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
- - - - - - - - 0.35 4,950 23JAN2020 4,875 759.15 966.40 4,875 - - - - - -
5,400 - 64 20.16 0.95 -1.25 75 0.55 1.00 2,550 30JAN2020 975 795.55 905.20 975 - - - - - -
- - - - - - 900 2.85 - - 6FEB2020 5,850 738.45 928.95 975 - - - - - -
- - - - - - 225 1.35 - - 13FEB2020 5,850 729.55 1,011.35 975 - - - - - -
- - - - - - 225 0.05 - - 20FEB2020 5,850 728.55 958.70 975 - - - - - -
1,200 -375 8 13.26 17.00 1.95 75 17.00 19.00 75 27FEB2020 4,875 751.10 998.80 4,875 - - - - - -
- - - - - - - - - - 5MAR2020 4,875 691.35 1,025.15 4,875 - - - - - -
- - - - - - - - - - 12MAR2020 4,875 687.05 1,031.05 4,875 - - - - - -
- - - - - - - - - - 19MAR2020 4,875 691.35 1,034.95 4,875 - - - - - -
- - - - - - 1,200 16.60 - - 26MAR2020 4,875 701.60 949.00 75 - - - - - -
Total 6,600 72 - - Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.