Option Chain (Equity Derivatives) |
Underlying Index: NIFTY 14644.70
As on Jan 20, 2021 15:29:59 IST
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| 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 |
 |
42,075 | -21,600 | 1,765 | - | 624.65 | 64.80 | 75 | 648.25 | 650.45 | 150 | 21JAN2021 | 14,250 | 1.75 | 1.80 | 25,650 | -3.45 | 1.30 | - | 195,182 | 966,150 | 3,257,475 | |
|
1,183,125 | -98,175 | 3,322 | - | 650.80 | 45.20 | 75 | 652.50 | 654.90 | 75 | 28JAN2021 | 150 | 17.80 | 17.90 | 2,925 | -16.80 | 18.40 | 24.30 | 77,478 | 104,700 | 2,792,025 | |
|
8,025 | -75 | 111 | - | 715.25 | 36.50 | 675 | 722.55 | 728.80 | 75 | 4FEB2021 | 225 | 59.15 | 59.60 | 1,125 | -27.60 | 60.00 | - | 3,787 | 53,250 | 208,350 | |
|
75 | - | - | - | 775.45 | - | 75 | 700.00 | 899.95 | 4,875 | 11FEB2021 | 75 | 97.45 | 100.00 | 525 | -34.60 | 100.00 | - | 96 | 2,700 | 8,250 | |
|
- | - | - | - | - | - | 4,875 | 530.25 | 931.20 | 4,875 | 18FEB2021 | 600 | 98.75 | 137.00 | 75 | -46.00 | 120.00 | - | 1 | - | 150 | |
|
364,800 | 29,775 | 886 | - | 824.30 | 32.40 | 75 | 842.40 | 846.80 | 300 | 25FEB2021 | 75 | 155.35 | 155.95 | 75 | -38.10 | 157.00 | - | 9,569 | 222,675 | 1,932,600 | |
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- | - | - | - | - | - | 4,875 | 577.10 | 1,067.75 | 4,875 | 4MAR2021 | - | - | - | - | - | 325.00 | - | - | - | 75 | |
|
- | - | - | - | - | - | 4,875 | 577.80 | 1,181.55 | 4,875 | 10MAR2021 | 75 | 1.00 | 306.95 | 4,875 | - | - | - | - | - | - | |
|
- | - | - | - | - | - | - | - | 1,054.55 | 4,875 | 18MAR2021 | 75 | 2.00 | 291.70 | 4,875 | - | - | - | - | - | - | |
|
234,300 | 6,900 | 383 | - | 923.15 | 28.00 | 75 | 934.65 | 940.40 | 150 | 25MAR2021 | 75 | 236.20 | 238.95 | 75 | -34.45 | 241.90 | - | 2,422 | 49,125 | 682,500 | |
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2,025 | - | - | - | 1,100.00 | - | 225 | 755.70 | 1,796.65 | 525 | 24JUN2021 | 75 | 172.20 | - | - | - | - | - | - | - | - | |
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87,975 | -975 | 42 | - | 1,714.40 | 124.40 | 75 | 1,685.00 | 1,712.90 | 75 | 30DEC2021 | 300 | 792.00 | 799.90 | 75 | -26.90 | 801.00 | - | 177 | 1,500 | 92,025 | |
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75 | - | - | - | 2,300.00 | - | - | - | - | - | 29DEC2022 | - | - | - | - | - | - | - | - | - | - | |
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- | - | - | - | - | - | - | - | - | - | 26JUN2025 | 375 | 1,150.00 | - | - | - | 1,500.00 | - | - | - | 750 | |
| Total | 1,922,475 | 6,509 | 288,712 | 8,974,200 | Total | |||||||||||||||||
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10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.