Derivatives

Implied Volatility

Symbol Expiry Option Type Strike Price[Rs.] Opt Price[Rs.] Underly IV
IDEA 26 Dec 19 CE 1 6.50 6.80 18.15
IBULHSGFIN 26 Dec 19 CE 100 236.15 269.35 14.99
HCLTECH 26 Dec 19 CE 740 390.00 546.65 13.89
YESBANK 26 Dec 19 CE 15 30.00 39.65 9.39
IBULHSGFIN 26 Dec 19 CE 130 191.65 269.35 9.29
IDEA 26 Dec 19 CE 2 5.35 6.80 9.01
IBULHSGFIN 26 Dec 19 CE 170 172.15 269.35 8.73
RBLBANK 26 Dec 19 CE 160 221.00 325.00 8.39
HCLTECH 26 Dec 19 CE 940 192.90 546.65 7.85
JINDALSTEL 26 Dec 19 CE 60 97.65 144.65 7.01
1 2