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
1,093,500 23,625 5,717 - 0.05 -0.85 - - 0.05 21,975 23JAN2020 825 793.60 844.65 825 62.15 828.50 - 2 75 225
1,212,525 493,125 15,529 19.39 1.05 -0.45 13,500 1.00 1.15 12,525 30JAN2020 75 798.80 801.20 375 -51.45 800.00 24.19 1,004 -10,650 513,675
74,100 10,350 462 19.48 10.95 0.20 225 9.80 10.95 75 6FEB2020 975 776.85 823.40 975 - - - - - -
- - - - - - 825 10.00 - - 13FEB2020 5,850 683.20 958.95 4,875 - - - - - -
3,000 -75 5 14.66 18.00 -1.60 75 15.90 19.00 75 20FEB2020 5,850 682.75 906.50 975 - - - - - -
759,825 57,450 3,188 13.12 20.00 -0.90 300 19.80 20.50 150 27FEB2020 1,050 774.05 780.95 75 -52.50 776.80 20.24 323 12,900 107,325
- - - - - - 750 5.00 - - 5MAR2020 4,875 640.65 979.30 4,875 - - - - - -
- - - - - - 75 0.10 - - 12MAR2020 4,875 641.20 970.95 4,875 - - - - - -
- - - - - - 75 0.10 - - 19MAR2020 4,875 645.65 970.05 4,875 - - - - - -
469,125 2,625 702 11.40 48.15 -0.40 75 48.25 50.00 150 26MAR2020 150 764.75 773.40 75 -41.10 769.20 19.43 190 375 259,425
30,450 2,100 78 9.08 170.00 -1.10 150 159.70 174.90 75 25JUN2020 375 678.05 814.40 300 - 730.00 - - - 150
- - - - - - 75 217.55 518.65 75 24SEP2020 - - - - - - - - - -
149,400 5,250 159 5.90 481.00 -1.65 150 479.60 482.50 75 31DEC2020 150 800.00 820.00 75 -50.00 810.00 21.00 6 -225 33,450
75 - - - 1,424.00 - - - - - 24JUN2021 75 503.10 - - - - - - - -
- - - - - - - - - - 30DEC2021 750 486.05 - - - - - - - -
- - - - - - - - - - 30JUN2022 75 638.10 772.40 75 -270.85 738.15 22.17 2 - 59,400
- - - - - - - - - - 29DEC2022 75 608.05 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 576.05 - - - - - - - -
- - - - - - - - - - 28DEC2023 75 586.80 - - - 1,210.00 - - - 75
- - - - - - - - - - 27JUN2024 75 544.25 - - - - - - - -
Total 3,792,000 25,840 1,527 973,725 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.