Option Chain (Equity Derivatives)

Underlying Index: NIFTY 11913.75   As on Feb 24, 2020 14:24:48 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
911,700 -41,925 4,993 26.80 1.25 -0.25 11,100 1.25 1.30 6,000 27FEB2020 150 701.35 705.90 75 177.35 696.00 45.46 166 -1,200 32,025
10,125 -2,550 329 16.10 2.85 -0.60 2,250 3.00 3.30 375 5MAR2020 300 670.50 740.90 300 - - - - - -
- - - - - - 900 2.55 63.40 150 12MAR2020 4,875 602.20 800.00 4,875 - - - - - -
- - - - - - 600 3.10 - - 19MAR2020 4,875 605.05 787.35 4,875 - - - - - -
269,175 -5,175 5,955 11.45 14.40 -10.15 150 14.25 14.45 150 26MAR2020 300 704.50 711.15 75 170.60 700.00 23.55 38 1,350 11,325
- - - - - - - - - - 1APR2020 4,875 560.85 832.50 4,875 - - - - - -
- - - - - - - - - - 9APR2020 4,875 559.10 787.55 4,875 - - - - - -
- - - - - - - - - - 16APR2020 4,875 561.80 832.55 4,875 - - - - - -
- - - - - - - - - - 23APR2020 4,875 558.85 815.40 4,875 - - - - - -
11,325 -750 122 9.84 50.60 -29.20 600 50.50 53.30 75 30APR2020 825 618.05 720.90 150 120.00 658.00 18.72 1 - 150
- - - - - - 900 45.75 - - 25JUN2020 - - - - - - - - - -
17,625 - - - - - - - - - 31DEC2020 - - - - - - - - - -
- - - - - - - - - - 30DEC2021 750 425.05 - - - - - - - -
- - - - - - - - - - 30JUN2022 75 406.00 - - - - - - - 11,850
- - - - - - - - - - 29DEC2022 750 469.05 - - - - - - - 35,475
- - - - - - - - - - 29JUN2023 750 446.05 - - - - - - - -
- - - - - - - - - - 28DEC2023 750 456.05 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 557.25 - - - - - - - -
- - - - - - - - - - 26DEC2024 75 525.80 - - - - - - - -
Total 1,219,950 11,399 205 90,825 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.