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Option Chain For AMBUJACEM - AMBUJA CEMENTS LTD
Last updated on 01 Oct 2020 01:02 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
- - - - - 140 - - - - -
- - - - - 145 - - - - -
- - - - - 150 - - - - -
- - - - - 155 - - - - -
- - - - - 160 - - - - -
- - - - - 165 - - - - -
- - - - - 170 - - - - 24,000
- - - - - 175 - - - - -
- - - - - 180 - 0.50 46.30 3,000 12,000
- - - - - 185 - - - - 12,000
- - - - - 190 -0.30 0.60 38.02 -9,000 75,000
6,000 - - - - 195 -0.45 0.75 34.88 - 87,000
54,000 - - - - 200 -0.45 1.40 35.56 36,000 249,000
21,000 3,000 23.95 18.55 2.05 205 -0.30 2.35 36.01 -9,000 75,000
156,000 3,000 28.02 15.00 2.50 210 -1.00 3.15 33.73 18,000 156,000
144,000 -21,000 28.81 11.60 2.60 215 -1.15 4.50 32.66 18,000 30,000
399,000 18,000 29.07 8.65 1.90 220 -2.65 6.55 32.75 9,000 39,000
246,000 156,000 29.51 6.30 1.70 225 - - - - -
384,000 45,000 30.06 4.35 1.00 230 - - - - -
162,000 30,000 29.87 3.00 0.85 235 - - - - -
252,000 48,000 30.45 2.05 0.55 240 - - - - -
45,000 - 30.44 1.30 0.25 245 - - - - -
57,000 15,000 31.40 0.90 0.20 250 - - - - -
- - - - - 255 - - - - -
45,000 9,000 34.19 0.50 0.10 260 - - - - -
- - - - - 265 - - - - -
- - - - - 270 - - - - -
Total 1,971,000 759,000
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 ltp, 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.