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Option Chain For BANDHANBNK - BANDHAN BANK LIMITED
Last updated on 10 Jul 2020 12:52 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
3,600 - - - - 120 -1.60 0.40 212.53 1,200 12,000
- - - - - 130 - - - - -
- - - - - 140 - - - - -
- - - - - 150 - - - - -
- - - - - 160 - - - - -
- - - - - 170 - - - - -
- - - - - 180 - - - - 1,200
1,200 - - - - 190 - - - - 1,200
1,200 - - - - 200 - - - - 91,200
2,400 - - - - 210 - - - - 3,600
2,400 - - - - 220 - - - - 25,200
1,200 - - - - 230 - - - - 7,200
3,600 - - - - 240 - - - - 31,200
8,400 - - - - 250 - 0.90 - - 62,400
7,200 - - - - 260 -0.40 1.00 87.34 -2,400 38,400
3,600 - - - - 270 - - - - 19,200
9,600 - - - - 280 - - - - 115,200
1,200 - - - - 290 - - - - 78,000
25,200 -1,200 103.74 80.25 -10.75 300 1.20 4.75 85.63 - 339,600
15,600 - - - - 310 0.15 4.75 76.25 - 43,200
42,000 - - - - 320 1.20 7.25 80.78 1,200 162,000
63,600 - 76.78 51.55 -4.00 330 2.50 10.00 79.28 - 92,400
108,000 1,200 77.89 43.30 -9.40 340 1.65 11.60 78.09 9,600 205,200
121,200 - 66.21 35.10 -9.15 350 2.95 15.50 75.56 -1,200 180,000
147,600 4,800 71.13 30.85 -7.30 360 3.25 19.20 76.60 -6,000 126,000
102,000 6,000 66.54 25.75 -7.35 370 4.60 24.15 78.41 7,200 111,600
218,400 38,400 70.43 22.00 -5.45 380 5.00 29.50 77.73 -6,000 110,400
206,400 36,000 70.17 17.70 -5.20 390 8.35 38.45 81.70 3,600 52,800
565,200 50,400 70.89 14.90 -4.25 400 10.25 45.45 83.12 -4,800 79,200
102,000 2,400 72.58 12.45 -3.40 410 11.55 52.65 83.83 1,200 13,200
240,000 3,600 73.60 9.70 -3.45 420 13.40 60.75 86.20 2,400 14,400
25,200 2,400 76.28 8.40 -2.50 430 - - - - 4,800
54,000 2,400 73.47 6.10 -2.85 440 - - - - 1,200
114,000 7,200 74.94 5.10 -1.95 450 - - - - 2,400
Total 2,196,000 2,024,400
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.