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
165,600 -375 1,650 - 0.10 -0.75 - - 0.10 1,950 23JAN2020 1,575 693.55 745.15 1,575 - 558.00 - - - 75
318,375 23,250 2,035 17.62 1.20 -1.20 1,500 1.15 1.20 1,125 30JAN2020 75 694.10 709.60 75 -78.15 688.65 - 3 - 20,100
5,100 2,625 79 17.42 10.60 -2.65 75 10.70 11.90 75 6FEB2020 600 672.50 728.25 600 - - - - - -
- - - - - - 900 2.75 - - 13FEB2020 5,850 590.35 853.85 975 - - - - - -
- - - - - - 225 0.10 - - 20FEB2020 5,850 593.65 804.20 975 - - - - - -
109,950 8,775 1,221 12.73 26.80 -0.85 75 26.00 26.80 75 27FEB2020 225 657.85 705.55 75 - - - - - -
- - - - - - - - - - 5MAR2020 4,875 549.75 882.05 4,875 - - - - - -
- - - - - - - - - - 12MAR2020 4,875 556.80 883.80 4,875 - - - - - -
- - - - - - - - - - 19MAR2020 4,875 549.75 882.25 4,875 - - - - - -
64,125 1,050 175 11.20 62.00 2.50 150 60.20 64.10 150 26MAR2020 75 602.80 758.30 75 - - - - - -
- - - - - - - - - - 24JUN2021 750 465.70 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 453.40 - - - - - - - -
- - - - - - - - - - 30JUN2022 750 508.00 - - - - - - - -
- - - - - - - - - - 29DEC2022 75 568.05 - - - 758.20 - - - 6,750
- - - - - - - - - - 29JUN2023 75 546.05 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 558.05 - - - - - - - -
- - - - - - - - - - 27JUN2024 75 518.30 - - - - - - - -
Total 663,150 5,160 3 26,925 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.