - - - - - - - - - 30JUN2022 750 397.05 - - - - - - - -
- - - - - - - - - - 29DEC2022 75 486.25 - - - 685.00 - - - 113,925
- - - - - - - - - - 29JUN2023 75 456.40 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 427.65 - - - - - - - -
- - - - - - - - - - 27JUN2024 825 399.85 - - - - - - - -
Total 4,670,850 125,881 14,913 1,173,000 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.