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Option Chain For AMBUJACEM - AMBUJA CEMENTS LTD
Last updated on 03 Jul 2020 02:54 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 100 - - - - -
- - - - - 105 - - - - -
- - - - - 110 - - - - -
- - - - - 115 - - - - -
- - - - - 120 - - - - -
- - - - - 125 - - - - -
- - - - - 130 - - - - 10,000
- - - - - 132.5 - - - - -
- - - - - 135 - - - - -
- - - - - 137.5 - - - - -
- - - - - 140 - - - - -
- - - - - 142.5 - - - - -
- - - - - 145 - - - - -
- - - - - 147.5 - - - - -
- - - - - 150 - - - - -
- - - - - 152.5 - - - - -
- - - - - 155 - - - - -
- - - - - 157.5 - - - - -
- - - - - 160 - - - - 92,500
- - - - - 162.5 - - - - -
- - - - - 165 - - - - 5,000
- - - - - 167.5 - - - - 25,000
- - - - - 170 -0.10 0.90 41.15 20,000 165,000
- - - - - 172.5 - - - - -
5,000 - - - - 175 - - - - 10,000
- - - - - 177.5 -3.70 1.85 40.12 2,500 7,500
15,000 - 20.26 17.00 1.15 180 -0.20 2.30 39.75 2,500 220,000
- - - - - 182.5 - - - - 12,500
27,500 - - - - 185 -0.20 3.40 38.97 10,000 92,500
15,000 - 29.08 11.80 1.00 187.5 - - - - 7,500
242,500 5,000 31.25 10.50 0.50 190 -0.55 5.00 38.23 -27,500 245,000
15,000 5,000 27.20 8.15 -0.70 192.5 -1.00 6.50 40.59 10,000 17,500
137,500 22,500 30.63 7.45 - 195 -0.35 7.30 38.92 7,500 27,500
7,500 2,500 31.05 6.30 0.60 197.5 -1.55 9.55 43.58 2,500 5,000
377,500 12,500 32.43 5.65 0.35 200 -0.30 10.25 40.37 -2,500 30,000
- - 31.73 4.40 -9.00 202.5 - - - - -
92,500 2,500 32.60 3.75 0.10 205 - - - - -
20,000 - 30.71 2.70 -0.50 207.5 - - - - -
220,000 - 33.23 2.45 -0.15 210 - - - - 10,000
15,000 - - - - 212.5 - - - - -
35,000 - 31.61 1.40 -0.75 215 - - - - -
- - - - - 217.5 - - - - -
140,000 10,000 33.80 1.05 -0.10 220 - - - - -
- - - - - 222.5 - - - - -
62,500 40,000 33.44 0.60 - 225 - - - - -
- - - - - 227.5 - - - - -
95,000 - 34.45 0.40 -0.10 230 - - - - -
- - - - - 235 - - - - -
Total 1,522,500 982,500
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike prices, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.