Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10805.55  As on Sep 24, 2020 15:30:26 IST
View Options Contracts for: OR
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Futures contracts
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Chart OI Chng in OI Volume IV LTP Net Chng Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Strike Price Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Net Chng LTP IV Volume Chng in OI OI Chart
Graph - - - - - - 750 860.90 1,492.50 750 9650.00 450 15.00 - - 6.00 15.00 36.24 34 600 900 Graph
Graph - - - - - - 750 885.15 1,429.35 750 9700.00 75 9.80 - - 5.80 15.80 35.31 31 1,800 1,875 Graph
Graph - - - - - - 750 843.05 1,381.80 750 9750.00 225 5.10 - - -105.45 13.80 33.07 4 - - Graph
Graph - - - - - - 750 802.65 1,312.65 750 9800.00 300 15.10 29.20 75 13.90 24.90 36.21 132 3,450 3,600 Graph
Graph - - - - - - 750 762.30 1,253.90 750 9850.00 300 10.30 - - 14.00 19.00 32.67 16 75 225 Graph
Graph - - - - - - 750 584.95 1,211.90 750 9900.00 300 20.00 28.20 75 7.00 20.00 31.69 71 2,925 3,300 Graph
Graph - - - - - - 750 681.55 1,110.00 750 9950.00 300 5.10 39.90 150 - - - - - - Graph
Graph - - - - - - 75 706.20 1,053.50 750 10000.00 75 25.00 27.50 75 17.15 28.00 31.49 4,927 72,975 86,100 Graph
Graph - - - - - - 750 556.90 1,010.80 750 10050.00 300 11.05 55.95 300 - - - - - - Graph
Graph - - - - - - 750 519.65 943.80 750 10100.00 75 28.40 38.25 75 -157.15 33.15 29.95 507 7,425 7,425 Graph
Graph - - - - - - 750 520.05 980.75 7,350 10150.00 75 10.10 - - - - - - - - Graph
Graph - - - - - - 750 445.80 913.55 750 10200.00 2,025 39.70 42.30 75 -175.60 40.00 28.51 356 7,200 7,200 Graph
Graph - - - - - - 750 414.25 862.55 750 10250.00 300 10.10 - - - - - - - - Graph
Graph - - - - - - 750 363.75 822.95 750 10300.00 75 51.00 53.30 150 -189.45 53.20 27.95 51 2,250 2,250 Graph
Graph - - - - - - 750 340.65 704.70 750 10350.00 150 19.10 - - - - - - - - Graph
Graph - - - - - - 750 283.30 706.35 7,350 10400.00 150 60.05 77.10 150 -206.75 64.80 26.51 624 13,050 13,050 Graph
Graph - - - - - - 750 240.05 659.30 7,350 10450.00 300 30.10 - - - - - - - - Graph
Graph - - - - - - 75 370.45 1,471.80 150 10500.00 150 81.10 84.95 75 58.95 83.00 25.60 7,284 2,625 112,350 Graph
Graph - - - - - - 750 153.60 571.30 750 10550.00 75 30.20 228.80 150 - - - - - - Graph
Graph - - - - - - 75 294.65 515.10 7,350 10600.00 150 106.65 109.00 75 77.50 109.00 25.10 3,763 33,975 49,725 Graph
Graph - - - - - - 750 53.95 493.50 750 10650.00 225 24.50 286.70 150 - - - - - - Graph
Graph 750 750 10 24.88 290.00 -668.30 75 68.55 430.10 750 10700.00 150 133.60 147.90 75 97.50 139.95 24.44 4,200 24,450 56,700 Graph
Graph - - - - - - 225 0.40 406.80 750 10750.00 150 142.15 165.30 150 - - - - - - Graph
Graph 13,350 13,275 435 23.59 223.00 -183.65 75 215.25 225.00 75 10800.00 75 168.40 179.75 75 110.30 168.50 22.68 4,416 33,825 80,400 Graph
Graph 1,200 1,200 34 22.66 189.85 -679.15 75 121.75 191.00 75 10850.00 300 174.05 202.50 150 -235.05 198.55 23.34 25 675 675 Graph
Graph 50,175 50,100 1,903 22.48 165.00 -115.00 75 160.15 177.70 75 10900.00 75 216.40 227.90 75 143.60 221.35 22.91 3,906 40,350 63,375 Graph
Graph 1,200 1,200 42 22.14 141.00 -671.60 75 58.45 189.45 75 10950.00 150 172.60 412.05 150 -224.35 252.05 23.17 18 525 525 Graph
Graph 122,925 119,850 5,852 22.04 120.95 -141.90 75 117.00 120.95 75 11000.00 75 269.40 280.00 75 175.15 278.95 22.74 4,314 -18,525 56,325 Graph
Graph 3,300 3,300 138 21.97 103.25 -655.45 150 90.15 107.30 75 11050.00 225 113.65 369.30 75 -221.70 300.00 21.28 44 1,275 1,275 Graph
Graph 217,950 207,450 7,466 21.57 85.00 -114.75 75 84.65 86.00 2,100 11100.00 75 332.40 467.40 75 206.50 345.00 22.66 927 -1,575 23,100 Graph
Graph 8,925 7,950 382 21.28 69.65 -102.55 75 68.00 73.05 75 11150.00 150 233.25 562.40 750 224.50 384.65 23.17 11 -75 450 Graph
Graph 146,625 121,800 9,515 20.80 55.10 -92.05 375 55.00 59.90 150 11200.00 150 407.30 425.00 75 230.15 417.30 22.45 431 -3,000 17,400 Graph
Graph 9,675 6,975 349 20.53 43.85 -81.90 75 40.10 62.05 150 11250.00 150 264.20 655.85 750 77.80 363.00 - 4 75 150 Graph
Graph 186,600 152,250 9,712 19.79 32.00 -71.25 150 30.10 32.00 2,025 11300.00 7,350 312.20 499.95 150 265.40 502.90 23.45 84 -1,875 3,225 Graph
Graph 8,850 7,050 256 19.89 26.00 -59.70 75 0.25 30.00 75 11350.00 7,350 356.00 743.45 750 - - - - - - Graph
Graph 171,225 135,375 7,177 21.18 25.85 -48.90 75 10.00 26.25 150 11400.00 7,350 393.20 603.35 75 279.45 595.00 25.06 85 -2,850 4,800 Graph
Graph 7,950 4,575 233 20.72 19.10 -36.75 75 15.05 27.70 150 11450.00 750 476.00 751.05 75 - - - - - - Graph
Graph 177,225 87,150 6,033 20.68 15.00 -29.80 150 14.35 16.00 900 11500.00 7,350 420.10 674.65 75 257.15 670.00 22.07 87 -4,125 5,925 Graph
Graph 10,200 5,475 234 21.42 13.80 -23.65 450 13.45 20.50 150 11550.00 750 556.25 874.80 75 - - - - - - Graph
Graph 111,525 13,275 3,529 21.86 12.00 -16.60 75 11.35 13.50 3,150 11600.00 750 547.95 1,012.60 750 299.25 762.35 21.98 23 -975 1,200 Graph
Graph 6,225 1,800 141 22.53 11.00 -12.85 75 14.00 17.65 75 11650.00 750 654.90 984.70 75 - - - - - - Graph
Graph 54,225 -1,725 1,452 24.74 13.80 -4.70 75 9.05 20.95 150 11700.00 750 631.65 1,181.35 750 - 548.35 - - - 75 Graph
Graph - - - - - - 900 5.00 22.20 525 11750.00 750 694.20 1,167.65 750 - - - - - - Graph
Graph 48,450 4,350 1,205 24.58 8.80 -4.60 150 8.10 8.80 225 11800.00 750 790.95 1,165.15 750 7.15 946.05 - 7 300 300 Graph
Graph - - - - - - 900 2.55 35.00 300 11850.00 750 785.00 1,252.85 750 - - - - - - Graph
Graph 9,900 2,250 284 25.83 7.55 -2.90 150 7.05 19.75 7,350 11900.00 750 720.60 1,103.75 75 - - - - - - Graph
Graph - - - - - - 900 1.65 30.00 300 11950.00 750 878.05 1,336.95 750 - - - - - - Graph
Graph 83,775 36,900 1,544 27.02 6.50 -2.10 75 6.10 6.50 525 12000.00 750 925.05 1,201.10 75 - - - - - - Graph
Graph - - - - - - 150 1.10 - - 12050.00 750 961.85 1,451.50 750 - - - - - - Graph
Graph 3,075 -75 41 28.95 6.65 0.55 150 5.10 6.65 225 12100.00 750 1,009.00 1,508.85 750 - - - - - - Graph
Graph - - - - - - 225 0.65 - - 12150.00 750 1,042.60 1,643.65 750 - - - - - - Graph
Graph 14,775 9,900 214 31.50 7.70 -0.50 75 5.55 7.00 1,500 12200.00 750 1,081.10 1,578.40 75 - - - - - - Graph
Graph - - - - - - 225 0.30 - - 12250.00 750 1,143.45 1,771.70 750 - - - - - - Graph
Graph 1,425 825 13 32.50 6.65 0.65 375 5.00 6.65 225 12300.00 750 1,179.20 1,911.10 750 - - - - - - Graph
Graph - - - - - - 225 0.20 - - 12350.00 750 1,231.20 1,974.00 750 - - - - - - Graph
Graph 375 375 5 32.77 5.00 -0.50 75 4.50 5.55 225 12400.00 750 1,272.30 1,854.10 750 - - - - - - Graph
Graph 75 75 1 40.35 15.00 -0.90 75 5.00 9.00 150 12450.00 750 1,318.20 1,879.95 750 - - - - - - Graph
Graph 600 600 8 34.32 4.90 -232.40 3,000 3.35 4.90 75 12500.00 750 1,325.70 1,919.45 750 - - - - - - Graph
Graph - - - - - - 75 0.50 17.15 750 12550.00 750 1,411.25 1,991.70 750 - - - - - - Graph
Graph - - - - - - 600 2.15 5.90 225 12600.00 750 1,453.60 2,085.50 750 - - - - - - Graph
Graph - - - - - - 900 0.10 - - 12650.00 750 1,498.35 2,143.25 750 - - - - - - Graph
Graph 1,425 1,200 16 42.03 10.20 3.75 75 2.55 5.90 300 12700.00 750 1,534.60 2,201.00 750 - - - - - - Graph
Graph - - - - - - 75 0.50 21.25 8,100 12750.00 750 1,583.45 2,361.80 750 - - - - - - Graph
Graph 225 - - - 6.35 - 150 3.50 4.80 300 12800.00 750 1,630.40 2,420.85 750 - - - - - - Graph
Graph - - - - - - 900 0.10 - - 12850.00 750 1,667.50 2,481.65 750 - - - - - - Graph
Graph 300 75 3 41.86 6.00 -1.00 300 1.80 6.00 150 12900.00 750 1,719.75 2,542.05 750 - - - - - - Graph
Graph - - - - - - 900 0.10 - - 12950.00 750 1,762.30 2,602.35 750 - - - - - - Graph
Graph - - - - - - 1,500 2.00 4.50 150 13000.00 750 1,802.05 2,776.90 750 - - - - - - Graph
Graph - - - - - - 3,600 0.60 - - 13050.00 750 1,854.70 2,828.10 750 - - - - - - Graph
Graph - - - - - - 900 0.75 - - 13100.00 750 1,899.05 2,879.30 750 - - - - - - Graph
Graph - - - - - - 3,600 0.55 - - 13150.00 750 1,939.85 2,843.15 750 - - - - - - Graph
Total 1,474,500 58,227 36,382 603,900 Total

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Note :

10% interest rate is applied while computing implied volatility.



Open Interest values in the option chain are refreshed at the end of the day after bhavcopy file has been made available on the website.



  • highlighted  Highlighted options are in-the-money.