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Option Chain For AXISBANK - AXIS BANK LIMITED
Last updated on
03 Jul 2020 02:49 PM
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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 | |
| - | - | - | - | - | 200 | 0.05 | 0.25 | 117.31 | 2,400 | 13,200 |
| - | - | - | - | - | 220 | - | - | - | - | - |
| - | - | - | - | - | 240 | - | - | - | - | 13,200 |
| 1,200 | - | - | - | - | 260 | - | - | - | - | 1,200 |
| - | - | - | - | - | 270 | - | - | - | - | - |
| - | - | - | - | - | 280 | -0.10 | 0.55 | 77.37 | -2,400 | 214,800 |
| 2,400 | - | - | - | - | 290 | -0.55 | 0.60 | 72.77 | - | 2,400 |
| - | - | - | - | - | 300 | -0.25 | 1.05 | 74.05 | 3,600 | 510,000 |
| - | - | - | - | - | 310 | - | 1.35 | 71.66 | -1,200 | 28,800 |
| 4,800 | - | - | 107.00 | - | 320 | -0.20 | 1.65 | 68.61 | -22,800 | 159,600 |
| - | - | - | - | - | 330 | -0.20 | 2.20 | 67.29 | -1,200 | 126,000 |
| 8,400 | - | - | - | - | 340 | -0.10 | 3.10 | 65.83 | 10,800 | 285,600 |
| 13,200 | -2,400 | - | 79.00 | -0.15 | 350 | -0.45 | 3.80 | 63.64 | -3,600 | 543,600 |
| 32,400 | -1,200 | 49.02 | 71.80 | 0.80 | 360 | -0.45 | 5.00 | 62.53 | 92,400 | 1,096,800 |
| 19,200 | - | - | - | - | 370 | -0.75 | 6.60 | 61.90 | -7,200 | 388,800 |
| 54,000 | - | 50.82 | 55.35 | 1.35 | 380 | -1.05 | 8.75 | 61.41 | 28,800 | 648,000 |
| 24,000 | -4,800 | 51.03 | 47.80 | 1.45 | 390 | -1.35 | 11.35 | 61.44 | -3,600 | 309,600 |
| 451,200 | -4,800 | 53.37 | 42.30 | 1.85 | 400 | -1.80 | 14.40 | 61.00 | 75,600 | 1,226,400 |
| 390,000 | -24,000 | 53.35 | 35.40 | 0.55 | 410 | -1.95 | 18.20 | 60.84 | 15,600 | 517,200 |
| 1,668,000 | -57,600 | 54.34 | 30.20 | 0.85 | 420 | -2.25 | 22.65 | 60.98 | 27,600 | 1,098,000 |
| 1,126,800 | 108,000 | 54.33 | 25.30 | 0.60 | 430 | -2.70 | 27.65 | 61.08 | 75,600 | 540,000 |
| 1,783,200 | -118,800 | 53.61 | 21.00 | 0.45 | 440 | -2.80 | 33.45 | 60.96 | -4,800 | 212,400 |
| 1,458,000 | -55,200 | 54.22 | 17.15 | 0.05 | 450 | -1.60 | 40.50 | 62.52 | 2,400 | 140,400 |
| 1,792,800 | 24,000 | 53.92 | 13.80 | 0.20 | 460 | -0.55 | 49.00 | 66.89 | - | 54,000 |
| 384,000 | 20,400 | 53.82 | 11.20 | 0.20 | 470 | - | - | - | - | 9,600 |
| 808,800 | 22,800 | 54.35 | 8.70 | -0.15 | 480 | - | - | - | - | 3,600 |
| 277,200 | 19,200 | 54.10 | 7.05 | -0.05 | 490 | - | - | - | - | 2,400 |
| 1,563,600 | 30,000 | 54.97 | 5.60 | -0.10 | 500 | - | - | - | - | 12,000 |
| 206,400 | 10,800 | 54.39 | 4.25 | -0.10 | 510 | - | - | - | - | - |
| 604,800 | 26,400 | 54.06 | 3.25 | -0.10 | 520 | - | - | - | - | - |
| 207,600 | 111,600 | 54.12 | 2.45 | -0.15 | 530 | - | - | - | - | - |
| 609,600 | 4,800 | 54.41 | 1.90 | -0.10 | 540 | - | - | - | - | 9,600 |
| 142,800 | 6,000 | 55.29 | 1.50 | -0.05 | 550 | - | - | - | - | - |
| 259,200 | 81,600 | 56.00 | 1.20 | 0.05 | 560 | - | - | - | - | 1,200 |
| 36,000 | 1,200 | 56.59 | 1.00 | -0.15 | 570 | - | - | - | - | - |
| 157,200 | -1,200 | 56.55 | 0.75 | -0.15 | 580 | - | - | - | - | 10,800 |
| 343,200 | 15,600 | 59.61 | 0.60 | -0.05 | 600 | - | - | - | - | 9,600 |
| Total | 14,430,000 | 8,188,800 | ||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.