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
499,800 -21,150 291 - 0.05 -0.05 - - 0.05 140,400 20FEB2020 525 897.10 981.50 525 3.65 890.00 - 3 75 1,050
1,171,650 201,300 9,789 20.89 0.80 -1.05 9,675 0.75 0.80 300 27FEB2020 75 911.90 918.30 225 62.95 914.35 35.51 1,028 -67,875 477,825
900 - 1 15.66 1.55 -1.45 75 1.70 2.90 75 5MAR2020 300 880.40 959.15 300 - - - - - -
- - - - - - 900 2.10 - - 12MAR2020 4,875 808.10 1,004.75 4,875 - - - - - -
- - - - - - 1,500 0.10 - - 19MAR2020 4,875 803.35 1,040.90 4,875 - - - - - -
503,175 79,275 3,073 11.28 5.85 -0.60 12,975 5.80 5.95 375 26MAR2020 75 900.20 903.85 150 48.40 900.85 24.49 328 15,000 296,175
- - - - - - - - - - 1APR2020 4,875 765.50 1,075.90 4,875 - - - - - -
- - - - - - - - - - 9APR2020 4,875 756.95 1,193.65 4,875 - - - - - -
- - - - - - - - 133.00 4,875 16APR2020 4,875 756.95 1,061.25 4,875 - - - - - -
113,100 10,425 416 9.66 24.95 -4.40 150 24.05 25.95 675 30APR2020 4,875 737.25 1,025.10 4,875 - - - - - -
36,750 225 11 8.73 82.00 -12.00 75 76.80 85.10 150 25JUN2020 3,000 471.05 - - - 730.00 - - - 150
- - - - - - 750 151.05 381.10 75 24SEP2020 - - - - - - - - - -
251,625 225 47 6.77 375.00 -30.00 150 372.55 379.90 75 31DEC2020 150 875.00 880.00 75 13.50 873.50 21.57 5 225 34,350
75 - - - 1,424.00 - - - 1,081.00 750 24JUN2021 - - - - - - - - - -
- - - - - - - - - - 30JUN2022 75 618.75 - - - 781.55 - - - 59,400
- - - - - - - - - - 29DEC2022 75 667.00 - - - 775.00 - - - 75
- - - - - - - - - - 29JUN2023 75 627.05 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 637.05 - - - 1,210.00 - - - 75
- - - - - - - - - - 27JUN2024 75 689.35 - - - - - - - -
- - - - - - - - - - 26DEC2024 75 649.55 - - - - - - - -
Total 2,577,075 13,628 1,364 869,100 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.