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
287,025 -61,200 6,914 - 0.05 -0.60 - - 0.05 28,425 20FEB2020 225 351.85 389.40 375 12.05 369.60 - 4 - 2,175
363,150 236,025 11,376 11.08 2.75 -3.95 150 2.40 2.60 150 27FEB2020 75 365.95 372.25 75 3.10 371.35 19.68 6 -225 825
- - - - - - 75 8.10 15.75 300 5MAR2020 4,875 317.50 437.20 4,875 - - - - - -
- - - - - - 75 12.10 84.40 4,875 12MAR2020 4,875 310.05 477.40 4,875 - - - - - -
- - - - - - - - 90.10 4,875 19MAR2020 4,875 311.70 493.55 4,875 - - - - - -
3,300 2,475 85 9.59 52.65 -15.60 150 50.55 59.15 150 26MAR2020 75 311.80 532.35 525 - - - - - -
- - - - - - - - - - 1APR2020 4,875 258.60 - - - - - - - -
- - - - - - - - 323.30 4,875 9APR2020 4,875 257.80 622.45 4,875 - - - - - -
- - - - - - - - 323.35 4,875 16APR2020 4,875 261.40 585.50 4,875 - - - - - -
- - - - - - - - - - 30APR2020 4,875 262.50 577.50 4,875 - - - - - -
Total 653,475 18,375 10 3,000 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.