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As on: Jan 18, 2020 12:43 AM
Implied Volatility
The implied volatility of an option contract is the volatility of the price of the underlying security that is implied by the market price of the option based on an option pricing model.
Symbol Expiry Date Option Type Strike Price(Rs) Option Price(Rs) Underlying Implied Volatility
TCS 30-Jan-20 CE 1,820.00 409.15 2,220.90 0.00
TCS 30-Jan-20 PE 1,820.00 1.60 2,220.90 0.62
TCS 30-Jan-20 CE 1,920.00 0.00 2,220.90 0.00
TCS 30-Jan-20 CE 1,980.00 0.00 2,220.90 0.00
TCS 30-Jan-20 CE 1,960.00 0.00 2,220.90 0.00
TCS 30-Jan-20 CE 1,940.00 205.00 2,220.90 0.00
TCS 30-Jan-20 CE 1,900.00 265.00 2,220.90 0.00
TCS 30-Jan-20 PE 2,200.00 39.85 2,220.90 0.41
TCS 30-Jan-20 CE 1,880.00 0.00 2,220.90 0.00
TCS 30-Jan-20 PE 2,060.00 8.20 2,220.90 0.42
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