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Option Chain For AMBUJACEM - AMBUJA CEMENTS LTD
Last updated on 20 Oct 2020 04:45 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 -3.65 0.05 91.18 - -
- - - - - 180 -0.80 0.05 84.78 -3,000 12,000
- - - - - 185 -0.80 0.20 93.83 -6,000 6,000
- - - - - 190 0.05 0.30 92.38 -6,000 54,000
6,000 - - - - 195 0.05 0.30 85.07 -3,000 54,000
51,000 - - - - 200 - 0.25 75.58 -6,000 405,000
9,000 -3,000 - 46.70 2.15 205 -0.10 0.30 70.81 -9,000 84,000
153,000 - - 40.00 6.05 210 -0.10 0.35 65.62 - 243,000
66,000 - - - - 215 -0.10 0.60 65.28 3,000 81,000
165,000 -6,000 44.78 32.50 5.00 220 -0.20 0.80 61.70 -9,000 348,000
72,000 - 51.03 28.00 2.50 225 -0.45 1.10 59.95 3,000 144,000
510,000 174,000 51.86 23.60 2.45 230 -0.70 1.80 58.56 147,000 609,000
132,000 -6,000 48.43 19.10 4.75 235 -0.90 2.35 55.48 30,000 162,000
360,000 -6,000 48.62 15.25 2.60 240 -1.25 3.40 52.92 93,000 426,000
270,000 -6,000 47.74 11.70 1.95 245 -1.85 4.70 52.27 -12,000 174,000
1,023,000 -165,000 48.30 9.05 1.80 250 -2.25 6.65 50.97 66,000 165,000
642,000 324,000 48.05 6.45 1.25 255 -4.60 9.25 48.23 24,000 42,000
1,212,000 501,000 48.42 4.65 0.95 260 -29.75 15.20 68.80 15,000 15,000
222,000 108,000 48.80 3.20 0.65 265 - - - - -
483,000 153,000 49.84 2.20 0.50 270 - - - - -
51,000 18,000 46.66 1.15 -0.05 275 - - - - -
333,000 -6,000 52.67 1.05 0.25 280 - - - - -
87,000 3,000 55.22 0.85 0.35 285 - - - - -
75,000 63,000 56.40 0.60 0.20 290 - - - - -
- - - - - 295 - - - - -
Total 5,922,000 3,048,000
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.