Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10029.10   As on Jun 04, 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
319,950 -73,575 3,271 - 535.00 -34.30 750 528.00 559.00 75 4JUN2020 - - 0.05 61,800 -3.35 0.05 - 43,207 -345,825 1,519,425
159,225 78,975 2,022 - 535.00 -57.20 225 530.00 536.95 75 11JUN2020 300 22.40 22.50 150 -11.20 22.50 32.56 55,863 647,775 1,173,975
- - - - - - 7,350 465.20 672.25 7,350 18JUN2020 75 59.05 64.00 150 -1.85 64.00 33.11 389 14,475 24,375
1,025,775 34,125 4,578 20.49 609.35 -58.05 375 609.35 610.80 75 25JUN2020 375 97.70 98.00 450 1.30 97.70 32.71 48,420 302,700 2,711,550
- - - - - - 7,350 454.45 843.90 7,350 2JUL2020 300 4.00 - - - - - - - -
- - - - - - 7,350 457.20 840.35 7,350 9JUL2020 3,225 2.00 385.00 300 - - - - - -
- - - - - - 7,350 460.60 837.30 7,350 16JUL2020 - - 253.45 7,350 - - - - - -
150 - - - 668.90 - 7,350 437.00 859.95 7,350 23JUL2020 150 2.00 475.00 7,350 - - - - - -
215,700 34,575 1,266 16.24 716.55 -42.55 750 715.15 721.65 75 30JUL2020 75 210.20 217.30 150 9.60 213.70 31.51 2,598 21,900 237,525
3,525 375 6 15.63 802.10 -57.00 75 490.75 816.65 75 27AUG2020 150 280.35 290.00 75 22.55 289.00 31.86 508 24,900 51,450
49,725 - 1 - 810.00 -65.00 75 605.15 1,035.95 375 24SEP2020 75 312.15 440.40 675 9.85 387.85 34.12 1 - 1,725
77,400 -225 35 12.57 1,114.00 -46.10 75 1,091.00 1,110.00 75 31DEC2020 75 466.00 478.40 225 12.05 475.00 31.71 118 -225 93,450
- - - - - - - - - - 25MAR2021 75 490.15 580.00 75 - 790.00 - - - 150
4,125 - - - 2,000.00 - - - - - 29JUN2023 - - - - - - - - - -
Total 1,855,575 11,179 151,104 5,813,625 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.