Option Chain (Equity Derivatives)

Underlying Index: NIFTY 12106.90   As on Jan 22, 2020 15:30:30 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
- - - - - - - - 0.50 4,950 23JAN2020 5,775 1,239.55 1,572.25 900 - - - - - -
6,450 -1,950 30 28.15 0.50 -0.25 750 0.50 0.90 75 30JAN2020 150 1,437.05 1,449.85 75 69.50 1,470.80 39.70 3 -150 6,450
- - - - - - 1,500 0.30 - - 6FEB2020 5,775 1,285.60 1,564.65 900 - - - - - -
- - - - - - 900 0.15 - - 13FEB2020 5,775 1,276.40 1,576.95 900 - - - - - -
- - - - - - 900 0.10 - - 20FEB2020 4,875 1,271.80 1,640.70 4,875 - - - - - -
- - - - - - 900 1.75 - - 27FEB2020 150 1,345.40 1,509.85 150 - - - - - -
- - - - - - - - - - 5MAR2020 4,875 1,238.55 1,679.50 4,875 - - - - - -
- - - - - - - - - - 12MAR2020 4,875 1,239.60 1,679.50 4,875 - - - - - -
- - - - - - - - - - 19MAR2020 4,875 1,238.55 1,679.65 4,875 - - - - - -
- - - - - - 900 0.70 - - 26MAR2020 4,875 1,251.10 1,549.00 75 - - - - - -
- - - - - - - - - - 29DEC2022 75 729.05 - - - - - - - -
- - - - - - - - - - 29JUN2023 75 571.55 - - - - - - - -
Total 6,450 30 3 6,450 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.