Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10142.15   As on Jun 05, 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
28,650 150 37 49.27 1,163.30 148.70 2,025 1,175.65 1,195.65 2,175 11JUN2020 75 1.65 1.80 12,975 -2.90 1.70 40.66 32,126 179,175 1,197,225
- - - - - - 75 1,141.90 1,228.55 75 18JUN2020 75 8.65 9.50 825 -11.00 9.50 36.36 1,172 32,325 46,275
494,925 -11,925 778 29.21 1,200.00 150.70 75 1,195.10 1,201.30 75 25JUN2020 5,550 22.00 22.50 2,025 -12.90 22.00 35.15 31,981 113,100 3,414,550
- - - - - - 7,350 1,030.35 1,825.15 7,350 2JUL2020 825 4.50 160.00 300 - - - - - -
- - - - - - 7,350 1,028.10 1,409.25 7,350 9JUL2020 75 31.05 199.00 300 - 120.00 - - - 75
- - - - - - 7,350 1,028.15 1,539.70 7,350 16JUL2020 375 10.00 - - - - - - - -
- - - - - - 7,350 1,028.70 1,411.45 7,350 23JUL2020 1,800 3.10 - - - - - - - -
105,750 -3,300 128 - 1,254.05 142.90 450 1,249.85 1,260.05 75 30JUL2020 150 88.00 88.95 75 -23.10 88.90 32.66 5,013 141,450 742,275
- - - - - - 7,350 1,041.60 1,388.25 7,350 6AUG2020 75 0.30 - - - - - - - -
4,950 - 7 - 1,266.30 106.30 75 1,231.00 1,356.50 75 27AUG2020 825 138.65 144.00 150 -34.10 138.65 32.21 619 17,175 410,175
9,450 - - - 980.00 2.50 75 1,150.10 1,501.75 750 24SEP2020 300 162.55 285.65 300 - 230.00 - - - 225
53,550 150 42 - 1,580.00 150.00 225 1,580.00 1,605.10 225 31DEC2020 75 312.00 315.50 75 -25.75 314.55 32.49 406 -750 348,450
- - - - - - - - - - 25MAR2021 525 260.10 695.85 75 - 440.00 - - - 675
- - - - - - - - - - 24JUN2021 - - - - - 341.70 - - - 2,325
8,625 - - - 2,050.00 - 75 1,750.10 2,100.00 300 30DEC2021 - - 899.95 750 - 888.50 - - - 3,900
- - - - - - - - - - 29DEC2022 75 575.10 599.00 75 -15.00 590.00 32.49 38 75 273,075
Total 705,900 992 71,355 6,439,225 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.