Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10029.10   As on Jun 04, 2020 15:30:30 IST
View Options Contracts for: OR
Filter by: Strike Price:
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
12,300 -5,025 114 - 780.95 -42.45 75 750.15 809.90 3,000 4JUN2020 - - 0.05 150 -1.55 0.05 - 1,259 -10,800 68,250
- - - - - - 7,350 666.35 899.70 7,350 11JUN2020 75 8.00 9.40 525 -4.45 9.60 35.96 203 4,650 5,100
- - - - - - 7,350 678.75 902.95 7,350 18JUN2020 7,500 6.65 - - - - - - - -
3,075 1,350 33 - 827.00 -98.25 75 705.50 833.85 75 25JUN2020 75 56.95 64.95 600 -1.25 59.05 34.23 146 825 17,175
- - - - - - 7,350 686.15 1,105.45 7,350 2JUL2020 - - - - - - - - - -
- - - - - - 7,350 688.75 1,099.00 7,350 9JUL2020 - - - - - - - - - -
- - - - - - 7,350 685.80 1,095.95 7,350 16JUL2020 - - - - - - - - - -
- - - - - - 7,350 690.40 1,101.20 7,350 23JUL2020 - - 368.75 75 - - - - - -
- - - - - - 7,350 631.25 1,030.75 7,350 30JUL2020 - - 201.10 7,350 - - - - - -
- - - - - - 7,350 688.35 1,186.55 7,350 27AUG2020 - - 332.30 7,350 - - - - - -
Total 15,375 147 1,608 90,525 Total

Top

10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.