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 |