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
225 - - - 1,495.00 - 375 1,588.70 1,635.10 375 9JUL2020 - - 0.05 6,900 -0.50 0.05 - 491 -23,475 71,925
- - - - - - 375 1,442.70 1,720.05 7,350 16JUL2020 75 1.30 1.80 975 -2.05 1.75 48.88 215 1,875 15,825
- - - - - - 7,350 1,457.20 1,826.95 7,350 23JUL2020 300 3.70 11.90 150 - - - - - -
27,750 -750 24 - 1,603.20 78.20 75 1,621.40 1,673.75 75 30JUL2020 75 10.05 10.90 600 -3.10 10.45 37.20 3,043 -98,100 578,100
- - - - - - 7,350 1,460.70 1,776.35 7,350 6AUG2020 - - - - - - - - - -
- - - - - - 7,350 1,463.60 1,899.80 7,350 13AUG2020 - - - - - - - - - -
- - - - - - 7,350 1,460.70 1,998.45 7,350 20AUG2020 - - - - - - - - - -
- - - - - - 7,350 1,465.15 1,774.70 1,350 27AUG2020 150 48.10 54.90 150 -9.40 49.45 34.86 19 -150 2,700
- - - - - - 7,350 1,446.20 2,286.30 7,350 3SEP2020 - - - - - - - - - -
- - - - - - 75 1,551.00 1,997.90 7,350 24SEP2020 300 82.00 - - - - - - - -
- - - - - - - - - - 31DEC2020 750 34.30 - - - 400.00 - - - 225
- - - - - - - - - - 24JUN2021 - - - - - 226.00 - - - 5,400
- - - - - - - - - - 30DEC2021 - - - - - 600.00 - - - 5,550
Total 27,975 24 3,768 679,725 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.