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
384,975 -76,800 10,693 - 0.05 -1.35 - - 0.05 31,650 23JAN2020 1,500 268.55 270.80 900 -57.95 268.75 - 1,510 -34,425 25,950
431,775 138,375 21,236 10.79 7.70 -2.60 75 7.20 7.70 150 30JAN2020 75 257.50 262.50 75 -55.50 258.45 12.25 254 8,625 15,525
525 375 19 16.92 74.90 -38.85 75 65.00 75.00 150 6FEB2020 75 294.00 329.20 75 - - - - - -
- - - - - - 225 24.65 - - 13FEB2020 975 232.90 - - - - - - - -
- - - - - - 225 3.15 - - 20FEB2020 5,850 182.35 480.70 4,875 - - - - - -
4,425 525 32 12.87 128.50 8.45 150 126.60 138.95 150 27FEB2020 150 206.40 368.90 150 -19.95 382.00 19.84 3 - 75
Total 821,700 31,980 1,767 41,550 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.