Option Chain (Equity Derivatives)

Underlying Index: NIFTY 12080.85   As on Feb 20, 2020 15:30:37 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
438,750 -16,725 2,289 - 0.05 -0.45 - - 0.05 4,500 20FEB2020 525 602.10 668.85 75 -20.80 569.65 - 2 - 1,425
953,775 299,625 6,621 14.99 1.00 -1.35 3,600 0.95 1.00 3,825 27FEB2020 75 612.15 620.60 75 65.30 625.00 29.63 47 -1,800 19,500
975 975 28 11.99 2.70 -113.55 600 2.15 6.40 600 5MAR2020 300 572.20 660.35 300 - - - - - -
- - - - - - 900 2.60 - - 12MAR2020 4,875 536.45 713.25 4,875 - - - - - -
- - - - - - 900 0.05 47.60 4,875 19MAR2020 4,875 536.85 720.20 4,875 - - - - - -
212,625 65,250 3,855 9.72 15.45 -6.00 150 14.65 15.45 75 26MAR2020 375 611.95 686.20 75 46.40 612.85 19.73 29 1,200 2,850
- - - - - - - - - - 1APR2020 4,875 490.15 788.20 4,875 - - - - - -
- - - - - - - - 185.55 4,875 9APR2020 4,875 494.65 852.85 4,875 - - - - - -
- - - - - - - - - - 16APR2020 4,875 494.85 770.05 4,875 - - - - - -
17,700 1,275 157 9.00 60.00 -12.20 75 59.80 62.25 75 30APR2020 375 541.30 706.80 150 - - - - - -
- - - - - - 750 57.80 - - 25JUN2020 - - - - - - - - - -
- - - - - - - - - - 24JUN2021 - - - - - 728.90 - - - 29,475
- - - - - - - - - - 30DEC2021 750 468.80 - - - 626.00 - - - 31,950
- - - - - - - - - - 30JUN2022 750 429.05 - - - 805.00 - - - 10,650
- - - - - - - - - - 29DEC2022 75 559.00 - - - 659.95 - - - 72,075
- - - - - - - - - - 29JUN2023 750 478.05 - - - - - - - -
- - - - - - - - - - 28DEC2023 750 537.25 - - - 1,005.00 - - - 450
- - - - - - - - - - 27JUN2024 75 602.85 - - - - - - - -
- - - - - - - - - - 26DEC2024 75 570.05 - - - - - - - -
Total 1,623,825 12,950 78 168,375 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.