Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10813.45   As on Jul 09, 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
- - - - - - 7,350 2,550.35 2,872.95 525 9JUL2020 - - 0.05 25,500 -0.10 0.05 - 340 -2,475 44,025
- - - - - - 7,350 2,518.05 3,063.45 7,350 16JUL2020 4,875 0.60 0.75 975 -1.05 0.60 76.44 1,009 55,350 60,225
- - - - - - 7,350 2,522.20 3,054.25 7,350 23JUL2020 2,250 0.45 - - - - - - - -
201,900 -300 53 - 2,831.55 152.55 75 2,831.60 2,851.85 75 30JUL2020 225 4.95 5.30 75 -1.00 5.00 56.39 2,240 -9,525 1,117,200
2,250 -75 1 - 2,726.45 40.80 75 2,829.65 2,846.60 75 27AUG2020 300 16.55 17.20 450 -2.75 16.95 45.25 653 18,600 224,025
- - - - - - 75 2,848.15 2,993.50 75 24SEP2020 75 40.00 42.45 75 -5.60 40.00 43.23 48 900 57,525
80,925 - 2 - 2,905.00 84.75 75 2,901.85 2,961.50 150 31DEC2020 150 104.00 107.00 1,500 -8.45 105.00 38.29 61 -450 502,125
- - - - - - - - - - 25MAR2021 750 115.05 - - - - - - - -
- - - - - - - - - - 24JUN2021 750 145.05 300.00 75 - - - - - -
Total 285,075 56 4,351 2,005,125 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.