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Option Chain For AMBUJACEM - AMBUJA CEMENTS LTD
Last updated on 25 Sep 2020 12:15 AM 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
- - - - - 135 - - - - -
- - - - - 140 - - - - -
- - - - - 145 - - - - -
- - - - - 150 - - - - -
- - - - - 155 - - - - -
- - - - - 160 - - - - -
- - - - - 165 - - - - -
- - - - - 170 - - - - -
- - - - - 175 - 0.05 - - 15,000
6,000 - - 27.20 - 180 -0.05 0.05 - -3,000 39,000
- - - - - 185 - 0.20 - - 9,000
- - - - - 190 -0.10 0.05 - 3,000 18,000
- - - - - 195 -0.15 0.05 - -21,000 78,000
24,000 3,000 - 0.15 -9.15 200 0.75 1.00 - -69,000 66,000
78,000 -54,000 - 0.05 -6.20 205 3.55 4.10 - -123,000 48,000
186,000 -12,000 - 0.05 -1.40 210 10.40 12.25 - -39,000 57,000
156,000 -24,000 - 0.05 -0.55 215 5.30 10.85 - -3,000 87,000
273,000 -93,000 - 0.05 -0.20 220 11.85 22.70 - - 78,000
231,000 -75,000 - 0.05 -0.10 225 5.35 24.10 - -9,000 48,000
375,000 -15,000 - 0.05 -0.05 230 - 22.90 - - 3,000
288,000 -12,000 - 0.05 - 235 - - - - -
399,000 -24,000 - 0.05 -0.05 240 - 30.65 - - 3,000
48,000 - - 0.05 - 245 - - - - -
186,000 -12,000 - 0.05 - 250 - - - - -
6,000 - - 0.65 - 255 - - - - -
72,000 - - 0.05 - 260 - - - - -
12,000 - - 0.05 - 265 - - - - -
9,000 - - 0.10 - 270 - - - - -
Total 2,349,000 549,000
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.