Derivative

Implied Volatility

Symbol Expiry Date Option Type Strike Price (RS) Opt Price (RS) Underlying Value Implied Volatility
IDEA 31-Jul-25 CE 10.00 0.25 7.24 1.76
ZOMATO 26-Jun-25 CE 180.00 0.00 214.91 0.00
FINNIFTY 29-May-25 PE 26650.00 816.15 26144.60 0.44
TATASTEEL 26-Jun-25 CE 130.00 0.00 140.81 0.00
FINNIFTY 29-May-25 PE 26350.00 601.75 26144.60 0.45
FINNIFTY 29-May-25 CE 26350.00 431.95 26144.60 0.12
MPHASIS 29-May-25 PE 2480.00 116.10 2474.20 0.86
TATAMOTORS 26-Jun-25 PE 640.00 33.95 647.25 1.19
FEDERALBNK 29-May-25 PE 180.00 1.65 196.63 0.66
NIFTY 26-Jun-25 CE 21800.00 2430.00 24484.00 0.00
1 2 

FOR GRIEVANCE MAIL TO invgrieviss@iseindia.com

BSE EQUITIES : INB011077733 | NSE F&O EQUITIES : INF231077737 | NSE CASH MARKET : INB231077737 | NSE CURRENCY DERIVATIVES : INE231077737 | MCX-SX : INE261077737

ISS Enterprise Limited [Erstwhile: ISE Securities & Services Limited], a wholly owned subsidiary of Inter-connected Stock Exchange of India Ltd. (ISE)

© 2013 ISS Enterprise Limited [Erstwhile: ISE Securities & Services Limited]. All rights reserved.

Designed, developed & powered by C-MOTS Infotech (ISO 9001:2008 certified)