Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10705.75   As on Jul 08, 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
- - - - - - 75 1,024.35 1,059.25 75 9JUL2020 75 0.70 0.90 1,500 -0.65 0.85 79.57 384 -12,450 12,150
- - - - - - 7,350 889.00 1,180.70 7,350 16JUL2020 75 4.50 8.95 300 - - - - - -
- - - - - - 7,350 915.25 1,193.20 7,350 23JUL2020 150 8.05 23.90 150 -1,054.95 15.00 32.88 2 - -
750 - - - 956.45 -2.85 75 986.35 1,084.65 75 30JUL2020 75 23.50 29.75 75 4.60 29.70 32.11 92 -375 5,025
- - - - - - 7,350 953.10 1,516.55 7,350 6AUG2020 75 0.05 - - - - - - - -
- - - - - - 7,350 957.70 1,889.10 7,350 13AUG2020 - - - - - - - - - -
- - - - - - 7,350 948.00 1,450.75 7,350 20AUG2020 - - - - - - - - - -
- - - - - - 7,350 955.45 1,298.95 7,350 27AUG2020 1,200 60.30 - - - - - - - -
- - - - - - 7,350 948.00 1,638.05 7,350 3SEP2020 - - - - - - - - - -
- - - - - - 150 1,001.00 1,498.95 7,350 24SEP2020 3,000 2.00 - - - - - - - -
Total 750 - 478 17,175 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.