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
105,450 -46,500 2,913 - 0.05 -0.95 - - 0.05 24,900 23JAN2020 150 369.20 370.00 3,000 -62.30 368.20 - 41 -1,200 4,650
235,425 76,350 8,164 11.82 3.60 -2.15 4,200 3.20 3.95 600 30JAN2020 75 348.25 363.65 75 -21.00 360.00 16.17 3 75 3,975
- - - - - - 225 20.70 - - 6FEB2020 975 272.80 466.15 4,875 49.50 250.00 - - - 75
- - - - - - 225 13.50 - - 13FEB2020 5,850 270.70 512.30 4,875 - - - - - -
- - - - - - 225 1.15 - - 20FEB2020 5,850 266.45 536.45 4,875 - - - - - -
2,025 225 24 12.84 95.00 -2.30 150 95.00 101.70 150 27FEB2020 150 331.10 523.10 4,950 - 350.00 - - - 75
- - - - - - - - - - 5MAR2020 4,875 217.85 - - - - - - - -
- - - - - - - - - - 12MAR2020 4,875 229.65 - - - - - - - -
- - - - - - - - - - 19MAR2020 4,875 210.15 - - - - - - - -
- - - - - - - - - - 26MAR2020 75 351.00 - - - - - - - -
Total 342,900 11,101 44 8,775 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.