Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11201.75   As on Feb 28, 2020 15:30:31 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
614,850 -31,200 26,389 32.98 0.95 -0.15 10,425 0.90 0.95 450 5MAR2020 225 1,298.00 1,327.55 75 419.85 1,298.00 61.34 35 1,275 3,225
30,300 5,025 390 25.95 3.40 -0.70 75 3.35 3.45 300 12MAR2020 750 1,075.95 - - - - - - - -
150 - 1 24.07 9.00 3.40 75 6.00 - - 19MAR2020 4,875 1,158.45 - - - - - - - -
1,158,675 -128,700 11,651 20.38 8.95 -0.70 75 7.50 9.00 600 26MAR2020 75 1,332.25 1,340.75 75 463.70 1,332.00 42.40 1,101 18,300 782,325
- - - - - - 375 3.00 - - 1APR2020 4,875 1,175.20 - - - - - - - -
- - - - - - - - - - 9APR2020 4,875 1,169.10 - - - - - - - -
- - - - - - 150 5.00 - - 16APR2020 4,875 1,173.70 - - - - - - - -
- - - - - - - - - - 23APR2020 4,875 1,179.20 - - - - - - - -
173,625 44,400 1,424 15.32 24.70 -16.10 75 23.25 24.85 150 30APR2020 75 1,284.25 1,315.65 75 416.80 1,275.00 30.69 41 -450 18,375
3,600 3,600 58 14.23 48.15 -122.55 150 47.90 48.45 75 28MAY2020 4,875 1,148.80 - - - - - - - -
108,225 82,125 1,649 12.65 63.00 -51.65 150 62.50 65.90 3,525 25JUN2020 225 509.15 1,346.60 75 414.40 1,281.00 28.74 12 -675 7,050
- - - - - - 75 105.25 224.95 750 24SEP2020 - - - - - - - - - -
91,500 2,625 180 9.03 254.50 -124.30 75 250.00 265.00 75 31DEC2020 150 1,159.35 1,230.00 75 328.35 1,201.00 25.55 70 -150 28,050
- - - - - - - - - - 24JUN2021 75 545.30 - - - 886.00 - - - 75
- - - - - - - - - - 30DEC2021 75 578.05 - - - 568.45 - - - 114,225
- - - - - - - - - - 30JUN2022 - - - - - 579.05 - - - 8,400
- - - - - - - - - - 29DEC2022 75 549.05 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 517.45 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 597.05 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 515.05 - - - - - - - -
- - - - - - - - - - 26DEC2024 75 515.05 - - - - - - - -
Total 2,180,925 41,742 1,259 961,725 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.