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
134,475 -143,400 31,017 - 229.00 -49.10 150 228.10 229.00 750 4JUN2020 - - 0.05 471,450 -10.30 0.05 - 433,094 1,229,025 3,071,325
308,700 41,325 5,314 21.30 280.10 -58.05 75 281.05 285.85 825 11JUN2020 750 70.50 70.75 5,025 -5.10 70.75 30.35 66,456 533,700 1,057,650
150 - 4 23.24 343.55 123.55 75 335.65 358.70 150 18JUN2020 75 131.55 136.60 150 -0.25 131.45 31.27 200 5,100 7,950
458,175 -25,425 4,080 22.84 388.00 -50.00 450 386.65 391.95 750 25JUN2020 825 177.55 178.80 75 9.40 178.50 31.70 21,794 -18,675 935,025
- - - - - - 7,650 0.10 634.20 7,350 2JUL2020 3,000 0.60 582.30 75 - - - - - -
- - - - - - - - 632.35 7,350 9JUL2020 75 169.65 365.40 7,350 - 350.00 - - - 75
- - - - - - - - 626.80 7,350 16JUL2020 - - 364.90 7,350 - - - - - -
- - - - - - - - 632.85 7,350 23JUL2020 - - 363.70 7,350 - - - - - -
12,375 -375 48 19.34 524.00 -28.30 75 509.80 524.00 150 30JUL2020 75 311.10 315.60 150 16.70 310.40 30.97 436 1,350 209,550
- - - - - - 750 188.10 933.45 7,350 27AUG2020 750 222.15 563.85 150 - - - - - -
- - - - - - - - - - 24SEP2020 750 250.05 - - - - - - - -
2,025 - - - 580.05 - - - - - 31DEC2020 750 341.95 - - - 675.05 - - - 86,250
Total 915,900 40,463 521,980 5,367,825 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.