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
81,600 -82,200 2,795 - 450.00 -27.10 75 428.60 450.00 975 4JUN2020 - - 0.05 37,575 -4.75 0.05 - 57,732 -135,450 1,605,300
63,300 24,300 775 - 443.50 -65.30 75 438.00 451.90 75 11JUN2020 675 31.65 33.00 825 -10.95 31.65 31.20 39,124 462,825 787,500
- - - - - - 7,350 360.70 564.10 7,350 18JUN2020 150 79.00 86.30 150 6.95 85.00 32.99 142 4,800 6,600
363,000 -21,075 1,172 22.83 537.60 -52.40 150 528.75 536.85 75 25JUN2020 375 119.60 120.65 75 3.05 119.60 32.25 16,938 12,375 2,143,950
- - - - - - 7,350 342.25 771.45 7,350 2JUL2020 3,750 0.10 - - - - - - - -
- - - - - - - - 771.80 7,350 9JUL2020 - - 487.10 75 - - - - - -
- - - - - - - - 767.60 7,350 16JUL2020 - - 292.35 7,350 - - - - - -
- - - - - - - - 1,382.65 7,350 23JUL2020 - - 291.95 7,350 - - - - - -
8,175 4,500 75 14.17 615.00 -75.55 75 606.00 666.55 300 30JUL2020 75 227.95 259.45 750 12.00 242.00 31.25 82 1,500 8,025
- - - - - - 750 263.10 1,122.35 7,350 27AUG2020 750 261.05 - - - - - - - -
300 - - - 574.00 - - - - - 31DEC2020 750 281.65 - - - 983.00 - - - 81,525
Total 516,375 4,817 114,018 4,632,900 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.