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
302,175 11,475 278,078 - 129.15 -54.65 1,575 128.90 129.15 75 4JUN2020 - - 0.05 27,375 -17.50 0.05 - 1,525,761 1,032,375 2,832,225
186,300 78,150 9,621 23.61 217.10 -59.30 825 210.30 221.85 900 11JUN2020 450 102.20 103.20 525 -0.30 102.20 30.15 54,176 361,425 612,825
300 225 6 24.01 281.80 71.10 75 272.15 291.45 150 18JUN2020 75 167.90 170.00 75 -0.30 168.90 31.32 207 2,475 4,350
470,175 -15,075 8,968 23.66 329.95 -41.85 75 324.95 329.95 525 25JUN2020 75 215.45 216.90 75 14.35 216.75 31.62 25,282 60,750 1,923,600
- - - - - - 75 2.00 567.20 7,350 2JUL2020 3,000 0.10 659.25 75 - - - - - -
- - - - - - - - 561.80 7,350 9JUL2020 1,500 1.00 409.50 7,350 - - - - - -
- - - - - - - - 562.65 7,350 16JUL2020 - - 414.45 7,350 - - - - - -
- - - - - - 450 0.05 571.40 7,350 23JUL2020 75 245.75 416.85 7,350 - - - - - -
13,575 450 74 19.80 466.00 -31.80 375 401.65 465.75 75 30JUL2020 150 353.20 360.20 75 18.85 353.85 31.14 512 12,225 56,100
- - - - - - 750 154.85 687.05 7,350 27AUG2020 750 85.35 - - - - - - - -
375 - - - 407.00 - - - - - 31DEC2020 750 230.05 - - 25.00 625.00 31.70 1 75 455,550
- - - - - - - - - - 30JUN2022 - - 1,077.95 75 - 1,341.00 - - - 150
- - - - - - - - - - 29DEC2022 - - - - - 865.00 - - - 75
Total 972,900 296,747 1,605,939 5,884,875 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.